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 | 423 | 19.25 | - | 200 | -200 | 19,000 | |||
| 4 Jul | 3936.70 | 403.75 | - | 800 | 19,200 | 19,200 | ||||
| 3 Jul | 3934.25 | 370.55 | - | 0 | 4,200 | 0 | ||||
| 2 Jul | 3874.85 | 370.55 | - | 33,600 | 4,400 | 19,200 | ||||
| 1 Jul | 3900.95 | 380 | - | 600 | -600 | 14,800 | ||||
| 28 Jun | 3923.90 | 410 | - | 14,000 | 6,200 | 15,400 | ||||
| 27 Jun | 3862.60 | 359 | - | 1,000 | 600 | 9,200 | ||||
| 26 Jun | 3805.05 | 335 | - | 1,200 | 2,000 | 8,600 | ||||
| 25 Jun | 3941.60 | 370 | - | 6,000 | 0 | 6,600 | ||||
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| 24 Jun | 3828.40 | 354.05 | - | 2,200 | 0 | 6,600 | ||||
| 21 Jun | 3808.85 | 332.10 | - | 6,400 | -600 | 6,400 | ||||
| 20 Jun | 3851.05 | 357.50 | - | 11,000 | 10,400 | 10,400 | ||||
| 19 Jun | 3868.45 | 305.00 | - | 0 | 0 | 0 | ||||
| 18 Jun | 3914.10 | 305.00 | - | 0 | 0 | 0 | ||||
| 14 Jun | 3909.90 | 305.00 | - | 0 | 0 | 0 | ||||
| 13 Jun | 3880.50 | 305.00 | - | 0 | 0 | 0 | ||||
| 12 Jun | 3793.15 | 305.00 | - | 0 | 0 | 0 | ||||
| 11 Jun | 3698.95 | 305.00 | - | 200 | 0 | 5,000 | ||||
| 10 Jun | 3645.50 | 306.00 | - | 0 | 5,000 | 0 | ||||
| 7 Jun | 3631.80 | 306.00 | - | 5,000 | 0 | 0 | ||||
| 5 Jun | 3507.45 | 760.95 | - | 0 | 0 | 0 | ||||
| 4 Jun | 3219.00 | 760.95 | - | 0 | 0 | 0 | ||||
| 3 Jun | 3647.30 | 760.95 | - | 0 | 0 | 0 | ||||
| 31 May | 3631.35 | 760.95 | - | 0 | 0 | 0 | ||||
| 30 May | 3748.70 | 0.00 | - | 0 | 0 | 0 | ||||
| 29 May | 3748.70 | 0.00 | - | 0 | 0 | 0 | ||||
| 24 May | 3756.20 | 0.00 | - | 0 | 0 | 0 | ||||
| 23 May | 3757.20 | 0.00 | - | 0 | 0 | 0 | ||||
| 22 May | 3776.05 | 0.00 | - | 0 | 0 | 0 | ||||
| 21 May | 3838.25 | 0.00 | - | 0 | 0 | 0 | ||||
| 18 May | 4042.50 | 0.00 | - | 0 | 0 | 0 | ||||
| 17 May | 4024.70 | 0.00 | - | 0 | 0 | 0 | ||||
For MULTI COMMODITY EXCHANGE - strike price 3600 expiring on 25JUL2024
Delta for 3600 CE is -
Historical price for 3600 CE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 423, which was 19.25 higher than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 19000
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 403.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 19200 which increased total open position to 19200
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 370.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 0
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 370.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 4400 which increased total open position to 19200
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 380, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 14800
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 410, which was lower than the previous day. The implied volatity was -, the open interest changed by 6200 which increased total open position to 15400
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 359, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 9200
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 335, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 8600
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 370, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6600
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 354.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6600
On 21 Jun MCX was trading at 3808.85. The strike last trading price was 332.10, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 6400
On 20 Jun MCX was trading at 3851.05. The strike last trading price was 357.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 10400 which increased total open position to 10400
On 19 Jun MCX was trading at 3868.45. The strike last trading price was 305.00, 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 18 Jun MCX was trading at 3914.10. The strike last trading price was 305.00, 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 305.00, 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 13 Jun MCX was trading at 3880.50. The strike last trading price was 305.00, 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 12 Jun MCX was trading at 3793.15. The strike last trading price was 305.00, 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 11 Jun MCX was trading at 3698.95. The strike last trading price was 305.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5000
On 10 Jun MCX was trading at 3645.50. The strike last trading price was 306.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 0
On 7 Jun MCX was trading at 3631.80. The strike last trading price was 306.00, 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 5 Jun MCX was trading at 3507.45. The strike last trading price was 760.95, 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 4 Jun MCX was trading at 3219.00. The strike last trading price was 760.95, 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 760.95, 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 760.95, 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 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
On 22 May MCX was trading at 3776.05. 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 21 May MCX was trading at 3838.25. 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 18 May MCX was trading at 4042.50. 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 17 May MCX was trading at 4024.70. 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
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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 | 32.5 | -11.70 | - | 20,200 | -600 | 50,800 |
| 4 Jul | 3936.70 | 44.2 | - | 31,600 | 1,200 | 51,400 | |
| 3 Jul | 3934.25 | 49.65 | - | 18,400 | 1,600 | 50,200 | |
| 2 Jul | 3874.85 | 71.4 | - | 34,800 | -3,000 | 48,800 | |
| 1 Jul | 3900.95 | 60.6 | - | 24,000 | 1,800 | 51,800 | |
| 28 Jun | 3923.90 | 64.1 | - | 1,58,400 | 13,800 | 50,000 | |
| 27 Jun | 3862.60 | 72.7 | - | 41,600 | 5,000 | 36,200 | |
| 26 Jun | 3805.05 | 95.85 | - | 28,600 | 15,800 | 30,400 | |
| 25 Jun | 3941.60 | 66.6 | - | 21,600 | 2,000 | 14,600 | |
| 24 Jun | 3828.40 | 75.4 | - | 13,800 | 3,600 | 12,800 | |
| 21 Jun | 3808.85 | 86.95 | - | 8,800 | 4,200 | 8,800 | |
| 20 Jun | 3851.05 | 81.90 | - | 8,600 | -2,200 | 4,600 | |
| 19 Jun | 3868.45 | 90.00 | - | 1,200 | 0 | 6,800 | |
| 18 Jun | 3914.10 | 69.00 | - | 1,400 | 200 | 6,800 | |
| 14 Jun | 3909.90 | 76.95 | - | 400 | 0 | 6,600 | |
| 13 Jun | 3880.50 | 84.00 | - | 1,200 | 200 | 6,400 | |
| 12 Jun | 3793.15 | 112.45 | - | 800 | 400 | 6,200 | |
| 11 Jun | 3698.95 | 145.95 | - | 1,400 | 200 | 5,800 | |
| 10 Jun | 3645.50 | 186.05 | - | 400 | 0 | 5,600 | |
| 7 Jun | 3631.80 | 218.35 | - | 9,200 | 6,400 | 6,400 | |
| 5 Jun | 3507.45 | 247.50 | - | 200 | -200 | 2,800 | |
| 4 Jun | 3219.00 | 473.40 | - | 1,000 | -400 | 3,000 | |
| 3 Jun | 3647.30 | 189.10 | - | 3,000 | 1,200 | 3,400 | |
| 31 May | 3631.35 | 236.00 | - | 200 | 2,400 | 2,400 | |
| 30 May | 3748.70 | 216.15 | - | 800 | 0 | 2,400 | |
| 29 May | 3748.70 | 216.15 | - | 800 | 0 | 2,400 | |
| 24 May | 3756.20 | 212.00 | - | 800 | 600 | 2,200 | |
| 23 May | 3757.20 | 214.00 | - | 400 | 200 | 1,400 | |
| 22 May | 3776.05 | 216.05 | - | 400 | 200 | 1,000 | |
| 21 May | 3838.25 | 171.00 | - | 400 | 200 | 600 | |
| 18 May | 4042.50 | 120.00 | - | 0 | 0 | 400 | |
| 17 May | 4024.70 | 120.00 | - | 400 | 200 | 200 | |
For MULTI COMMODITY EXCHANGE - strike price 3600 expiring on 25JUL2024
Delta for 3600 PE is -
Historical price for 3600 PE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 32.5, which was -11.70 lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 50800
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 44.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 51400
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 49.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 50200
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 71.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 48800
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 60.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 51800
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 64.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 50000
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 72.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 36200
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 95.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 15800 which increased total open position to 30400
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 66.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 14600
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 75.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 12800
On 21 Jun MCX was trading at 3808.85. The strike last trading price was 86.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 8800
On 20 Jun MCX was trading at 3851.05. The strike last trading price was 81.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -2200 which decreased total open position to 4600
On 19 Jun MCX was trading at 3868.45. The strike last trading price was 90.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6800
On 18 Jun MCX was trading at 3914.10. The strike last trading price was 69.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 6800
On 14 Jun MCX was trading at 3909.90. The strike last trading price was 76.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6600
On 13 Jun MCX was trading at 3880.50. The strike last trading price was 84.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 6400
On 12 Jun MCX was trading at 3793.15. The strike last trading price was 112.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 6200
On 11 Jun MCX was trading at 3698.95. The strike last trading price was 145.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 5800
On 10 Jun MCX was trading at 3645.50. The strike last trading price was 186.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5600
On 7 Jun MCX was trading at 3631.80. The strike last trading price was 218.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 6400
On 5 Jun MCX was trading at 3507.45. The strike last trading price was 247.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 2800
On 4 Jun MCX was trading at 3219.00. The strike last trading price was 473.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 3000
On 3 Jun MCX was trading at 3647.30. The strike last trading price was 189.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 3400
On 31 May MCX was trading at 3631.35. The strike last trading price was 236.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 2400
On 30 May MCX was trading at 3748.70. The strike last trading price was 216.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2400
On 29 May MCX was trading at 3748.70. The strike last trading price was 216.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2400
On 24 May MCX was trading at 3756.20. The strike last trading price was 212.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 2200
On 23 May MCX was trading at 3757.20. The strike last trading price was 214.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1400
On 22 May MCX was trading at 3776.05. The strike last trading price was 216.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1000
On 21 May MCX was trading at 3838.25. The strike last trading price was 171.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 600
On 18 May MCX was trading at 4042.50. The strike last trading price was 120.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 400
On 17 May MCX was trading at 4024.70. The strike last trading price was 120.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200