MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
| MCX 26DEC2024 5400 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 | |||
| 20 Dec | 6397.40 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 6686.35 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 6698.00 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 6750.55 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 6706.75 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 6569.35 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 6674.05 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 6706.45 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 6676.10 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 6849.40 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 6920.00 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 6488.25 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 6315.75 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 6216.50 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 6323.00 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 6185.35 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 6103.65 | 820 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 6113.25 | 820 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 26 Nov | 6033.60 | 820 | 56.55 | 56.19 | 4 | 0 | 0 | |||
| 25 Nov | 6116.10 | 763.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6196.00 | 763.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Nov | 6166.50 | 763.45 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6106.35 | 763.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6106.35 | 763.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 5909.30 | 763.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 5950.65 | 763.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6104.35 | 763.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6422.60 | 763.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 6456.75 | 763.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 6538.80 | 763.45 | 763.45 | - | 0 | 0 | 0 | |||
| 30 Oct | 6390.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 6341.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 6193.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 6101.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 6002.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 5771.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 5805.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 5784.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 5828.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 5660.30 | 0 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 5400 expiring on 26DEC2024
Delta for 5400 CE is 0.00
Historical price for 5400 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 820, 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 19 Dec MCX was trading at 6686.35. The strike last trading price was 820, 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 18 Dec MCX was trading at 6698.00. The strike last trading price was 820, 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 Dec MCX was trading at 6750.55. The strike last trading price was 820, 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 Dec MCX was trading at 6706.75. The strike last trading price was 820, 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 Dec MCX was trading at 6569.35. The strike last trading price was 820, 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 Dec MCX was trading at 6674.05. The strike last trading price was 820, 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 Dec MCX was trading at 6706.45. The strike last trading price was 820, 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 10 Dec MCX was trading at 6676.10. The strike last trading price was 820, 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 Dec MCX was trading at 6849.40. The strike last trading price was 820, 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 Dec MCX was trading at 6920.00. The strike last trading price was 820, 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 Dec MCX was trading at 6488.25. The strike last trading price was 820, 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 Dec MCX was trading at 6315.75. The strike last trading price was 820, 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 3 Dec MCX was trading at 6216.50. The strike last trading price was 820, 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 2 Dec MCX was trading at 6323.00. The strike last trading price was 820, 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 29 Nov MCX was trading at 6185.35. The strike last trading price was 820, 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 28 Nov MCX was trading at 6103.65. The strike last trading price was 820, 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 27 Nov MCX was trading at 6113.25. The strike last trading price was 820, which was 0.00 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 26 Nov MCX was trading at 6033.60. The strike last trading price was 820, which was 56.55 higher than the previous day. The implied volatity was 56.19, 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 763.45, 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 763.45, 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 763.45, 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 763.45, 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 763.45, 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 763.45, 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 763.45, 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 763.45, 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 7 Nov MCX was trading at 6422.60. The strike last trading price was 763.45, 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 763.45, 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 763.45, which was 763.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct MCX was trading at 6390.35. 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 17 Oct MCX was trading at 6341.45. 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 Oct MCX was trading at 6193.15. 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 which decreased total open position to
On 9 Oct MCX was trading at 6101.40. 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 8 Oct MCX was trading at 6002.45. 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 7 Oct MCX was trading at 5771.65. 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 which decreased total open position to
On 4 Oct MCX was trading at 5805.15. 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 which decreased total open position to
On 3 Oct MCX was trading at 5784.70. 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 1 Oct MCX was trading at 5828.60. 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 30 Sept MCX was trading at 5660.30. 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 26DEC2024 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6397.40 | 5 | -2.80 | - | 91 | -2 | 104 |
| 19 Dec | 6686.35 | 7.8 | 0.00 | 0.00 | 0 | -3 | 0 |
| 18 Dec | 6698.00 | 7.8 | 2.80 | - | 30 | -3 | 106 |
| 17 Dec | 6750.55 | 5 | 0.00 | 0.00 | 0 | -2 | 0 |
| 16 Dec | 6706.75 | 5 | 0.40 | - | 2 | 0 | 111 |
| 13 Dec | 6569.35 | 4.6 | 2.00 | 51.70 | 41 | -12 | 106 |
| 12 Dec | 6674.05 | 2.6 | 0.10 | 49.43 | 19 | 0 | 118 |
| 11 Dec | 6706.45 | 2.5 | -5.00 | 48.35 | 85 | -54 | 118 |
| 10 Dec | 6676.10 | 7.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Dec | 6849.40 | 7.5 | -2.50 | - | 3 | 0 | 173 |
| 6 Dec | 6920.00 | 10 | -0.85 | 57.63 | 66 | -8 | 173 |
| 5 Dec | 6488.25 | 10.85 | -1.15 | 45.83 | 51 | 9 | 177 |
| 4 Dec | 6315.75 | 12 | -3.70 | 40.16 | 72 | 19 | 169 |
| 3 Dec | 6216.50 | 15.7 | 1.05 | 38.70 | 180 | 17 | 147 |
| 2 Dec | 6323.00 | 14.65 | -4.25 | 40.12 | 141 | -59 | 129 |
| 29 Nov | 6185.35 | 18.9 | -30.70 | 36.87 | 179 | 10 | 176 |
| 28 Nov | 6103.65 | 49.6 | 6.60 | 43.05 | 40 | 32 | 166 |
| 27 Nov | 6113.25 | 43 | -28.00 | 41.55 | 136 | 89 | 104 |
| 26 Nov | 6033.60 | 71 | 17.95 | 45.76 | 5 | 4 | 14 |
| 25 Nov | 6116.10 | 53.05 | 17.00 | 42.80 | 4 | 1 | 10 |
| 22 Nov | 6196.00 | 36.05 | -6.95 | 38.63 | 1 | 0 | 9 |
| 21 Nov | 6166.50 | 43 | -9.00 | 40.51 | 3 | 0 | 9 |
| 20 Nov | 6106.35 | 52 | 0.00 | 37.55 | 16 | -2 | 10 |
| 19 Nov | 6106.35 | 52 | -38.00 | 37.55 | 16 | -1 | 10 |
| 18 Nov | 5909.30 | 90 | 10.00 | 39.36 | 2 | 1 | 10 |
| 14 Nov | 5950.65 | 80 | 11.10 | 38.45 | 2 | 0 | 8 |
| 12 Nov | 6104.35 | 68.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 6422.60 | 68.9 | 0.00 | 0.00 | 0 | 0 | 8 |
| 6 Nov | 6456.75 | 68.9 | -35.55 | 47.19 | 5 | 0 | 3 |
| 5 Nov | 6538.80 | 104.45 | -245.95 | 54.65 | 1 | 0 | 2 |
| 30 Oct | 6390.35 | 350.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 6341.45 | 350.4 | 350.40 | - | 0 | 0 | 0 |
| 10 Oct | 6193.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 6101.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 6002.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 5771.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 5805.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 5784.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 5828.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 5660.30 | 0 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 5400 expiring on 26DEC2024
Delta for 5400 PE is -
Historical price for 5400 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 5, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 104
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 7.8, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 106
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 5, which was 0.00 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 16 Dec MCX was trading at 6706.75. The strike last trading price was 5, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 111
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 4.6, which was 2.00 higher than the previous day. The implied volatity was 51.70, the open interest changed by -12 which decreased total open position to 106
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 2.6, which was 0.10 higher than the previous day. The implied volatity was 49.43, the open interest changed by 0 which decreased total open position to 118
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 2.5, which was -5.00 lower than the previous day. The implied volatity was 48.35, the open interest changed by -54 which decreased total open position to 118
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 7.5, 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 9 Dec MCX was trading at 6849.40. The strike last trading price was 7.5, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 173
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 10, which was -0.85 lower than the previous day. The implied volatity was 57.63, the open interest changed by -8 which decreased total open position to 173
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 10.85, which was -1.15 lower than the previous day. The implied volatity was 45.83, the open interest changed by 9 which increased total open position to 177
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 12, which was -3.70 lower than the previous day. The implied volatity was 40.16, the open interest changed by 19 which increased total open position to 169
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 15.7, which was 1.05 higher than the previous day. The implied volatity was 38.70, the open interest changed by 17 which increased total open position to 147
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 14.65, which was -4.25 lower than the previous day. The implied volatity was 40.12, the open interest changed by -59 which decreased total open position to 129
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 18.9, which was -30.70 lower than the previous day. The implied volatity was 36.87, the open interest changed by 10 which increased total open position to 176
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 49.6, which was 6.60 higher than the previous day. The implied volatity was 43.05, the open interest changed by 32 which increased total open position to 166
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 43, which was -28.00 lower than the previous day. The implied volatity was 41.55, the open interest changed by 89 which increased total open position to 104
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 71, which was 17.95 higher than the previous day. The implied volatity was 45.76, the open interest changed by 4 which increased total open position to 14
On 25 Nov MCX was trading at 6116.10. The strike last trading price was 53.05, which was 17.00 higher than the previous day. The implied volatity was 42.80, the open interest changed by 1 which increased total open position to 10
On 22 Nov MCX was trading at 6196.00. The strike last trading price was 36.05, which was -6.95 lower than the previous day. The implied volatity was 38.63, the open interest changed by 0 which decreased total open position to 9
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 43, which was -9.00 lower than the previous day. The implied volatity was 40.51, the open interest changed by 0 which decreased total open position to 9
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 52, which was 0.00 lower than the previous day. The implied volatity was 37.55, the open interest changed by -2 which decreased total open position to 10
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 52, which was -38.00 lower than the previous day. The implied volatity was 37.55, the open interest changed by -1 which decreased total open position to 10
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 90, which was 10.00 higher than the previous day. The implied volatity was 39.36, the open interest changed by 1 which increased total open position to 10
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 80, which was 11.10 higher than the previous day. The implied volatity was 38.45, the open interest changed by 0 which decreased total open position to 8
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 68.9, 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 68.9, 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 8
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 68.9, which was -35.55 lower than the previous day. The implied volatity was 47.19, the open interest changed by 0 which decreased total open position to 3
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 104.45, which was -245.95 lower than the previous day. The implied volatity was 54.65, the open interest changed by 0 which decreased total open position to 2
On 30 Oct MCX was trading at 6390.35. The strike last trading price was 350.4, 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 Oct MCX was trading at 6341.45. The strike last trading price was 350.4, which was 350.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct MCX was trading at 6193.15. 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 which decreased total open position to
On 9 Oct MCX was trading at 6101.40. 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 8 Oct MCX was trading at 6002.45. 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 7 Oct MCX was trading at 5771.65. 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 which decreased total open position to
On 4 Oct MCX was trading at 5805.15. 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 which decreased total open position to
On 3 Oct MCX was trading at 5784.70. 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 1 Oct MCX was trading at 5828.60. 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 30 Sept MCX was trading at 5660.30. 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
