MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
| MCX 26DEC2024 5500 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 | 1150 | 0.00 | 0.00 | 0 | -5 | 0 | |||
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| 19 Dec | 6686.35 | 1150 | 110.00 | - | 5 | 0 | 212 | |||
| 18 Dec | 6698.00 | 1040 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 6750.55 | 1040 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 6706.75 | 1040 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 6569.35 | 1040 | -181.10 | - | 1 | 0 | 211 | |||
| 12 Dec | 6674.05 | 1221.1 | -20.90 | 65.20 | 47 | -6 | 211 | |||
| 11 Dec | 6706.45 | 1242 | 64.00 | 61.56 | 643 | -416 | 218 | |||
| 10 Dec | 6676.10 | 1178 | -168.00 | - | 20 | 12 | 633 | |||
| 9 Dec | 6849.40 | 1346 | -117.15 | - | 22 | 19 | 619 | |||
| 6 Dec | 6920.00 | 1463.15 | 443.15 | - | 139 | -31 | 601 | |||
| 5 Dec | 6488.25 | 1020 | 209.30 | - | 27 | 6 | 631 | |||
| 4 Dec | 6315.75 | 810.7 | 60.70 | - | 4 | -2 | 626 | |||
| 3 Dec | 6216.50 | 750 | -152.40 | - | 49 | -40 | 628 | |||
| 2 Dec | 6323.00 | 902.4 | 125.55 | 52.15 | 57 | -30 | 668 | |||
| 29 Nov | 6185.35 | 776.85 | 84.85 | 39.55 | 37 | 9 | 696 | |||
| 28 Nov | 6103.65 | 692 | -13.00 | 41.43 | 115 | 84 | 687 | |||
| 27 Nov | 6113.25 | 705 | -21.45 | 41.11 | 26 | 1 | 602 | |||
| 26 Nov | 6033.60 | 726.45 | -454.40 | 53.56 | 627 | 601 | 601 | |||
| 25 Nov | 6116.10 | 1180.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6196.00 | 1180.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6166.50 | 1180.85 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6106.35 | 1180.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6106.35 | 1180.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 5909.30 | 1180.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 5950.65 | 1180.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6104.35 | 1180.85 | 1180.85 | - | 0 | 0 | 0 | |||
| 7 Nov | 6422.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 6456.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 6538.80 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 5500 expiring on 26DEC2024
Delta for 5500 CE is 0.00
Historical price for 5500 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 1150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 1150, which was 110.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 212
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 1040, 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 1040, 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 1040, 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 13 Dec MCX was trading at 6569.35. The strike last trading price was 1040, which was -181.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 211
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 1221.1, which was -20.90 lower than the previous day. The implied volatity was 65.20, the open interest changed by -6 which decreased total open position to 211
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 1242, which was 64.00 higher than the previous day. The implied volatity was 61.56, the open interest changed by -416 which decreased total open position to 218
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 1178, which was -168.00 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 633
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 1346, which was -117.15 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 619
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 1463.15, which was 443.15 higher than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 601
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 1020, which was 209.30 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 631
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 810.7, which was 60.70 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 626
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 750, which was -152.40 lower than the previous day. The implied volatity was -, the open interest changed by -40 which decreased total open position to 628
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 902.4, which was 125.55 higher than the previous day. The implied volatity was 52.15, the open interest changed by -30 which decreased total open position to 668
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 776.85, which was 84.85 higher than the previous day. The implied volatity was 39.55, the open interest changed by 9 which increased total open position to 696
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 692, which was -13.00 lower than the previous day. The implied volatity was 41.43, the open interest changed by 84 which increased total open position to 687
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 705, which was -21.45 lower than the previous day. The implied volatity was 41.11, the open interest changed by 1 which increased total open position to 602
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 726.45, which was -454.40 lower than the previous day. The implied volatity was 53.56, the open interest changed by 601 which increased total open position to 601
On 25 Nov MCX was trading at 6116.10. The strike last trading price was 1180.85, 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 1180.85, 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 1180.85, 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 1180.85, 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 1180.85, 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 1180.85, 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 1180.85, 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 1180.85, which was 1180.85 higher 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 0, 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 0, 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 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 26DEC2024 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6397.40 | 6.5 | 0.00 | - | 77 | -11 | 379 |
| 19 Dec | 6686.35 | 6.5 | -0.90 | - | 17 | -10 | 390 |
| 18 Dec | 6698.00 | 7.4 | 2.40 | - | 124 | -9 | 405 |
| 17 Dec | 6750.55 | 5 | 0.00 | - | 11 | -4 | 414 |
| 16 Dec | 6706.75 | 5 | -2.70 | - | 6 | -2 | 416 |
| 13 Dec | 6569.35 | 7.7 | 3.70 | 51.82 | 101 | -20 | 423 |
| 12 Dec | 6674.05 | 4 | -0.05 | 48.77 | 51 | -19 | 443 |
| 11 Dec | 6706.45 | 4.05 | -5.45 | 47.93 | 173 | -48 | 462 |
| 10 Dec | 6676.10 | 9.5 | 0.75 | 52.96 | 154 | -29 | 511 |
| 9 Dec | 6849.40 | 8.75 | -1.25 | 56.12 | 99 | 9 | 541 |
| 6 Dec | 6920.00 | 10 | -4.50 | 54.04 | 909 | 20 | 532 |
| 5 Dec | 6488.25 | 14.5 | -3.70 | 44.68 | 241 | -24 | 513 |
| 4 Dec | 6315.75 | 18.2 | -2.80 | 39.93 | 34 | -9 | 536 |
| 3 Dec | 6216.50 | 21 | 0.95 | 37.37 | 211 | 18 | 544 |
| 2 Dec | 6323.00 | 20.05 | -6.95 | 39.16 | 229 | 15 | 529 |
| 29 Nov | 6185.35 | 27 | -37.40 | 36.38 | 332 | 109 | 513 |
| 28 Nov | 6103.65 | 64.4 | 9.30 | 42.52 | 215 | 40 | 404 |
| 27 Nov | 6113.25 | 55.1 | -36.05 | 40.61 | 389 | 214 | 364 |
| 26 Nov | 6033.60 | 91.15 | 17.95 | 45.54 | 155 | 79 | 148 |
| 25 Nov | 6116.10 | 73.2 | 25.60 | 43.35 | 61 | 36 | 68 |
| 22 Nov | 6196.00 | 47.6 | -7.40 | 38.08 | 18 | 6 | 38 |
| 21 Nov | 6166.50 | 55 | -14.00 | 39.81 | 22 | 5 | 20 |
| 20 Nov | 6106.35 | 69 | 0.00 | 37.00 | 16 | 10 | 13 |
| 19 Nov | 6106.35 | 69 | -36.00 | 37.00 | 16 | 8 | 13 |
| 18 Nov | 5909.30 | 105 | 1.15 | 37.50 | 12 | 5 | 5 |
| 14 Nov | 5950.65 | 103.85 | 0.00 | 6.53 | 0 | 0 | 0 |
| 12 Nov | 6104.35 | 103.85 | 103.85 | 8.25 | 0 | 0 | 0 |
| 7 Nov | 6422.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 6456.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 6538.80 | 0 | 0.00 | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 5500 expiring on 26DEC2024
Delta for 5500 PE is -
Historical price for 5500 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 379
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 6.5, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 390
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 7.4, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 405
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 -, the open interest changed by -4 which decreased total open position to 414
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 5, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 416
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 7.7, which was 3.70 higher than the previous day. The implied volatity was 51.82, the open interest changed by -20 which decreased total open position to 423
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 4, which was -0.05 lower than the previous day. The implied volatity was 48.77, the open interest changed by -19 which decreased total open position to 443
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 4.05, which was -5.45 lower than the previous day. The implied volatity was 47.93, the open interest changed by -48 which decreased total open position to 462
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 9.5, which was 0.75 higher than the previous day. The implied volatity was 52.96, the open interest changed by -29 which decreased total open position to 511
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 8.75, which was -1.25 lower than the previous day. The implied volatity was 56.12, the open interest changed by 9 which increased total open position to 541
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 10, which was -4.50 lower than the previous day. The implied volatity was 54.04, the open interest changed by 20 which increased total open position to 532
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 14.5, which was -3.70 lower than the previous day. The implied volatity was 44.68, the open interest changed by -24 which decreased total open position to 513
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 18.2, which was -2.80 lower than the previous day. The implied volatity was 39.93, the open interest changed by -9 which decreased total open position to 536
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 21, which was 0.95 higher than the previous day. The implied volatity was 37.37, the open interest changed by 18 which increased total open position to 544
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 20.05, which was -6.95 lower than the previous day. The implied volatity was 39.16, the open interest changed by 15 which increased total open position to 529
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 27, which was -37.40 lower than the previous day. The implied volatity was 36.38, the open interest changed by 109 which increased total open position to 513
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 64.4, which was 9.30 higher than the previous day. The implied volatity was 42.52, the open interest changed by 40 which increased total open position to 404
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 55.1, which was -36.05 lower than the previous day. The implied volatity was 40.61, the open interest changed by 214 which increased total open position to 364
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 91.15, which was 17.95 higher than the previous day. The implied volatity was 45.54, the open interest changed by 79 which increased total open position to 148
On 25 Nov MCX was trading at 6116.10. The strike last trading price was 73.2, which was 25.60 higher than the previous day. The implied volatity was 43.35, the open interest changed by 36 which increased total open position to 68
On 22 Nov MCX was trading at 6196.00. The strike last trading price was 47.6, which was -7.40 lower than the previous day. The implied volatity was 38.08, the open interest changed by 6 which increased total open position to 38
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 55, which was -14.00 lower than the previous day. The implied volatity was 39.81, the open interest changed by 5 which increased total open position to 20
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 69, which was 0.00 lower than the previous day. The implied volatity was 37.00, the open interest changed by 10 which increased total open position to 13
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 69, which was -36.00 lower than the previous day. The implied volatity was 37.00, the open interest changed by 8 which increased total open position to 13
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 105, which was 1.15 higher than the previous day. The implied volatity was 37.50, the open interest changed by 5 which increased total open position to 5
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 103.85, which was 0.00 lower than the previous day. The implied volatity was 6.53, 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 103.85, which was 103.85 higher than the previous day. The implied volatity was 8.25, 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 0, 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 0, 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 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
