MCX
MULTI COMMODITY EXCHANGE
Historical option data for MCX
05 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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5 Jul | 3984.30 | 29 | -1.20 | - | 1,69,400 | 12,200 | 1,44,200 | |||
4 Jul | 3936.70 | 30.2 | - | 1,07,400 | 11,800 | 1,32,000 | ||||
3 Jul | 3934.25 | 33.25 | - | 1,18,400 | 6,600 | 1,20,200 | ||||
2 Jul | 3874.85 | 29.95 | - | 1,19,600 | 4,800 | 1,12,200 | ||||
1 Jul | 3900.95 | 32.2 | - | 93,800 | 27,600 | 1,07,400 | ||||
28 Jun | 3923.90 | 40.15 | - | 4,68,000 | 79,800 | 79,800 |
For MULTI COMMODITY EXCHANGE - strike price 4500 expiring on 25JUL2024
Delta for 4500 CE is -
Historical price for 4500 CE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 29, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 12200 which increased total open position to 144200
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 30.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 11800 which increased total open position to 132000
On 3 Jul MCX was trading at 3934.25. The strike last trading price was 33.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6600 which increased total open position to 120200
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 29.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 112200
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 32.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 27600 which increased total open position to 107400
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 40.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 79800 which increased total open position to 79800
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
5 Jul | 3984.30 | 515 | -52.00 | - | 600 | 200 | 2,800 |
4 Jul | 3936.70 | 567 | - | 200 | 0 | 2,600 | |
3 Jul | 3934.25 | 567.75 | - | 2,600 | 800 | 2,600 | |
2 Jul | 3874.85 | 645 | - | 200 | 200 | 1,600 | |
1 Jul | 3900.95 | 602.45 | - | 600 | 800 | 1,400 | |
28 Jun | 3923.90 | 566 | - | 1,000 | 600 | 600 |
For MULTI COMMODITY EXCHANGE - strike price 4500 expiring on 25JUL2024
Delta for 4500 PE is -
Historical price for 4500 PE is as follows
On 5 Jul MCX was trading at 3984.30. The strike last trading price was 515, which was -52.00 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 2800
On 4 Jul MCX was trading at 3936.70. The strike last trading price was 567, 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 3 Jul MCX was trading at 3934.25. The strike last trading price was 567.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 2600
On 2 Jul MCX was trading at 3874.85. The strike last trading price was 645, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1600
On 1 Jul MCX was trading at 3900.95. The strike last trading price was 602.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 1400
On 28 Jun MCX was trading at 3923.90. The strike last trading price was 566, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 600