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Related Pages for MCX
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MCX
Multi Commodity Exchange
5441.45 220.40 (4.22%)

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Historical option data for MCX

11 Apr 2025 04:10 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
MCX 24APR2025 5800 CE
Delta: 0.25
Vega: 3.27
Theta: -6.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 5441.45 66.85 17.25 45.33 1,429 20 863
9 Apr 5221.05 47 -2.85 50.05 755 -24 843
8 Apr 5199.40 50.55 9.7 50.41 1,542 115 1,016
7 Apr 4989.60 40.2 17.35 56.40 1,228 70 912
4 Apr 5026.80 26.8 -39.3 44.03 1,236 40 839
3 Apr 5334.60 65.5 -18.35 40.50 848 117 801
2 Apr 5372.50 84.75 29.65 41.80 2,080 36 684
1 Apr 5227.90 55 -19.3 41.77 1,365 0 648
28 Mar 5311.75 72.6 8.25 38.78 3,968 108 648
27 Mar 5245.85 68.75 11.35 39.10 1,022 72 539
26 Mar 5141.90 55 -9.5 40.85 266 36 466
25 Mar 5156.15 69.3 -48.1 43.50 498 124 430
24 Mar 5392.90 119.05 -16.6 39.41 274 54 308
21 Mar 5464.10 135.3 18.75 36.89 224 86 253
20 Mar 5384.10 114 35.5 36.97 237 43 167
19 Mar 5207.85 78.95 13.65 38.61 114 65 120
18 Mar 5113.95 65.95 15.9 40.45 24 8 55
17 Mar 4960.00 50.05 -424.05 41.35 55 46 46
27 Feb 5371.95 474.1 0 3.75 0 0 0
26 Feb 5490.00 474.1 0 2.46 0 0 0
25 Feb 5497.55 474.1 0 2.46 0 0 0
24 Feb 5541.35 474.1 0 2.08 0 0 0
21 Feb 5588.65 474.1 0 1.42 0 0 0
20 Feb 5689.25 474.1 0 0.10 0 0 0
19 Feb 5636.50 0 0 0.76 0 0 0
18 Feb 5438.40 0 0 2.62 0 0 0
17 Feb 5550.50 0 0 1.54 0 0 0
14 Feb 5443.70 0 0 2.43 0 0 0
13 Feb 5610.90 0 0 0.85 0 0 0
12 Feb 5547.95 0 0 1.50 0 0 0
11 Feb 5491.50 0 0 2.04 0 0 0
10 Feb 5785.40 0 0 - 0 0 0
7 Feb 6001.75 0 0 - 0 0 0
6 Feb 6022.10 0 0 - 0 0 0
5 Feb 6096.60 0 0 - 0 0 0
4 Feb 5857.70 0 0 - 0 0 0
3 Feb 5681.15 0 0 0.05 0 0 0
1 Feb 5774.75 0 0 - 0 0 0

For Multi Commodity Exchange - strike price 5800 expiring on 24APR2025

Delta for 5800 CE is 0.25

Historical price for 5800 CE is as follows

On 11 Apr MCX was trading at 5441.45. The strike last trading price was 66.85, which was 17.25 higher than the previous day. The implied volatity was 45.33, the open interest changed by 20 which increased total open position to 863


On 9 Apr MCX was trading at 5221.05. The strike last trading price was 47, which was -2.85 lower than the previous day. The implied volatity was 50.05, the open interest changed by -24 which decreased total open position to 843


On 8 Apr MCX was trading at 5199.40. The strike last trading price was 50.55, which was 9.7 higher than the previous day. The implied volatity was 50.41, the open interest changed by 115 which increased total open position to 1016


On 7 Apr MCX was trading at 4989.60. The strike last trading price was 40.2, which was 17.35 higher than the previous day. The implied volatity was 56.40, the open interest changed by 70 which increased total open position to 912


On 4 Apr MCX was trading at 5026.80. The strike last trading price was 26.8, which was -39.3 lower than the previous day. The implied volatity was 44.03, the open interest changed by 40 which increased total open position to 839


On 3 Apr MCX was trading at 5334.60. The strike last trading price was 65.5, which was -18.35 lower than the previous day. The implied volatity was 40.50, the open interest changed by 117 which increased total open position to 801


On 2 Apr MCX was trading at 5372.50. The strike last trading price was 84.75, which was 29.65 higher than the previous day. The implied volatity was 41.80, the open interest changed by 36 which increased total open position to 684


On 1 Apr MCX was trading at 5227.90. The strike last trading price was 55, which was -19.3 lower than the previous day. The implied volatity was 41.77, the open interest changed by 0 which decreased total open position to 648


On 28 Mar MCX was trading at 5311.75. The strike last trading price was 72.6, which was 8.25 higher than the previous day. The implied volatity was 38.78, the open interest changed by 108 which increased total open position to 648


On 27 Mar MCX was trading at 5245.85. The strike last trading price was 68.75, which was 11.35 higher than the previous day. The implied volatity was 39.10, the open interest changed by 72 which increased total open position to 539


On 26 Mar MCX was trading at 5141.90. The strike last trading price was 55, which was -9.5 lower than the previous day. The implied volatity was 40.85, the open interest changed by 36 which increased total open position to 466


On 25 Mar MCX was trading at 5156.15. The strike last trading price was 69.3, which was -48.1 lower than the previous day. The implied volatity was 43.50, the open interest changed by 124 which increased total open position to 430


On 24 Mar MCX was trading at 5392.90. The strike last trading price was 119.05, which was -16.6 lower than the previous day. The implied volatity was 39.41, the open interest changed by 54 which increased total open position to 308


On 21 Mar MCX was trading at 5464.10. The strike last trading price was 135.3, which was 18.75 higher than the previous day. The implied volatity was 36.89, the open interest changed by 86 which increased total open position to 253


On 20 Mar MCX was trading at 5384.10. The strike last trading price was 114, which was 35.5 higher than the previous day. The implied volatity was 36.97, the open interest changed by 43 which increased total open position to 167


On 19 Mar MCX was trading at 5207.85. The strike last trading price was 78.95, which was 13.65 higher than the previous day. The implied volatity was 38.61, the open interest changed by 65 which increased total open position to 120


On 18 Mar MCX was trading at 5113.95. The strike last trading price was 65.95, which was 15.9 higher than the previous day. The implied volatity was 40.45, the open interest changed by 8 which increased total open position to 55


On 17 Mar MCX was trading at 4960.00. The strike last trading price was 50.05, which was -424.05 lower than the previous day. The implied volatity was 41.35, the open interest changed by 46 which increased total open position to 46


On 27 Feb MCX was trading at 5371.95. The strike last trading price was 474.1, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0


On 26 Feb MCX was trading at 5490.00. The strike last trading price was 474.1, which was 0 lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0


On 25 Feb MCX was trading at 5497.55. The strike last trading price was 474.1, which was 0 lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0


On 24 Feb MCX was trading at 5541.35. The strike last trading price was 474.1, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0


On 21 Feb MCX was trading at 5588.65. The strike last trading price was 474.1, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0


On 20 Feb MCX was trading at 5689.25. The strike last trading price was 474.1, which was 0 lower than the previous day. The implied volatity was 0.10, the open interest changed by 0 which decreased total open position to 0


On 19 Feb MCX was trading at 5636.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0


On 18 Feb MCX was trading at 5438.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0


On 17 Feb MCX was trading at 5550.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0


On 14 Feb MCX was trading at 5443.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0


On 13 Feb MCX was trading at 5610.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0


On 12 Feb MCX was trading at 5547.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0


On 11 Feb MCX was trading at 5491.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0


On 10 Feb MCX was trading at 5785.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Feb MCX was trading at 6001.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb MCX was trading at 6022.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb MCX was trading at 6096.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb MCX was trading at 5857.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb MCX was trading at 5681.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0


On 1 Feb MCX was trading at 5774.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


MCX 24APR2025 5800 PE
Delta: -0.72
Vega: 3.42
Theta: -5.41
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 5441.45 425.6 -190 50.18 49 -10 106
9 Apr 5221.05 615.6 -24.3 55.32 6 4 115
8 Apr 5199.40 639.9 -237.1 58.55 8 -1 111
7 Apr 4989.60 877 187.1 83.31 4 0 112
4 Apr 5026.80 689.9 167.3 - 3 0 112
3 Apr 5334.60 522.6 46.25 47.73 8 1 112
2 Apr 5372.50 476.35 -41.85 42.82 27 8 109
1 Apr 5227.90 518.2 -48.7 - 38 8 99
28 Mar 5311.75 566.9 -73.1 47.36 61 24 91
27 Mar 5245.85 640 164.95 55.51 71 50 53
26 Mar 5141.90 475.05 0 0.00 0 0 0
25 Mar 5156.15 475.05 0 0.00 0 2 0
24 Mar 5392.90 475.05 30.05 41.34 4 2 3
21 Mar 5464.10 445 -133.3 42.40 1 0 0
20 Mar 5384.10 578.3 0 - 0 0 0
19 Mar 5207.85 578.3 0 - 0 0 0
18 Mar 5113.95 578.3 0 - 0 0 0
17 Mar 4960.00 578.3 0 - 0 0 0
27 Feb 5371.95 578.3 0 - 0 0 0
26 Feb 5490.00 578.3 0 - 0 0 0
25 Feb 5497.55 578.3 0 - 0 0 0
24 Feb 5541.35 578.3 0 - 0 0 0
21 Feb 5588.65 578.3 0 - 0 0 0
20 Feb 5689.25 578.3 0 0.00 0 0 0
19 Feb 5636.50 578.3 0 - 0 0 0
18 Feb 5438.40 578.3 0 - 0 0 0
17 Feb 5550.50 578.3 0 - 0 0 0
14 Feb 5443.70 578.3 0 - 0 0 0
13 Feb 5610.90 578.3 0 - 0 0 0
12 Feb 5547.95 578.3 0 - 0 0 0
11 Feb 5491.50 578.3 0 - 0 0 0
10 Feb 5785.40 578.3 0 0.97 0 0 0
7 Feb 6001.75 578.3 0 2.96 0 0 0
6 Feb 6022.10 0 0 3.32 0 0 0
5 Feb 6096.60 0 0 3.62 0 0 0
4 Feb 5857.70 0 0 1.74 0 0 0
3 Feb 5681.15 0 0 - 0 0 0
1 Feb 5774.75 0 0 1.18 0 0 0

For Multi Commodity Exchange - strike price 5800 expiring on 24APR2025

Delta for 5800 PE is -0.72

Historical price for 5800 PE is as follows

On 11 Apr MCX was trading at 5441.45. The strike last trading price was 425.6, which was -190 lower than the previous day. The implied volatity was 50.18, the open interest changed by -10 which decreased total open position to 106


On 9 Apr MCX was trading at 5221.05. The strike last trading price was 615.6, which was -24.3 lower than the previous day. The implied volatity was 55.32, the open interest changed by 4 which increased total open position to 115


On 8 Apr MCX was trading at 5199.40. The strike last trading price was 639.9, which was -237.1 lower than the previous day. The implied volatity was 58.55, the open interest changed by -1 which decreased total open position to 111


On 7 Apr MCX was trading at 4989.60. The strike last trading price was 877, which was 187.1 higher than the previous day. The implied volatity was 83.31, the open interest changed by 0 which decreased total open position to 112


On 4 Apr MCX was trading at 5026.80. The strike last trading price was 689.9, which was 167.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 112


On 3 Apr MCX was trading at 5334.60. The strike last trading price was 522.6, which was 46.25 higher than the previous day. The implied volatity was 47.73, the open interest changed by 1 which increased total open position to 112


On 2 Apr MCX was trading at 5372.50. The strike last trading price was 476.35, which was -41.85 lower than the previous day. The implied volatity was 42.82, the open interest changed by 8 which increased total open position to 109


On 1 Apr MCX was trading at 5227.90. The strike last trading price was 518.2, which was -48.7 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 99


On 28 Mar MCX was trading at 5311.75. The strike last trading price was 566.9, which was -73.1 lower than the previous day. The implied volatity was 47.36, the open interest changed by 24 which increased total open position to 91


On 27 Mar MCX was trading at 5245.85. The strike last trading price was 640, which was 164.95 higher than the previous day. The implied volatity was 55.51, the open interest changed by 50 which increased total open position to 53


On 26 Mar MCX was trading at 5141.90. The strike last trading price was 475.05, which was 0 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 25 Mar MCX was trading at 5156.15. The strike last trading price was 475.05, which was 0 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 24 Mar MCX was trading at 5392.90. The strike last trading price was 475.05, which was 30.05 higher than the previous day. The implied volatity was 41.34, the open interest changed by 2 which increased total open position to 3


On 21 Mar MCX was trading at 5464.10. The strike last trading price was 445, which was -133.3 lower than the previous day. The implied volatity was 42.40, the open interest changed by 0 which decreased total open position to 0


On 20 Mar MCX was trading at 5384.10. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Mar MCX was trading at 5207.85. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Mar MCX was trading at 5113.95. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Mar MCX was trading at 4960.00. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Feb MCX was trading at 5371.95. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Feb MCX was trading at 5490.00. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Feb MCX was trading at 5497.55. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Feb MCX was trading at 5541.35. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Feb MCX was trading at 5588.65. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb MCX was trading at 5689.25. The strike last trading price was 578.3, which was 0 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 Feb MCX was trading at 5636.50. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb MCX was trading at 5438.40. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb MCX was trading at 5550.50. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Feb MCX was trading at 5443.70. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb MCX was trading at 5610.90. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb MCX was trading at 5547.95. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb MCX was trading at 5491.50. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb MCX was trading at 5785.40. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0


On 7 Feb MCX was trading at 6001.75. The strike last trading price was 578.3, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0


On 6 Feb MCX was trading at 6022.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0


On 5 Feb MCX was trading at 6096.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0


On 4 Feb MCX was trading at 5857.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0


On 3 Feb MCX was trading at 5681.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb MCX was trading at 5774.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0