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 | 156 | 10.80 | - | 6,73,000 | 37,600 | 4,22,400 | |||
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| 4 Jul | 3936.70 | 145.2 | - | 4,30,400 | -9,800 | 3,84,800 | ||||
| 3 Jul | 3934.25 | 157.45 | - | 3,90,600 | -18,000 | 3,94,600 | ||||
| 2 Jul | 3874.85 | 127.85 | - | 3,82,000 | 9,800 | 4,13,000 | ||||
| 1 Jul | 3900.95 | 151 | - | 3,70,600 | 87,800 | 4,03,200 | ||||
| 28 Jun | 3923.90 | 170 | - | 17,12,800 | 1,29,800 | 3,15,400 | ||||
| 27 Jun | 3862.60 | 144 | - | 3,12,600 | 11,200 | 1,85,600 | ||||
| 26 Jun | 3805.05 | 124.85 | - | 2,30,200 | 30,200 | 1,74,000 | ||||
| 25 Jun | 3941.60 | 199 | - | 3,82,800 | 1,12,600 | 1,43,800 | ||||
| 24 Jun | 3828.40 | 147.9 | - | 36,600 | 11,600 | 30,600 | ||||
| 21 Jun | 3808.85 | 121.00 | - | 17,200 | 4,400 | 19,000 | ||||
| 20 Jun | 3851.05 | 145.90 | - | 10,600 | 4,200 | 14,600 | ||||
| 19 Jun | 3868.45 | 171.25 | - | 9,000 | 3,400 | 10,400 | ||||
| 18 Jun | 3914.10 | 184.30 | - | 7,600 | 3,000 | 7,000 | ||||
| 14 Jun | 3909.90 | 205.00 | - | 5,800 | 800 | 4,000 | ||||
| 13 Jun | 3880.50 | 171.00 | - | 5,000 | 2,000 | 3,400 | ||||
| 12 Jun | 3793.15 | 168.40 | - | 1,200 | 800 | 1,200 | ||||
| 11 Jun | 3698.95 | 110.60 | - | 400 | 200 | 200 | ||||
For MULTI COMMODITY EXCHANGE - strike price 4000 expiring on 25JUL2024
Delta for 4000 CE is -
Historical price for 4000 CE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 156, which was 10.80 higher than the previous day. The implied volatity was -, the open interest changed by 37600 which increased total open position to 422400
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 145.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -9800 which decreased total open position to 384800
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 157.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -18000 which decreased total open position to 394600
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 127.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 9800 which increased total open position to 413000
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 151, which was lower than the previous day. The implied volatity was -, the open interest changed by 87800 which increased total open position to 403200
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 170, which was lower than the previous day. The implied volatity was -, the open interest changed by 129800 which increased total open position to 315400
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 144, which was lower than the previous day. The implied volatity was -, the open interest changed by 11200 which increased total open position to 185600
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 124.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 30200 which increased total open position to 174000
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 199, which was lower than the previous day. The implied volatity was -, the open interest changed by 112600 which increased total open position to 143800
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 147.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 11600 which increased total open position to 30600
On 21 Jun MCX was trading at 3808.85. The strike last trading price was 121.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4400 which increased total open position to 19000
On 20 Jun MCX was trading at 3851.05. The strike last trading price was 145.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 14600
On 19 Jun MCX was trading at 3868.45. The strike last trading price was 171.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 10400
On 18 Jun MCX was trading at 3914.10. The strike last trading price was 184.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 7000
On 14 Jun MCX was trading at 3909.90. The strike last trading price was 205.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 4000
On 13 Jun MCX was trading at 3880.50. The strike last trading price was 171.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 3400
On 12 Jun MCX was trading at 3793.15. The strike last trading price was 168.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 1200
On 11 Jun MCX was trading at 3698.95. The strike last trading price was 110.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
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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 | 160.85 | -29.30 | - | 69,800 | 9,000 | 91,800 |
| 4 Jul | 3936.70 | 190.15 | - | 34,000 | 9,200 | 82,800 | |
| 3 Jul | 3934.25 | 200 | - | 26,800 | 5,000 | 73,600 | |
| 2 Jul | 3874.85 | 241.85 | - | 60,400 | -7,200 | 68,200 | |
| 1 Jul | 3900.95 | 223.35 | - | 26,600 | -200 | 75,400 | |
| 28 Jun | 3923.90 | 211.1 | - | 2,59,600 | 47,600 | 75,600 | |
| 27 Jun | 3862.60 | 246.1 | - | 11,600 | 8,000 | 28,000 | |
| 26 Jun | 3805.05 | 300 | - | 21,000 | 11,400 | 19,800 | |
| 25 Jun | 3941.60 | 229 | - | 10,200 | 4,600 | 8,400 | |
| 24 Jun | 3828.40 | 322 | - | 1,200 | 0 | 2,600 | |
| 21 Jun | 3808.85 | 260.00 | - | 200 | 0 | 2,400 | |
| 20 Jun | 3851.05 | 213.25 | - | 0 | 0 | 0 | |
| 19 Jun | 3868.45 | 213.25 | - | 0 | 0 | 0 | |
| 18 Jun | 3914.10 | 213.25 | - | 0 | 0 | 0 | |
| 14 Jun | 3909.90 | 213.25 | - | 200 | 0 | 2,400 | |
| 13 Jun | 3880.50 | 265.70 | - | 400 | 0 | 2,200 | |
| 12 Jun | 3793.15 | 350.00 | - | 0 | 2,200 | 0 | |
| 11 Jun | 3698.95 | 350.00 | - | 2,200 | 2,000 | 2,000 | |
For MULTI COMMODITY EXCHANGE - strike price 4000 expiring on 25JUL2024
Delta for 4000 PE is -
Historical price for 4000 PE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 160.85, which was -29.30 lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 91800
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 190.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 9200 which increased total open position to 82800
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 200, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 73600
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 241.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -7200 which decreased total open position to 68200
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 223.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 75400
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 211.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 47600 which increased total open position to 75600
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 246.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 28000
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 300, which was lower than the previous day. The implied volatity was -, the open interest changed by 11400 which increased total open position to 19800
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 229, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 8400
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 322, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2600
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 0 which decreased total open position to 2400
On 20 Jun MCX was trading at 3851.05. The strike last trading price was 213.25, 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 19 Jun MCX was trading at 3868.45. The strike last trading price was 213.25, 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 18 Jun MCX was trading at 3914.10. The strike last trading price was 213.25, 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 14 Jun MCX was trading at 3909.90. The strike last trading price was 213.25, 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 13 Jun MCX was trading at 3880.50. The strike last trading price was 265.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2200
On 12 Jun MCX was trading at 3793.15. The strike last trading price was 350.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 0
On 11 Jun MCX was trading at 3698.95. The strike last trading price was 350.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 2000