MCX
Multi Commodity Exchange
Historical option data for MCX
08 Apr 2025 05:50 PM IST
| MCX 24APR2025 5600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 3.65
Theta: -6.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 5199.40 | 88.2 | 21.85 | 50.07 | 1,715 | -98 | 660 | |||
| 7 Apr | 4989.60 | 67.05 | 23.65 | 55.91 | 1,097 | -148 | 753 | |||
| 4 Apr | 5026.80 | 48.95 | -64.9 | 43.17 | 1,647 | 298 | 903 | |||
| 3 Apr | 5334.60 | 114.8 | -26 | 40.20 | 773 | 31 | 607 | |||
| 2 Apr | 5372.50 | 140.9 | 47.2 | 41.54 | 2,317 | 75 | 579 | |||
| 1 Apr | 5227.90 | 95.5 | -28 | 41.52 | 1,129 | 13 | 505 | |||
| 28 Mar | 5311.75 | 122.2 | 14 | 38.64 | 4,220 | 111 | 492 | |||
| 27 Mar | 5245.85 | 112 | 18.4 | 38.34 | 995 | 67 | 381 | |||
| 26 Mar | 5141.90 | 91 | -13.6 | 40.45 | 247 | 22 | 313 | |||
| 25 Mar | 5156.15 | 110.2 | -72.15 | 43.39 | 457 | 140 | 291 | |||
| 24 Mar | 5392.90 | 183.7 | -24.45 | 39.31 | 196 | 110 | 150 | |||
| 21 Mar | 5464.10 | 202.9 | 21.8 | 36.20 | 92 | 15 | 38 | |||
| 20 Mar | 5384.10 | 181.25 | 58.25 | 37.54 | 31 | 14 | 21 | |||
| 19 Mar | 5207.85 | 123 | 17.05 | 38.15 | 9 | -1 | 6 | |||
| 18 Mar | 5113.95 | 105.95 | 5.05 | 40.69 | 3 | 1 | 6 | |||
| 17 Mar | 4960.00 | 100.9 | -462.1 | 45.47 | 5 | 0 | 0 | |||
| 27 Feb | 5371.95 | 563 | 0 | 1.65 | 0 | 0 | 0 | |||
| 26 Feb | 5490.00 | 563 | 0 | 0.27 | 0 | 0 | 0 | |||
| 25 Feb | 5497.55 | 563 | 0 | 0.27 | 0 | 0 | 0 | |||
| 24 Feb | 5541.35 | 563 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 5588.65 | 563 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 5689.25 | 563 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 5636.50 | 563 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 5438.40 | 563 | 0 | 1.17 | 0 | 0 | 0 | |||
| 17 Feb | 5550.50 | 563 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 5443.70 | 563 | 0 | 0.73 | 0 | 0 | 0 | |||
| 13 Feb | 5610.90 | 563 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 5547.95 | 563 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 5491.50 | 563 | 0 | 0.12 | 0 | 0 | 0 | |||
| 10 Feb | 5785.40 | 0 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 6001.75 | 0 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 6022.10 | 0 | 0 | - | 0 | 0 | 0 | |||
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| 5 Feb | 6096.60 | 0 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 5857.70 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 5681.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 5774.75 | 0 | 0 | - | 0 | 0 | 0 | |||
For Multi Commodity Exchange - strike price 5600 expiring on 24APR2025
Delta for 5600 CE is 0.28
Historical price for 5600 CE is as follows
On 8 Apr MCX was trading at 5199.40. The strike last trading price was 88.2, which was 21.85 higher than the previous day. The implied volatity was 50.07, the open interest changed by -98 which decreased total open position to 660
On 7 Apr MCX was trading at 4989.60. The strike last trading price was 67.05, which was 23.65 higher than the previous day. The implied volatity was 55.91, the open interest changed by -148 which decreased total open position to 753
On 4 Apr MCX was trading at 5026.80. The strike last trading price was 48.95, which was -64.9 lower than the previous day. The implied volatity was 43.17, the open interest changed by 298 which increased total open position to 903
On 3 Apr MCX was trading at 5334.60. The strike last trading price was 114.8, which was -26 lower than the previous day. The implied volatity was 40.20, the open interest changed by 31 which increased total open position to 607
On 2 Apr MCX was trading at 5372.50. The strike last trading price was 140.9, which was 47.2 higher than the previous day. The implied volatity was 41.54, the open interest changed by 75 which increased total open position to 579
On 1 Apr MCX was trading at 5227.90. The strike last trading price was 95.5, which was -28 lower than the previous day. The implied volatity was 41.52, the open interest changed by 13 which increased total open position to 505
On 28 Mar MCX was trading at 5311.75. The strike last trading price was 122.2, which was 14 higher than the previous day. The implied volatity was 38.64, the open interest changed by 111 which increased total open position to 492
On 27 Mar MCX was trading at 5245.85. The strike last trading price was 112, which was 18.4 higher than the previous day. The implied volatity was 38.34, the open interest changed by 67 which increased total open position to 381
On 26 Mar MCX was trading at 5141.90. The strike last trading price was 91, which was -13.6 lower than the previous day. The implied volatity was 40.45, the open interest changed by 22 which increased total open position to 313
On 25 Mar MCX was trading at 5156.15. The strike last trading price was 110.2, which was -72.15 lower than the previous day. The implied volatity was 43.39, the open interest changed by 140 which increased total open position to 291
On 24 Mar MCX was trading at 5392.90. The strike last trading price was 183.7, which was -24.45 lower than the previous day. The implied volatity was 39.31, the open interest changed by 110 which increased total open position to 150
On 21 Mar MCX was trading at 5464.10. The strike last trading price was 202.9, which was 21.8 higher than the previous day. The implied volatity was 36.20, the open interest changed by 15 which increased total open position to 38
On 20 Mar MCX was trading at 5384.10. The strike last trading price was 181.25, which was 58.25 higher than the previous day. The implied volatity was 37.54, the open interest changed by 14 which increased total open position to 21
On 19 Mar MCX was trading at 5207.85. The strike last trading price was 123, which was 17.05 higher than the previous day. The implied volatity was 38.15, the open interest changed by -1 which decreased total open position to 6
On 18 Mar MCX was trading at 5113.95. The strike last trading price was 105.95, which was 5.05 higher than the previous day. The implied volatity was 40.69, the open interest changed by 1 which increased total open position to 6
On 17 Mar MCX was trading at 4960.00. The strike last trading price was 100.9, which was -462.1 lower than the previous day. The implied volatity was 45.47, the open interest changed by 0 which decreased total open position to 0
On 27 Feb MCX was trading at 5371.95. The strike last trading price was 563, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0
On 26 Feb MCX was trading at 5490.00. The strike last trading price was 563, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 25 Feb MCX was trading at 5497.55. The strike last trading price was 563, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 24 Feb MCX was trading at 5541.35. The strike last trading price was 563, 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 21 Feb MCX was trading at 5588.65. The strike last trading price was 563, 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 20 Feb MCX was trading at 5689.25. The strike last trading price was 563, 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 19 Feb MCX was trading at 5636.50. The strike last trading price was 563, 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 18 Feb MCX was trading at 5438.40. The strike last trading price was 563, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
On 17 Feb MCX was trading at 5550.50. The strike last trading price was 563, 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 14 Feb MCX was trading at 5443.70. The strike last trading price was 563, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0
On 13 Feb MCX was trading at 5610.90. The strike last trading price was 563, 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 Feb MCX was trading at 5547.95. The strike last trading price was 563, 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 11 Feb MCX was trading at 5491.50. The strike last trading price was 563, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 10 Feb MCX was trading at 5785.40. The strike last trading price was 0, 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 7 Feb MCX was trading at 6001.75. The strike last trading price was 0, 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 6 Feb MCX was trading at 6022.10. The strike last trading price was 0, 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 5 Feb MCX was trading at 6096.60. The strike last trading price was 0, 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 4 Feb MCX was trading at 5857.70. The strike last trading price was 0, 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 3 Feb MCX was trading at 5681.15. The strike last trading price was 0, 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 1 Feb MCX was trading at 5774.75. The strike last trading price was 0, 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
| MCX 24APR2025 5600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 3.78
Theta: -5.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 5199.40 | 471.75 | -363.1 | 54.93 | 57 | 0 | 416 |
| 7 Apr | 4989.60 | 834.85 | 220.25 | 111.74 | 1 | 0 | 416 |
| 4 Apr | 5026.80 | 614.6 | 251.45 | 58.71 | 29 | -2 | 414 |
| 3 Apr | 5334.60 | 358.45 | 27.45 | 43.30 | 52 | -2 | 416 |
| 2 Apr | 5372.50 | 331.15 | -100.05 | 41.91 | 116 | -3 | 418 |
| 1 Apr | 5227.90 | 429.65 | 45.3 | 41.37 | 142 | 0 | 420 |
| 28 Mar | 5311.75 | 384.35 | -19.95 | 39.85 | 263 | -3 | 420 |
| 27 Mar | 5245.85 | 399.5 | -121.45 | 37.44 | 367 | 182 | 422 |
| 26 Mar | 5141.90 | 520.95 | 16.05 | 44.40 | 118 | 55 | 237 |
| 25 Mar | 5156.15 | 511 | 175.5 | 42.33 | 260 | 120 | 184 |
| 24 Mar | 5392.90 | 336 | 37.75 | 40.20 | 124 | -19 | 64 |
| 21 Mar | 5464.10 | 292 | -42 | 37.84 | 451 | 55 | 59 |
| 20 Mar | 5384.10 | 334 | -136.5 | 36.39 | 4 | 3 | 3 |
| 19 Mar | 5207.85 | 470.5 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 5113.95 | 470.5 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 4960.00 | 470.5 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 5371.95 | 470.5 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 5490.00 | 470.5 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 5497.55 | 470.5 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 5541.35 | 470.5 | 0 | 0.39 | 0 | 0 | 0 |
| 21 Feb | 5588.65 | 470.5 | 0 | 1.02 | 0 | 0 | 0 |
| 20 Feb | 5689.25 | 470.5 | 0 | 2.24 | 0 | 0 | 0 |
| 19 Feb | 5636.50 | 470.5 | 0 | 1.48 | 0 | 0 | 0 |
| 18 Feb | 5438.40 | 470.5 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 5550.50 | 470.5 | 0 | 0.67 | 0 | 0 | 0 |
| 14 Feb | 5443.70 | 470.5 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 5610.90 | 470.5 | 0 | 1.29 | 0 | 0 | 0 |
| 12 Feb | 5547.95 | 470.5 | 0 | 0.85 | 0 | 0 | 0 |
| 11 Feb | 5491.50 | 470.5 | 0 | 0.05 | 0 | 0 | 0 |
| 10 Feb | 5785.40 | 470.5 | 0 | 2.69 | 0 | 0 | 0 |
| 7 Feb | 6001.75 | 470.5 | 0 | 4.73 | 0 | 0 | 0 |
| 6 Feb | 6022.10 | 0 | 0 | 5.11 | 0 | 0 | 0 |
| 5 Feb | 6096.60 | 0 | 0 | 5.38 | 0 | 0 | 0 |
| 4 Feb | 5857.70 | 0 | 0 | 3.46 | 0 | 0 | 0 |
| 3 Feb | 5681.15 | 0 | 0 | 1.95 | 0 | 0 | 0 |
| 1 Feb | 5774.75 | 0 | 0 | 2.93 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 5600 expiring on 24APR2025
Delta for 5600 PE is -0.70
Historical price for 5600 PE is as follows
On 8 Apr MCX was trading at 5199.40. The strike last trading price was 471.75, which was -363.1 lower than the previous day. The implied volatity was 54.93, the open interest changed by 0 which decreased total open position to 416
On 7 Apr MCX was trading at 4989.60. The strike last trading price was 834.85, which was 220.25 higher than the previous day. The implied volatity was 111.74, the open interest changed by 0 which decreased total open position to 416
On 4 Apr MCX was trading at 5026.80. The strike last trading price was 614.6, which was 251.45 higher than the previous day. The implied volatity was 58.71, the open interest changed by -2 which decreased total open position to 414
On 3 Apr MCX was trading at 5334.60. The strike last trading price was 358.45, which was 27.45 higher than the previous day. The implied volatity was 43.30, the open interest changed by -2 which decreased total open position to 416
On 2 Apr MCX was trading at 5372.50. The strike last trading price was 331.15, which was -100.05 lower than the previous day. The implied volatity was 41.91, the open interest changed by -3 which decreased total open position to 418
On 1 Apr MCX was trading at 5227.90. The strike last trading price was 429.65, which was 45.3 higher than the previous day. The implied volatity was 41.37, the open interest changed by 0 which decreased total open position to 420
On 28 Mar MCX was trading at 5311.75. The strike last trading price was 384.35, which was -19.95 lower than the previous day. The implied volatity was 39.85, the open interest changed by -3 which decreased total open position to 420
On 27 Mar MCX was trading at 5245.85. The strike last trading price was 399.5, which was -121.45 lower than the previous day. The implied volatity was 37.44, the open interest changed by 182 which increased total open position to 422
On 26 Mar MCX was trading at 5141.90. The strike last trading price was 520.95, which was 16.05 higher than the previous day. The implied volatity was 44.40, the open interest changed by 55 which increased total open position to 237
On 25 Mar MCX was trading at 5156.15. The strike last trading price was 511, which was 175.5 higher than the previous day. The implied volatity was 42.33, the open interest changed by 120 which increased total open position to 184
On 24 Mar MCX was trading at 5392.90. The strike last trading price was 336, which was 37.75 higher than the previous day. The implied volatity was 40.20, the open interest changed by -19 which decreased total open position to 64
On 21 Mar MCX was trading at 5464.10. The strike last trading price was 292, which was -42 lower than the previous day. The implied volatity was 37.84, the open interest changed by 55 which increased total open position to 59
On 20 Mar MCX was trading at 5384.10. The strike last trading price was 334, which was -136.5 lower than the previous day. The implied volatity was 36.39, the open interest changed by 3 which increased total open position to 3
On 19 Mar MCX was trading at 5207.85. The strike last trading price was 470.5, 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 18 Mar MCX was trading at 5113.95. The strike last trading price was 470.5, 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 17 Mar MCX was trading at 4960.00. The strike last trading price was 470.5, 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 27 Feb MCX was trading at 5371.95. The strike last trading price was 470.5, 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 26 Feb MCX was trading at 5490.00. The strike last trading price was 470.5, 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 25 Feb MCX was trading at 5497.55. The strike last trading price was 470.5, 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 24 Feb MCX was trading at 5541.35. The strike last trading price was 470.5, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
On 21 Feb MCX was trading at 5588.65. The strike last trading price was 470.5, which was 0 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0
On 20 Feb MCX was trading at 5689.25. The strike last trading price was 470.5, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0
On 19 Feb MCX was trading at 5636.50. The strike last trading price was 470.5, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 18 Feb MCX was trading at 5438.40. The strike last trading price was 470.5, 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 17 Feb MCX was trading at 5550.50. The strike last trading price was 470.5, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
On 14 Feb MCX was trading at 5443.70. The strike last trading price was 470.5, 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 Feb MCX was trading at 5610.90. The strike last trading price was 470.5, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0
On 12 Feb MCX was trading at 5547.95. The strike last trading price was 470.5, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
On 11 Feb MCX was trading at 5491.50. The strike last trading price was 470.5, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 10 Feb MCX was trading at 5785.40. The strike last trading price was 470.5, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
On 7 Feb MCX was trading at 6001.75. The strike last trading price was 470.5, which was 0 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
On 6 Feb MCX was trading at 6022.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.11, the open interest changed by 0 which decreased total open position to 0
On 5 Feb MCX was trading at 6096.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0
On 4 Feb MCX was trading at 5857.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0
On 3 Feb MCX was trading at 5681.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0
On 1 Feb MCX was trading at 5774.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
