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 | 113.5 | 3.65 | - | 1,77,400 | 11,400 | 1,55,400 | |||
| 4 Jul | 3936.70 | 109.85 | - | 1,41,600 | 7,200 | 1,44,000 | ||||
| 3 Jul | 3934.25 | 116.4 | - | 1,05,000 | 4,800 | 1,36,800 | ||||
| 2 Jul | 3874.85 | 97.2 | - | 1,43,800 | -400 | 1,32,400 | ||||
| 1 Jul | 3900.95 | 116 | - | 76,400 | 12,800 | 1,32,800 | ||||
| 28 Jun | 3923.90 | 130.9 | - | 6,43,600 | 88,200 | 1,20,000 | ||||
| 27 Jun | 3862.60 | 110.5 | - | 68,200 | 1,600 | 31,800 | ||||
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| 26 Jun | 3805.05 | 86.65 | - | 49,600 | 7,600 | 30,000 | ||||
| 25 Jun | 3941.60 | 153.25 | - | 42,400 | 11,600 | 22,400 | ||||
| 24 Jun | 3828.40 | 113 | - | 11,200 | 5,800 | 10,400 | ||||
| 21 Jun | 3808.85 | 89.75 | - | 6,000 | 3,400 | 4,600 | ||||
| 20 Jun | 3851.05 | 112.80 | - | 1,200 | 800 | 800 | ||||
| 19 Jun | 3868.45 | 460.95 | - | 0 | 0 | 0 | ||||
For MULTI COMMODITY EXCHANGE - strike price 4100 expiring on 25JUL2024
Delta for 4100 CE is -
Historical price for 4100 CE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 113.5, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by 11400 which increased total open position to 155400
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 109.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 144000
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 116.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 136800
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 97.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -400 which decreased total open position to 132400
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 116, which was lower than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 132800
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 130.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 88200 which increased total open position to 120000
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 110.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 31800
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 86.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7600 which increased total open position to 30000
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 153.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 11600 which increased total open position to 22400
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 113, which was lower than the previous day. The implied volatity was -, the open interest changed by 5800 which increased total open position to 10400
On 21 Jun MCX was trading at 3808.85. The strike last trading price was 89.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3400 which increased total open position to 4600
On 20 Jun MCX was trading at 3851.05. The strike last trading price was 112.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 800
On 19 Jun MCX was trading at 3868.45. The strike last trading price was 460.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 223.2 | -29.65 | - | 7,400 | 2,600 | 14,600 |
| 4 Jul | 3936.70 | 252.85 | - | 2,200 | 12,000 | 12,000 | |
| 3 Jul | 3934.25 | 306.55 | - | 0 | 0 | 0 | |
| 2 Jul | 3874.85 | 306.55 | - | 200 | -200 | 11,400 | |
| 1 Jul | 3900.95 | 286.35 | - | 600 | -200 | 11,600 | |
| 28 Jun | 3923.90 | 279.9 | - | 25,000 | 9,600 | 11,800 | |
| 27 Jun | 3862.60 | 300 | - | 1,000 | 200 | 2,200 | |
| 26 Jun | 3805.05 | 350.25 | - | 200 | 0 | 2,000 | |
| 25 Jun | 3941.60 | 265 | - | 2,800 | 1,400 | 2,000 | |
| 24 Jun | 3828.40 | 350 | - | 600 | 400 | 400 | |
| 21 Jun | 3808.85 | 326.05 | - | 0 | 0 | 0 | |
| 20 Jun | 3851.05 | 326.05 | - | 0 | 0 | 0 | |
| 19 Jun | 3868.45 | 326.05 | - | 0 | 0 | 0 | |
For MULTI COMMODITY EXCHANGE - strike price 4100 expiring on 25JUL2024
Delta for 4100 PE is -
Historical price for 4100 PE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 223.2, which was -29.65 lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 14600
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 252.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 12000
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 306.55, 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 2 Jul MCX was trading at 3874.85. The strike last trading price was 306.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 11400
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 286.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 11600
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 279.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 9600 which increased total open position to 11800
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 300, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2200
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 350.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2000
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 265, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 2000
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 350, 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 21 Jun MCX was trading at 3808.85. The strike last trading price was 326.05, 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 326.05, 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 326.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0