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

5860 135.65 (2.37%)

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Historical option data for MCX

23 Jan 2025 04:11 PM IST
MCX 30JAN2025 5600 CE
Delta: 0.89
Vega: 1.55
Theta: -4.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Jan 5860.00 268 80.25 27.10 1,369 -85 650
22 Jan 5724.35 187.75 100.05 33.80 19,235 -500 735
21 Jan 5504.95 87.7 -358.40 36.30 17,387 1,048 1,229
20 Jan 6026.90 446.1 -54.90 45.47 58 1 179
17 Jan 6034.90 501 -63.35 42.38 21 -1 177
16 Jan 6102.95 564.35 111.35 47.54 54 -32 178
15 Jan 5957.05 453 180.50 46.70 368 -49 209
14 Jan 5694.05 272.5 78.15 43.40 991 12 258
13 Jan 5566.60 194.35 -42.10 42.10 1,333 122 246
10 Jan 5635.85 236.45 -173.55 38.40 215 47 125
9 Jan 5856.50 410 0.00 0.00 0 1 0
8 Jan 5938.50 410 -86.25 29.30 2 1 78
7 Jan 6025.15 496.25 116.20 34.44 62 -15 78
6 Jan 5813.35 380.05 -508.55 39.68 27 8 92
3 Jan 6160.85 888.6 0.00 0.00 0 0 0
2 Jan 6339.35 888.6 0.00 0.00 0 0 0
1 Jan 6286.10 888.6 0.00 0.00 0 0 0
31 Dec 6234.10 888.6 0.00 0.00 0 0 0
30 Dec 6341.35 888.6 0.00 0.00 0 0 0
27 Dec 6341.20 888.6 0.00 0.00 0 80 0
26 Dec 6352.65 888.6 -31.40 47.01 82 81 85
24 Dec 6342.35 920 920.00 53.62 4 0 0
28 Nov 6103.65 0 0.00 - 0 0 0
27 Nov 6113.25 0 0.00 - 0 0 0
26 Nov 6033.60 0 0.00 - 0 0 0
25 Nov 6116.10 0 0.00 - 0 0 0
22 Nov 6196.00 0 0.00 - 0 0 0
21 Nov 6166.50 0 0.00 - 0 0 0
20 Nov 6106.35 0 0.00 - 0 0 0
19 Nov 6106.35 0 0.00 - 0 0 0
18 Nov 5909.30 0 0.00 - 0 0 0
14 Nov 5950.65 0 0.00 - 0 0 0
13 Nov 5949.15 0 0.00 - 0 0 0
12 Nov 6104.35 0 0.00 - 0 0 0
11 Nov 6405.05 0 0.00 - 0 0 0
8 Nov 6413.10 0 0.00 - 0 0 0
7 Nov 6422.60 0 0.00 - 0 0 0
6 Nov 6456.75 0 0.00 - 0 0 0
5 Nov 6538.80 0 0.00 - 0 0 0
4 Nov 6457.25 0 - 0 0 0


For Multi Commodity Exchange - strike price 5600 expiring on 30JAN2025

Delta for 5600 CE is 0.89

Historical price for 5600 CE is as follows

On 23 Jan MCX was trading at 5860.00. The strike last trading price was 268, which was 80.25 higher than the previous day. The implied volatity was 27.10, the open interest changed by -85 which decreased total open position to 650


On 22 Jan MCX was trading at 5724.35. The strike last trading price was 187.75, which was 100.05 higher than the previous day. The implied volatity was 33.80, the open interest changed by -500 which decreased total open position to 735


On 21 Jan MCX was trading at 5504.95. The strike last trading price was 87.7, which was -358.40 lower than the previous day. The implied volatity was 36.30, the open interest changed by 1048 which increased total open position to 1229


On 20 Jan MCX was trading at 6026.90. The strike last trading price was 446.1, which was -54.90 lower than the previous day. The implied volatity was 45.47, the open interest changed by 1 which increased total open position to 179


On 17 Jan MCX was trading at 6034.90. The strike last trading price was 501, which was -63.35 lower than the previous day. The implied volatity was 42.38, the open interest changed by -1 which decreased total open position to 177


On 16 Jan MCX was trading at 6102.95. The strike last trading price was 564.35, which was 111.35 higher than the previous day. The implied volatity was 47.54, the open interest changed by -32 which decreased total open position to 178


On 15 Jan MCX was trading at 5957.05. The strike last trading price was 453, which was 180.50 higher than the previous day. The implied volatity was 46.70, the open interest changed by -49 which decreased total open position to 209


On 14 Jan MCX was trading at 5694.05. The strike last trading price was 272.5, which was 78.15 higher than the previous day. The implied volatity was 43.40, the open interest changed by 12 which increased total open position to 258


On 13 Jan MCX was trading at 5566.60. The strike last trading price was 194.35, which was -42.10 lower than the previous day. The implied volatity was 42.10, the open interest changed by 122 which increased total open position to 246


On 10 Jan MCX was trading at 5635.85. The strike last trading price was 236.45, which was -173.55 lower than the previous day. The implied volatity was 38.40, the open interest changed by 47 which increased total open position to 125


On 9 Jan MCX was trading at 5856.50. The strike last trading price was 410, 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 8 Jan MCX was trading at 5938.50. The strike last trading price was 410, which was -86.25 lower than the previous day. The implied volatity was 29.30, the open interest changed by 1 which increased total open position to 78


On 7 Jan MCX was trading at 6025.15. The strike last trading price was 496.25, which was 116.20 higher than the previous day. The implied volatity was 34.44, the open interest changed by -15 which decreased total open position to 78


On 6 Jan MCX was trading at 5813.35. The strike last trading price was 380.05, which was -508.55 lower than the previous day. The implied volatity was 39.68, the open interest changed by 8 which increased total open position to 92


On 3 Jan MCX was trading at 6160.85. The strike last trading price was 888.6, 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 2 Jan MCX was trading at 6339.35. The strike last trading price was 888.6, 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 1 Jan MCX was trading at 6286.10. The strike last trading price was 888.6, 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 31 Dec MCX was trading at 6234.10. The strike last trading price was 888.6, 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 30 Dec MCX was trading at 6341.35. The strike last trading price was 888.6, 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 27 Dec MCX was trading at 6341.20. The strike last trading price was 888.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 80 which increased total open position to 0


On 26 Dec MCX was trading at 6352.65. The strike last trading price was 888.6, which was -31.40 lower than the previous day. The implied volatity was 47.01, the open interest changed by 81 which increased total open position to 85


On 24 Dec MCX was trading at 6342.35. The strike last trading price was 920, which was 920.00 higher than the previous day. The implied volatity was 53.62, the open interest changed by 0 which decreased total open position to 0


On 28 Nov MCX was trading at 6103.65. 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 0 which decreased total open position to 0


On 27 Nov MCX was trading at 6113.25. 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 0 which decreased total open position to 0


On 26 Nov MCX was trading at 6033.60. 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 0 which decreased total open position to 0


On 25 Nov MCX was trading at 6116.10. 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 0 which decreased total open position to 0


On 22 Nov MCX was trading at 6196.00. 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 0 which decreased total open position to 0


On 21 Nov MCX was trading at 6166.50. 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 0 which decreased total open position to 0


On 20 Nov MCX was trading at 6106.35. 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 0 which decreased total open position to 0


On 19 Nov MCX was trading at 6106.35. 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 0 which decreased total open position to 0


On 18 Nov MCX was trading at 5909.30. 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 0 which decreased total open position to 0


On 14 Nov MCX was trading at 5950.65. 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 0 which decreased total open position to 0


On 13 Nov MCX was trading at 5949.15. 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 0 which decreased total open position to 0


On 12 Nov MCX was trading at 6104.35. 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 0 which decreased total open position to 0


On 11 Nov MCX was trading at 6405.05. 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 0 which decreased total open position to 0


On 8 Nov MCX was trading at 6413.10. 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 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 -, 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 -, 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 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 4 Nov MCX was trading at 6457.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


MCX 30JAN2025 5600 PE
Delta: -0.17
Vega: 2.06
Theta: -4.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Jan 5860.00 26.45 -35.80 34.90 7,026 -426 1,006
22 Jan 5724.35 62.25 -114.00 34.42 11,764 -67 1,431
21 Jan 5504.95 176.25 126.60 37.08 20,252 667 1,498
20 Jan 6026.90 49.65 -4.40 48.72 1,671 40 829
17 Jan 6034.90 54.05 4.05 47.69 654 -7 789
16 Jan 6102.95 50 -22.85 47.57 1,155 -1 796
15 Jan 5957.05 72.85 -72.70 44.73 1,819 -182 797
14 Jan 5694.05 145.55 -62.45 42.85 1,857 202 980
13 Jan 5566.60 208 33.75 41.84 2,074 -40 779
10 Jan 5635.85 174.25 74.55 39.44 1,087 184 820
9 Jan 5856.50 99.7 11.75 39.61 369 116 635
8 Jan 5938.50 87.95 3.00 40.11 1,033 354 518
7 Jan 6025.15 84.95 -64.20 42.50 831 -13 167
6 Jan 5813.35 149.15 92.30 44.10 592 57 180
3 Jan 6160.85 56.85 27.25 39.27 296 -24 129
2 Jan 6339.35 29.6 -6.75 37.38 68 15 154
1 Jan 6286.10 36.35 -9.95 36.98 138 56 140
31 Dec 6234.10 46.3 9.65 38.22 184 52 80
30 Dec 6341.35 36.65 -170.75 37.51 57 28 28
27 Dec 6341.20 207.4 0.00 10.43 0 0 0
26 Dec 6352.65 207.4 0.00 10.41 0 0 0
24 Dec 6342.35 207.4 0.00 10.12 0 0 0
28 Nov 6103.65 207.4 0.00 5.81 0 0 0
27 Nov 6113.25 207.4 0.00 6.05 0 0 0
26 Nov 6033.60 207.4 0.00 5.43 0 0 0
25 Nov 6116.10 207.4 0.00 5.92 0 0 0
22 Nov 6196.00 207.4 207.40 6.43 0 0 0
21 Nov 6166.50 0 0.00 6.20 0 0 0
20 Nov 6106.35 0 0.00 5.80 0 0 0
19 Nov 6106.35 0 0.00 5.80 0 0 0
18 Nov 5909.30 0 0.00 4.03 0 0 0
14 Nov 5950.65 0 0.00 4.28 0 0 0
13 Nov 5949.15 0 0.00 4.07 0 0 0
12 Nov 6104.35 0 0.00 5.84 0 0 0
11 Nov 6405.05 0 0.00 7.74 0 0 0
8 Nov 6413.10 0 0.00 7.88 0 0 0
7 Nov 6422.60 0 0.00 7.84 0 0 0
6 Nov 6456.75 0 0.00 8.03 0 0 0
5 Nov 6538.80 0 0.00 8.44 0 0 0
4 Nov 6457.25 0 7.88 0 0 0


For Multi Commodity Exchange - strike price 5600 expiring on 30JAN2025

Delta for 5600 PE is -0.17

Historical price for 5600 PE is as follows

On 23 Jan MCX was trading at 5860.00. The strike last trading price was 26.45, which was -35.80 lower than the previous day. The implied volatity was 34.90, the open interest changed by -426 which decreased total open position to 1006


On 22 Jan MCX was trading at 5724.35. The strike last trading price was 62.25, which was -114.00 lower than the previous day. The implied volatity was 34.42, the open interest changed by -67 which decreased total open position to 1431


On 21 Jan MCX was trading at 5504.95. The strike last trading price was 176.25, which was 126.60 higher than the previous day. The implied volatity was 37.08, the open interest changed by 667 which increased total open position to 1498


On 20 Jan MCX was trading at 6026.90. The strike last trading price was 49.65, which was -4.40 lower than the previous day. The implied volatity was 48.72, the open interest changed by 40 which increased total open position to 829


On 17 Jan MCX was trading at 6034.90. The strike last trading price was 54.05, which was 4.05 higher than the previous day. The implied volatity was 47.69, the open interest changed by -7 which decreased total open position to 789


On 16 Jan MCX was trading at 6102.95. The strike last trading price was 50, which was -22.85 lower than the previous day. The implied volatity was 47.57, the open interest changed by -1 which decreased total open position to 796


On 15 Jan MCX was trading at 5957.05. The strike last trading price was 72.85, which was -72.70 lower than the previous day. The implied volatity was 44.73, the open interest changed by -182 which decreased total open position to 797


On 14 Jan MCX was trading at 5694.05. The strike last trading price was 145.55, which was -62.45 lower than the previous day. The implied volatity was 42.85, the open interest changed by 202 which increased total open position to 980


On 13 Jan MCX was trading at 5566.60. The strike last trading price was 208, which was 33.75 higher than the previous day. The implied volatity was 41.84, the open interest changed by -40 which decreased total open position to 779


On 10 Jan MCX was trading at 5635.85. The strike last trading price was 174.25, which was 74.55 higher than the previous day. The implied volatity was 39.44, the open interest changed by 184 which increased total open position to 820


On 9 Jan MCX was trading at 5856.50. The strike last trading price was 99.7, which was 11.75 higher than the previous day. The implied volatity was 39.61, the open interest changed by 116 which increased total open position to 635


On 8 Jan MCX was trading at 5938.50. The strike last trading price was 87.95, which was 3.00 higher than the previous day. The implied volatity was 40.11, the open interest changed by 354 which increased total open position to 518


On 7 Jan MCX was trading at 6025.15. The strike last trading price was 84.95, which was -64.20 lower than the previous day. The implied volatity was 42.50, the open interest changed by -13 which decreased total open position to 167


On 6 Jan MCX was trading at 5813.35. The strike last trading price was 149.15, which was 92.30 higher than the previous day. The implied volatity was 44.10, the open interest changed by 57 which increased total open position to 180


On 3 Jan MCX was trading at 6160.85. The strike last trading price was 56.85, which was 27.25 higher than the previous day. The implied volatity was 39.27, the open interest changed by -24 which decreased total open position to 129


On 2 Jan MCX was trading at 6339.35. The strike last trading price was 29.6, which was -6.75 lower than the previous day. The implied volatity was 37.38, the open interest changed by 15 which increased total open position to 154


On 1 Jan MCX was trading at 6286.10. The strike last trading price was 36.35, which was -9.95 lower than the previous day. The implied volatity was 36.98, the open interest changed by 56 which increased total open position to 140


On 31 Dec MCX was trading at 6234.10. The strike last trading price was 46.3, which was 9.65 higher than the previous day. The implied volatity was 38.22, the open interest changed by 52 which increased total open position to 80


On 30 Dec MCX was trading at 6341.35. The strike last trading price was 36.65, which was -170.75 lower than the previous day. The implied volatity was 37.51, the open interest changed by 28 which increased total open position to 28


On 27 Dec MCX was trading at 6341.20. The strike last trading price was 207.4, which was 0.00 lower than the previous day. The implied volatity was 10.43, the open interest changed by 0 which decreased total open position to 0


On 26 Dec MCX was trading at 6352.65. The strike last trading price was 207.4, which was 0.00 lower than the previous day. The implied volatity was 10.41, the open interest changed by 0 which decreased total open position to 0


On 24 Dec MCX was trading at 6342.35. The strike last trading price was 207.4, which was 0.00 lower than the previous day. The implied volatity was 10.12, the open interest changed by 0 which decreased total open position to 0


On 28 Nov MCX was trading at 6103.65. The strike last trading price was 207.4, which was 0.00 lower than the previous day. The implied volatity was 5.81, the open interest changed by 0 which decreased total open position to 0


On 27 Nov MCX was trading at 6113.25. The strike last trading price was 207.4, which was 0.00 lower than the previous day. The implied volatity was 6.05, the open interest changed by 0 which decreased total open position to 0


On 26 Nov MCX was trading at 6033.60. The strike last trading price was 207.4, which was 0.00 lower than the previous day. The implied volatity was 5.43, the open interest changed by 0 which decreased total open position to 0


On 25 Nov MCX was trading at 6116.10. The strike last trading price was 207.4, which was 0.00 lower than the previous day. The implied volatity was 5.92, 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 207.4, which was 207.40 higher than the previous day. The implied volatity was 6.43, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.20, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.80, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.80, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.03, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0


On 13 Nov MCX was trading at 5949.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.07, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.84, the open interest changed by 0 which decreased total open position to 0


On 11 Nov MCX was trading at 6405.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.74, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.88, 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 7.84, 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 8.03, 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 0.00 lower than the previous day. The implied volatity was 8.44, the open interest changed by 0 which decreased total open position to 0


On 4 Nov MCX was trading at 6457.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 7.88, the open interest changed by 0 which decreased total open position to 0