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 | 322 | 81.65 | - | 400 | 5,000 | 5,000 | |||
| 4 Jul | 3936.70 | 240.35 | - | 0 | 2,000 | 0 | ||||
| 3 Jul | 3934.25 | 240.35 | - | 0 | 2,000 | 0 | ||||
| 2 Jul | 3874.85 | 240.35 | - | 2,800 | 4,000 | 4,000 | ||||
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| 1 Jul | 3900.95 | 287.25 | - | 0 | -200 | 0 | ||||
| 28 Jun | 3923.90 | 287.25 | - | 2,400 | -200 | 3,000 | ||||
| 27 Jun | 3862.60 | 269.5 | - | 17,800 | 3,200 | 3,200 | ||||
| 26 Jun | 3805.05 | 224.75 | - | 0 | 0 | 0 | ||||
| 25 Jun | 3941.60 | 224.75 | - | 0 | 0 | 0 | ||||
| 24 Jun | 3828.40 | 224.75 | - | 0 | 0 | 0 | ||||
| 21 Jun | 3808.85 | 224.75 | - | 0 | 0 | 0 | ||||
| 20 Jun | 3851.05 | 224.75 | - | 0 | 0 | 0 | ||||
| 19 Jun | 3868.45 | 224.75 | - | 0 | 0 | 0 | ||||
| 18 Jun | 3914.10 | 224.75 | - | 0 | 0 | 0 | ||||
| 14 Jun | 3909.90 | 224.75 | - | 0 | 0 | 0 | ||||
| 13 Jun | 3880.50 | 224.75 | - | 0 | 0 | 0 | ||||
| 12 Jun | 3793.15 | 224.75 | - | 0 | 0 | 0 | ||||
| 11 Jun | 3698.95 | 224.75 | - | 0 | 0 | 0 | ||||
For MULTI COMMODITY EXCHANGE - strike price 3750 expiring on 25JUL2024
Delta for 3750 CE is -
Historical price for 3750 CE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 322, which was 81.65 higher than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 5000
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 240.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 0
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 240.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 0
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 240.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 4000
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 287.25, 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 28 Jun MCX was trading at 3923.90. The strike last trading price was 287.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 3000
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 269.5, 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 26 Jun MCX was trading at 3805.05. The strike last trading price was 224.75, 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 25 Jun MCX was trading at 3941.60. The strike last trading price was 224.75, 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 24 Jun MCX was trading at 3828.40. The strike last trading price was 224.75, 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 21 Jun MCX was trading at 3808.85. The strike last trading price was 224.75, 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 224.75, 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 224.75, 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 224.75, 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 224.75, 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 224.75, 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 224.75, 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 224.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 65.8 | -14.50 | - | 13,400 | 6,000 | 19,200 |
| 4 Jul | 3936.70 | 80.3 | - | 2,400 | -200 | 13,200 | |
| 3 Jul | 3934.25 | 88.8 | - | 6,800 | 2,800 | 13,400 | |
| 2 Jul | 3874.85 | 121.45 | - | 9,200 | 1,200 | 10,600 | |
| 1 Jul | 3900.95 | 105.35 | - | 2,400 | -1,400 | 9,400 | |
| 28 Jun | 3923.90 | 105.55 | - | 27,600 | 5,800 | 10,800 | |
| 27 Jun | 3862.60 | 120.5 | - | 19,400 | 2,200 | 5,000 | |
| 26 Jun | 3805.05 | 159.15 | - | 4,200 | 1,800 | 2,800 | |
| 25 Jun | 3941.60 | 102 | - | 2,600 | 1,000 | 1,000 | |
| 24 Jun | 3828.40 | 326.6 | - | 0 | 0 | 0 | |
| 21 Jun | 3808.85 | 326.60 | - | 0 | 0 | 0 | |
| 20 Jun | 3851.05 | 326.60 | - | 0 | 0 | 0 | |
| 19 Jun | 3868.45 | 326.60 | - | 0 | 0 | 0 | |
| 18 Jun | 3914.10 | 326.60 | - | 0 | 0 | 0 | |
| 14 Jun | 3909.90 | 326.60 | - | 0 | 0 | 0 | |
| 13 Jun | 3880.50 | 326.60 | - | 0 | 0 | 0 | |
| 12 Jun | 3793.15 | 326.60 | - | 0 | 0 | 0 | |
| 11 Jun | 3698.95 | 326.60 | - | 0 | 0 | 0 | |
For MULTI COMMODITY EXCHANGE - strike price 3750 expiring on 25JUL2024
Delta for 3750 PE is -
Historical price for 3750 PE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 65.8, which was -14.50 lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 19200
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 80.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 13200
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 88.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 13400
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 121.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 10600
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 105.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -1400 which decreased total open position to 9400
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 105.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 10800
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 120.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 5000
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 159.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 2800
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 102, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1000
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 326.6, 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 326.60, 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 326.60, 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 326.60, 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 326.60, 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 326.60, 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 326.60, 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 326.60, 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 326.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0