MCX
Multi Commodity Exchange
Historical option data for MCX
08 Apr 2025 05:50 PM IST
| MCX 24APR2025 4900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 3.44
Theta: -6.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 5199.40 | 415 | 92.25 | 49.59 | 117 | -21 | 128 | |||
| 7 Apr | 4989.60 | 321.55 | 25.6 | 57.82 | 985 | 120 | 146 | |||
| 4 Apr | 5026.80 | 302.1 | -143.75 | 42.14 | 108 | 23 | 27 | |||
| 3 Apr | 5334.60 | 445.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 5372.50 | 445.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 5227.90 | 445.85 | 0 | 0.00 | 0 | 4 | 0 | |||
| 28 Mar | 5311.75 | 445.85 | 0 | 0.00 | 0 | 4 | 0 | |||
| 27 Mar | 5245.85 | 445.85 | -258.15 | 31.50 | 4 | 0 | 0 | |||
| 26 Mar | 5141.90 | 704 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 5156.15 | 704 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 5392.90 | 704 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 5464.10 | 704 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 5384.10 | 704 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 5207.85 | 704 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 5113.95 | 704 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 4960.00 | 704 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 4808.45 | 704 | 0 | 0.88 | 0 | 0 | 0 | |||
| 12 Mar | 4773.45 | 704 | 0 | 1.37 | 0 | 0 | 0 | |||
| 11 Mar | 4686.40 | 704 | 0 | 2.18 | 0 | 0 | 0 | |||
| 10 Mar | 4520.55 | 704 | 0 | 5.35 | 0 | 0 | 0 | |||
| 7 Mar | 4664.05 | 704 | 0 | 2.77 | 0 | 0 | 0 | |||
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| 5 Mar | 4703.60 | 704 | 0 | 2.04 | 0 | 0 | 0 | |||
| 3 Mar | 4715.15 | 704 | 0 | 1.56 | 0 | 0 | 0 | |||
| 28 Feb | 4991.65 | 704 | 0 | - | 0 | 0 | 0 | |||
For Multi Commodity Exchange - strike price 4900 expiring on 24APR2025
Delta for 4900 CE is 0.75
Historical price for 4900 CE is as follows
On 8 Apr MCX was trading at 5199.40. The strike last trading price was 415, which was 92.25 higher than the previous day. The implied volatity was 49.59, the open interest changed by -21 which decreased total open position to 128
On 7 Apr MCX was trading at 4989.60. The strike last trading price was 321.55, which was 25.6 higher than the previous day. The implied volatity was 57.82, the open interest changed by 120 which increased total open position to 146
On 4 Apr MCX was trading at 5026.80. The strike last trading price was 302.1, which was -143.75 lower than the previous day. The implied volatity was 42.14, the open interest changed by 23 which increased total open position to 27
On 3 Apr MCX was trading at 5334.60. The strike last trading price was 445.85, 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 2 Apr MCX was trading at 5372.50. The strike last trading price was 445.85, 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 1 Apr MCX was trading at 5227.90. The strike last trading price was 445.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 28 Mar MCX was trading at 5311.75. The strike last trading price was 445.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 27 Mar MCX was trading at 5245.85. The strike last trading price was 445.85, which was -258.15 lower than the previous day. The implied volatity was 31.50, the open interest changed by 0 which decreased total open position to 0
On 26 Mar MCX was trading at 5141.90. The strike last trading price was 704, 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 Mar MCX was trading at 5156.15. The strike last trading price was 704, 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 Mar MCX was trading at 5392.90. The strike last trading price was 704, 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 Mar MCX was trading at 5464.10. The strike last trading price was 704, 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 Mar MCX was trading at 5384.10. The strike last trading price was 704, 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 Mar MCX was trading at 5207.85. The strike last trading price was 704, 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 Mar MCX was trading at 5113.95. The strike last trading price was 704, 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 Mar MCX was trading at 4960.00. The strike last trading price was 704, 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 Mar MCX was trading at 4808.45. The strike last trading price was 704, which was 0 lower than the previous day. The implied volatity was 0.88, 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 704, which was 0 lower than the previous day. The implied volatity was 1.37, 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 704, which was 0 lower than the previous day. The implied volatity was 2.18, 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 704, which was 0 lower than the previous day. The implied volatity was 5.35, 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 704, which was 0 lower than the previous day. The implied volatity was 2.77, 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 704, which was 0 lower than the previous day. The implied volatity was 2.04, 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 704, which was 0 lower than the previous day. The implied volatity was 1.56, 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 704, 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 4900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 3.60
Theta: -5.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 5199.40 | 108 | -118.85 | 56.51 | 936 | 17 | 207 |
| 7 Apr | 4989.60 | 208.25 | 69.65 | 63.91 | 660 | -88 | 191 |
| 4 Apr | 5026.80 | 127.6 | 68.65 | 44.74 | 709 | 97 | 279 |
| 3 Apr | 5334.60 | 58.95 | 1.8 | 44.49 | 280 | -21 | 183 |
| 2 Apr | 5372.50 | 58.1 | -26 | 45.32 | 560 | 87 | 203 |
| 1 Apr | 5227.90 | 82.85 | 9.3 | 43.00 | 274 | 14 | 116 |
| 28 Mar | 5311.75 | 72.95 | -6.5 | 41.47 | 559 | 0 | 102 |
| 27 Mar | 5245.85 | 80.25 | -45.45 | 40.60 | 131 | 24 | 99 |
| 26 Mar | 5141.90 | 126.55 | -6.55 | 43.14 | 103 | 28 | 77 |
| 25 Mar | 5156.15 | 138.8 | 72.1 | 45.06 | 120 | 5 | 49 |
| 24 Mar | 5392.90 | 69.1 | 16.1 | 42.70 | 32 | 14 | 45 |
| 21 Mar | 5464.10 | 53 | -31 | 39.77 | 31 | 21 | 31 |
| 20 Mar | 5384.10 | 84 | -96 | 42.95 | 70 | 1 | 9 |
| 19 Mar | 5207.85 | 180 | 0 | 0.00 | 0 | 2 | 0 |
| 18 Mar | 5113.95 | 180 | -20 | 45.58 | 3 | 0 | 6 |
| 17 Mar | 4960.00 | 200 | -170 | 40.19 | 11 | 3 | 4 |
| 13 Mar | 4808.45 | 370 | 0 | 0.00 | 0 | 1 | 0 |
| 12 Mar | 4773.45 | 370 | 191.55 | 49.65 | 1 | 0 | 0 |
| 11 Mar | 4686.40 | 178.45 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 4520.55 | 178.45 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 4664.05 | 178.45 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 4703.60 | 178.45 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 4715.15 | 178.45 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 4991.65 | 178.45 | 0 | 2.15 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 4900 expiring on 24APR2025
Delta for 4900 PE is -0.27
Historical price for 4900 PE is as follows
On 8 Apr MCX was trading at 5199.40. The strike last trading price was 108, which was -118.85 lower than the previous day. The implied volatity was 56.51, the open interest changed by 17 which increased total open position to 207
On 7 Apr MCX was trading at 4989.60. The strike last trading price was 208.25, which was 69.65 higher than the previous day. The implied volatity was 63.91, the open interest changed by -88 which decreased total open position to 191
On 4 Apr MCX was trading at 5026.80. The strike last trading price was 127.6, which was 68.65 higher than the previous day. The implied volatity was 44.74, the open interest changed by 97 which increased total open position to 279
On 3 Apr MCX was trading at 5334.60. The strike last trading price was 58.95, which was 1.8 higher than the previous day. The implied volatity was 44.49, the open interest changed by -21 which decreased total open position to 183
On 2 Apr MCX was trading at 5372.50. The strike last trading price was 58.1, which was -26 lower than the previous day. The implied volatity was 45.32, the open interest changed by 87 which increased total open position to 203
On 1 Apr MCX was trading at 5227.90. The strike last trading price was 82.85, which was 9.3 higher than the previous day. The implied volatity was 43.00, the open interest changed by 14 which increased total open position to 116
On 28 Mar MCX was trading at 5311.75. The strike last trading price was 72.95, which was -6.5 lower than the previous day. The implied volatity was 41.47, the open interest changed by 0 which decreased total open position to 102
On 27 Mar MCX was trading at 5245.85. The strike last trading price was 80.25, which was -45.45 lower than the previous day. The implied volatity was 40.60, the open interest changed by 24 which increased total open position to 99
On 26 Mar MCX was trading at 5141.90. The strike last trading price was 126.55, which was -6.55 lower than the previous day. The implied volatity was 43.14, the open interest changed by 28 which increased total open position to 77
On 25 Mar MCX was trading at 5156.15. The strike last trading price was 138.8, which was 72.1 higher than the previous day. The implied volatity was 45.06, the open interest changed by 5 which increased total open position to 49
On 24 Mar MCX was trading at 5392.90. The strike last trading price was 69.1, which was 16.1 higher than the previous day. The implied volatity was 42.70, the open interest changed by 14 which increased total open position to 45
On 21 Mar MCX was trading at 5464.10. The strike last trading price was 53, which was -31 lower than the previous day. The implied volatity was 39.77, the open interest changed by 21 which increased total open position to 31
On 20 Mar MCX was trading at 5384.10. The strike last trading price was 84, which was -96 lower than the previous day. The implied volatity was 42.95, the open interest changed by 1 which increased total open position to 9
On 19 Mar MCX was trading at 5207.85. The strike last trading price was 180, 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 18 Mar MCX was trading at 5113.95. The strike last trading price was 180, which was -20 lower than the previous day. The implied volatity was 45.58, the open interest changed by 0 which decreased total open position to 6
On 17 Mar MCX was trading at 4960.00. The strike last trading price was 200, which was -170 lower than the previous day. The implied volatity was 40.19, the open interest changed by 3 which increased total open position to 4
On 13 Mar MCX was trading at 4808.45. The strike last trading price was 370, 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 12 Mar MCX was trading at 4773.45. The strike last trading price was 370, which was 191.55 higher than the previous day. The implied volatity was 49.65, 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 178.45, 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 178.45, 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 178.45, 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 178.45, 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 178.45, 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 178.45, which was 0 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
