MCX
MULTI COMMODITY EXCHANGE
Historical option data for MCX
05 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 3984.30 | 530 | 44.00 | - | 200 | 12,400 | 12,400 | |||
| 4 Jul | 3936.70 | 486 | - | 0 | 0 | 0 | ||||
| 3 Jul | 3934.25 | 486 | - | 800 | 0 | 12,400 | ||||
| 2 Jul | 3874.85 | 436.15 | - | 12,200 | 12,200 | 12,200 | ||||
| 1 Jul | 3900.95 | 449.9 | - | 0 | 3,600 | 0 | ||||
| 28 Jun | 3923.90 | 449.9 | - | 0 | 3,600 | 0 | ||||
| 27 Jun | 3862.60 | 449.9 | - | 11,000 | 3,600 | 11,800 | ||||
| 26 Jun | 3805.05 | 452 | - | 1,000 | 0 | 8,200 | ||||
| 25 Jun | 3941.60 | 492.5 | - | 2,600 | 2,200 | 8,200 | ||||
| 24 Jun | 3828.40 | 380 | - | 6,000 | 0 | 0 | ||||
| 21 Jun | 3808.85 | 832.75 | - | 0 | 0 | 0 | ||||
| 20 Jun | 3851.05 | 832.75 | - | 0 | 0 | 0 | ||||
| 19 Jun | 3868.45 | 832.75 | - | 0 | 0 | 0 | ||||
| 18 Jun | 3914.10 | 832.75 | - | 0 | 0 | 0 | ||||
| 14 Jun | 3909.90 | 832.75 | - | 0 | 0 | 0 | ||||
| 13 Jun | 3880.50 | 832.75 | - | 0 | 0 | 0 | ||||
| 12 Jun | 3793.15 | 832.75 | - | 0 | 0 | 0 | ||||
| 11 Jun | 3698.95 | 832.75 | - | 0 | 0 | 0 | ||||
| 10 Jun | 3645.50 | 832.75 | - | 0 | 0 | 0 | ||||
| 7 Jun | 3631.80 | 832.75 | - | 0 | 0 | 0 | ||||
| 6 Jun | 3484.85 | 832.75 | - | 0 | 0 | 0 | ||||
| 5 Jun | 3507.45 | 832.75 | - | 0 | 0 | 0 | ||||
| 3 Jun | 3647.30 | 832.75 | - | 0 | 0 | 0 | ||||
| 31 May | 3631.35 | 832.75 | - | 0 | 0 | 0 | ||||
| 30 May | 3748.70 | 0.00 | - | 0 | 0 | 0 | ||||
| 29 May | 3748.70 | 0.00 | - | 0 | 0 | 0 | ||||
| 28 May | 3774.55 | 0.00 | - | 0 | 0 | 0 | ||||
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| 27 May | 3808.20 | 0.00 | - | 0 | 0 | 0 | ||||
| 24 May | 3756.20 | 0.00 | - | 0 | 0 | 0 | ||||
| 23 May | 3757.20 | 0.00 | - | 0 | 0 | 0 | ||||
For MULTI COMMODITY EXCHANGE - strike price 3500 expiring on 25JUL2024
Delta for 3500 CE is -
Historical price for 3500 CE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 530, which was 44.00 higher than the previous day. The implied volatity was -, the open interest changed by 12400 which increased total open position to 12400
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 486, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 486, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12400
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 436.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 12200 which increased total open position to 12200
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 449.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 0
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 449.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 0
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 449.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 11800
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 452, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8200
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 492.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 8200
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 380, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun MCX was trading at 3808.85. The strike last trading price was 832.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun MCX was trading at 3851.05. The strike last trading price was 832.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun MCX was trading at 3868.45. The strike last trading price was 832.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun MCX was trading at 3914.10. The strike last trading price was 832.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun MCX was trading at 3909.90. The strike last trading price was 832.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun MCX was trading at 3880.50. The strike last trading price was 832.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun MCX was trading at 3793.15. The strike last trading price was 832.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun MCX was trading at 3698.95. The strike last trading price was 832.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun MCX was trading at 3645.50. The strike last trading price was 832.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun MCX was trading at 3631.80. The strike last trading price was 832.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun MCX was trading at 3484.85. The strike last trading price was 832.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun MCX was trading at 3507.45. The strike last trading price was 832.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun MCX was trading at 3647.30. The strike last trading price was 832.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May MCX was trading at 3631.35. The strike last trading price was 832.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 May MCX was trading at 3748.70. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 May MCX was trading at 3748.70. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 May MCX was trading at 3774.55. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May MCX was trading at 3808.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 May MCX was trading at 3756.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 May MCX was trading at 3757.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 3984.30 | 20.05 | -9.55 | - | 38,400 | -5,200 | 88,600 |
| 4 Jul | 3936.70 | 29.6 | - | 52,400 | 200 | 93,800 | |
| 3 Jul | 3934.25 | 35 | - | 44,200 | 9,800 | 93,600 | |
| 2 Jul | 3874.85 | 50.2 | - | 49,200 | -200 | 83,600 | |
| 1 Jul | 3900.95 | 41.1 | - | 72,800 | 29,600 | 83,800 | |
| 28 Jun | 3923.90 | 46 | - | 1,06,000 | 5,400 | 54,200 | |
| 27 Jun | 3862.60 | 51 | - | 67,600 | 10,400 | 48,800 | |
| 26 Jun | 3805.05 | 69.25 | - | 38,400 | 9,400 | 37,400 | |
| 25 Jun | 3941.60 | 47 | - | 59,200 | 10,000 | 28,000 | |
| 24 Jun | 3828.40 | 53.25 | - | 12,000 | 5,200 | 17,600 | |
| 21 Jun | 3808.85 | 57.00 | - | 15,400 | 7,800 | 12,400 | |
| 20 Jun | 3851.05 | 57.00 | - | 7,400 | -200 | 4,600 | |
| 19 Jun | 3868.45 | 60.00 | - | 1,600 | 1,000 | 4,800 | |
| 18 Jun | 3914.10 | 66.00 | - | 0 | 0 | 0 | |
| 14 Jun | 3909.90 | 66.00 | - | 0 | -200 | 0 | |
| 13 Jun | 3880.50 | 66.00 | - | 2,200 | -200 | 3,800 | |
| 12 Jun | 3793.15 | 81.00 | - | 1,200 | 400 | 3,600 | |
| 11 Jun | 3698.95 | 99.00 | - | 2,400 | -200 | 3,200 | |
| 10 Jun | 3645.50 | 155.60 | - | 0 | 200 | 0 | |
| 7 Jun | 3631.80 | 155.60 | - | 2,200 | 200 | 3,400 | |
| 6 Jun | 3484.85 | 212.00 | - | 200 | 0 | 3,200 | |
| 5 Jun | 3507.45 | 222.10 | - | 1,000 | 3,200 | 3,200 | |
| 3 Jun | 3647.30 | 151.00 | - | 200 | 0 | 2,800 | |
| 31 May | 3631.35 | 200.00 | - | 200 | 2,800 | 2,800 | |
| 30 May | 3748.70 | 160.70 | - | 200 | 0 | 2,800 | |
| 29 May | 3748.70 | 160.70 | - | 200 | 0 | 2,800 | |
| 28 May | 3774.55 | 167.90 | - | 400 | 0 | 2,800 | |
| 27 May | 3808.20 | 164.30 | - | 1,400 | 1,000 | 2,800 | |
| 24 May | 3756.20 | 171.00 | - | 800 | 600 | 1,600 | |
| 23 May | 3757.20 | 166.10 | - | 1,000 | 800 | 800 | |
For MULTI COMMODITY EXCHANGE - strike price 3500 expiring on 25JUL2024
Delta for 3500 PE is -
Historical price for 3500 PE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 20.05, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by -5200 which decreased total open position to 88600
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 29.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 93800
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 35, which was lower than the previous day. The implied volatity was -, the open interest changed by 9800 which increased total open position to 93600
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 50.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 83600
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 41.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 29600 which increased total open position to 83800
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 46, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 54200
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 51, which was lower than the previous day. The implied volatity was -, the open interest changed by 10400 which increased total open position to 48800
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 69.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 9400 which increased total open position to 37400
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 47, which was lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 28000
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 53.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5200 which increased total open position to 17600
On 21 Jun MCX was trading at 3808.85. The strike last trading price was 57.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7800 which increased total open position to 12400
On 20 Jun MCX was trading at 3851.05. The strike last trading price was 57.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 4600
On 19 Jun MCX was trading at 3868.45. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 4800
On 18 Jun MCX was trading at 3914.10. The strike last trading price was 66.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun MCX was trading at 3909.90. The strike last trading price was 66.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 0
On 13 Jun MCX was trading at 3880.50. The strike last trading price was 66.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 3800
On 12 Jun MCX was trading at 3793.15. The strike last trading price was 81.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 3600
On 11 Jun MCX was trading at 3698.95. The strike last trading price was 99.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 3200
On 10 Jun MCX was trading at 3645.50. The strike last trading price was 155.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 0
On 7 Jun MCX was trading at 3631.80. The strike last trading price was 155.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 3400
On 6 Jun MCX was trading at 3484.85. The strike last trading price was 212.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3200
On 5 Jun MCX was trading at 3507.45. The strike last trading price was 222.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 3200
On 3 Jun MCX was trading at 3647.30. The strike last trading price was 151.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2800
On 31 May MCX was trading at 3631.35. The strike last trading price was 200.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 2800
On 30 May MCX was trading at 3748.70. The strike last trading price was 160.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2800
On 29 May MCX was trading at 3748.70. The strike last trading price was 160.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2800
On 28 May MCX was trading at 3774.55. The strike last trading price was 167.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2800
On 27 May MCX was trading at 3808.20. The strike last trading price was 164.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 2800
On 24 May MCX was trading at 3756.20. The strike last trading price was 171.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 1600
On 23 May MCX was trading at 3757.20. The strike last trading price was 166.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 800