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

6166.5 60.15 (0.99%)

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Historical option data for MCX

21 Nov 2024 04:11 PM IST
MCX 28NOV2024 5600 CE
Delta: 0.95
Vega: 0.92
Theta: -4.51
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6166.50 613.8 97.30 46.69 18 -2.5 43.5
20 Nov 6106.35 516.5 0.00 54.65 32 11 42.5
19 Nov 6106.35 516.5 157.10 54.65 32 7.5 42.5
18 Nov 5909.30 359.4 -56.90 42.04 68 15 33.5
14 Nov 5950.65 416.3 -48.70 32.11 21 5.5 18.5
13 Nov 5949.15 465 -105.75 39.76 15 3.5 11
12 Nov 6104.35 570.75 -213.20 46.50 6 0 8.5
11 Nov 6405.05 783.95 0.00 0.00 0 0 0
8 Nov 6413.10 783.95 0.00 0.00 0 1 0
7 Nov 6422.60 783.95 -214.40 - 1.5 0 7.5
6 Nov 6456.75 998.35 247.35 67.67 0.5 0 8
5 Nov 6538.80 751 -150.20 - 1 -0.5 7.5
4 Nov 6457.25 901.2 -100.70 34.70 11 4 9
1 Nov 6489.35 1001.9 0.00 0.00 0 3 0
31 Oct 6515.90 1001.9 524.25 - 8 3 5
30 Oct 6390.35 477.65 0.00 - 0 0 0
29 Oct 6824.75 477.65 0.00 - 0 0 0
28 Oct 6565.40 477.65 0.00 - 0 0 0
25 Oct 6487.55 477.65 0.00 - 0 0 0
23 Oct 6686.05 477.65 0.00 - 0 0 0
22 Oct 6431.05 477.65 0.00 - 0 0 0
21 Oct 6629.00 477.65 0.00 - 0 0 0
18 Oct 6561.15 477.65 0.00 - 0 0 0
16 Oct 6428.30 477.65 0.00 - 0 0 0
15 Oct 6511.00 477.65 0.00 - 0 0 0
11 Oct 6410.55 477.65 0.00 - 0 0 0
10 Oct 6193.15 477.65 0.00 - 0 0 0
9 Oct 6101.40 477.65 0.00 - 0 0 2
7 Oct 5771.65 477.65 0.00 - 0 0 0
3 Oct 5784.70 477.65 169.65 - 2 0 0
1 Oct 5828.60 308 308.00 - 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 5600 expiring on 28NOV2024

Delta for 5600 CE is 0.95

Historical price for 5600 CE is as follows

On 21 Nov MCX was trading at 6166.50. The strike last trading price was 613.8, which was 97.30 higher than the previous day. The implied volatity was 46.69, the open interest changed by -5 which decreased total open position to 87


On 20 Nov MCX was trading at 6106.35. The strike last trading price was 516.5, which was 0.00 lower than the previous day. The implied volatity was 54.65, the open interest changed by 22 which increased total open position to 85


On 19 Nov MCX was trading at 6106.35. The strike last trading price was 516.5, which was 157.10 higher than the previous day. The implied volatity was 54.65, the open interest changed by 15 which increased total open position to 85


On 18 Nov MCX was trading at 5909.30. The strike last trading price was 359.4, which was -56.90 lower than the previous day. The implied volatity was 42.04, the open interest changed by 30 which increased total open position to 67


On 14 Nov MCX was trading at 5950.65. The strike last trading price was 416.3, which was -48.70 lower than the previous day. The implied volatity was 32.11, the open interest changed by 11 which increased total open position to 37


On 13 Nov MCX was trading at 5949.15. The strike last trading price was 465, which was -105.75 lower than the previous day. The implied volatity was 39.76, the open interest changed by 7 which increased total open position to 22


On 12 Nov MCX was trading at 6104.35. The strike last trading price was 570.75, which was -213.20 lower than the previous day. The implied volatity was 46.50, the open interest changed by 0 which decreased total open position to 17


On 11 Nov MCX was trading at 6405.05. The strike last trading price was 783.95, 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 783.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 7 Nov MCX was trading at 6422.60. The strike last trading price was 783.95, which was -214.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 6 Nov MCX was trading at 6456.75. The strike last trading price was 998.35, which was 247.35 higher than the previous day. The implied volatity was 67.67, the open interest changed by 0 which decreased total open position to 16


On 5 Nov MCX was trading at 6538.80. The strike last trading price was 751, which was -150.20 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 15


On 4 Nov MCX was trading at 6457.25. The strike last trading price was 901.2, which was -100.70 lower than the previous day. The implied volatity was 34.70, the open interest changed by 8 which increased total open position to 18


On 1 Nov MCX was trading at 6489.35. The strike last trading price was 1001.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 31 Oct MCX was trading at 6515.90. The strike last trading price was 1001.9, which was 524.25 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 477.65, 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 477.65, 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 477.65, 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 477.65, 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 477.65, 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 477.65, 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 477.65, 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 477.65, 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 477.65, 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 477.65, 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 477.65, 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 477.65, 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 477.65, 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 477.65, 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 477.65, which was 169.65 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 308, which was 308.00 higher 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 5600 PE
Delta: -0.07
Vega: 1.12
Theta: -3.93
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6166.50 13.2 -11.20 50.74 184.5 -32 74
20 Nov 6106.35 24.4 0.00 44.22 546 -52 108
19 Nov 6106.35 24.4 -6.45 44.22 546 -50 108
18 Nov 5909.30 30.85 -9.15 34.71 570 52 158.5
14 Nov 5950.65 40 -9.00 37.17 236 25 107
13 Nov 5949.15 49 7.85 40.37 286 -46.5 81.5
12 Nov 6104.35 41.15 22.65 41.59 128 44.5 127.5
11 Nov 6405.05 18.5 -3.50 43.70 39.5 8 83
8 Nov 6413.10 22 -3.10 41.89 74 13 75.5
7 Nov 6422.60 25.1 -5.55 43.44 69 -17.5 62
6 Nov 6456.75 30.65 -18.25 46.59 82 15 79.5
5 Nov 6538.80 48.9 -14.30 52.97 235 20 64.5
4 Nov 6457.25 63.2 -43.40 54.92 118 30.5 44.5
1 Nov 6489.35 106.6 26.65 63.61 9 8 14
31 Oct 6515.90 79.95 -100.80 - 3 2 5
30 Oct 6390.35 180.75 0.00 - 0 0 0
29 Oct 6824.75 180.75 0.00 - 0 0 0
28 Oct 6565.40 180.75 0.00 - 0 0 0
25 Oct 6487.55 180.75 0.00 - 0 0 0
23 Oct 6686.05 180.75 0.00 - 0 0 0
22 Oct 6431.05 180.75 0.00 - 0 0 0
21 Oct 6629.00 180.75 0.00 - 0 0 0
18 Oct 6561.15 180.75 0.00 - 0 0 0
16 Oct 6428.30 180.75 0.00 - 0 0 0
15 Oct 6511.00 180.75 0.00 - 0 0 0
11 Oct 6410.55 180.75 0.00 - 0 0 0
10 Oct 6193.15 180.75 0.00 - 0 0 0
9 Oct 6101.40 180.75 0.00 - 0 0 0
7 Oct 5771.65 180.75 0.00 - 0 0 0
3 Oct 5784.70 180.75 -621.75 - 3 2 2
1 Oct 5828.60 802.5 0.00 - 0 0 0
24 Sept 5879.35 802.5 0.00 - 0 0 0
19 Sept 5722.90 802.5 802.50 - 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 5600 expiring on 28NOV2024

Delta for 5600 PE is -0.07

Historical price for 5600 PE is as follows

On 21 Nov MCX was trading at 6166.50. The strike last trading price was 13.2, which was -11.20 lower than the previous day. The implied volatity was 50.74, the open interest changed by -64 which decreased total open position to 148


On 20 Nov MCX was trading at 6106.35. The strike last trading price was 24.4, which was 0.00 lower than the previous day. The implied volatity was 44.22, the open interest changed by -104 which decreased total open position to 216


On 19 Nov MCX was trading at 6106.35. The strike last trading price was 24.4, which was -6.45 lower than the previous day. The implied volatity was 44.22, the open interest changed by -100 which decreased total open position to 216


On 18 Nov MCX was trading at 5909.30. The strike last trading price was 30.85, which was -9.15 lower than the previous day. The implied volatity was 34.71, the open interest changed by 104 which increased total open position to 317


On 14 Nov MCX was trading at 5950.65. The strike last trading price was 40, which was -9.00 lower than the previous day. The implied volatity was 37.17, the open interest changed by 50 which increased total open position to 214


On 13 Nov MCX was trading at 5949.15. The strike last trading price was 49, which was 7.85 higher than the previous day. The implied volatity was 40.37, the open interest changed by -93 which decreased total open position to 163


On 12 Nov MCX was trading at 6104.35. The strike last trading price was 41.15, which was 22.65 higher than the previous day. The implied volatity was 41.59, the open interest changed by 89 which increased total open position to 255


On 11 Nov MCX was trading at 6405.05. The strike last trading price was 18.5, which was -3.50 lower than the previous day. The implied volatity was 43.70, the open interest changed by 16 which increased total open position to 166


On 8 Nov MCX was trading at 6413.10. The strike last trading price was 22, which was -3.10 lower than the previous day. The implied volatity was 41.89, the open interest changed by 26 which increased total open position to 151


On 7 Nov MCX was trading at 6422.60. The strike last trading price was 25.1, which was -5.55 lower than the previous day. The implied volatity was 43.44, the open interest changed by -35 which decreased total open position to 124


On 6 Nov MCX was trading at 6456.75. The strike last trading price was 30.65, which was -18.25 lower than the previous day. The implied volatity was 46.59, the open interest changed by 30 which increased total open position to 159


On 5 Nov MCX was trading at 6538.80. The strike last trading price was 48.9, which was -14.30 lower than the previous day. The implied volatity was 52.97, the open interest changed by 40 which increased total open position to 129


On 4 Nov MCX was trading at 6457.25. The strike last trading price was 63.2, which was -43.40 lower than the previous day. The implied volatity was 54.92, the open interest changed by 61 which increased total open position to 89


On 1 Nov MCX was trading at 6489.35. The strike last trading price was 106.6, which was 26.65 higher than the previous day. The implied volatity was 63.61, the open interest changed by 16 which increased total open position to 28


On 31 Oct MCX was trading at 6515.90. The strike last trading price was 79.95, which was -100.80 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 180.75, 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 29 Oct MCX was trading at 6824.75. The strike last trading price was 180.75, 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 28 Oct MCX was trading at 6565.40. The strike last trading price was 180.75, 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 25 Oct MCX was trading at 6487.55. The strike last trading price was 180.75, 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 23 Oct MCX was trading at 6686.05. The strike last trading price was 180.75, 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 22 Oct MCX was trading at 6431.05. The strike last trading price was 180.75, 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 21 Oct MCX was trading at 6629.00. The strike last trading price was 180.75, 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 Oct MCX was trading at 6561.15. The strike last trading price was 180.75, 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 16 Oct MCX was trading at 6428.30. The strike last trading price was 180.75, 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 15 Oct MCX was trading at 6511.00. The strike last trading price was 180.75, 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 11 Oct MCX was trading at 6410.55. The strike last trading price was 180.75, 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 10 Oct MCX was trading at 6193.15. The strike last trading price was 180.75, 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 9 Oct MCX was trading at 6101.40. The strike last trading price was 180.75, 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 7 Oct MCX was trading at 5771.65. The strike last trading price was 180.75, 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 3 Oct MCX was trading at 5784.70. The strike last trading price was 180.75, which was -621.75 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 802.5, 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 802.5, 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 802.5, which was 802.50 higher 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