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

6166.5 60.15 (0.99%)

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Historical option data for MCX

21 Nov 2024 04:11 PM IST
MCX 28NOV2024 5700 CE
Delta: 0.93
Vega: 1.21
Theta: -5.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6166.50 517.75 125.20 43.54 9.5 1 19.5
20 Nov 6106.35 392.55 0.00 36.09 26.5 2 17.5
19 Nov 6106.35 392.55 112.55 36.09 26.5 1 17.5
18 Nov 5909.30 280 -49.15 40.03 36 2 17
14 Nov 5950.65 329.15 -54.45 30.31 8.5 0 14.5
13 Nov 5949.15 383.6 -99.00 38.54 1 0 15
12 Nov 6104.35 482.6 -319.10 43.62 9 4 16.5
11 Nov 6405.05 801.7 0.00 0.00 0 0 0
8 Nov 6413.10 801.7 0.00 0.00 0 0 0
7 Nov 6422.60 801.7 0.00 0.00 0 2 0
6 Nov 6456.75 801.7 169.90 25.65 2.5 2 12.5
5 Nov 6538.80 631.8 -417.20 - 13.5 8 10
4 Nov 6457.25 1049 0.00 0.00 0 0 0
1 Nov 6489.35 1049 0.00 0.00 0 0 0
31 Oct 6515.90 1049 0.00 - 0 0 0
30 Oct 6390.35 1049 0.00 - 0 2 0
29 Oct 6824.75 1049 769.95 - 2 1 1
28 Oct 6565.40 279.05 0.00 - 0 0 0
25 Oct 6487.55 279.05 0.00 - 0 0 0
23 Oct 6686.05 279.05 0.00 - 0 0 0
22 Oct 6431.05 279.05 0.00 - 0 0 0
21 Oct 6629.00 279.05 0.00 - 0 0 0
18 Oct 6561.15 279.05 0.00 - 0 0 0
16 Oct 6428.30 279.05 0.00 - 0 0 0
15 Oct 6511.00 279.05 0.00 - 0 0 0
11 Oct 6410.55 279.05 0.00 - 0 0 0
10 Oct 6193.15 279.05 0.00 - 0 0 0
9 Oct 6101.40 279.05 0.00 - 0 0 0
7 Oct 5771.65 279.05 0.00 - 0 0 0
3 Oct 5784.70 279.05 0.00 - 0 0 0
1 Oct 5828.60 279.05 279.05 - 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 0 0


For Multi Commodity Exchange - strike price 5700 expiring on 28NOV2024

Delta for 5700 CE is 0.93

Historical price for 5700 CE is as follows

On 21 Nov MCX was trading at 6166.50. The strike last trading price was 517.75, which was 125.20 higher than the previous day. The implied volatity was 43.54, the open interest changed by 2 which increased total open position to 39


On 20 Nov MCX was trading at 6106.35. The strike last trading price was 392.55, which was 0.00 lower than the previous day. The implied volatity was 36.09, the open interest changed by 4 which increased total open position to 35


On 19 Nov MCX was trading at 6106.35. The strike last trading price was 392.55, which was 112.55 higher than the previous day. The implied volatity was 36.09, the open interest changed by 2 which increased total open position to 35


On 18 Nov MCX was trading at 5909.30. The strike last trading price was 280, which was -49.15 lower than the previous day. The implied volatity was 40.03, the open interest changed by 4 which increased total open position to 34


On 14 Nov MCX was trading at 5950.65. The strike last trading price was 329.15, which was -54.45 lower than the previous day. The implied volatity was 30.31, the open interest changed by 0 which decreased total open position to 29


On 13 Nov MCX was trading at 5949.15. The strike last trading price was 383.6, which was -99.00 lower than the previous day. The implied volatity was 38.54, the open interest changed by 0 which decreased total open position to 30


On 12 Nov MCX was trading at 6104.35. The strike last trading price was 482.6, which was -319.10 lower than the previous day. The implied volatity was 43.62, the open interest changed by 8 which increased total open position to 33


On 11 Nov MCX was trading at 6405.05. The strike last trading price was 801.7, 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 801.7, 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 7 Nov MCX was trading at 6422.60. The strike last trading price was 801.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 6 Nov MCX was trading at 6456.75. The strike last trading price was 801.7, which was 169.90 higher than the previous day. The implied volatity was 25.65, the open interest changed by 4 which increased total open position to 25


On 5 Nov MCX was trading at 6538.80. The strike last trading price was 631.8, which was -417.20 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 20


On 4 Nov MCX was trading at 6457.25. The strike last trading price was 1049, 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 Nov MCX was trading at 6489.35. The strike last trading price was 1049, 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 Oct MCX was trading at 6515.90. The strike last trading price was 1049, 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 30 Oct MCX was trading at 6390.35. The strike last trading price was 1049, 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 1049, which was 769.95 higher 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 279.05, 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 279.05, 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 279.05, 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 279.05, 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 279.05, 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 279.05, 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 279.05, 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 279.05, 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 279.05, 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 279.05, 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 279.05, 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 279.05, 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 279.05, 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 1 Oct MCX was trading at 5828.60. The strike last trading price was 279.05, which was 279.05 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


MCX 28NOV2024 5700 PE
Delta: -0.10
Vega: 1.46
Theta: -4.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6166.50 19.1 -13.65 48.23 703.5 -20.5 157.5
20 Nov 6106.35 32.75 0.00 41.03 579.5 35 178.5
19 Nov 6106.35 32.75 -20.50 41.03 579.5 35.5 178.5
18 Nov 5909.30 53.25 -3.20 34.66 665.5 17.5 143.5
14 Nov 5950.65 56.45 -6.20 35.60 424.5 23 125.5
13 Nov 5949.15 62.65 5.65 37.83 264 3.5 103.5
12 Nov 6104.35 57 33.00 40.62 147 3 100
11 Nov 6405.05 24 -5.65 41.91 38 -10 96
8 Nov 6413.10 29.65 -4.15 40.79 96 -11 105.5
7 Nov 6422.60 33.8 -3.75 42.58 154.5 -14 117
6 Nov 6456.75 37.55 -22.45 44.88 183 70.5 130.5
5 Nov 6538.80 60 -21.55 51.81 310 49.5 60
4 Nov 6457.25 81.55 -790.20 55.07 43.5 10.5 10.5
1 Nov 6489.35 871.75 0.00 12.29 0 0 0
31 Oct 6515.90 871.75 0.00 - 0 0 0
30 Oct 6390.35 871.75 0.00 - 0 0 0
29 Oct 6824.75 871.75 0.00 - 0 0 0
28 Oct 6565.40 871.75 0.00 - 0 0 0
25 Oct 6487.55 871.75 0.00 - 0 0 0
23 Oct 6686.05 871.75 0.00 - 0 0 0
22 Oct 6431.05 871.75 0.00 - 0 0 0
21 Oct 6629.00 871.75 0.00 - 0 0 0
18 Oct 6561.15 871.75 0.00 - 0 0 0
16 Oct 6428.30 871.75 0.00 - 0 0 0
15 Oct 6511.00 871.75 0.00 - 0 0 0
11 Oct 6410.55 871.75 0.00 - 0 0 0
10 Oct 6193.15 871.75 0.00 - 0 0 0
9 Oct 6101.40 871.75 0.00 - 0 0 0
7 Oct 5771.65 871.75 0.00 - 0 0 0
3 Oct 5784.70 871.75 0.00 - 0 0 0
1 Oct 5828.60 871.75 0.00 - 0 0 0
24 Sept 5879.35 871.75 0.00 - 0 0 0
19 Sept 5722.90 871.75 871.75 - 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 0 0


For Multi Commodity Exchange - strike price 5700 expiring on 28NOV2024

Delta for 5700 PE is -0.10

Historical price for 5700 PE is as follows

On 21 Nov MCX was trading at 6166.50. The strike last trading price was 19.1, which was -13.65 lower than the previous day. The implied volatity was 48.23, the open interest changed by -41 which decreased total open position to 315


On 20 Nov MCX was trading at 6106.35. The strike last trading price was 32.75, which was 0.00 lower than the previous day. The implied volatity was 41.03, the open interest changed by 70 which increased total open position to 357


On 19 Nov MCX was trading at 6106.35. The strike last trading price was 32.75, which was -20.50 lower than the previous day. The implied volatity was 41.03, the open interest changed by 71 which increased total open position to 357


On 18 Nov MCX was trading at 5909.30. The strike last trading price was 53.25, which was -3.20 lower than the previous day. The implied volatity was 34.66, the open interest changed by 35 which increased total open position to 287


On 14 Nov MCX was trading at 5950.65. The strike last trading price was 56.45, which was -6.20 lower than the previous day. The implied volatity was 35.60, the open interest changed by 46 which increased total open position to 251


On 13 Nov MCX was trading at 5949.15. The strike last trading price was 62.65, which was 5.65 higher than the previous day. The implied volatity was 37.83, the open interest changed by 7 which increased total open position to 207


On 12 Nov MCX was trading at 6104.35. The strike last trading price was 57, which was 33.00 higher than the previous day. The implied volatity was 40.62, the open interest changed by 6 which increased total open position to 200


On 11 Nov MCX was trading at 6405.05. The strike last trading price was 24, which was -5.65 lower than the previous day. The implied volatity was 41.91, the open interest changed by -20 which decreased total open position to 192


On 8 Nov MCX was trading at 6413.10. The strike last trading price was 29.65, which was -4.15 lower than the previous day. The implied volatity was 40.79, the open interest changed by -22 which decreased total open position to 211


On 7 Nov MCX was trading at 6422.60. The strike last trading price was 33.8, which was -3.75 lower than the previous day. The implied volatity was 42.58, the open interest changed by -28 which decreased total open position to 234


On 6 Nov MCX was trading at 6456.75. The strike last trading price was 37.55, which was -22.45 lower than the previous day. The implied volatity was 44.88, the open interest changed by 141 which increased total open position to 261


On 5 Nov MCX was trading at 6538.80. The strike last trading price was 60, which was -21.55 lower than the previous day. The implied volatity was 51.81, the open interest changed by 99 which increased total open position to 120


On 4 Nov MCX was trading at 6457.25. The strike last trading price was 81.55, which was -790.20 lower than the previous day. The implied volatity was 55.07, the open interest changed by 21 which increased total open position to 21


On 1 Nov MCX was trading at 6489.35. The strike last trading price was 871.75, which was 0.00 lower than the previous day. The implied volatity was 12.29, the open interest changed by 0 which decreased total open position to 0


On 31 Oct MCX was trading at 6515.90. The strike last trading price was 871.75, 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 30 Oct MCX was trading at 6390.35. The strike last trading price was 871.75, 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 871.75, 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 871.75, 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 871.75, 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 871.75, 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 871.75, 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 871.75, 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 871.75, 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 871.75, 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 871.75, 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 871.75, 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 871.75, 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 871.75, 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 871.75, 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 871.75, 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 1 Oct MCX was trading at 5828.60. The strike last trading price was 871.75, 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 24 Sept MCX was trading at 5879.35. The strike last trading price was 871.75, 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 19 Sept MCX was trading at 5722.90. The strike last trading price was 871.75, which was 871.75 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to