MCX
MULTI COMMODITY EXCHANGE
Historical option data for MCX
04 Jul 2024 11:31 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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| 4 Jul | 3906.75 | 181.95 | -23.30 | - | 1,00,400 | 25,400 | 1,58,200 | |||
| 3 Jul | 3934.25 | 205.25 | - | 2,59,000 | -1,000 | 1,32,800 | ||||
| 2 Jul | 3874.85 | 172 | - | 1,69,200 | 20,600 | 1,33,000 | ||||
| 1 Jul | 3900.95 | 198.75 | - | 95,800 | 11,800 | 1,12,400 | ||||
| 28 Jun | 3923.90 | 216.7 | - | 3,74,800 | -9,000 | 1,00,600 | ||||
| 27 Jun | 3862.60 | 187.25 | - | 1,55,800 | 27,000 | 1,09,600 | ||||
| 26 Jun | 3805.05 | 162 | - | 1,13,800 | 37,000 | 82,600 | ||||
| 25 Jun | 3941.60 | 245.85 | - | 1,74,400 | 17,000 | 45,600 | ||||
| 24 Jun | 3828.40 | 188.05 | - | 48,400 | 5,800 | 27,800 | ||||
| 21 Jun | 3808.85 | 155.50 | - | 38,400 | 21,200 | 22,800 | ||||
| 20 Jun | 3851.05 | 187.10 | - | 2,600 | 1,600 | 1,600 | ||||
| 19 Jun | 3868.45 | 288.85 | - | 200 | 0 | 0 | ||||
| 18 Jun | 3914.10 | 568.65 | - | 0 | 0 | 0 | ||||
| 14 Jun | 3909.90 | 568.65 | - | 0 | 0 | 0 | ||||
| 13 Jun | 3880.50 | 568.65 | - | 0 | 0 | 0 | ||||
| 12 Jun | 3793.15 | 568.65 | - | 0 | 0 | 0 | ||||
| 11 Jun | 3698.95 | 568.65 | - | 0 | 0 | 0 | ||||
For MULTI COMMODITY EXCHANGE - strike price 3900 expiring on 25JUL2024
Delta for 3900 CE is -
Historical price for 3900 CE is as follows
On 4 Jul MCX was trading at 3906.75. The strike last trading price was 181.95, which was -23.30 lower than the previous day. The implied volatity was -, the open interest changed by 25400 which increased total open position to 158200
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 205.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 132800
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 172, which was lower than the previous day. The implied volatity was -, the open interest changed by 20600 which increased total open position to 133000
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 198.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 11800 which increased total open position to 112400
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 216.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -9000 which decreased total open position to 100600
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 187.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 109600
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 162, which was lower than the previous day. The implied volatity was -, the open interest changed by 37000 which increased total open position to 82600
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 245.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 17000 which increased total open position to 45600
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 188.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 27800
On 21 Jun MCX was trading at 3808.85. The strike last trading price was 155.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 21200 which increased total open position to 22800
On 20 Jun MCX was trading at 3851.05. The strike last trading price was 187.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 1600
On 19 Jun MCX was trading at 3868.45. The strike last trading price was 288.85, 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 568.65, 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 14 Jun MCX was trading at 3909.90. The strike last trading price was 568.65, 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 13 Jun MCX was trading at 3880.50. The strike last trading price was 568.65, 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 12 Jun MCX was trading at 3793.15. The strike last trading price was 568.65, 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 568.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 3906.75 | 153 | 2.50 | - | 30,400 | -1,200 | 52,200 |
| 3 Jul | 3934.25 | 150.5 | - | 46,200 | 5,000 | 53,400 | |
| 2 Jul | 3874.85 | 191.1 | - | 44,200 | 5,000 | 48,200 | |
| 1 Jul | 3900.95 | 168.95 | - | 33,000 | 200 | 43,200 | |
| 28 Jun | 3923.90 | 162 | - | 1,37,200 | 16,600 | 43,000 | |
| 27 Jun | 3862.60 | 194 | - | 28,200 | 7,600 | 26,400 | |
| 26 Jun | 3805.05 | 242.2 | - | 24,000 | 4,000 | 18,800 | |
| 25 Jun | 3941.60 | 175.5 | - | 26,000 | 12,800 | 14,800 | |
| 24 Jun | 3828.40 | 220.65 | - | 3,600 | -2,400 | 2,000 | |
| 21 Jun | 3808.85 | 214.25 | - | 4,600 | 3,600 | 4,200 | |
| 20 Jun | 3851.05 | 210.00 | - | 600 | 400 | 400 | |
| 19 Jun | 3868.45 | 237.35 | - | 0 | 0 | 0 | |
| 18 Jun | 3914.10 | 237.35 | - | 0 | 0 | 0 | |
| 14 Jun | 3909.90 | 237.35 | - | 0 | 0 | 0 | |
| 13 Jun | 3880.50 | 237.35 | - | 0 | 0 | 0 | |
| 12 Jun | 3793.15 | 237.35 | - | 0 | 0 | 0 | |
| 11 Jun | 3698.95 | 237.35 | - | 0 | 0 | 0 | |
For MULTI COMMODITY EXCHANGE - strike price 3900 expiring on 25JUL2024
Delta for 3900 PE is -
Historical price for 3900 PE is as follows
On 4 Jul MCX was trading at 3906.75. The strike last trading price was 153, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by -1200 which decreased total open position to 52200
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 150.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 53400
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 191.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 48200
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 168.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 43200
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 162, which was lower than the previous day. The implied volatity was -, the open interest changed by 16600 which increased total open position to 43000
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 194, which was lower than the previous day. The implied volatity was -, the open interest changed by 7600 which increased total open position to 26400
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 242.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 18800
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 175.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 14800
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 220.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -2400 which decreased total open position to 2000
On 21 Jun MCX was trading at 3808.85. The strike last trading price was 214.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 4200
On 20 Jun MCX was trading at 3851.05. The strike last trading price was 210.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 400
On 19 Jun MCX was trading at 3868.45. The strike last trading price was 237.35, 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 237.35, 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 237.35, 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 237.35, 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 237.35, 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 237.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0