MCX
Multi Commodity Exchange
Historical option data for MCX
14 Nov 2024 04:11 PM IST
| MCX 28NOV2024 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 | |||
| 14 Nov | 5950.65 | 625.5 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Nov | 5949.15 | 625.5 | -543.25 | 33.05 | 2 | 1.5 | 1.5 | |||
| 12 Nov | 6104.35 | 1168.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 6405.05 | 1168.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 6413.10 | 1168.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 6422.60 | 1168.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 6456.75 | 1168.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 6538.80 | 1168.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 6457.25 | 1168.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 6489.35 | 1168.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 6515.90 | 1168.75 | 795.30 | - | 4 | 1 | 1 | |||
| 30 Oct | 6390.35 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 6824.75 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6565.40 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6487.55 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 6629.00 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 6561.15 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 6428.30 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 6511.00 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 6193.15 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 6101.40 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 5771.65 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 5828.60 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 5660.30 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 5702.90 | 373.45 | 373.45 | - | 0 | 0 | 0 | |||
| 26 Sept | 5715.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 5778.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 5879.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 5722.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 5807.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 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 | |||
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| 2 Sept | 5165.75 | 0 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 5400 expiring on 28NOV2024
Delta for 5400 CE is 0.00
Historical price for 5400 CE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 625.5, 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 13 Nov MCX was trading at 5949.15. The strike last trading price was 625.5, which was -543.25 lower than the previous day. The implied volatity was 33.05, the open interest changed by 3 which increased total open position to 3
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 1168.75, 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 11 Nov MCX was trading at 6405.05. The strike last trading price was 1168.75, 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 8 Nov MCX was trading at 6413.10. The strike last trading price was 1168.75, 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 7 Nov MCX was trading at 6422.60. The strike last trading price was 1168.75, 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 6 Nov MCX was trading at 6456.75. The strike last trading price was 1168.75, 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 5 Nov MCX was trading at 6538.80. The strike last trading price was 1168.75, 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 4 Nov MCX was trading at 6457.25. The strike last trading price was 1168.75, 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 1 Nov MCX was trading at 6489.35. The strike last trading price was 1168.75, 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 31 Oct MCX was trading at 6515.90. The strike last trading price was 1168.75, which was 795.30 higher 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 373.45, 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 373.45, 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 373.45, 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 25 Oct MCX was trading at 6487.55. The strike last trading price was 373.45, 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 21 Oct MCX was trading at 6629.00. The strike last trading price was 373.45, 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 373.45, 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 373.45, 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 15 Oct MCX was trading at 6511.00. The strike last trading price was 373.45, 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 373.45, 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 373.45, 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 373.45, 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 373.45, 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 373.45, 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 27 Sept MCX was trading at 5702.90. The strike last trading price was 373.45, which was 373.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept MCX was trading at 5715.65. 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 25 Sept MCX was trading at 5778.35. 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 24 Sept MCX was trading at 5879.35. 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 19 Sept MCX was trading at 5722.90. 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 18 Sept MCX was trading at 5807.10. 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 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
| MCX 28NOV2024 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 1.76
Theta: -2.33
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 5950.65 | 17.5 | -8.40 | 39.13 | 63.5 | -2.5 | 78 |
| 13 Nov | 5949.15 | 25.9 | 11.80 | 43.32 | 122 | -4.5 | 79 |
| 12 Nov | 6104.35 | 14.1 | 6.55 | 39.80 | 115 | -15.5 | 83.5 |
| 11 Nov | 6405.05 | 7.55 | -2.45 | 44.31 | 21 | 2.5 | 97.5 |
| 8 Nov | 6413.10 | 10 | -3.55 | 42.93 | 16 | -9 | 95 |
| 7 Nov | 6422.60 | 13.55 | -2.65 | 45.26 | 45.5 | -8 | 104.5 |
| 6 Nov | 6456.75 | 16.2 | -13.80 | 47.54 | 70 | 20.5 | 112.5 |
| 5 Nov | 6538.80 | 30 | -10.00 | 54.41 | 262 | 32.5 | 93 |
| 4 Nov | 6457.25 | 40 | -13.00 | 56.21 | 38 | 2 | 60.5 |
| 1 Nov | 6489.35 | 53 | 1.00 | 58.71 | 6 | 0.5 | 58.5 |
| 31 Oct | 6515.90 | 52 | -20.55 | - | 45 | 32 | 58 |
| 30 Oct | 6390.35 | 72.55 | 29.05 | - | 52 | 10 | 27 |
| 29 Oct | 6824.75 | 43.5 | -24.70 | - | 5 | 3 | 15 |
| 28 Oct | 6565.40 | 68.2 | 24.00 | - | 5 | 0 | 7 |
| 25 Oct | 6487.55 | 44.2 | 5.40 | - | 1 | 0 | 7 |
| 21 Oct | 6629.00 | 38.8 | 14.80 | - | 2 | 0 | 7 |
| 18 Oct | 6561.15 | 24 | -3.00 | - | 2 | 0 | 8 |
| 16 Oct | 6428.30 | 27 | 0.00 | - | 0 | 2 | 0 |
| 15 Oct | 6511.00 | 27 | -33.00 | - | 3 | 2 | 8 |
| 10 Oct | 6193.15 | 60 | -23.20 | - | 2 | 0 | 5 |
| 9 Oct | 6101.40 | 83.2 | -65.80 | - | 10 | -5 | 7 |
| 7 Oct | 5771.65 | 149 | 12.85 | - | 1 | 0 | 12 |
| 1 Oct | 5828.60 | 136.15 | -44.85 | - | 2 | 0 | 12 |
| 30 Sept | 5660.30 | 181 | -11.25 | - | 1 | 0 | 11 |
| 27 Sept | 5702.90 | 192.25 | -7.75 | - | 8 | 0 | 11 |
| 26 Sept | 5715.65 | 200 | 35.00 | - | 1 | 0 | 11 |
| 25 Sept | 5778.35 | 165 | -506.60 | - | 11 | 6 | 6 |
| 24 Sept | 5879.35 | 671.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 5722.90 | 671.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 5807.10 | 671.6 | 671.60 | - | 0 | 0 | 0 |
| 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 5400 expiring on 28NOV2024
Delta for 5400 PE is -0.08
Historical price for 5400 PE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 17.5, which was -8.40 lower than the previous day. The implied volatity was 39.13, the open interest changed by -5 which decreased total open position to 156
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 25.9, which was 11.80 higher than the previous day. The implied volatity was 43.32, the open interest changed by -9 which decreased total open position to 158
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 14.1, which was 6.55 higher than the previous day. The implied volatity was 39.80, the open interest changed by -31 which decreased total open position to 167
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 7.55, which was -2.45 lower than the previous day. The implied volatity was 44.31, the open interest changed by 5 which increased total open position to 195
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 10, which was -3.55 lower than the previous day. The implied volatity was 42.93, the open interest changed by -18 which decreased total open position to 190
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 13.55, which was -2.65 lower than the previous day. The implied volatity was 45.26, the open interest changed by -16 which decreased total open position to 209
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 16.2, which was -13.80 lower than the previous day. The implied volatity was 47.54, the open interest changed by 41 which increased total open position to 225
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 30, which was -10.00 lower than the previous day. The implied volatity was 54.41, the open interest changed by 65 which increased total open position to 186
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 40, which was -13.00 lower than the previous day. The implied volatity was 56.21, the open interest changed by 4 which increased total open position to 121
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 53, which was 1.00 higher than the previous day. The implied volatity was 58.71, the open interest changed by 1 which increased total open position to 117
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 52, which was -20.55 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 72.55, which was 29.05 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 43.5, which was -24.70 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 68.2, which was 24.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct MCX was trading at 6487.55. The strike last trading price was 44.2, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct MCX was trading at 6629.00. The strike last trading price was 38.8, which was 14.80 higher 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 24, which was -3.00 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 27, 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 15 Oct MCX was trading at 6511.00. The strike last trading price was 27, which was -33.00 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 60, which was -23.20 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 83.2, which was -65.80 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 149, which was 12.85 higher 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 136.15, which was -44.85 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 181, which was -11.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept MCX was trading at 5702.90. The strike last trading price was 192.25, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept MCX was trading at 5715.65. The strike last trading price was 200, 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 25 Sept MCX was trading at 5778.35. The strike last trading price was 165, which was -506.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept MCX was trading at 5879.35. The strike last trading price was 671.6, 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 19 Sept MCX was trading at 5722.90. The strike last trading price was 671.6, 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 Sept MCX was trading at 5807.10. The strike last trading price was 671.6, which was 671.60 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
