MCX
Multi Commodity Exchange
Historical option data for MCX
14 Nov 2024 04:11 PM IST
| MCX 28NOV2024 5600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 2.53
Theta: -4.20
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.87
Historical price for 5600 CE is as follows
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: -0.17
Vega: 2.93
Theta: -3.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.17
Historical price for 5600 PE is as follows
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
