MCX
Multi Commodity Exchange
Historical option data for MCX
08 Apr 2025 04:00 PM IST
| MCX 24APR2025 4700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 2.75
Theta: -5.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 5199.40 | 590 | 141.5 | 57.12 | 15 | -6 | 65 | |||
| 7 Apr | 4989.60 | 447.95 | 51.35 | 58.22 | 379 | 53 | 72 | |||
| 4 Apr | 5026.80 | 396.6 | -279.35 | 25.17 | 16 | 6 | 19 | |||
| 3 Apr | 5334.60 | 676.25 | -65.2 | 35.18 | 5 | 1 | 13 | |||
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| 2 Apr | 5372.50 | 741.45 | 115.1 | 48.72 | 3 | -1 | 11 | |||
| 1 Apr | 5227.90 | 626.35 | 3.9 | 51.43 | 10 | 11 | 11 | |||
| 28 Mar | 5311.75 | 622.45 | 0 | 0.00 | 0 | 7 | 0 | |||
| 27 Mar | 5245.85 | 622.45 | 33.9 | 35.69 | 12 | 9 | 11 | |||
| 26 Mar | 5141.90 | 588.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 5156.15 | 588.55 | 133.55 | 50.14 | 4 | -1 | 1 | |||
| 24 Mar | 5392.90 | 455 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 5464.10 | 455 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 5384.10 | 455 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 5207.85 | 455 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 5113.95 | 455 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 4960.00 | 455 | 245 | 42.81 | 1 | 0 | 2 | |||
| 13 Mar | 4808.45 | 210 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 4773.45 | 210 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 4686.40 | 210 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 4520.55 | 210 | -75 | 43.23 | 3 | 1 | 2 | |||
| 7 Mar | 4664.05 | 285 | -5 | 40.47 | 1 | 0 | 1 | |||
| 5 Mar | 4703.60 | 844.85 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 4715.15 | 844.85 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 4991.65 | 844.85 | 0 | - | 0 | 0 | 0 | |||
For Multi Commodity Exchange - strike price 4700 expiring on 24APR2025
Delta for 4700 CE is 0.83
Historical price for 4700 CE is as follows
On 8 Apr MCX was trading at 5199.40. The strike last trading price was 590, which was 141.5 higher than the previous day. The implied volatity was 57.12, the open interest changed by -6 which decreased total open position to 65
On 7 Apr MCX was trading at 4989.60. The strike last trading price was 447.95, which was 51.35 higher than the previous day. The implied volatity was 58.22, the open interest changed by 53 which increased total open position to 72
On 4 Apr MCX was trading at 5026.80. The strike last trading price was 396.6, which was -279.35 lower than the previous day. The implied volatity was 25.17, the open interest changed by 6 which increased total open position to 19
On 3 Apr MCX was trading at 5334.60. The strike last trading price was 676.25, which was -65.2 lower than the previous day. The implied volatity was 35.18, the open interest changed by 1 which increased total open position to 13
On 2 Apr MCX was trading at 5372.50. The strike last trading price was 741.45, which was 115.1 higher than the previous day. The implied volatity was 48.72, the open interest changed by -1 which decreased total open position to 11
On 1 Apr MCX was trading at 5227.90. The strike last trading price was 626.35, which was 3.9 higher than the previous day. The implied volatity was 51.43, the open interest changed by 11 which increased total open position to 11
On 28 Mar MCX was trading at 5311.75. The strike last trading price was 622.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 27 Mar MCX was trading at 5245.85. The strike last trading price was 622.45, which was 33.9 higher than the previous day. The implied volatity was 35.69, the open interest changed by 9 which increased total open position to 11
On 26 Mar MCX was trading at 5141.90. The strike last trading price was 588.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Mar MCX was trading at 5156.15. The strike last trading price was 588.55, which was 133.55 higher than the previous day. The implied volatity was 50.14, the open interest changed by -1 which decreased total open position to 1
On 24 Mar MCX was trading at 5392.90. The strike last trading price was 455, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Mar MCX was trading at 5464.10. The strike last trading price was 455, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Mar MCX was trading at 5384.10. The strike last trading price was 455, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Mar MCX was trading at 5207.85. The strike last trading price was 455, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Mar MCX was trading at 5113.95. The strike last trading price was 455, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Mar MCX was trading at 4960.00. The strike last trading price was 455, which was 245 higher than the previous day. The implied volatity was 42.81, the open interest changed by 0 which decreased total open position to 2
On 13 Mar MCX was trading at 4808.45. The strike last trading price was 210, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Mar MCX was trading at 4773.45. The strike last trading price was 210, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Mar MCX was trading at 4686.40. The strike last trading price was 210, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Mar MCX was trading at 4520.55. The strike last trading price was 210, which was -75 lower than the previous day. The implied volatity was 43.23, the open interest changed by 1 which increased total open position to 2
On 7 Mar MCX was trading at 4664.05. The strike last trading price was 285, which was -5 lower than the previous day. The implied volatity was 40.47, the open interest changed by 0 which decreased total open position to 1
On 5 Mar MCX was trading at 4703.60. The strike last trading price was 844.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar MCX was trading at 4715.15. The strike last trading price was 844.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb MCX was trading at 4991.65. The strike last trading price was 844.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MCX 24APR2025 4700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 2.83
Theta: -4.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 5199.40 | 65.2 | -91.75 | 59.18 | 574 | 44 | 291 |
| 7 Apr | 4989.60 | 135.8 | 61.25 | 65.24 | 1,369 | 53 | 248 |
| 4 Apr | 5026.80 | 68.4 | 37.75 | 45.40 | 526 | -15 | 193 |
| 3 Apr | 5334.60 | 29 | -2.65 | 45.38 | 187 | 57 | 207 |
| 2 Apr | 5372.50 | 33.8 | -12.7 | 48.14 | 244 | 22 | 145 |
| 1 Apr | 5227.90 | 44.8 | 3.8 | 44.49 | 185 | 36 | 123 |
| 28 Mar | 5311.75 | 40.1 | -6.9 | 42.95 | 376 | 19 | 87 |
| 27 Mar | 5245.85 | 46 | -27.35 | 42.54 | 92 | -2 | 69 |
| 26 Mar | 5141.90 | 74.05 | -7.8 | 44.07 | 123 | 31 | 71 |
| 25 Mar | 5156.15 | 85 | 48.1 | 46.18 | 20 | 13 | 39 |
| 24 Mar | 5392.90 | 36.9 | 6.3 | 43.18 | 11 | 0 | 37 |
| 21 Mar | 5464.10 | 28.1 | -21.9 | 40.63 | 45 | 29 | 35 |
| 20 Mar | 5384.10 | 50 | -22 | 44.14 | 16 | -6 | 5 |
| 19 Mar | 5207.85 | 72 | -18 | 42.29 | 5 | 0 | 10 |
| 18 Mar | 5113.95 | 90 | -30 | 40.96 | 7 | 4 | 10 |
| 17 Mar | 4960.00 | 120 | -95.95 | 39.73 | 5 | 0 | 6 |
| 13 Mar | 4808.45 | 215.95 | 5.95 | 44.47 | 4 | 3 | 5 |
| 12 Mar | 4773.45 | 210 | -25 | 40.84 | 2 | 1 | 2 |
| 11 Mar | 4686.40 | 235 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 4520.55 | 235 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 4664.05 | 235 | 0 | 0.00 | 0 | 1 | 0 |
| 5 Mar | 4703.60 | 121.45 | 0 | 1.01 | 0 | 0 | 0 |
| 3 Mar | 4715.15 | 121.45 | 0 | 1.38 | 0 | 0 | 0 |
| 28 Feb | 4991.65 | 0 | 0 | 4.73 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 4700 expiring on 24APR2025
Delta for 4700 PE is -0.18
Historical price for 4700 PE is as follows
On 8 Apr MCX was trading at 5199.40. The strike last trading price was 65.2, which was -91.75 lower than the previous day. The implied volatity was 59.18, the open interest changed by 44 which increased total open position to 291
On 7 Apr MCX was trading at 4989.60. The strike last trading price was 135.8, which was 61.25 higher than the previous day. The implied volatity was 65.24, the open interest changed by 53 which increased total open position to 248
On 4 Apr MCX was trading at 5026.80. The strike last trading price was 68.4, which was 37.75 higher than the previous day. The implied volatity was 45.40, the open interest changed by -15 which decreased total open position to 193
On 3 Apr MCX was trading at 5334.60. The strike last trading price was 29, which was -2.65 lower than the previous day. The implied volatity was 45.38, the open interest changed by 57 which increased total open position to 207
On 2 Apr MCX was trading at 5372.50. The strike last trading price was 33.8, which was -12.7 lower than the previous day. The implied volatity was 48.14, the open interest changed by 22 which increased total open position to 145
On 1 Apr MCX was trading at 5227.90. The strike last trading price was 44.8, which was 3.8 higher than the previous day. The implied volatity was 44.49, the open interest changed by 36 which increased total open position to 123
On 28 Mar MCX was trading at 5311.75. The strike last trading price was 40.1, which was -6.9 lower than the previous day. The implied volatity was 42.95, the open interest changed by 19 which increased total open position to 87
On 27 Mar MCX was trading at 5245.85. The strike last trading price was 46, which was -27.35 lower than the previous day. The implied volatity was 42.54, the open interest changed by -2 which decreased total open position to 69
On 26 Mar MCX was trading at 5141.90. The strike last trading price was 74.05, which was -7.8 lower than the previous day. The implied volatity was 44.07, the open interest changed by 31 which increased total open position to 71
On 25 Mar MCX was trading at 5156.15. The strike last trading price was 85, which was 48.1 higher than the previous day. The implied volatity was 46.18, the open interest changed by 13 which increased total open position to 39
On 24 Mar MCX was trading at 5392.90. The strike last trading price was 36.9, which was 6.3 higher than the previous day. The implied volatity was 43.18, the open interest changed by 0 which decreased total open position to 37
On 21 Mar MCX was trading at 5464.10. The strike last trading price was 28.1, which was -21.9 lower than the previous day. The implied volatity was 40.63, the open interest changed by 29 which increased total open position to 35
On 20 Mar MCX was trading at 5384.10. The strike last trading price was 50, which was -22 lower than the previous day. The implied volatity was 44.14, the open interest changed by -6 which decreased total open position to 5
On 19 Mar MCX was trading at 5207.85. The strike last trading price was 72, which was -18 lower than the previous day. The implied volatity was 42.29, the open interest changed by 0 which decreased total open position to 10
On 18 Mar MCX was trading at 5113.95. The strike last trading price was 90, which was -30 lower than the previous day. The implied volatity was 40.96, the open interest changed by 4 which increased total open position to 10
On 17 Mar MCX was trading at 4960.00. The strike last trading price was 120, which was -95.95 lower than the previous day. The implied volatity was 39.73, the open interest changed by 0 which decreased total open position to 6
On 13 Mar MCX was trading at 4808.45. The strike last trading price was 215.95, which was 5.95 higher than the previous day. The implied volatity was 44.47, the open interest changed by 3 which increased total open position to 5
On 12 Mar MCX was trading at 4773.45. The strike last trading price was 210, which was -25 lower than the previous day. The implied volatity was 40.84, the open interest changed by 1 which increased total open position to 2
On 11 Mar MCX was trading at 4686.40. The strike last trading price was 235, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Mar MCX was trading at 4520.55. The strike last trading price was 235, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Mar MCX was trading at 4664.05. The strike last trading price was 235, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Mar MCX was trading at 4703.60. The strike last trading price was 121.45, which was 0 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0
On 3 Mar MCX was trading at 4715.15. The strike last trading price was 121.45, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
On 28 Feb MCX was trading at 4991.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
