MCX
Multi Commodity Exchange
Historical option data for MCX
14 Nov 2024 04:11 PM IST
| MCX 28NOV2024 5000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 5950.65 | 1050 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 5949.15 | 1050 | -287.30 | 69.94 | 2 | 0 | 7 | |||
| 12 Nov | 6104.35 | 1337.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 6405.05 | 1337.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 6413.10 | 1337.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 6422.60 | 1337.3 | -105.40 | - | 1 | 0 | 7 | |||
| 6 Nov | 6456.75 | 1442.7 | -17.30 | - | 1 | 0 | 8 | |||
| 5 Nov | 6538.80 | 1460 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 6457.25 | 1460 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 6489.35 | 1460 | 0.00 | 0.00 | 0 | 7 | 0 | |||
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| 31 Oct | 6515.90 | 1460 | -210.00 | - | 7 | 6 | 7 | |||
| 30 Oct | 6390.35 | 1670 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 6824.75 | 1670 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6565.40 | 1670 | 1670.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 5273.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 5295.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 5230.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 5261.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 5377.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 5395.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 5351.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 5207.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 5165.75 | 0 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 5000 expiring on 28NOV2024
Delta for 5000 CE is 0.00
Historical price for 5000 CE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 1050, which was 0.00 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 13 Nov MCX was trading at 5949.15. The strike last trading price was 1050, which was -287.30 lower than the previous day. The implied volatity was 69.94, the open interest changed by 0 which decreased total open position to 14
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 1337.3, which was 0.00 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 Nov MCX was trading at 6405.05. The strike last trading price was 1337.3, which was 0.00 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 8 Nov MCX was trading at 6413.10. The strike last trading price was 1337.3, which was 0.00 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 Nov MCX was trading at 6422.60. The strike last trading price was 1337.3, which was -105.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 1442.7, which was -17.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 1460, which was 0.00 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 4 Nov MCX was trading at 6457.25. The strike last trading price was 1460, which was 0.00 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 Nov MCX was trading at 6489.35. The strike last trading price was 1460, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 1460, which was -210.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MCX was trading at 6390.35. The strike last trading price was 1670, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MCX was trading at 6824.75. The strike last trading price was 1670, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MCX was trading at 6565.40. The strike last trading price was 1670, which was 1670.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept MCX was trading at 5273.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept MCX was trading at 5295.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept MCX was trading at 5230.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept MCX was trading at 5261.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept MCX was trading at 5377.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept MCX was trading at 5395.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept MCX was trading at 5351.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept MCX was trading at 5207.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept MCX was trading at 5165.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 28NOV2024 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.73
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 5950.65 | 6.1 | -1.90 | 49.14 | 49 | -9 | 264.5 |
| 13 Nov | 5949.15 | 8 | 0.95 | 50.82 | 94.5 | 4.5 | 273.5 |
| 12 Nov | 6104.35 | 7.05 | 4.45 | 51.45 | 48.5 | 1.5 | 268.5 |
| 11 Nov | 6405.05 | 2.6 | -1.25 | 51.35 | 10.5 | -7.5 | 267.5 |
| 8 Nov | 6413.10 | 3.85 | -1.65 | 49.89 | 70 | -8 | 274.5 |
| 7 Nov | 6422.60 | 5.5 | -1.50 | 52.24 | 51.5 | -2 | 282.5 |
| 6 Nov | 6456.75 | 7 | -5.15 | 54.44 | 54 | -10 | 284.5 |
| 5 Nov | 6538.80 | 12.15 | -3.25 | - | 490 | 127.5 | 293.5 |
| 4 Nov | 6457.25 | 15.4 | -18.95 | 59.69 | 165 | 26 | 166 |
| 1 Nov | 6489.35 | 34.35 | 7.80 | - | 24.5 | 1.5 | 139.5 |
| 31 Oct | 6515.90 | 26.55 | -8.45 | - | 43 | -5 | 138 |
| 30 Oct | 6390.35 | 35 | 13.10 | - | 330 | 139 | 144 |
| 29 Oct | 6824.75 | 21.9 | -421.65 | - | 7 | 5 | 5 |
| 28 Oct | 6565.40 | 443.55 | 443.55 | - | 0 | 0 | 0 |
| 12 Sept | 5273.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 5295.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 5230.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 5261.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 5377.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 5395.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 5351.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 5207.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 5165.75 | 0 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 5000 expiring on 28NOV2024
Delta for 5000 PE is -0.03
Historical price for 5000 PE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 6.1, which was -1.90 lower than the previous day. The implied volatity was 49.14, the open interest changed by -18 which decreased total open position to 529
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 8, which was 0.95 higher than the previous day. The implied volatity was 50.82, the open interest changed by 9 which increased total open position to 547
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 7.05, which was 4.45 higher than the previous day. The implied volatity was 51.45, the open interest changed by 3 which increased total open position to 537
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 2.6, which was -1.25 lower than the previous day. The implied volatity was 51.35, the open interest changed by -15 which decreased total open position to 535
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 3.85, which was -1.65 lower than the previous day. The implied volatity was 49.89, the open interest changed by -16 which decreased total open position to 549
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 5.5, which was -1.50 lower than the previous day. The implied volatity was 52.24, the open interest changed by -4 which decreased total open position to 565
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 7, which was -5.15 lower than the previous day. The implied volatity was 54.44, the open interest changed by -20 which decreased total open position to 569
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 12.15, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 255 which increased total open position to 587
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 15.4, which was -18.95 lower than the previous day. The implied volatity was 59.69, the open interest changed by 52 which increased total open position to 332
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 34.35, which was 7.80 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 279
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 26.55, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MCX was trading at 6390.35. The strike last trading price was 35, which was 13.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MCX was trading at 6824.75. The strike last trading price was 21.9, which was -421.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MCX was trading at 6565.40. The strike last trading price was 443.55, which was 443.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept MCX was trading at 5273.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept MCX was trading at 5295.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept MCX was trading at 5230.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept MCX was trading at 5261.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept MCX was trading at 5377.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept MCX was trading at 5395.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept MCX was trading at 5351.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept MCX was trading at 5207.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept MCX was trading at 5165.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
