MCX
Multi Commodity Exchange
Historical option data for MCX
08 Apr 2025 05:50 PM IST
| MCX 24APR2025 5500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 3.98
Theta: -6.64
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 5199.40 | 114.2 | 28.45 | 49.85 | 4,567 | -80 | 1,549 | |||
| 7 Apr | 4989.60 | 85 | 26.6 | 55.49 | 2,979 | -148 | 1,631 | |||
| 4 Apr | 5026.80 | 67.25 | -80.05 | 43.25 | 3,689 | 522 | 1,777 | |||
| 3 Apr | 5334.60 | 148.1 | -31.2 | 39.93 | 1,646 | 87 | 1,285 | |||
| 2 Apr | 5372.50 | 178.4 | 56.25 | 41.45 | 4,477 | -105 | 1,204 | |||
| 1 Apr | 5227.90 | 121.8 | -36.5 | 41.06 | 2,728 | -4 | 1,311 | |||
| 28 Mar | 5311.75 | 153.4 | 12.95 | 38.20 | 9,895 | 549 | 1,315 | |||
| 27 Mar | 5245.85 | 143.3 | 22.45 | 38.31 | 3,724 | 292 | 772 | |||
| 26 Mar | 5141.90 | 114.25 | -19.9 | 40.01 | 786 | 93 | 477 | |||
| 25 Mar | 5156.15 | 138.95 | -83.4 | 43.68 | 806 | 124 | 380 | |||
| 24 Mar | 5392.90 | 225 | -26.65 | 39.32 | 535 | 79 | 256 | |||
| 21 Mar | 5464.10 | 255.5 | 32.45 | 36.45 | 270 | 59 | 176 | |||
| 20 Mar | 5384.10 | 219.05 | 65 | 37.15 | 261 | 40 | 117 | |||
|
|
||||||||||
| 19 Mar | 5207.85 | 154.1 | 24.1 | 38.28 | 74 | 13 | 57 | |||
| 18 Mar | 5113.95 | 130 | 31.05 | 40.01 | 29 | 10 | 43 | |||
| 17 Mar | 4960.00 | 100.5 | 30.5 | 41.29 | 52 | 24 | 31 | |||
| 13 Mar | 4808.45 | 70 | 5 | 40.88 | 5 | 2 | 7 | |||
| 12 Mar | 4773.45 | 65 | 18.95 | 40.80 | 4 | 3 | 4 | |||
For Multi Commodity Exchange - strike price 5500 expiring on 24APR2025
Delta for 5500 CE is 0.34
Historical price for 5500 CE is as follows
On 8 Apr MCX was trading at 5199.40. The strike last trading price was 114.2, which was 28.45 higher than the previous day. The implied volatity was 49.85, the open interest changed by -80 which decreased total open position to 1549
On 7 Apr MCX was trading at 4989.60. The strike last trading price was 85, which was 26.6 higher than the previous day. The implied volatity was 55.49, the open interest changed by -148 which decreased total open position to 1631
On 4 Apr MCX was trading at 5026.80. The strike last trading price was 67.25, which was -80.05 lower than the previous day. The implied volatity was 43.25, the open interest changed by 522 which increased total open position to 1777
On 3 Apr MCX was trading at 5334.60. The strike last trading price was 148.1, which was -31.2 lower than the previous day. The implied volatity was 39.93, the open interest changed by 87 which increased total open position to 1285
On 2 Apr MCX was trading at 5372.50. The strike last trading price was 178.4, which was 56.25 higher than the previous day. The implied volatity was 41.45, the open interest changed by -105 which decreased total open position to 1204
On 1 Apr MCX was trading at 5227.90. The strike last trading price was 121.8, which was -36.5 lower than the previous day. The implied volatity was 41.06, the open interest changed by -4 which decreased total open position to 1311
On 28 Mar MCX was trading at 5311.75. The strike last trading price was 153.4, which was 12.95 higher than the previous day. The implied volatity was 38.20, the open interest changed by 549 which increased total open position to 1315
On 27 Mar MCX was trading at 5245.85. The strike last trading price was 143.3, which was 22.45 higher than the previous day. The implied volatity was 38.31, the open interest changed by 292 which increased total open position to 772
On 26 Mar MCX was trading at 5141.90. The strike last trading price was 114.25, which was -19.9 lower than the previous day. The implied volatity was 40.01, the open interest changed by 93 which increased total open position to 477
On 25 Mar MCX was trading at 5156.15. The strike last trading price was 138.95, which was -83.4 lower than the previous day. The implied volatity was 43.68, the open interest changed by 124 which increased total open position to 380
On 24 Mar MCX was trading at 5392.90. The strike last trading price was 225, which was -26.65 lower than the previous day. The implied volatity was 39.32, the open interest changed by 79 which increased total open position to 256
On 21 Mar MCX was trading at 5464.10. The strike last trading price was 255.5, which was 32.45 higher than the previous day. The implied volatity was 36.45, the open interest changed by 59 which increased total open position to 176
On 20 Mar MCX was trading at 5384.10. The strike last trading price was 219.05, which was 65 higher than the previous day. The implied volatity was 37.15, the open interest changed by 40 which increased total open position to 117
On 19 Mar MCX was trading at 5207.85. The strike last trading price was 154.1, which was 24.1 higher than the previous day. The implied volatity was 38.28, the open interest changed by 13 which increased total open position to 57
On 18 Mar MCX was trading at 5113.95. The strike last trading price was 130, which was 31.05 higher than the previous day. The implied volatity was 40.01, the open interest changed by 10 which increased total open position to 43
On 17 Mar MCX was trading at 4960.00. The strike last trading price was 100.5, which was 30.5 higher than the previous day. The implied volatity was 41.29, the open interest changed by 24 which increased total open position to 31
On 13 Mar MCX was trading at 4808.45. The strike last trading price was 70, which was 5 higher than the previous day. The implied volatity was 40.88, the open interest changed by 2 which increased total open position to 7
On 12 Mar MCX was trading at 4773.45. The strike last trading price was 65, which was 18.95 higher than the previous day. The implied volatity was 40.80, the open interest changed by 3 which increased total open position to 4
| MCX 24APR2025 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 4.05
Theta: -5.87
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 5199.40 | 399 | -200.9 | 54.55 | 127 | 11 | 291 |
| 7 Apr | 4989.60 | 599.9 | 83.5 | 70.88 | 51 | -13 | 282 |
| 4 Apr | 5026.80 | 518.85 | 221.55 | 53.77 | 165 | -19 | 294 |
| 3 Apr | 5334.60 | 292.1 | 19.3 | 42.83 | 175 | -6 | 313 |
| 2 Apr | 5372.50 | 274 | -83.3 | 42.72 | 410 | 1 | 318 |
| 1 Apr | 5227.90 | 363.55 | 45.55 | 42.34 | 318 | 22 | 330 |
| 28 Mar | 5311.75 | 315.9 | -39.6 | 39.28 | 1,340 | 25 | 308 |
| 27 Mar | 5245.85 | 355.5 | -93.75 | 41.74 | 143 | 98 | 282 |
| 26 Mar | 5141.90 | 449.25 | 11.9 | 44.48 | 54 | -5 | 179 |
| 25 Mar | 5156.15 | 443.75 | 161.35 | 43.28 | 438 | 4 | 186 |
| 24 Mar | 5392.90 | 276.6 | 34.6 | 39.95 | 527 | 66 | 176 |
| 21 Mar | 5464.10 | 240.7 | -54.3 | 37.37 | 278 | 29 | 106 |
| 20 Mar | 5384.10 | 295 | -110 | 39.37 | 109 | 57 | 79 |
| 19 Mar | 5207.85 | 405 | -60 | 40.50 | 21 | 20 | 21 |
| 18 Mar | 5113.95 | 465 | 21.85 | 39.26 | 1 | 0 | 0 |
| 17 Mar | 4960.00 | 443.15 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 4808.45 | 443.15 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 4773.45 | 443.15 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 5500 expiring on 24APR2025
Delta for 5500 PE is -0.65
Historical price for 5500 PE is as follows
On 8 Apr MCX was trading at 5199.40. The strike last trading price was 399, which was -200.9 lower than the previous day. The implied volatity was 54.55, the open interest changed by 11 which increased total open position to 291
On 7 Apr MCX was trading at 4989.60. The strike last trading price was 599.9, which was 83.5 higher than the previous day. The implied volatity was 70.88, the open interest changed by -13 which decreased total open position to 282
On 4 Apr MCX was trading at 5026.80. The strike last trading price was 518.85, which was 221.55 higher than the previous day. The implied volatity was 53.77, the open interest changed by -19 which decreased total open position to 294
On 3 Apr MCX was trading at 5334.60. The strike last trading price was 292.1, which was 19.3 higher than the previous day. The implied volatity was 42.83, the open interest changed by -6 which decreased total open position to 313
On 2 Apr MCX was trading at 5372.50. The strike last trading price was 274, which was -83.3 lower than the previous day. The implied volatity was 42.72, the open interest changed by 1 which increased total open position to 318
On 1 Apr MCX was trading at 5227.90. The strike last trading price was 363.55, which was 45.55 higher than the previous day. The implied volatity was 42.34, the open interest changed by 22 which increased total open position to 330
On 28 Mar MCX was trading at 5311.75. The strike last trading price was 315.9, which was -39.6 lower than the previous day. The implied volatity was 39.28, the open interest changed by 25 which increased total open position to 308
On 27 Mar MCX was trading at 5245.85. The strike last trading price was 355.5, which was -93.75 lower than the previous day. The implied volatity was 41.74, the open interest changed by 98 which increased total open position to 282
On 26 Mar MCX was trading at 5141.90. The strike last trading price was 449.25, which was 11.9 higher than the previous day. The implied volatity was 44.48, the open interest changed by -5 which decreased total open position to 179
On 25 Mar MCX was trading at 5156.15. The strike last trading price was 443.75, which was 161.35 higher than the previous day. The implied volatity was 43.28, the open interest changed by 4 which increased total open position to 186
On 24 Mar MCX was trading at 5392.90. The strike last trading price was 276.6, which was 34.6 higher than the previous day. The implied volatity was 39.95, the open interest changed by 66 which increased total open position to 176
On 21 Mar MCX was trading at 5464.10. The strike last trading price was 240.7, which was -54.3 lower than the previous day. The implied volatity was 37.37, the open interest changed by 29 which increased total open position to 106
On 20 Mar MCX was trading at 5384.10. The strike last trading price was 295, which was -110 lower than the previous day. The implied volatity was 39.37, the open interest changed by 57 which increased total open position to 79
On 19 Mar MCX was trading at 5207.85. The strike last trading price was 405, which was -60 lower than the previous day. The implied volatity was 40.50, the open interest changed by 20 which increased total open position to 21
On 18 Mar MCX was trading at 5113.95. The strike last trading price was 465, which was 21.85 higher than the previous day. The implied volatity was 39.26, the open interest changed by 0 which decreased total open position to 0
On 17 Mar MCX was trading at 4960.00. The strike last trading price was 443.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar MCX was trading at 4808.45. The strike last trading price was 443.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar MCX was trading at 4773.45. The strike last trading price was 443.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
