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 | 179.95 | 12.05 | - | 90,000 | -10,800 | 32,400 | |||
| 4 Jul | 3936.70 | 167.9 | - | 61,400 | -4,800 | 43,200 | ||||
| 3 Jul | 3934.25 | 181.75 | - | 87,800 | 21,600 | 48,000 | ||||
| 2 Jul | 3874.85 | 152 | - | 27,200 | 2,800 | 26,000 | ||||
| 1 Jul | 3900.95 | 175.95 | - | 27,000 | 3,200 | 23,200 | ||||
| 28 Jun | 3923.90 | 194 | - | 1,40,000 | 7,600 | 20,000 | ||||
| 27 Jun | 3862.60 | 164.85 | - | 32,400 | -2,600 | 12,400 | ||||
| 26 Jun | 3805.05 | 140.55 | - | 11,600 | 2,400 | 15,000 | ||||
| 25 Jun | 3941.60 | 216.5 | - | 17,800 | 10,800 | 12,600 | ||||
| 24 Jun | 3828.40 | 169.05 | - | 1,400 | 400 | 1,400 | ||||
| 21 Jun | 3808.85 | 150.00 | - | 1,000 | 400 | 1,000 | ||||
| 20 Jun | 3851.05 | 208.85 | - | 0 | 0 | 0 | ||||
| 19 Jun | 3868.45 | 208.85 | - | 800 | 0 | 400 | ||||
| 18 Jun | 3914.10 | 207.35 | - | 600 | 400 | 400 | ||||
| 14 Jun | 3909.90 | 155.25 | - | 0 | 0 | 0 | ||||
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| 13 Jun | 3880.50 | 155.25 | - | 0 | 0 | 0 | ||||
| 12 Jun | 3793.15 | 155.25 | - | 0 | 0 | 0 | ||||
| 11 Jun | 3698.95 | 155.25 | - | 0 | 0 | 0 | ||||
For MULTI COMMODITY EXCHANGE - strike price 3950 expiring on 25JUL2024
Delta for 3950 CE is -
Historical price for 3950 CE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 179.95, which was 12.05 higher than the previous day. The implied volatity was -, the open interest changed by -10800 which decreased total open position to 32400
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 167.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -4800 which decreased total open position to 43200
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 181.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 21600 which increased total open position to 48000
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 152, which was lower than the previous day. The implied volatity was -, the open interest changed by 2800 which increased total open position to 26000
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 175.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 23200
On 28 Jun MCX was trading at 3923.90. 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 20000
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 164.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -2600 which decreased total open position to 12400
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 140.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 15000
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 216.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 10800 which increased total open position to 12600
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 169.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1400
On 21 Jun MCX was trading at 3808.85. The strike last trading price was 150.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 1000
On 20 Jun MCX was trading at 3851.05. The strike last trading price was 208.85, 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 19 Jun MCX was trading at 3868.45. The strike last trading price was 208.85, 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 207.35, 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 14 Jun MCX was trading at 3909.90. The strike last trading price was 155.25, 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 155.25, 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 155.25, 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 155.25, 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 | 135.5 | -27.50 | - | 18,200 | 1,200 | 28,800 |
| 4 Jul | 3936.70 | 163 | - | 20,400 | 5,600 | 27,600 | |
| 3 Jul | 3934.25 | 172.7 | - | 11,600 | 5,800 | 22,000 | |
| 2 Jul | 3874.85 | 212.75 | - | 9,200 | 800 | 20,200 | |
| 1 Jul | 3900.95 | 196.35 | - | 4,800 | 2,400 | 19,400 | |
| 28 Jun | 3923.90 | 190.2 | - | 40,800 | 14,600 | 17,000 | |
| 27 Jun | 3862.60 | 216.35 | - | 1,400 | 0 | 2,400 | |
| 26 Jun | 3805.05 | 250.2 | - | 2,800 | 2,200 | 2,200 | |
| 25 Jun | 3941.60 | 454.85 | - | 0 | 0 | 0 | |
| 24 Jun | 3828.40 | 454.85 | - | 0 | 0 | 0 | |
| 21 Jun | 3808.85 | 454.85 | - | 0 | 0 | 0 | |
| 20 Jun | 3851.05 | 454.85 | - | 0 | 0 | 0 | |
| 19 Jun | 3868.45 | 454.85 | - | 0 | 0 | 0 | |
| 18 Jun | 3914.10 | 454.85 | - | 0 | 0 | 0 | |
| 14 Jun | 3909.90 | 454.85 | - | 0 | 0 | 0 | |
| 13 Jun | 3880.50 | 454.85 | - | 0 | 0 | 0 | |
| 12 Jun | 3793.15 | 454.85 | - | 0 | 0 | 0 | |
| 11 Jun | 3698.95 | 454.85 | - | 0 | 0 | 0 | |
For MULTI COMMODITY EXCHANGE - strike price 3950 expiring on 25JUL2024
Delta for 3950 PE is -
Historical price for 3950 PE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 135.5, which was -27.50 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 28800
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 163, which was lower than the previous day. The implied volatity was -, the open interest changed by 5600 which increased total open position to 27600
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 172.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 22000
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 212.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 20200
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 196.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 19400
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 190.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 14600 which increased total open position to 17000
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 216.35, 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 26 Jun MCX was trading at 3805.05. The strike last trading price was 250.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 2200
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 454.85, 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 24 Jun MCX was trading at 3828.40. The strike last trading price was 454.85, 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 21 Jun MCX was trading at 3808.85. The strike last trading price was 454.85, 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 20 Jun MCX was trading at 3851.05. The strike last trading price was 454.85, 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 19 Jun MCX was trading at 3868.45. The strike last trading price was 454.85, 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 454.85, 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 14 Jun MCX was trading at 3909.90. The strike last trading price was 454.85, 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 13 Jun MCX was trading at 3880.50. The strike last trading price was 454.85, 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 12 Jun MCX was trading at 3793.15. The strike last trading price was 454.85, 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 11 Jun MCX was trading at 3698.95. The strike last trading price was 454.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0