MCX
Multi Commodity Exchange
Historical option data for MCX
14 Nov 2024 04:11 PM IST
| MCX 28NOV2024 5200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
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 | 1200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 5949.15 | 1200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 6104.35 | 1200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 6405.05 | 1200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 6413.10 | 1200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 6422.60 | 1200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 6456.75 | 1200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 6538.80 | 1200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 6457.25 | 1200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 6489.35 | 1200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 6515.90 | 1200 | 0.00 | - | 0 | 2 | 0 | |||
| 30 Oct | 6390.35 | 1200 | 750.10 | - | 2 | 0 | 0 | |||
| 29 Oct | 6824.75 | 449.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6565.40 | 449.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 6561.15 | 449.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 6428.30 | 449.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 5653.35 | 449.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 5273.55 | 449.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 5295.80 | 449.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 5230.00 | 449.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 5261.30 | 449.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 5377.05 | 449.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 5395.85 | 449.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 5351.95 | 449.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 5207.60 | 449.9 | 449.90 | - | 0 | 0 | 0 | |||
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| 2 Sept | 5165.75 | 0 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 5200 expiring on 28NOV2024
Delta for 5200 CE is 0.00
Historical price for 5200 CE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 1200, 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 1200, 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 12 Nov MCX was trading at 6104.35. The strike last trading price was 1200, 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 1200, 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 1200, 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 1200, 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 6 Nov MCX was trading at 6456.75. The strike last trading price was 1200, 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 5 Nov MCX was trading at 6538.80. The strike last trading price was 1200, 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 1200, 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 1200, 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 31 Oct MCX was trading at 6515.90. The strike last trading price was 1200, 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 30 Oct MCX was trading at 6390.35. The strike last trading price was 1200, which was 750.10 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 449.9, 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 449.9, 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 18 Oct MCX was trading at 6561.15. The strike last trading price was 449.9, 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 16 Oct MCX was trading at 6428.30. The strike last trading price was 449.9, 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 17 Sept MCX was trading at 5653.35. The strike last trading price was 449.9, 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 12 Sept MCX was trading at 5273.55. The strike last trading price was 449.9, 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 449.9, 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 449.9, 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 449.9, 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 449.9, 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 449.9, 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 449.9, 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 449.9, which was 449.90 higher 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 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 1.03
Theta: -1.50
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 5950.65 | 8.6 | -5.00 | 42.69 | 54 | 5 | 57 |
| 13 Nov | 5949.15 | 13.6 | 2.95 | 46.48 | 115 | 42 | 51 |
| 12 Nov | 6104.35 | 10.65 | 5.65 | 46.57 | 15.5 | 0 | 9.5 |
| 11 Nov | 6405.05 | 5 | -5.15 | 48.61 | 0.5 | 0 | 10 |
| 8 Nov | 6413.10 | 10.15 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 7 Nov | 6422.60 | 10.15 | -0.85 | 49.91 | 4 | -0.5 | 10 |
| 6 Nov | 6456.75 | 11 | -7.40 | 51.21 | 12 | -1.5 | 11 |
| 5 Nov | 6538.80 | 18.4 | -9.60 | 56.28 | 60 | 10 | 11 |
| 4 Nov | 6457.25 | 28 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 6489.35 | 28 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 6515.90 | 28 | -7.00 | - | 1 | 0 | 1 |
| 30 Oct | 6390.35 | 35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 6824.75 | 35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6565.40 | 35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6561.15 | 35 | 0.00 | - | 0 | 0 | 1 |
| 16 Oct | 6428.30 | 35 | 35.00 | - | 0 | 0 | 1 |
| 17 Sept | 5653.35 | 0 | 0.00 | - | 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 5200 expiring on 28NOV2024
Delta for 5200 PE is -0.04
Historical price for 5200 PE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 8.6, which was -5.00 lower than the previous day. The implied volatity was 42.69, the open interest changed by 10 which increased total open position to 114
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 13.6, which was 2.95 higher than the previous day. The implied volatity was 46.48, the open interest changed by 84 which increased total open position to 102
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 10.65, which was 5.65 higher than the previous day. The implied volatity was 46.57, the open interest changed by 0 which decreased total open position to 19
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 5, which was -5.15 lower than the previous day. The implied volatity was 48.61, the open interest changed by 0 which decreased total open position to 20
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 10.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 10.15, which was -0.85 lower than the previous day. The implied volatity was 49.91, the open interest changed by -1 which decreased total open position to 20
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 11, which was -7.40 lower than the previous day. The implied volatity was 51.21, the open interest changed by -3 which decreased total open position to 22
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 18.4, which was -9.60 lower than the previous day. The implied volatity was 56.28, the open interest changed by 20 which increased total open position to 22
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 28, 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 28, 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 31 Oct MCX was trading at 6515.90. The strike last trading price was 28, which was -7.00 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 35, 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 35, 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 35, 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 18 Oct MCX was trading at 6561.15. The strike last trading price was 35, 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 16 Oct MCX was trading at 6428.30. The strike last trading price was 35, which was 35.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept MCX was trading at 5653.35. 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 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
