MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
| MCX 26DEC2024 5700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6397.40 | 892.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 6686.35 | 892.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 6698.00 | 892.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 6750.55 | 892.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 6706.75 | 892.75 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Dec | 6569.35 | 892.75 | -149.45 | 50.27 | 5 | 3 | 43 | |||
| 12 Dec | 6674.05 | 1042.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 6706.45 | 1042.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 6676.10 | 1042.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 6849.40 | 1042.2 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Dec | 6920.00 | 1042.2 | 256.70 | - | 4 | 0 | 41 | |||
| 5 Dec | 6488.25 | 785.5 | 137.85 | - | 2 | -1 | 40 | |||
| 4 Dec | 6315.75 | 647.65 | 54.55 | 19.52 | 36 | 4 | 40 | |||
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| 3 Dec | 6216.50 | 593.1 | -121.50 | 34.71 | 9 | 4 | 35 | |||
| 2 Dec | 6323.00 | 714.6 | 112.25 | 45.69 | 10 | 0 | 31 | |||
| 29 Nov | 6185.35 | 602.35 | -425.00 | 37.37 | 39 | 32 | 32 | |||
| 28 Nov | 6103.65 | 1027.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 6113.25 | 1027.35 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 6033.60 | 1027.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 6116.10 | 1027.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6196.00 | 1027.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6166.50 | 1027.35 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6106.35 | 1027.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6106.35 | 1027.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 5909.30 | 1027.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 5950.65 | 1027.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 5949.15 | 1027.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6104.35 | 1027.35 | 1027.35 | - | 0 | 0 | 0 | |||
| 7 Nov | 6422.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 6456.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 6538.80 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 5700 expiring on 26DEC2024
Delta for 5700 CE is 0.00
Historical price for 5700 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 892.75, 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 19 Dec MCX was trading at 6686.35. The strike last trading price was 892.75, 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 18 Dec MCX was trading at 6698.00. The strike last trading price was 892.75, 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 17 Dec MCX was trading at 6750.55. The strike last trading price was 892.75, 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 16 Dec MCX was trading at 6706.75. The strike last trading price was 892.75, 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 13 Dec MCX was trading at 6569.35. The strike last trading price was 892.75, which was -149.45 lower than the previous day. The implied volatity was 50.27, the open interest changed by 3 which increased total open position to 43
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 1042.2, 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 11 Dec MCX was trading at 6706.45. The strike last trading price was 1042.2, 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 10 Dec MCX was trading at 6676.10. The strike last trading price was 1042.2, 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 9 Dec MCX was trading at 6849.40. The strike last trading price was 1042.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 1042.2, which was 256.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 785.5, which was 137.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 40
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 647.65, which was 54.55 higher than the previous day. The implied volatity was 19.52, the open interest changed by 4 which increased total open position to 40
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 593.1, which was -121.50 lower than the previous day. The implied volatity was 34.71, the open interest changed by 4 which increased total open position to 35
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 714.6, which was 112.25 higher than the previous day. The implied volatity was 45.69, the open interest changed by 0 which decreased total open position to 31
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 602.35, which was -425.00 lower than the previous day. The implied volatity was 37.37, the open interest changed by 32 which increased total open position to 32
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 1027.35, 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 1027.35, 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 1027.35, 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 1027.35, 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 1027.35, 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 1027.35, 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 1027.35, 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 1027.35, 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 1027.35, 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 1027.35, 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 1027.35, 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 1027.35, which was 1027.35 higher 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 0.00, 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 0.00, 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| MCX 26DEC2024 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.89
Theta: -4.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6397.40 | 10.8 | 2.80 | 56.95 | 208 | 22 | 138 |
| 19 Dec | 6686.35 | 8 | -0.75 | - | 12 | -3 | 115 |
| 18 Dec | 6698.00 | 8.75 | 0.45 | 61.56 | 4 | 0 | 118 |
| 17 Dec | 6750.55 | 8.3 | -0.30 | 60.45 | 12 | 6 | 119 |
| 16 Dec | 6706.75 | 8.6 | -0.45 | 56.46 | 24 | 5 | 113 |
| 13 Dec | 6569.35 | 9.05 | 3.30 | 44.38 | 148 | -14 | 108 |
| 12 Dec | 6674.05 | 5.75 | -1.75 | 43.58 | 26 | -12 | 122 |
| 11 Dec | 6706.45 | 7.5 | -4.05 | 44.93 | 47 | -16 | 133 |
| 10 Dec | 6676.10 | 11.55 | -1.15 | 46.67 | 95 | -5 | 149 |
| 9 Dec | 6849.40 | 12.7 | -0.70 | 52.05 | 44 | -20 | 157 |
| 6 Dec | 6920.00 | 13.4 | -8.30 | 49.64 | 254 | -4 | 177 |
| 5 Dec | 6488.25 | 21.7 | -10.15 | 40.72 | 407 | 36 | 182 |
| 4 Dec | 6315.75 | 31.85 | -8.35 | 37.25 | 187 | -12 | 145 |
| 3 Dec | 6216.50 | 40.2 | 6.70 | 35.57 | 282 | 33 | 154 |
| 2 Dec | 6323.00 | 33.5 | -19.30 | 36.25 | 176 | -14 | 121 |
| 29 Nov | 6185.35 | 52.8 | -44.85 | 35.55 | 292 | 91 | 135 |
| 28 Nov | 6103.65 | 97.65 | 4.90 | 39.90 | 53 | 8 | 44 |
| 27 Nov | 6113.25 | 92.75 | -45.30 | 39.56 | 67 | 26 | 37 |
| 26 Nov | 6033.60 | 138.05 | -10.10 | 44.11 | 13 | 10 | 10 |
| 25 Nov | 6116.10 | 148.15 | 0.00 | 6.73 | 0 | 0 | 0 |
| 22 Nov | 6196.00 | 148.15 | 0.00 | 7.38 | 0 | 0 | 0 |
| 21 Nov | 6166.50 | 148.15 | 0.00 | 7.45 | 0 | 0 | 0 |
| 20 Nov | 6106.35 | 148.15 | 0.00 | 5.24 | 0 | 0 | 0 |
| 19 Nov | 6106.35 | 148.15 | 0.00 | 5.24 | 0 | 0 | 0 |
| 18 Nov | 5909.30 | 148.15 | 0.00 | 3.35 | 0 | 0 | 0 |
| 14 Nov | 5950.65 | 148.15 | 0.00 | 4.15 | 0 | 0 | 0 |
| 13 Nov | 5949.15 | 148.15 | 0.00 | 4.42 | 0 | 0 | 0 |
| 12 Nov | 6104.35 | 148.15 | 148.15 | 5.42 | 0 | 0 | 0 |
| 7 Nov | 6422.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 6456.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 6538.80 | 0 | 0.00 | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 5700 expiring on 26DEC2024
Delta for 5700 PE is -0.05
Historical price for 5700 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 10.8, which was 2.80 higher than the previous day. The implied volatity was 56.95, the open interest changed by 22 which increased total open position to 138
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 8, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 115
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 8.75, which was 0.45 higher than the previous day. The implied volatity was 61.56, the open interest changed by 0 which decreased total open position to 118
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 8.3, which was -0.30 lower than the previous day. The implied volatity was 60.45, the open interest changed by 6 which increased total open position to 119
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 8.6, which was -0.45 lower than the previous day. The implied volatity was 56.46, the open interest changed by 5 which increased total open position to 113
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 9.05, which was 3.30 higher than the previous day. The implied volatity was 44.38, the open interest changed by -14 which decreased total open position to 108
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 5.75, which was -1.75 lower than the previous day. The implied volatity was 43.58, the open interest changed by -12 which decreased total open position to 122
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 7.5, which was -4.05 lower than the previous day. The implied volatity was 44.93, the open interest changed by -16 which decreased total open position to 133
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 11.55, which was -1.15 lower than the previous day. The implied volatity was 46.67, the open interest changed by -5 which decreased total open position to 149
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 12.7, which was -0.70 lower than the previous day. The implied volatity was 52.05, the open interest changed by -20 which decreased total open position to 157
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 13.4, which was -8.30 lower than the previous day. The implied volatity was 49.64, the open interest changed by -4 which decreased total open position to 177
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 21.7, which was -10.15 lower than the previous day. The implied volatity was 40.72, the open interest changed by 36 which increased total open position to 182
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 31.85, which was -8.35 lower than the previous day. The implied volatity was 37.25, the open interest changed by -12 which decreased total open position to 145
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 40.2, which was 6.70 higher than the previous day. The implied volatity was 35.57, the open interest changed by 33 which increased total open position to 154
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 33.5, which was -19.30 lower than the previous day. The implied volatity was 36.25, the open interest changed by -14 which decreased total open position to 121
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 52.8, which was -44.85 lower than the previous day. The implied volatity was 35.55, the open interest changed by 91 which increased total open position to 135
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 97.65, which was 4.90 higher than the previous day. The implied volatity was 39.90, the open interest changed by 8 which increased total open position to 44
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 92.75, which was -45.30 lower than the previous day. The implied volatity was 39.56, the open interest changed by 26 which increased total open position to 37
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 138.05, which was -10.10 lower than the previous day. The implied volatity was 44.11, the open interest changed by 10 which increased total open position to 10
On 25 Nov MCX was trading at 6116.10. The strike last trading price was 148.15, which was 0.00 lower than the previous day. The implied volatity was 6.73, 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 148.15, which was 0.00 lower than the previous day. The implied volatity was 7.38, 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 148.15, which was 0.00 lower than the previous day. The implied volatity was 7.45, 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 148.15, which was 0.00 lower than the previous day. The implied volatity was 5.24, 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 148.15, which was 0.00 lower than the previous day. The implied volatity was 5.24, 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 148.15, which was 0.00 lower than the previous day. The implied volatity was 3.35, 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 148.15, which was 0.00 lower than the previous day. The implied volatity was 4.15, 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 148.15, which was 0.00 lower than the previous day. The implied volatity was 4.42, 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 148.15, which was 148.15 higher than the previous day. The implied volatity was 5.42, 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 0.00, 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 0.00, 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
