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 | 347 | 2.00 | - | 600 | -200 | 17,000 | |||
| 4 Jul | 3936.70 | 345 | - | 3,600 | -2,000 | 17,200 | ||||
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| 3 Jul | 3934.25 | 335 | - | 2,800 | -1,000 | 19,200 | ||||
| 2 Jul | 3874.85 | 290.25 | - | 27,600 | 4,600 | 20,000 | ||||
| 1 Jul | 3900.95 | 310.3 | - | 400 | 0 | 15,400 | ||||
| 28 Jun | 3923.90 | 341.05 | - | 15,600 | 7,000 | 15,400 | ||||
| 27 Jun | 3862.60 | 299.75 | - | 16,200 | 3,400 | 8,400 | ||||
| 26 Jun | 3805.05 | 257.4 | - | 2,400 | 1,200 | 5,000 | ||||
| 25 Jun | 3941.60 | 384.9 | - | 18,400 | -13,000 | 3,800 | ||||
| 24 Jun | 3828.40 | 275 | - | 17,000 | 13,200 | 15,800 | ||||
| 21 Jun | 3808.85 | 260.00 | - | 2,200 | 1,600 | 2,200 | ||||
| 20 Jun | 3851.05 | 320.00 | - | 0 | 0 | 0 | ||||
| 19 Jun | 3868.45 | 320.00 | - | 0 | 0 | 0 | ||||
| 18 Jun | 3914.10 | 320.00 | - | 0 | 0 | 0 | ||||
| 14 Jun | 3909.90 | 320.00 | - | 0 | 200 | 0 | ||||
| 13 Jun | 3880.50 | 320.00 | - | 200 | 0 | 400 | ||||
| 12 Jun | 3793.15 | 250.00 | - | 0 | 400 | 0 | ||||
| 11 Jun | 3698.95 | 250.00 | - | 800 | 600 | 600 | ||||
For MULTI COMMODITY EXCHANGE - strike price 3700 expiring on 25JUL2024
Delta for 3700 CE is -
Historical price for 3700 CE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 347, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 17000
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 345, which was lower than the previous day. The implied volatity was -, the open interest changed by -2000 which decreased total open position to 17200
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 335, which was lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 19200
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 290.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 20000
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 310.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15400
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 341.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 15400
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 299.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 8400
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 257.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 5000
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 384.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -13000 which decreased total open position to 3800
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 275, which was lower than the previous day. The implied volatity was -, the open interest changed by 13200 which increased total open position to 15800
On 21 Jun MCX was trading at 3808.85. The strike last trading price was 260.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 2200
On 20 Jun MCX was trading at 3851.05. The strike last trading price was 320.00, 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 19 Jun MCX was trading at 3868.45. The strike last trading price was 320.00, 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 320.00, 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 320.00, 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 13 Jun MCX was trading at 3880.50. The strike last trading price was 320.00, 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 12 Jun MCX was trading at 3793.15. The strike last trading price was 250.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 11 Jun MCX was trading at 3698.95. The strike last trading price was 250.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 600
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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 | 48 | -18.30 | - | 45,600 | 3,000 | 49,800 |
| 4 Jul | 3936.70 | 66.3 | - | 41,800 | -8,200 | 46,800 | |
| 3 Jul | 3934.25 | 75 | - | 24,800 | 6,600 | 55,000 | |
| 2 Jul | 3874.85 | 99.3 | - | 46,800 | 7,600 | 48,400 | |
| 1 Jul | 3900.95 | 89.15 | - | 25,800 | 1,800 | 40,800 | |
| 28 Jun | 3923.90 | 87.9 | - | 85,600 | 5,600 | 39,000 | |
| 27 Jun | 3862.60 | 103.4 | - | 62,600 | 6,200 | 33,400 | |
| 26 Jun | 3805.05 | 137.8 | - | 21,800 | 1,000 | 27,200 | |
| 25 Jun | 3941.60 | 95.55 | - | 45,200 | 14,800 | 26,200 | |
| 24 Jun | 3828.40 | 107 | - | 16,800 | 6,400 | 11,000 | |
| 21 Jun | 3808.85 | 122.45 | - | 4,800 | 3,200 | 4,600 | |
| 20 Jun | 3851.05 | 123.55 | - | 800 | 200 | 600 | |
| 19 Jun | 3868.45 | 100.00 | - | 200 | 0 | 400 | |
| 18 Jun | 3914.10 | 100.00 | - | 200 | 200 | 200 | |
| 14 Jun | 3909.90 | 208.00 | - | 0 | 0 | 0 | |
| 13 Jun | 3880.50 | 208.00 | - | 0 | 0 | 0 | |
| 12 Jun | 3793.15 | 208.00 | - | 0 | 200 | 0 | |
| 11 Jun | 3698.95 | 208.00 | - | 600 | 200 | 200 | |
For MULTI COMMODITY EXCHANGE - strike price 3700 expiring on 25JUL2024
Delta for 3700 PE is -
Historical price for 3700 PE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 48, which was -18.30 lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 49800
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 66.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -8200 which decreased total open position to 46800
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 75, which was lower than the previous day. The implied volatity was -, the open interest changed by 6600 which increased total open position to 55000
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 99.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 7600 which increased total open position to 48400
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 89.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 40800
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 87.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 39000
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 103.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 6200 which increased total open position to 33400
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 137.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 27200
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 95.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 14800 which increased total open position to 26200
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 107, which was lower than the previous day. The implied volatity was -, the open interest changed by 6400 which increased total open position to 11000
On 21 Jun MCX was trading at 3808.85. The strike last trading price was 122.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 4600
On 20 Jun MCX was trading at 3851.05. The strike last trading price was 123.55, 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 19 Jun MCX was trading at 3868.45. The strike last trading price was 100.00, 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 18 Jun MCX was trading at 3914.10. The strike last trading price was 100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 14 Jun MCX was trading at 3909.90. The strike last trading price was 208.00, 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 208.00, 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 208.00, 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 11 Jun MCX was trading at 3698.95. The strike last trading price was 208.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200