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[--[65.84.65.76]--]
MCX
Multi Commodity Exchange

5950.65 1.50 (0.03%)

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Historical option data for MCX

14 Nov 2024 04:11 PM IST
MCX 28NOV2024 5500 CE
Delta: 0.94
Vega: 1.36
Theta: -2.78
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 5950.65 498.2 -53.25 28.35 11.5 -0.5 80
13 Nov 5949.15 551.45 -99.45 41.15 100 65.5 80.5
12 Nov 6104.35 650.9 -199.10 45.61 0.5 0 15
11 Nov 6405.05 850 0.00 0.00 0 0 0
8 Nov 6413.10 850 0.00 0.00 0 -0.5 0
7 Nov 6422.60 850 -180.00 - 2.5 0 15.5
6 Nov 6456.75 1030 0.00 0.00 0 2 0
5 Nov 6538.80 1030 136.60 35.50 6 0 13.5
4 Nov 6457.25 893.4 -156.60 - 7.5 0 13
1 Nov 6489.35 1050 0.00 0.00 0 2 0
31 Oct 6515.90 1050 0.00 - 2 1 12
30 Oct 6390.35 1050 -125.00 - 1 0 10
29 Oct 6824.75 1175 8.15 - 3 1 8
28 Oct 6565.40 1166.85 106.85 - 4 7 7
25 Oct 6487.55 1060 0.00 - 0 0 0
23 Oct 6686.05 1060 0.00 - 0 4 0
22 Oct 6431.05 1060 720.60 - 4 2 2
21 Oct 6629.00 339.4 0.00 - 0 0 0
18 Oct 6561.15 339.4 0.00 - 0 0 0
16 Oct 6428.30 339.4 0.00 - 0 0 0
15 Oct 6511.00 339.4 0.00 - 0 0 0
11 Oct 6410.55 339.4 0.00 - 0 0 0
10 Oct 6193.15 339.4 0.00 - 0 0 0
9 Oct 6101.40 339.4 0.00 - 0 0 0
7 Oct 5771.65 339.4 0.00 - 0 0 0
3 Oct 5784.70 339.4 0.00 - 0 0 0
1 Oct 5828.60 339.4 0.00 - 0 0 0
27 Sept 5702.90 339.4 339.40 - 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
2 Sept 5165.75 0 - 0 0 0


For Multi Commodity Exchange - strike price 5500 expiring on 28NOV2024

Delta for 5500 CE is 0.94

Historical price for 5500 CE is as follows

On 14 Nov MCX was trading at 5950.65. The strike last trading price was 498.2, which was -53.25 lower than the previous day. The implied volatity was 28.35, the open interest changed by -1 which decreased total open position to 160


On 13 Nov MCX was trading at 5949.15. The strike last trading price was 551.45, which was -99.45 lower than the previous day. The implied volatity was 41.15, the open interest changed by 131 which increased total open position to 161


On 12 Nov MCX was trading at 6104.35. The strike last trading price was 650.9, which was -199.10 lower than the previous day. The implied volatity was 45.61, the open interest changed by 0 which decreased total open position to 30


On 11 Nov MCX was trading at 6405.05. The strike last trading price was 850, 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 850, 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 850, which was -180.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 6 Nov MCX was trading at 6456.75. The strike last trading price was 1030, 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 5 Nov MCX was trading at 6538.80. The strike last trading price was 1030, which was 136.60 higher than the previous day. The implied volatity was 35.50, the open interest changed by 0 which decreased total open position to 27


On 4 Nov MCX was trading at 6457.25. The strike last trading price was 893.4, which was -156.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 1 Nov MCX was trading at 6489.35. The strike last trading price was 1050, 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 31 Oct MCX was trading at 6515.90. The strike last trading price was 1050, 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 1050, which was -125.00 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 1175, which was 8.15 higher 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 1166.85, which was 106.85 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 1060, 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 23 Oct MCX was trading at 6686.05. The strike last trading price was 1060, 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 22 Oct MCX was trading at 6431.05. The strike last trading price was 1060, which was 720.60 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 339.4, 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 18 Oct MCX was trading at 6561.15. The strike last trading price was 339.4, 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 16 Oct MCX was trading at 6428.30. The strike last trading price was 339.4, 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 15 Oct MCX was trading at 6511.00. The strike last trading price was 339.4, 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 11 Oct MCX was trading at 6410.55. The strike last trading price was 339.4, 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 10 Oct MCX was trading at 6193.15. The strike last trading price was 339.4, 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 9 Oct MCX was trading at 6101.40. The strike last trading price was 339.4, 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 7 Oct MCX was trading at 5771.65. The strike last trading price was 339.4, 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 3 Oct MCX was trading at 5784.70. The strike last trading price was 339.4, 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 1 Oct MCX was trading at 5828.60. The strike last trading price was 339.4, 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 27 Sept MCX was trading at 5702.90. The strike last trading price was 339.4, which was 339.40 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 5500 PE
Delta: -0.11
Vega: 2.22
Theta: -2.74
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 5950.65 24.1 -8.80 36.99 664 -5 641
13 Nov 5949.15 32.9 2.85 40.74 854 -31 646
12 Nov 6104.35 30.05 16.30 42.88 600 -26.5 682.5
11 Nov 6405.05 13.75 -3.20 45.12 123.5 -30 713
8 Nov 6413.10 16.95 -2.65 43.42 315.5 -42.5 751
7 Nov 6422.60 19.6 -3.65 44.92 457.5 -0.5 794
6 Nov 6456.75 23.25 -14.75 47.45 348 10.5 790.5
5 Nov 6538.80 38 -13.00 53.51 1,180.5 -6 777.5
4 Nov 6457.25 51 -33.00 55.73 787.5 67 782.5
1 Nov 6489.35 84 19.00 62.84 75.5 -3.5 713.5
31 Oct 6515.90 65 -22.40 - 458 111 718
30 Oct 6390.35 87.4 41.25 - 1,461 385 607
29 Oct 6824.75 46.15 -18.30 - 235 146 216
28 Oct 6565.40 64.45 1.25 - 161 25 70
25 Oct 6487.55 63.2 35.20 - 34 16 45
23 Oct 6686.05 28 -42.00 - 1 0 28
22 Oct 6431.05 70 0.00 - 0 0 0
21 Oct 6629.00 70 0.00 - 0 0 0
18 Oct 6561.15 70 0.00 - 0 0 0
16 Oct 6428.30 70 0.00 - 0 0 0
15 Oct 6511.00 70 0.00 - 0 0 0
11 Oct 6410.55 70 -30.35 - 1 0 27
10 Oct 6193.15 100.35 0.00 - 0 0 0
9 Oct 6101.40 100.35 -49.65 - 11 0 27
7 Oct 5771.65 150 0.00 - 0 0 0
3 Oct 5784.70 150 -68.05 - 1 0 27
1 Oct 5828.60 218.05 0.00 - 0 0 0
27 Sept 5702.90 218.05 -13.95 - 5 2 28
26 Sept 5715.65 232 22.00 - 25 0 10
25 Sept 5778.35 210 -525.75 - 10 9 9
24 Sept 5879.35 735.75 0.00 - 0 0 0
19 Sept 5722.90 735.75 0.00 - 0 0 0
18 Sept 5807.10 735.75 735.75 - 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 5500 expiring on 28NOV2024

Delta for 5500 PE is -0.11

Historical price for 5500 PE is as follows

On 14 Nov MCX was trading at 5950.65. The strike last trading price was 24.1, which was -8.80 lower than the previous day. The implied volatity was 36.99, the open interest changed by -10 which decreased total open position to 1282


On 13 Nov MCX was trading at 5949.15. The strike last trading price was 32.9, which was 2.85 higher than the previous day. The implied volatity was 40.74, the open interest changed by -62 which decreased total open position to 1292


On 12 Nov MCX was trading at 6104.35. The strike last trading price was 30.05, which was 16.30 higher than the previous day. The implied volatity was 42.88, the open interest changed by -53 which decreased total open position to 1365


On 11 Nov MCX was trading at 6405.05. The strike last trading price was 13.75, which was -3.20 lower than the previous day. The implied volatity was 45.12, the open interest changed by -60 which decreased total open position to 1426


On 8 Nov MCX was trading at 6413.10. The strike last trading price was 16.95, which was -2.65 lower than the previous day. The implied volatity was 43.42, the open interest changed by -85 which decreased total open position to 1502


On 7 Nov MCX was trading at 6422.60. The strike last trading price was 19.6, which was -3.65 lower than the previous day. The implied volatity was 44.92, the open interest changed by -1 which decreased total open position to 1588


On 6 Nov MCX was trading at 6456.75. The strike last trading price was 23.25, which was -14.75 lower than the previous day. The implied volatity was 47.45, the open interest changed by 21 which increased total open position to 1581


On 5 Nov MCX was trading at 6538.80. The strike last trading price was 38, which was -13.00 lower than the previous day. The implied volatity was 53.51, the open interest changed by -12 which decreased total open position to 1555


On 4 Nov MCX was trading at 6457.25. The strike last trading price was 51, which was -33.00 lower than the previous day. The implied volatity was 55.73, the open interest changed by 134 which increased total open position to 1565


On 1 Nov MCX was trading at 6489.35. The strike last trading price was 84, which was 19.00 higher than the previous day. The implied volatity was 62.84, the open interest changed by -7 which decreased total open position to 1427


On 31 Oct MCX was trading at 6515.90. The strike last trading price was 65, which was -22.40 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 87.4, which was 41.25 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 46.15, which was -18.30 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 64.45, which was 1.25 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 63.2, which was 35.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct MCX was trading at 6686.05. The strike last trading price was 28, which was -42.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct MCX was trading at 6431.05. The strike last trading price was 70, 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 70, 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 70, 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 70, 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 70, 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 Oct MCX was trading at 6410.55. The strike last trading price was 70, which was -30.35 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 100.35, 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 9 Oct MCX was trading at 6101.40. The strike last trading price was 100.35, which was -49.65 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 150, 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 150, which was -68.05 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 218.05, 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 218.05, which was -13.95 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 232, which was 22.00 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 210, which was -525.75 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 735.75, 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 735.75, 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 735.75, which was 735.75 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