MCX
Multi Commodity Exchange
Historical option data for MCX
14 Nov 2024 04:11 PM IST
| MCX 28NOV2024 5800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 4.01
Theta: -5.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 5950.65 | 261.75 | -45.05 | 32.04 | 50 | 9.5 | 94 | |||
| 13 Nov | 5949.15 | 306.8 | -83.25 | 37.04 | 30.5 | 0 | 83.5 | |||
| 12 Nov | 6104.35 | 390.05 | -240.05 | 38.91 | 24 | -5 | 84 | |||
| 11 Nov | 6405.05 | 630.1 | -46.55 | 32.00 | 18.5 | -3 | 90 | |||
| 8 Nov | 6413.10 | 676.65 | 1.00 | 46.73 | 4 | -2 | 92.5 | |||
| 7 Nov | 6422.60 | 675.65 | -76.05 | 36.62 | 19 | -2.5 | 95 | |||
| 6 Nov | 6456.75 | 751.7 | -38.30 | 44.89 | 2 | 0 | 96.5 | |||
| 5 Nov | 6538.80 | 790 | 50.10 | 48.13 | 18 | 6.5 | 96.5 | |||
| 4 Nov | 6457.25 | 739.9 | 57.25 | 41.59 | 18.5 | 8.5 | 90.5 | |||
| 1 Nov | 6489.35 | 682.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 6515.90 | 682.65 | 0.00 | - | 0 | 59 | 0 | |||
| 30 Oct | 6390.35 | 682.65 | -386.90 | - | 59 | 56 | 79 | |||
| 29 Oct | 6824.75 | 1069.55 | 269.55 | - | 23 | 21 | 23 | |||
| 28 Oct | 6565.40 | 800 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6487.55 | 800 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6649.30 | 800 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6686.05 | 800 | 0.00 | - | 0 | 1 | 0 | |||
| 22 Oct | 6431.05 | 800 | 262.95 | - | 1 | 0 | 1 | |||
| 21 Oct | 6629.00 | 537.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 6561.15 | 537.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 6341.45 | 537.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 6428.30 | 537.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 6511.00 | 537.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 6410.55 | 537.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 6193.15 | 537.05 | 0.00 | - | 0 | 0 | 1 | |||
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| 9 Oct | 6101.40 | 537.05 | 99.05 | - | 1 | 0 | 2 | |||
| 8 Oct | 6002.45 | 438 | 108.00 | - | 1 | 0 | 3 | |||
| 7 Oct | 5771.65 | 330 | -32.30 | - | 2 | 1 | 4 | |||
| 3 Oct | 5784.70 | 362.3 | -3.45 | - | 1 | 0 | 4 | |||
| 1 Oct | 5828.60 | 365.75 | 113.30 | - | 4 | 2 | 2 | |||
| 24 Sept | 5879.35 | 252.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 5722.90 | 252.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 5807.10 | 252.45 | 252.45 | - | 0 | 0 | 0 | |||
| 17 Sept | 5653.35 | 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 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 5800 expiring on 28NOV2024
Delta for 5800 CE is 0.71
Historical price for 5800 CE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 261.75, which was -45.05 lower than the previous day. The implied volatity was 32.04, the open interest changed by 19 which increased total open position to 188
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 306.8, which was -83.25 lower than the previous day. The implied volatity was 37.04, the open interest changed by 0 which decreased total open position to 167
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 390.05, which was -240.05 lower than the previous day. The implied volatity was 38.91, the open interest changed by -10 which decreased total open position to 168
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 630.1, which was -46.55 lower than the previous day. The implied volatity was 32.00, the open interest changed by -6 which decreased total open position to 180
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 676.65, which was 1.00 higher than the previous day. The implied volatity was 46.73, the open interest changed by -4 which decreased total open position to 185
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 675.65, which was -76.05 lower than the previous day. The implied volatity was 36.62, the open interest changed by -5 which decreased total open position to 190
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 751.7, which was -38.30 lower than the previous day. The implied volatity was 44.89, the open interest changed by 0 which decreased total open position to 193
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 790, which was 50.10 higher than the previous day. The implied volatity was 48.13, the open interest changed by 13 which increased total open position to 193
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 739.9, which was 57.25 higher than the previous day. The implied volatity was 41.59, the open interest changed by 17 which increased total open position to 181
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 682.65, 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 682.65, 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 30 Oct MCX was trading at 6390.35. The strike last trading price was 682.65, which was -386.90 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 1069.55, which was 269.55 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 800, 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 800, 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 Oct MCX was trading at 6649.30. The strike last trading price was 800, 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 800, 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 800, which was 262.95 higher 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 537.05, 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 537.05, 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 17 Oct MCX was trading at 6341.45. The strike last trading price was 537.05, 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 537.05, 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 537.05, 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 537.05, 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 537.05, 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 537.05, which was 99.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct MCX was trading at 6002.45. The strike last trading price was 438, which was 108.00 higher 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 330, which was -32.30 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 362.3, which was -3.45 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 365.75, which was 113.30 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 252.45, 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 252.45, 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 252.45, which was 252.45 higher 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 28NOV2024 5800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 4.09
Theta: -4.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 5950.65 | 81.3 | -9.85 | 34.62 | 451.5 | -26 | 272 |
| 13 Nov | 5949.15 | 91.15 | 16.75 | 37.78 | 562.5 | 19 | 299 |
| 12 Nov | 6104.35 | 74.4 | 41.40 | 38.84 | 587.5 | -6 | 270.5 |
| 11 Nov | 6405.05 | 33 | -8.00 | 40.81 | 129.5 | -19.5 | 277 |
| 8 Nov | 6413.10 | 41 | -4.10 | 40.11 | 278.5 | -55 | 297.5 |
| 7 Nov | 6422.60 | 45.1 | -7.90 | 41.75 | 577.5 | -12 | 352 |
| 6 Nov | 6456.75 | 53 | -23.45 | 45.20 | 249.5 | 27 | 364 |
| 5 Nov | 6538.80 | 76.45 | -23.55 | 51.44 | 642.5 | -35 | 337.5 |
| 4 Nov | 6457.25 | 100 | -44.00 | 54.45 | 518 | 32.5 | 372.5 |
| 1 Nov | 6489.35 | 144 | 29.00 | 61.49 | 26 | 5 | 340 |
| 31 Oct | 6515.90 | 115 | -37.40 | - | 119 | 23 | 336 |
| 30 Oct | 6390.35 | 152.4 | 68.60 | - | 1,005 | 225 | 312 |
| 29 Oct | 6824.75 | 83.8 | -31.30 | - | 117 | -21 | 89 |
| 28 Oct | 6565.40 | 115.1 | -11.10 | - | 93 | 59 | 111 |
| 25 Oct | 6487.55 | 126.2 | 59.70 | - | 120 | -12 | 52 |
| 24 Oct | 6649.30 | 66.5 | 11.50 | - | 13 | 11 | 64 |
| 23 Oct | 6686.05 | 55 | -35.00 | - | 62 | 19 | 52 |
| 22 Oct | 6431.05 | 90 | 27.30 | - | 14 | 7 | 30 |
| 21 Oct | 6629.00 | 62.7 | -21.30 | - | 21 | 1 | 22 |
| 18 Oct | 6561.15 | 84 | -25.50 | - | 6 | 1 | 21 |
| 17 Oct | 6341.45 | 109.5 | 12.60 | - | 14 | 9 | 15 |
| 16 Oct | 6428.30 | 96.9 | -111.90 | - | 7 | -1 | 1 |
| 15 Oct | 6511.00 | 208.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 6410.55 | 208.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 6193.15 | 208.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 6101.40 | 208.8 | 0.00 | - | 0 | 1 | 0 |
| 8 Oct | 6002.45 | 208.8 | -101.20 | - | 1 | 0 | 1 |
| 7 Oct | 5771.65 | 310 | -633.35 | - | 2 | 1 | 2 |
| 3 Oct | 5784.70 | 943.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 5828.60 | 943.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 5879.35 | 943.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 5722.90 | 943.35 | 943.35 | - | 0 | 0 | 0 |
| 18 Sept | 5807.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 5653.35 | 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 | 0 | 0 | |
For Multi Commodity Exchange - strike price 5800 expiring on 28NOV2024
Delta for 5800 PE is -0.30
Historical price for 5800 PE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 81.3, which was -9.85 lower than the previous day. The implied volatity was 34.62, the open interest changed by -52 which decreased total open position to 544
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 91.15, which was 16.75 higher than the previous day. The implied volatity was 37.78, the open interest changed by 38 which increased total open position to 598
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 74.4, which was 41.40 higher than the previous day. The implied volatity was 38.84, the open interest changed by -12 which decreased total open position to 541
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 33, which was -8.00 lower than the previous day. The implied volatity was 40.81, the open interest changed by -39 which decreased total open position to 554
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 41, which was -4.10 lower than the previous day. The implied volatity was 40.11, the open interest changed by -110 which decreased total open position to 595
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 45.1, which was -7.90 lower than the previous day. The implied volatity was 41.75, the open interest changed by -24 which decreased total open position to 704
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 53, which was -23.45 lower than the previous day. The implied volatity was 45.20, the open interest changed by 54 which increased total open position to 728
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 76.45, which was -23.55 lower than the previous day. The implied volatity was 51.44, the open interest changed by -70 which decreased total open position to 675
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 100, which was -44.00 lower than the previous day. The implied volatity was 54.45, the open interest changed by 65 which increased total open position to 745
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 144, which was 29.00 higher than the previous day. The implied volatity was 61.49, the open interest changed by 10 which increased total open position to 680
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 115, which was -37.40 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 152.4, which was 68.60 higher 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 83.8, which was -31.30 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 115.1, which was -11.10 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 126.2, which was 59.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct MCX was trading at 6649.30. The strike last trading price was 66.5, which was 11.50 higher 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 55, which was -35.00 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 90, which was 27.30 higher 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 62.7, which was -21.30 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 84, which was -25.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct MCX was trading at 6341.45. The strike last trading price was 109.5, which was 12.60 higher 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 96.9, which was -111.90 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 208.8, 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 208.8, 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 208.8, 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 208.8, 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 8 Oct MCX was trading at 6002.45. The strike last trading price was 208.8, which was -101.20 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 310, which was -633.35 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 943.35, 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 943.35, 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 943.35, 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 943.35, which was 943.35 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
