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Related Pages for MCX
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MCX
Multi Commodity Exchange
6352.65 10.30 (0.16%)

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Historical option data for MCX

26 Dec 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
MCX 30JAN2025 5900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 6352.65 619.2 0.00 - 0 0 0
24 Dec 6342.35 619.2 0.00 - 0 0 0
23 Dec 6373.30 619.2 0.00 - 0 0 0
20 Dec 6397.40 619.2 0.00 - 0 0 0
2 Dec 6323.00 619.2 0.00 - 0 0 0
29 Nov 6185.35 619.2 - 0 0 0

For Multi Commodity Exchange - strike price 5900 expiring on 30JAN2025

Delta for 5900 CE is -

Historical price for 5900 CE is as follows

On 26 Dec MCX was trading at 6352.65. The strike last trading price was 619.2, 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 24 Dec MCX was trading at 6342.35. The strike last trading price was 619.2, 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 23 Dec MCX was trading at 6373.30. The strike last trading price was 619.2, 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 Dec MCX was trading at 6397.40. The strike last trading price was 619.2, 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 2 Dec MCX was trading at 6323.00. The strike last trading price was 619.2, 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 29 Nov MCX was trading at 6185.35. The strike last trading price was 619.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


MCX 30JAN2025 5900 PE
Delta: -0.20
Vega: 5.53
Theta: -2.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 6352.65 80.5 1.10 34.49 38 20 34
24 Dec 6342.35 79.4 -30.60 33.18 19 11 13
23 Dec 6373.30 110 -41.00 38.76 1 0 1
20 Dec 6397.40 151 -190.70 44.34 1 0 0
2 Dec 6323.00 341.7 0.00 5.01 0 0 0
29 Nov 6185.35 341.7 3.95 0 0 0

For Multi Commodity Exchange - strike price 5900 expiring on 30JAN2025

Delta for 5900 PE is -0.20

Historical price for 5900 PE is as follows

On 26 Dec MCX was trading at 6352.65. The strike last trading price was 80.5, which was 1.10 higher than the previous day. The implied volatity was 34.49, the open interest changed by 20 which increased total open position to 34


On 24 Dec MCX was trading at 6342.35. The strike last trading price was 79.4, which was -30.60 lower than the previous day. The implied volatity was 33.18, the open interest changed by 11 which increased total open position to 13


On 23 Dec MCX was trading at 6373.30. The strike last trading price was 110, which was -41.00 lower than the previous day. The implied volatity was 38.76, the open interest changed by 0 which decreased total open position to 1


On 20 Dec MCX was trading at 6397.40. The strike last trading price was 151, which was -190.70 lower than the previous day. The implied volatity was 44.34, the open interest changed by 0 which decreased total open position to 0


On 2 Dec MCX was trading at 6323.00. The strike last trading price was 341.7, which was 0.00 lower than the previous day. The implied volatity was 5.01, the open interest changed by 0 which decreased total open position to 0


On 29 Nov MCX was trading at 6185.35. The strike last trading price was 341.7, which was lower than the previous day. The implied volatity was 3.95, the open interest changed by 0 which decreased total open position to 0