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 | 40.5 | 0.50 | - | 55,400 | 1,000 | 99,000 | |||
| 4 Jul | 3936.70 | 40 | - | 58,800 | 600 | 98,000 | ||||
| 3 Jul | 3934.25 | 45.3 | - | 81,000 | 7,000 | 97,400 | ||||
| 2 Jul | 3874.85 | 38.5 | - | 1,06,600 | -16,400 | 90,000 | ||||
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| 1 Jul | 3900.95 | 44.5 | - | 38,600 | 7,200 | 1,06,400 | ||||
| 28 Jun | 3923.90 | 54.65 | - | 4,33,800 | 40,600 | 99,200 | ||||
| 27 Jun | 3862.60 | 46.95 | - | 73,200 | 8,600 | 58,600 | ||||
| 26 Jun | 3805.05 | 40.65 | - | 58,400 | 14,200 | 50,000 | ||||
| 25 Jun | 3941.60 | 76.3 | - | 65,600 | 32,400 | 35,800 | ||||
| 24 Jun | 3828.40 | 47.05 | - | 1,800 | 200 | 3,200 | ||||
| 21 Jun | 3808.85 | 47.50 | - | 3,000 | 2,000 | 2,000 | ||||
For MULTI COMMODITY EXCHANGE - strike price 4400 expiring on 25JUL2024
Delta for 4400 CE is -
Historical price for 4400 CE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 40.5, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 99000
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 40, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 98000
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 45.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 97400
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 38.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -16400 which decreased total open position to 90000
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 44.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 106400
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 54.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 40600 which increased total open position to 99200
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 46.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8600 which increased total open position to 58600
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 40.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 14200 which increased total open position to 50000
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 76.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 32400 which increased total open position to 35800
On 24 Jun MCX was trading at 3828.40. The strike last trading price was 47.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 3200
On 21 Jun MCX was trading at 3808.85. The strike last trading price was 47.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 2000
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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 | 433 | -47.00 | - | 200 | 9,800 | 9,800 |
| 4 Jul | 3936.70 | 480 | - | 0 | 0 | 0 | |
| 3 Jul | 3934.25 | 480 | - | 200 | 0 | 9,800 | |
| 2 Jul | 3874.85 | 515 | - | 0 | 0 | 0 | |
| 1 Jul | 3900.95 | 515 | - | 200 | 0 | 10,000 | |
| 28 Jun | 3923.90 | 500 | - | 6,000 | 1,400 | 10,000 | |
| 27 Jun | 3862.60 | 616 | - | 5,400 | 3,800 | 8,600 | |
| 26 Jun | 3805.05 | 606 | - | 2,200 | 2,400 | 3,800 | |
| 25 Jun | 3941.60 | 374 | - | 1,800 | 400 | 1,400 | |
| 24 Jun | 3828.40 | 568 | - | 1,000 | 200 | 200 | |
| 21 Jun | 3808.85 | 488.65 | - | 0 | 0 | 0 | |
For MULTI COMMODITY EXCHANGE - strike price 4400 expiring on 25JUL2024
Delta for 4400 PE is -
Historical price for 4400 PE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 433, which was -47.00 lower than the previous day. The implied volatity was -, the open interest changed by 9800 which increased total open position to 9800
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 480, 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 3 Jul MCX was trading at 3934.25. The strike last trading price was 480, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9800
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 515, 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 1 Jul MCX was trading at 3900.95. The strike last trading price was 515, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10000
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 500, which was lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 10000
On 27 Jun MCX was trading at 3862.60. The strike last trading price was 616, which was lower than the previous day. The implied volatity was -, the open interest changed by 3800 which increased total open position to 8600
On 26 Jun MCX was trading at 3805.05. The strike last trading price was 606, which was lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 3800
On 25 Jun MCX was trading at 3941.60. The strike last trading price was 374, 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 24 Jun MCX was trading at 3828.40. The strike last trading price was 568, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 21 Jun MCX was trading at 3808.85. The strike last trading price was 488.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0