MCX
Multi Commodity Exchange
Historical option data for MCX
16 Sep 2024 04:11 PM IST
| MCX 5000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
|
|
||||||||||
| 16 Sept | 5592.70 | 605 | 232.60 | 41,600 | -16,400 | 44,200 | ||||
| 13 Sept | 5308.80 | 372.4 | 42.40 | 7,000 | -2,800 | 60,800 | ||||
| 12 Sept | 5273.55 | 330 | -5.25 | 14,400 | -2,400 | 62,600 | ||||
| 11 Sept | 5295.80 | 335.25 | 33.25 | 11,600 | -5,800 | 65,200 | ||||
| 10 Sept | 5230.00 | 302 | -29.40 | 8,400 | -5,400 | 71,200 | ||||
| 9 Sept | 5261.30 | 331.4 | -103.65 | 7,200 | -2,600 | 76,600 | ||||
| 6 Sept | 5377.05 | 435.05 | -2.50 | 6,000 | -2,000 | 80,000 | ||||
| 5 Sept | 5395.85 | 437.55 | 38.90 | 7,000 | -800 | 81,800 | ||||
| 4 Sept | 5351.95 | 398.65 | 90.00 | 67,800 | -23,600 | 82,600 | ||||
| 3 Sept | 5207.60 | 308.65 | 23.65 | 18,400 | -2,800 | 1,06,200 | ||||
| 2 Sept | 5165.75 | 285 | -15.70 | 42,400 | 1,200 | 1,08,800 | ||||
| 30 Aug | 5182.80 | 300.7 | 98.65 | 5,33,400 | -23,800 | 1,07,800 | ||||
| 29 Aug | 5004.75 | 202.05 | 13.70 | 8,87,600 | 23,200 | 1,33,200 | ||||
| 28 Aug | 4978.70 | 188.35 | 42.00 | 11,54,800 | 58,600 | 1,10,200 | ||||
| 27 Aug | 4855.45 | 146.35 | -14.20 | 37,400 | -4,000 | 51,400 | ||||
| 26 Aug | 4881.35 | 160.55 | -4.85 | 65,800 | 7,000 | 55,600 | ||||
| 23 Aug | 4858.20 | 165.4 | 33.65 | 97,200 | 23,800 | 48,400 | ||||
| 22 Aug | 4778.85 | 131.75 | -3.65 | 8,800 | 2,600 | 24,600 | ||||
| 21 Aug | 4798.35 | 135.4 | -0.60 | 6,200 | 1,400 | 22,200 | ||||
| 20 Aug | 4774.35 | 136 | 3.95 | 54,800 | 12,200 | 20,800 | ||||
| 19 Aug | 4771.80 | 132.05 | 26.05 | 19,600 | 5,000 | 8,600 | ||||
| 16 Aug | 4636.35 | 106 | 4,800 | 3,200 | 3,200 | |||||
For Multi Commodity Exchange - strike price 5000 expiring on 26SEP2024
Delta for 5000 CE is -
Historical price for 5000 CE is as follows
On 16 Sept MCX was trading at 5592.70. The strike last trading price was 605, which was 232.60 higher than the previous day. The implied volatity was -, the open interest changed by -16400 which decreased total open position to 44200
On 13 Sept MCX was trading at 5308.80. The strike last trading price was 372.4, which was 42.40 higher than the previous day. The implied volatity was -, the open interest changed by -2800 which decreased total open position to 60800
On 12 Sept MCX was trading at 5273.55. The strike last trading price was 330, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by -2400 which decreased total open position to 62600
On 11 Sept MCX was trading at 5295.80. The strike last trading price was 335.25, which was 33.25 higher than the previous day. The implied volatity was -, the open interest changed by -5800 which decreased total open position to 65200
On 10 Sept MCX was trading at 5230.00. The strike last trading price was 302, which was -29.40 lower than the previous day. The implied volatity was -, the open interest changed by -5400 which decreased total open position to 71200
On 9 Sept MCX was trading at 5261.30. The strike last trading price was 331.4, which was -103.65 lower than the previous day. The implied volatity was -, the open interest changed by -2600 which decreased total open position to 76600
On 6 Sept MCX was trading at 5377.05. The strike last trading price was 435.05, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by -2000 which decreased total open position to 80000
On 5 Sept MCX was trading at 5395.85. The strike last trading price was 437.55, which was 38.90 higher than the previous day. The implied volatity was -, the open interest changed by -800 which decreased total open position to 81800
On 4 Sept MCX was trading at 5351.95. The strike last trading price was 398.65, which was 90.00 higher than the previous day. The implied volatity was -, the open interest changed by -23600 which decreased total open position to 82600
On 3 Sept MCX was trading at 5207.60. The strike last trading price was 308.65, which was 23.65 higher than the previous day. The implied volatity was -, the open interest changed by -2800 which decreased total open position to 106200
On 2 Sept MCX was trading at 5165.75. The strike last trading price was 285, which was -15.70 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 108800
On 30 Aug MCX was trading at 5182.80. The strike last trading price was 300.7, which was 98.65 higher than the previous day. The implied volatity was -, the open interest changed by -23800 which decreased total open position to 107800
On 29 Aug MCX was trading at 5004.75. The strike last trading price was 202.05, which was 13.70 higher than the previous day. The implied volatity was -, the open interest changed by 23200 which increased total open position to 133200
On 28 Aug MCX was trading at 4978.70. The strike last trading price was 188.35, which was 42.00 higher than the previous day. The implied volatity was -, the open interest changed by 58600 which increased total open position to 110200
On 27 Aug MCX was trading at 4855.45. The strike last trading price was 146.35, which was -14.20 lower than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 51400
On 26 Aug MCX was trading at 4881.35. The strike last trading price was 160.55, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 7000 which increased total open position to 55600
On 23 Aug MCX was trading at 4858.20. The strike last trading price was 165.4, which was 33.65 higher than the previous day. The implied volatity was -, the open interest changed by 23800 which increased total open position to 48400
On 22 Aug MCX was trading at 4778.85. The strike last trading price was 131.75, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 24600
On 21 Aug MCX was trading at 4798.35. The strike last trading price was 135.4, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 22200
On 20 Aug MCX was trading at 4774.35. The strike last trading price was 136, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by 12200 which increased total open position to 20800
On 19 Aug MCX was trading at 4771.80. The strike last trading price was 132.05, which was 26.05 higher than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 8600
On 16 Aug MCX was trading at 4636.35. The strike last trading price was 106, which was lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 3200
| MCX 5000 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 5592.70 | 12 | -14.05 | 4,89,000 | 37,800 | 1,52,200 |
| 13 Sept | 5308.80 | 26.05 | -13.95 | 53,800 | 3,200 | 1,14,800 |
| 12 Sept | 5273.55 | 40 | -4.45 | 1,55,800 | -2,000 | 1,11,400 |
| 11 Sept | 5295.80 | 44.45 | -11.05 | 96,800 | 10,200 | 1,13,400 |
| 10 Sept | 5230.00 | 55.5 | -0.50 | 82,600 | -6,000 | 1,03,600 |
| 9 Sept | 5261.30 | 56 | 7.95 | 2,08,600 | -44,200 | 1,09,600 |
| 6 Sept | 5377.05 | 48.05 | 0.60 | 2,25,200 | 9,400 | 1,58,800 |
| 5 Sept | 5395.85 | 47.45 | -16.00 | 1,52,200 | -7,800 | 1,49,200 |
| 4 Sept | 5351.95 | 63.45 | -27.95 | 3,49,200 | 19,800 | 1,56,800 |
| 3 Sept | 5207.60 | 91.4 | -20.25 | 80,200 | 3,000 | 1,36,800 |
| 2 Sept | 5165.75 | 111.65 | -0.25 | 1,71,800 | 18,200 | 1,33,800 |
| 30 Aug | 5182.80 | 111.9 | -75.10 | 4,78,200 | 72,600 | 1,22,600 |
| 29 Aug | 5004.75 | 187 | -21.00 | 67,600 | 14,000 | 49,200 |
| 28 Aug | 4978.70 | 208 | -61.95 | 58,000 | 32,200 | 35,400 |
| 27 Aug | 4855.45 | 269.95 | 33.90 | 1,800 | 600 | 3,400 |
| 26 Aug | 4881.35 | 236.05 | -55.95 | 1,600 | 800 | 2,600 |
| 23 Aug | 4858.20 | 292 | -857.35 | 2,400 | 1,600 | 1,600 |
| 22 Aug | 4778.85 | 1149.35 | 0.00 | 0 | 0 | 0 |
| 21 Aug | 4798.35 | 1149.35 | 0.00 | 0 | 0 | 0 |
| 20 Aug | 4774.35 | 1149.35 | 0.00 | 0 | 0 | 0 |
| 19 Aug | 4771.80 | 1149.35 | 0.00 | 0 | 0 | 0 |
| 16 Aug | 4636.35 | 1149.35 | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 5000 expiring on 26SEP2024
Delta for 5000 PE is -
Historical price for 5000 PE is as follows
On 16 Sept MCX was trading at 5592.70. The strike last trading price was 12, which was -14.05 lower than the previous day. The implied volatity was -, the open interest changed by 37800 which increased total open position to 152200
On 13 Sept MCX was trading at 5308.80. The strike last trading price was 26.05, which was -13.95 lower than the previous day. The implied volatity was -, the open interest changed by 3200 which increased total open position to 114800
On 12 Sept MCX was trading at 5273.55. The strike last trading price was 40, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by -2000 which decreased total open position to 111400
On 11 Sept MCX was trading at 5295.80. The strike last trading price was 44.45, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by 10200 which increased total open position to 113400
On 10 Sept MCX was trading at 5230.00. The strike last trading price was 55.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -6000 which decreased total open position to 103600
On 9 Sept MCX was trading at 5261.30. The strike last trading price was 56, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by -44200 which decreased total open position to 109600
On 6 Sept MCX was trading at 5377.05. The strike last trading price was 48.05, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by 9400 which increased total open position to 158800
On 5 Sept MCX was trading at 5395.85. The strike last trading price was 47.45, which was -16.00 lower than the previous day. The implied volatity was -, the open interest changed by -7800 which decreased total open position to 149200
On 4 Sept MCX was trading at 5351.95. The strike last trading price was 63.45, which was -27.95 lower than the previous day. The implied volatity was -, the open interest changed by 19800 which increased total open position to 156800
On 3 Sept MCX was trading at 5207.60. The strike last trading price was 91.4, which was -20.25 lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 136800
On 2 Sept MCX was trading at 5165.75. The strike last trading price was 111.65, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 18200 which increased total open position to 133800
On 30 Aug MCX was trading at 5182.80. The strike last trading price was 111.9, which was -75.10 lower than the previous day. The implied volatity was -, the open interest changed by 72600 which increased total open position to 122600
On 29 Aug MCX was trading at 5004.75. The strike last trading price was 187, which was -21.00 lower than the previous day. The implied volatity was -, the open interest changed by 14000 which increased total open position to 49200
On 28 Aug MCX was trading at 4978.70. The strike last trading price was 208, which was -61.95 lower than the previous day. The implied volatity was -, the open interest changed by 32200 which increased total open position to 35400
On 27 Aug MCX was trading at 4855.45. The strike last trading price was 269.95, which was 33.90 higher than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 3400
On 26 Aug MCX was trading at 4881.35. The strike last trading price was 236.05, which was -55.95 lower than the previous day. The implied volatity was -, the open interest changed by 800 which increased total open position to 2600
On 23 Aug MCX was trading at 4858.20. The strike last trading price was 292, which was -857.35 lower than the previous day. The implied volatity was -, the open interest changed by 1600 which increased total open position to 1600
On 22 Aug MCX was trading at 4778.85. The strike last trading price was 1149.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Aug MCX was trading at 4798.35. The strike last trading price was 1149.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Aug MCX was trading at 4774.35. The strike last trading price was 1149.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Aug MCX was trading at 4771.80. The strike last trading price was 1149.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Aug MCX was trading at 4636.35. The strike last trading price was 1149.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0