MCX
Multi Commodity Exchange
Historical option data for MCX
23 Jan 2025 04:11 PM IST
MCX 30JAN2025 5600 CE | ||||||||||
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Delta: 0.89
Vega: 1.55
Theta: -4.35
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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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 | |||||||
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Delta: -0.17
Vega: 2.06
Theta: -4.85
Gamma: 0.00
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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