MCX
Multi Commodity Exchange
Historical option data for MCX
24 Jan 2025 03:11 PM IST
MCX 30JAN2025 5200 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 | |||
24 Jan | 5741.90 | 640 | 0 | 0.00 | 0 | -2 | 0 | |||
23 Jan | 5860.00 | 640 | 103.35 | - | 14 | -3 | 24 | |||
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22 Jan | 5724.35 | 536.65 | 201.55 | 43.41 | 34 | -4 | 28 | |||
21 Jan | 5504.95 | 335.1 | -222.65 | 35.28 | 128 | 23 | 32 | |||
20 Jan | 6026.90 | 557.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
17 Jan | 6034.90 | 557.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
16 Jan | 6102.95 | 557.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
15 Jan | 5957.05 | 557.75 | 0.00 | 0.00 | 0 | 7 | 0 | |||
14 Jan | 5694.05 | 557.75 | 20.85 | 42.75 | 11 | 4 | 6 | |||
13 Jan | 5566.60 | 536.9 | -188.65 | 66.75 | 3 | 0 | 1 | |||
10 Jan | 5635.85 | 725.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
9 Jan | 5856.50 | 725.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
8 Jan | 5938.50 | 725.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
7 Jan | 6025.15 | 725.55 | -799.25 | - | 1 | 0 | 0 | |||
6 Jan | 5813.35 | 1524.8 | 0.00 | - | 0 | 0 | 0 | |||
3 Jan | 6160.85 | 1524.8 | 1524.80 | - | 0 | 0 | 0 | |||
28 Nov | 6103.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
27 Nov | 6113.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
26 Nov | 6033.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
25 Nov | 6116.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
22 Nov | 6196.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
21 Nov | 6166.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
20 Nov | 6106.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
19 Nov | 6106.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
18 Nov | 5909.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
14 Nov | 5950.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
13 Nov | 5949.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
12 Nov | 6104.35 | 0 | 0.00 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 5200 expiring on 30JAN2025
Delta for 5200 CE is 0.00
Historical price for 5200 CE is as follows
On 24 Jan MCX was trading at 5741.90. The strike last trading price was 640, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 23 Jan MCX was trading at 5860.00. The strike last trading price was 640, which was 103.35 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 24
On 22 Jan MCX was trading at 5724.35. The strike last trading price was 536.65, which was 201.55 higher than the previous day. The implied volatity was 43.41, the open interest changed by -4 which decreased total open position to 28
On 21 Jan MCX was trading at 5504.95. The strike last trading price was 335.1, which was -222.65 lower than the previous day. The implied volatity was 35.28, the open interest changed by 23 which increased total open position to 32
On 20 Jan MCX was trading at 6026.90. The strike last trading price was 557.75, 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 17 Jan MCX was trading at 6034.90. The strike last trading price was 557.75, 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 16 Jan MCX was trading at 6102.95. The strike last trading price was 557.75, 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 15 Jan MCX was trading at 5957.05. The strike last trading price was 557.75, which was 0.00 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 14 Jan MCX was trading at 5694.05. The strike last trading price was 557.75, which was 20.85 higher than the previous day. The implied volatity was 42.75, the open interest changed by 4 which increased total open position to 6
On 13 Jan MCX was trading at 5566.60. The strike last trading price was 536.9, which was -188.65 lower than the previous day. The implied volatity was 66.75, the open interest changed by 0 which decreased total open position to 1
On 10 Jan MCX was trading at 5635.85. The strike last trading price was 725.55, 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 9 Jan MCX was trading at 5856.50. The strike last trading price was 725.55, 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 Jan MCX was trading at 5938.50. The strike last trading price was 725.55, which was 0.00 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 7 Jan MCX was trading at 6025.15. The strike last trading price was 725.55, which was -799.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan MCX was trading at 5813.35. The strike last trading price was 1524.8, 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 3 Jan MCX was trading at 6160.85. The strike last trading price was 1524.8, which was 1524.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov MCX was trading at 6103.65. 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 0 which decreased total open position to 0
On 27 Nov MCX was trading at 6113.25. 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 0 which decreased total open position to 0
On 26 Nov MCX was trading at 6033.60. 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 0 which decreased total open position to 0
On 25 Nov MCX was trading at 6116.10. 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 0 which decreased total open position to 0
On 22 Nov MCX was trading at 6196.00. 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 0 which decreased total open position to 0
On 21 Nov MCX was trading at 6166.50. 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 0 which decreased total open position to 0
On 20 Nov MCX was trading at 6106.35. 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 0 which decreased total open position to 0
On 19 Nov MCX was trading at 6106.35. 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 0 which decreased total open position to 0
On 18 Nov MCX was trading at 5909.30. 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 0 which decreased total open position to 0
On 14 Nov MCX was trading at 5950.65. 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 0 which decreased total open position to 0
On 13 Nov MCX was trading at 5949.15. 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 0 which decreased total open position to 0
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
MCX 30JAN2025 5200 PE | |||||||
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Delta: -0.05
Vega: 0.72
Theta: -2.80
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 5741.90 | 7 | 0.05 | 47.88 | 1,067 | -117 | 1,037 |
23 Jan | 5860.00 | 7.5 | -6.00 | 51.12 | 1,785 | 136 | 1,137 |
22 Jan | 5724.35 | 13.5 | -22.00 | 46.40 | 5,256 | 364 | 1,005 |
21 Jan | 5504.95 | 35.5 | 22.60 | 41.73 | 11,156 | 203 | 659 |
20 Jan | 6026.90 | 12.9 | -2.90 | 55.59 | 606 | 40 | 456 |
17 Jan | 6034.90 | 15.8 | -3.40 | 53.54 | 495 | -1 | 417 |
16 Jan | 6102.95 | 19.2 | -3.30 | 56.22 | 658 | 51 | 415 |
15 Jan | 5957.05 | 22.5 | -24.35 | 50.27 | 713 | -5 | 365 |
14 Jan | 5694.05 | 46.85 | -21.40 | 47.14 | 275 | 34 | 367 |
13 Jan | 5566.60 | 68.25 | 10.65 | 44.50 | 650 | 5 | 333 |
10 Jan | 5635.85 | 57.6 | 29.00 | 42.58 | 567 | 26 | 328 |
9 Jan | 5856.50 | 28.6 | 4.20 | 42.26 | 120 | 47 | 297 |
8 Jan | 5938.50 | 24.4 | -3.30 | 42.23 | 248 | -15 | 250 |
7 Jan | 6025.15 | 27.7 | -25.25 | 45.55 | 717 | -54 | 266 |
6 Jan | 5813.35 | 52.95 | 36.45 | 45.97 | 889 | 287 | 317 |
3 Jan | 6160.85 | 16.5 | -98.85 | 41.62 | 31 | 9 | 9 |
28 Nov | 6103.65 | 115.35 | 0.00 | 10.07 | 0 | 0 | 0 |
27 Nov | 6113.25 | 115.35 | 0.00 | 10.24 | 0 | 0 | 0 |
26 Nov | 6033.60 | 115.35 | 115.35 | 9.65 | 0 | 0 | 0 |
25 Nov | 6116.10 | 0 | 0.00 | 10.31 | 0 | 0 | 0 |
22 Nov | 6196.00 | 0 | 0.00 | 10.53 | 0 | 0 | 0 |
21 Nov | 6166.50 | 0 | 0.00 | 10.23 | 0 | 0 | 0 |
20 Nov | 6106.35 | 0 | 0.00 | 9.81 | 0 | 0 | 0 |
19 Nov | 6106.35 | 0 | 0.00 | 9.81 | 0 | 0 | 0 |
18 Nov | 5909.30 | 0 | 0.00 | 7.73 | 0 | 0 | 0 |
14 Nov | 5950.65 | 0 | 0.00 | 7.85 | 0 | 0 | 0 |
13 Nov | 5949.15 | 0 | 0.00 | 7.64 | 0 | 0 | 0 |
12 Nov | 6104.35 | 0 | 0.00 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 5200 expiring on 30JAN2025
Delta for 5200 PE is -0.05
Historical price for 5200 PE is as follows
On 24 Jan MCX was trading at 5741.90. The strike last trading price was 7, which was 0.05 higher than the previous day. The implied volatity was 47.88, the open interest changed by -117 which decreased total open position to 1037
On 23 Jan MCX was trading at 5860.00. The strike last trading price was 7.5, which was -6.00 lower than the previous day. The implied volatity was 51.12, the open interest changed by 136 which increased total open position to 1137
On 22 Jan MCX was trading at 5724.35. The strike last trading price was 13.5, which was -22.00 lower than the previous day. The implied volatity was 46.40, the open interest changed by 364 which increased total open position to 1005
On 21 Jan MCX was trading at 5504.95. The strike last trading price was 35.5, which was 22.60 higher than the previous day. The implied volatity was 41.73, the open interest changed by 203 which increased total open position to 659
On 20 Jan MCX was trading at 6026.90. The strike last trading price was 12.9, which was -2.90 lower than the previous day. The implied volatity was 55.59, the open interest changed by 40 which increased total open position to 456
On 17 Jan MCX was trading at 6034.90. The strike last trading price was 15.8, which was -3.40 lower than the previous day. The implied volatity was 53.54, the open interest changed by -1 which decreased total open position to 417
On 16 Jan MCX was trading at 6102.95. The strike last trading price was 19.2, which was -3.30 lower than the previous day. The implied volatity was 56.22, the open interest changed by 51 which increased total open position to 415
On 15 Jan MCX was trading at 5957.05. The strike last trading price was 22.5, which was -24.35 lower than the previous day. The implied volatity was 50.27, the open interest changed by -5 which decreased total open position to 365
On 14 Jan MCX was trading at 5694.05. The strike last trading price was 46.85, which was -21.40 lower than the previous day. The implied volatity was 47.14, the open interest changed by 34 which increased total open position to 367
On 13 Jan MCX was trading at 5566.60. The strike last trading price was 68.25, which was 10.65 higher than the previous day. The implied volatity was 44.50, the open interest changed by 5 which increased total open position to 333
On 10 Jan MCX was trading at 5635.85. The strike last trading price was 57.6, which was 29.00 higher than the previous day. The implied volatity was 42.58, the open interest changed by 26 which increased total open position to 328
On 9 Jan MCX was trading at 5856.50. The strike last trading price was 28.6, which was 4.20 higher than the previous day. The implied volatity was 42.26, the open interest changed by 47 which increased total open position to 297
On 8 Jan MCX was trading at 5938.50. The strike last trading price was 24.4, which was -3.30 lower than the previous day. The implied volatity was 42.23, the open interest changed by -15 which decreased total open position to 250
On 7 Jan MCX was trading at 6025.15. The strike last trading price was 27.7, which was -25.25 lower than the previous day. The implied volatity was 45.55, the open interest changed by -54 which decreased total open position to 266
On 6 Jan MCX was trading at 5813.35. The strike last trading price was 52.95, which was 36.45 higher than the previous day. The implied volatity was 45.97, the open interest changed by 287 which increased total open position to 317
On 3 Jan MCX was trading at 6160.85. The strike last trading price was 16.5, which was -98.85 lower than the previous day. The implied volatity was 41.62, the open interest changed by 9 which increased total open position to 9
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 115.35, which was 0.00 lower than the previous day. The implied volatity was 10.07, the open interest changed by 0 which decreased total open position to 0
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 115.35, which was 0.00 lower than the previous day. The implied volatity was 10.24, the open interest changed by 0 which decreased total open position to 0
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 115.35, which was 115.35 higher than the previous day. The implied volatity was 9.65, the open interest changed by 0 which decreased total open position to 0
On 25 Nov MCX was trading at 6116.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 10.31, the open interest changed by 0 which decreased total open position to 0
On 22 Nov MCX was trading at 6196.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 10.53, the open interest changed by 0 which decreased total open position to 0
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 10.23, the open interest changed by 0 which decreased total open position to 0
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 9.81, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 9.81, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.73, the open interest changed by 0 which decreased total open position to 0
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.85, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.64, the open interest changed by 0 which decreased total open position to 0
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0