MCX
Multi Commodity Exchange
Historical option data for MCX
08 Apr 2025 04:00 PM IST
MCX 24APR2025 4800 CE | ||||||||||
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Delta: 0.80
Vega: 3.02
Theta: -5.86
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 5199.40 | 495.2 | 111.8 | 51.39 | 84 | -31 | 133 | |||
7 Apr | 4989.60 | 390.55 | 31.65 | 60.29 | 1,608 | 129 | 165 | |||
4 Apr | 5026.80 | 369.7 | -215.3 | 42.45 | 31 | 1 | 36 | |||
3 Apr | 5334.60 | 585 | -97.85 | 35.31 | 7 | 4 | 35 | |||
2 Apr | 5372.50 | 682.85 | 94.9 | 56.69 | 7 | 4 | 31 | |||
1 Apr | 5227.90 | 587.95 | -1.95 | 60.83 | 19 | 7 | 27 | |||
28 Mar | 5311.75 | 589.9 | 103.85 | 41.35 | 22 | 10 | 20 | |||
27 Mar | 5245.85 | 486.05 | 17.05 | - | 6 | 3 | 10 | |||
26 Mar | 5141.90 | 468 | -22 | 40.78 | 7 | 2 | 7 | |||
25 Mar | 5156.15 | 490 | 0 | 0.00 | 0 | 0 | 0 | |||
24 Mar | 5392.90 | 490 | 0 | 0.00 | 0 | 0 | 0 | |||
21 Mar | 5464.10 | 490 | 0 | 0.00 | 0 | 0 | 0 | |||
20 Mar | 5384.10 | 490 | 0 | 0.00 | 0 | 0 | 0 | |||
19 Mar | 5207.85 | 490 | 80 | 28.08 | 1 | 0 | 5 | |||
18 Mar | 5113.95 | 410 | 0 | 0.00 | 0 | 2 | 0 | |||
17 Mar | 4960.00 | 410 | 122.7 | 46.44 | 11 | 2 | 5 | |||
13 Mar | 4808.45 | 287.3 | 37.25 | 40.64 | 10 | 2 | 3 | |||
12 Mar | 4773.45 | 250.05 | -790.95 | 37.36 | 1 | 0 | 0 | |||
11 Mar | 4686.40 | 1041 | 0 | 0.68 | 0 | 0 | 0 | |||
10 Mar | 4520.55 | 1041 | 0 | 3.91 | 0 | 0 | 0 | |||
7 Mar | 4664.05 | 1041 | 0 | 1.27 | 0 | 0 | 0 | |||
5 Mar | 4703.60 | 1041 | 0 | 0.56 | 0 | 0 | 0 | |||
3 Mar | 4715.15 | 1041 | 0 | 0.12 | 0 | 0 | 0 | |||
28 Feb | 4991.65 | 1041 | 0 | - | 0 | 0 | 0 | |||
27 Feb | 5371.95 | 0 | 0 | - | 0 | 0 | 0 | |||
26 Feb | 5490.00 | 0 | 0 | - | 0 | 0 | 0 | |||
25 Feb | 5497.55 | 0 | 0 | - | 0 | 0 | 0 | |||
24 Feb | 5541.35 | 0 | 0 | - | 0 | 0 | 0 | |||
21 Feb | 5588.65 | 0 | 0 | - | 0 | 0 | 0 | |||
20 Feb | 5689.25 | 0 | 0 | - | 0 | 0 | 0 | |||
19 Feb | 5636.50 | 0 | 0 | - | 0 | 0 | 0 | |||
18 Feb | 5438.40 | 0 | 0 | - | 0 | 0 | 0 | |||
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17 Feb | 5550.50 | 0 | 0 | - | 0 | 0 | 0 | |||
14 Feb | 5443.70 | 0 | 0 | - | 0 | 0 | 0 | |||
13 Feb | 5610.90 | 0 | 0 | - | 0 | 0 | 0 | |||
12 Feb | 5547.95 | 0 | 0 | - | 0 | 0 | 0 | |||
11 Feb | 5491.50 | 0 | 0 | - | 0 | 0 | 0 | |||
10 Feb | 5785.40 | 0 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 5681.15 | 0 | 0 | - | 0 | 0 | 0 | |||
1 Feb | 5774.75 | 0 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 4800 expiring on 24APR2025
Delta for 4800 CE is 0.80
Historical price for 4800 CE is as follows
On 8 Apr MCX was trading at 5199.40. The strike last trading price was 495.2, which was 111.8 higher than the previous day. The implied volatity was 51.39, the open interest changed by -31 which decreased total open position to 133
On 7 Apr MCX was trading at 4989.60. The strike last trading price was 390.55, which was 31.65 higher than the previous day. The implied volatity was 60.29, the open interest changed by 129 which increased total open position to 165
On 4 Apr MCX was trading at 5026.80. The strike last trading price was 369.7, which was -215.3 lower than the previous day. The implied volatity was 42.45, the open interest changed by 1 which increased total open position to 36
On 3 Apr MCX was trading at 5334.60. The strike last trading price was 585, which was -97.85 lower than the previous day. The implied volatity was 35.31, the open interest changed by 4 which increased total open position to 35
On 2 Apr MCX was trading at 5372.50. The strike last trading price was 682.85, which was 94.9 higher than the previous day. The implied volatity was 56.69, the open interest changed by 4 which increased total open position to 31
On 1 Apr MCX was trading at 5227.90. The strike last trading price was 587.95, which was -1.95 lower than the previous day. The implied volatity was 60.83, the open interest changed by 7 which increased total open position to 27
On 28 Mar MCX was trading at 5311.75. The strike last trading price was 589.9, which was 103.85 higher than the previous day. The implied volatity was 41.35, the open interest changed by 10 which increased total open position to 20
On 27 Mar MCX was trading at 5245.85. The strike last trading price was 486.05, which was 17.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 10
On 26 Mar MCX was trading at 5141.90. The strike last trading price was 468, which was -22 lower than the previous day. The implied volatity was 40.78, the open interest changed by 2 which increased total open position to 7
On 25 Mar MCX was trading at 5156.15. The strike last trading price was 490, 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 24 Mar MCX was trading at 5392.90. The strike last trading price was 490, 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 490, 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 490, 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 490, which was 80 higher than the previous day. The implied volatity was 28.08, the open interest changed by 0 which decreased total open position to 5
On 18 Mar MCX was trading at 5113.95. The strike last trading price was 410, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 17 Mar MCX was trading at 4960.00. The strike last trading price was 410, which was 122.7 higher than the previous day. The implied volatity was 46.44, the open interest changed by 2 which increased total open position to 5
On 13 Mar MCX was trading at 4808.45. The strike last trading price was 287.3, which was 37.25 higher than the previous day. The implied volatity was 40.64, the open interest changed by 2 which increased total open position to 3
On 12 Mar MCX was trading at 4773.45. The strike last trading price was 250.05, which was -790.95 lower than the previous day. The implied volatity was 37.36, 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 1041, which was 0 lower than the previous day. The implied volatity was 0.68, 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 1041, which was 0 lower than the previous day. The implied volatity was 3.91, 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 1041, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0
On 5 Mar MCX was trading at 4703.60. The strike last trading price was 1041, which was 0 lower than the previous day. The implied volatity was 0.56, 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 1041, which was 0 lower than the previous day. The implied volatity was 0.12, 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 1041, 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 27 Feb MCX was trading at 5371.95. The strike last trading price was 0, 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 26 Feb MCX was trading at 5490.00. The strike last trading price was 0, 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 25 Feb MCX was trading at 5497.55. The strike last trading price was 0, 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 24 Feb MCX was trading at 5541.35. The strike last trading price was 0, 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 21 Feb MCX was trading at 5588.65. The strike last trading price was 0, 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 20 Feb MCX was trading at 5689.25. The strike last trading price was 0, 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 19 Feb MCX was trading at 5636.50. The strike last trading price was 0, 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 18 Feb MCX was trading at 5438.40. The strike last trading price was 0, 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 17 Feb MCX was trading at 5550.50. The strike last trading price was 0, 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 14 Feb MCX was trading at 5443.70. The strike last trading price was 0, 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 13 Feb MCX was trading at 5610.90. The strike last trading price was 0, 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 12 Feb MCX was trading at 5547.95. The strike last trading price was 0, 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 11 Feb MCX was trading at 5491.50. The strike last trading price was 0, 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 10 Feb MCX was trading at 5785.40. The strike last trading price was 0, 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 Feb MCX was trading at 5681.15. The strike last trading price was 0, 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 1 Feb MCX was trading at 5774.75. The strike last trading price was 0, 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 4800 PE | |||||||
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Delta: -0.22
Vega: 3.22
Theta: -5.48
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 5199.40 | 84 | -104.75 | 57.73 | 1,271 | -7 | 424 |
7 Apr | 4989.60 | 169.1 | 66.5 | 64.51 | 1,775 | 197 | 439 |
4 Apr | 5026.80 | 93.1 | 49.95 | 44.66 | 970 | 30 | 240 |
3 Apr | 5334.60 | 41.45 | -0.95 | 44.78 | 181 | 43 | 210 |
2 Apr | 5372.50 | 44.25 | -18 | 46.65 | 405 | -2 | 166 |
1 Apr | 5227.90 | 61.75 | 6.5 | 43.82 | 317 | -8 | 169 |
28 Mar | 5311.75 | 55 | -9.1 | 42.34 | 976 | -20 | 177 |
27 Mar | 5245.85 | 61.6 | -35.25 | 41.69 | 579 | 25 | 194 |
26 Mar | 5141.90 | 97.6 | -8 | 43.58 | 387 | 48 | 170 |
25 Mar | 5156.15 | 112.9 | 61.2 | 46.35 | 262 | 62 | 120 |
24 Mar | 5392.90 | 52.6 | 15.55 | 43.38 | 45 | 18 | 57 |
21 Mar | 5464.10 | 37.6 | -24.5 | 39.77 | 50 | 3 | 37 |
20 Mar | 5384.10 | 61 | -31.75 | 42.49 | 35 | 7 | 33 |
19 Mar | 5207.85 | 93.4 | -21.9 | 41.77 | 17 | 2 | 24 |
18 Mar | 5113.95 | 115.3 | -57.7 | 39.97 | 6 | 0 | 21 |
17 Mar | 4960.00 | 173 | 11.15 | 42.70 | 35 | 21 | 21 |
13 Mar | 4808.45 | 161.85 | 0 | 0.87 | 0 | 0 | 0 |
12 Mar | 4773.45 | 161.85 | 0 | 0.27 | 0 | 0 | 0 |
11 Mar | 4686.40 | 161.85 | 0 | - | 0 | 0 | 0 |
10 Mar | 4520.55 | 161.85 | 0 | - | 0 | 0 | 0 |
7 Mar | 4664.05 | 161.85 | 0 | - | 0 | 0 | 0 |
5 Mar | 4703.60 | 161.85 | 0 | - | 0 | 0 | 0 |
3 Mar | 4715.15 | 161.85 | 0 | - | 0 | 0 | 0 |
28 Feb | 4991.65 | 161.85 | 0 | 3.31 | 0 | 0 | 0 |
27 Feb | 5371.95 | 161.85 | 0 | 8.07 | 0 | 0 | 0 |
26 Feb | 5490.00 | 161.85 | 0 | 9.14 | 0 | 0 | 0 |
25 Feb | 5497.55 | 161.85 | 0 | 9.14 | 0 | 0 | 0 |
24 Feb | 5541.35 | 161.85 | 0 | 9.56 | 0 | 0 | 0 |
21 Feb | 5588.65 | 161.85 | 0 | 9.76 | 0 | 0 | 0 |
20 Feb | 5689.25 | 161.85 | 0 | 10.67 | 0 | 0 | 0 |
19 Feb | 5636.50 | 161.85 | 0 | 10.11 | 0 | 0 | 0 |
18 Feb | 5438.40 | 161.85 | 0 | 8.41 | 0 | 0 | 0 |
17 Feb | 5550.50 | 161.85 | 0 | 9.36 | 0 | 0 | 0 |
14 Feb | 5443.70 | 161.85 | 0 | 8.29 | 0 | 0 | 0 |
13 Feb | 5610.90 | 161.85 | 0 | 9.63 | 0 | 0 | 0 |
12 Feb | 5547.95 | 161.85 | 0 | 9.06 | 0 | 0 | 0 |
11 Feb | 5491.50 | 161.85 | 0 | 8.39 | 0 | 0 | 0 |
10 Feb | 5785.40 | 161.85 | 0 | 10.91 | 0 | 0 | 0 |
3 Feb | 5681.15 | 0 | 0 | 9.68 | 0 | 0 | 0 |
1 Feb | 5774.75 | 0 | 0 | 10.51 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 4800 expiring on 24APR2025
Delta for 4800 PE is -0.22
Historical price for 4800 PE is as follows
On 8 Apr MCX was trading at 5199.40. The strike last trading price was 84, which was -104.75 lower than the previous day. The implied volatity was 57.73, the open interest changed by -7 which decreased total open position to 424
On 7 Apr MCX was trading at 4989.60. The strike last trading price was 169.1, which was 66.5 higher than the previous day. The implied volatity was 64.51, the open interest changed by 197 which increased total open position to 439
On 4 Apr MCX was trading at 5026.80. The strike last trading price was 93.1, which was 49.95 higher than the previous day. The implied volatity was 44.66, the open interest changed by 30 which increased total open position to 240
On 3 Apr MCX was trading at 5334.60. The strike last trading price was 41.45, which was -0.95 lower than the previous day. The implied volatity was 44.78, the open interest changed by 43 which increased total open position to 210
On 2 Apr MCX was trading at 5372.50. The strike last trading price was 44.25, which was -18 lower than the previous day. The implied volatity was 46.65, the open interest changed by -2 which decreased total open position to 166
On 1 Apr MCX was trading at 5227.90. The strike last trading price was 61.75, which was 6.5 higher than the previous day. The implied volatity was 43.82, the open interest changed by -8 which decreased total open position to 169
On 28 Mar MCX was trading at 5311.75. The strike last trading price was 55, which was -9.1 lower than the previous day. The implied volatity was 42.34, the open interest changed by -20 which decreased total open position to 177
On 27 Mar MCX was trading at 5245.85. The strike last trading price was 61.6, which was -35.25 lower than the previous day. The implied volatity was 41.69, the open interest changed by 25 which increased total open position to 194
On 26 Mar MCX was trading at 5141.90. The strike last trading price was 97.6, which was -8 lower than the previous day. The implied volatity was 43.58, the open interest changed by 48 which increased total open position to 170
On 25 Mar MCX was trading at 5156.15. The strike last trading price was 112.9, which was 61.2 higher than the previous day. The implied volatity was 46.35, the open interest changed by 62 which increased total open position to 120
On 24 Mar MCX was trading at 5392.90. The strike last trading price was 52.6, which was 15.55 higher than the previous day. The implied volatity was 43.38, the open interest changed by 18 which increased total open position to 57
On 21 Mar MCX was trading at 5464.10. The strike last trading price was 37.6, which was -24.5 lower than the previous day. The implied volatity was 39.77, the open interest changed by 3 which increased total open position to 37
On 20 Mar MCX was trading at 5384.10. The strike last trading price was 61, which was -31.75 lower than the previous day. The implied volatity was 42.49, the open interest changed by 7 which increased total open position to 33
On 19 Mar MCX was trading at 5207.85. The strike last trading price was 93.4, which was -21.9 lower than the previous day. The implied volatity was 41.77, the open interest changed by 2 which increased total open position to 24
On 18 Mar MCX was trading at 5113.95. The strike last trading price was 115.3, which was -57.7 lower than the previous day. The implied volatity was 39.97, the open interest changed by 0 which decreased total open position to 21
On 17 Mar MCX was trading at 4960.00. The strike last trading price was 173, which was 11.15 higher than the previous day. The implied volatity was 42.70, the open interest changed by 21 which increased total open position to 21
On 13 Mar MCX was trading at 4808.45. The strike last trading price was 161.85, which was 0 lower than the previous day. The implied volatity was 0.87, 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 161.85, which was 0 lower than the previous day. The implied volatity was 0.27, 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 161.85, 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 10 Mar MCX was trading at 4520.55. The strike last trading price was 161.85, 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 7 Mar MCX was trading at 4664.05. The strike last trading price was 161.85, 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 5 Mar MCX was trading at 4703.60. The strike last trading price was 161.85, 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 161.85, 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 161.85, which was 0 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0
On 27 Feb MCX was trading at 5371.95. The strike last trading price was 161.85, which was 0 lower than the previous day. The implied volatity was 8.07, the open interest changed by 0 which decreased total open position to 0
On 26 Feb MCX was trading at 5490.00. The strike last trading price was 161.85, which was 0 lower than the previous day. The implied volatity was 9.14, the open interest changed by 0 which decreased total open position to 0
On 25 Feb MCX was trading at 5497.55. The strike last trading price was 161.85, which was 0 lower than the previous day. The implied volatity was 9.14, the open interest changed by 0 which decreased total open position to 0
On 24 Feb MCX was trading at 5541.35. The strike last trading price was 161.85, which was 0 lower than the previous day. The implied volatity was 9.56, the open interest changed by 0 which decreased total open position to 0
On 21 Feb MCX was trading at 5588.65. The strike last trading price was 161.85, which was 0 lower than the previous day. The implied volatity was 9.76, the open interest changed by 0 which decreased total open position to 0
On 20 Feb MCX was trading at 5689.25. The strike last trading price was 161.85, which was 0 lower than the previous day. The implied volatity was 10.67, the open interest changed by 0 which decreased total open position to 0
On 19 Feb MCX was trading at 5636.50. The strike last trading price was 161.85, which was 0 lower than the previous day. The implied volatity was 10.11, the open interest changed by 0 which decreased total open position to 0
On 18 Feb MCX was trading at 5438.40. The strike last trading price was 161.85, which was 0 lower than the previous day. The implied volatity was 8.41, the open interest changed by 0 which decreased total open position to 0
On 17 Feb MCX was trading at 5550.50. The strike last trading price was 161.85, which was 0 lower than the previous day. The implied volatity was 9.36, the open interest changed by 0 which decreased total open position to 0
On 14 Feb MCX was trading at 5443.70. The strike last trading price was 161.85, which was 0 lower than the previous day. The implied volatity was 8.29, the open interest changed by 0 which decreased total open position to 0
On 13 Feb MCX was trading at 5610.90. The strike last trading price was 161.85, which was 0 lower than the previous day. The implied volatity was 9.63, the open interest changed by 0 which decreased total open position to 0
On 12 Feb MCX was trading at 5547.95. The strike last trading price was 161.85, which was 0 lower than the previous day. The implied volatity was 9.06, the open interest changed by 0 which decreased total open position to 0
On 11 Feb MCX was trading at 5491.50. The strike last trading price was 161.85, which was 0 lower than the previous day. The implied volatity was 8.39, the open interest changed by 0 which decreased total open position to 0
On 10 Feb MCX was trading at 5785.40. The strike last trading price was 161.85, which was 0 lower than the previous day. The implied volatity was 10.91, the open interest changed by 0 which decreased total open position to 0
On 3 Feb MCX was trading at 5681.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.68, the open interest changed by 0 which decreased total open position to 0
On 1 Feb MCX was trading at 5774.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.51, the open interest changed by 0 which decreased total open position to 0