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 | 272.3 | 15.30 | - | 11,000 | -1,000 | 91,400 | |||
| 4 Jul | 3936.70 | 257 | - | 16,200 | -2,600 | 92,400 | ||||
| 3 Jul | 3934.25 | 264.8 | - | 22,600 | -9,800 | 95,000 | ||||
| 2 Jul | 3874.85 | 228.8 | - | 1,02,000 | 25,600 | 1,04,800 | ||||
| 1 Jul | 3900.95 | 252 | - | 9,600 | 1,200 | 79,200 | ||||
| 28 Jun | 3923.90 | 275.55 | - | 93,000 | 12,800 | 78,000 | ||||
| 27 Jun | 3862.60 | 237.75 | - | 2,01,800 | 36,600 | 65,200 | ||||
| 26 Jun | 3805.05 | 208.55 | - | 56,000 | -2,400 | 29,200 | ||||
| 25 Jun | 3941.60 | 292.5 | - | 44,200 | 12,800 | 31,600 | ||||
| 24 Jun | 3828.40 | 238 | - | 30,400 | 12,800 | 18,400 | ||||
| 21 Jun | 3808.85 | 203.50 | - | 6,600 | 3,600 | 5,600 | ||||
| 20 Jun | 3851.05 | 244.00 | - | 2,400 | -400 | 1,800 | ||||
| 19 Jun | 3868.45 | 271.05 | - | 600 | 400 | 2,200 | ||||
| 18 Jun | 3914.10 | 291.05 | - | 800 | 400 | 1,800 | ||||
| 14 Jun | 3909.90 | 299.00 | - | 3,400 | -800 | 1,400 | ||||
| 13 Jun | 3880.50 | 265.35 | - | 6,600 | 2,200 | 2,400 | ||||
| 12 Jun | 3793.15 | 264.65 | - | 200 | 0 | 0 | ||||
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| 11 Jun | 3698.95 | 628.60 | - | 0 | 0 | 0 | ||||
For MULTI COMMODITY EXCHANGE - strike price 3800 expiring on 25JUL2024
Delta for 3800 CE is -
Historical price for 3800 CE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 272.3, which was 15.30 higher than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 91400
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 257, which was lower than the previous day. The implied volatity was -, the open interest changed by -2600 which decreased total open position to 92400
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 264.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -9800 which decreased total open position to 95000
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 228.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 25600 which increased total open position to 104800
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 252, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 79200
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 275.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 78000
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 237.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 36600 which increased total open position to 65200
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 208.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -2400 which decreased total open position to 29200
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 292.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 31600
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 238, which was lower than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 18400
On 21 Jun MCX was trading at 3808.85. The strike last trading price was 203.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 5600
On 20 Jun MCX was trading at 3851.05. The strike last trading price was 244.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 1800
On 19 Jun MCX was trading at 3868.45. The strike last trading price was 271.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 2200
On 18 Jun MCX was trading at 3914.10. The strike last trading price was 291.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1800
On 14 Jun MCX was trading at 3909.90. The strike last trading price was 299.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 1400
On 13 Jun MCX was trading at 3880.50. The strike last trading price was 265.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 2400
On 12 Jun MCX was trading at 3793.15. The strike last trading price was 264.65, 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 628.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 75.8 | -20.60 | - | 78,200 | 1,600 | 1,54,400 |
| 4 Jul | 3936.70 | 96.4 | - | 78,600 | 2,600 | 1,52,800 | |
| 3 Jul | 3934.25 | 108.5 | - | 47,200 | 0 | 1,50,200 | |
| 2 Jul | 3874.85 | 140.05 | - | 1,53,600 | 14,000 | 1,50,200 | |
| 1 Jul | 3900.95 | 124.4 | - | 34,200 | 10,600 | 1,36,200 | |
| 28 Jun | 3923.90 | 122 | - | 2,32,000 | 33,400 | 1,25,600 | |
| 27 Jun | 3862.60 | 140.75 | - | 84,400 | 15,000 | 92,200 | |
| 26 Jun | 3805.05 | 185 | - | 81,400 | 23,400 | 77,200 | |
| 25 Jun | 3941.60 | 130 | - | 83,800 | 43,000 | 53,800 | |
| 24 Jun | 3828.40 | 151 | - | 12,400 | 2,600 | 10,600 | |
| 21 Jun | 3808.85 | 167.00 | - | 8,800 | 5,400 | 8,200 | |
| 20 Jun | 3851.05 | 161.25 | - | 3,200 | 2,600 | 2,600 | |
| 19 Jun | 3868.45 | 159.95 | - | 200 | 0 | 0 | |
| 18 Jun | 3914.10 | 199.15 | - | 0 | 0 | 0 | |
| 14 Jun | 3909.90 | 199.15 | - | 0 | 0 | 0 | |
| 13 Jun | 3880.50 | 199.15 | - | 0 | 0 | 0 | |
| 12 Jun | 3793.15 | 199.15 | - | 0 | 0 | 0 | |
| 11 Jun | 3698.95 | 199.15 | - | 0 | 0 | 0 | |
For MULTI COMMODITY EXCHANGE - strike price 3800 expiring on 25JUL2024
Delta for 3800 PE is -
Historical price for 3800 PE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 75.8, which was -20.60 lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 154400
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 96.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 152800
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 108.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150200
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 140.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 14000 which increased total open position to 150200
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 124.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 10600 which increased total open position to 136200
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 122, which was lower than the previous day. The implied volatity was -, the open interest changed by 33400 which increased total open position to 125600
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 140.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 15000 which increased total open position to 92200
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 185, which was lower than the previous day. The implied volatity was -, the open interest changed by 23400 which increased total open position to 77200
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 130, which was lower than the previous day. The implied volatity was -, the open interest changed by 43000 which increased total open position to 53800
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 151, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 10600
On 21 Jun MCX was trading at 3808.85. The strike last trading price was 167.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 8200
On 20 Jun MCX was trading at 3851.05. The strike last trading price was 161.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 2600
On 19 Jun MCX was trading at 3868.45. The strike last trading price was 159.95, 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 18 Jun MCX was trading at 3914.10. The strike last trading price was 199.15, 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 199.15, 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 199.15, 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 199.15, 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 199.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0