MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
| MCX 26DEC2024 5900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.69
Theta: -3.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6397.40 | 499.35 | -375.65 | 36.07 | 7 | 1 | 20 | |||
| 19 Dec | 6686.35 | 875 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 6698.00 | 875 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 17 Dec | 6750.55 | 875 | -256.50 | 54.40 | 1 | 0 | 20 | |||
| 16 Dec | 6706.75 | 1131.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 6569.35 | 1131.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 6674.05 | 1131.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 6706.45 | 1131.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 6676.10 | 1131.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 6849.40 | 1131.5 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 6 Dec | 6920.00 | 1131.5 | 484.70 | 71.99 | 2 | -1 | 21 | |||
| 5 Dec | 6488.25 | 646.8 | 223.85 | 29.73 | 6 | 1 | 23 | |||
| 4 Dec | 6315.75 | 422.95 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 3 Dec | 6216.50 | 422.95 | -120.80 | 32.16 | 9 | 5 | 21 | |||
| 2 Dec | 6323.00 | 543.75 | 104.90 | 41.83 | 4 | 0 | 14 | |||
| 29 Nov | 6185.35 | 438.85 | 58.85 | 34.73 | 14 | 4 | 9 | |||
| 28 Nov | 6103.65 | 380 | -20.65 | 37.10 | 5 | -1 | 5 | |||
| 27 Nov | 6113.25 | 400.65 | -49.35 | 36.58 | 5 | -2 | 6 | |||
| 26 Nov | 6033.60 | 450 | 11.35 | 50.26 | 3 | 1 | 6 | |||
| 25 Nov | 6116.10 | 438.65 | -66.10 | 41.80 | 4 | 3 | 5 | |||
| 22 Nov | 6196.00 | 504.75 | 51.00 | 42.10 | 3 | 1 | 3 | |||
| 21 Nov | 6166.50 | 453.75 | 60.60 | 32.14 | 6 | 0 | 3 | |||
| 20 Nov | 6106.35 | 393.15 | 0.00 | 35.65 | 1 | 0 | 3 | |||
| 19 Nov | 6106.35 | 393.15 | 60.15 | 35.65 | 1 | 0 | 3 | |||
| 18 Nov | 5909.30 | 333 | -552.60 | 39.41 | 3 | 2 | 2 | |||
| 14 Nov | 5950.65 | 885.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 5949.15 | 885.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 6104.35 | 885.6 | 885.60 | - | 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 5900 expiring on 26DEC2024
Delta for 5900 CE is 0.96
Historical price for 5900 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 499.35, which was -375.65 lower than the previous day. The implied volatity was 36.07, the open interest changed by 1 which increased total open position to 20
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 875, 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 875, 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 17 Dec MCX was trading at 6750.55. The strike last trading price was 875, which was -256.50 lower than the previous day. The implied volatity was 54.40, the open interest changed by 0 which decreased total open position to 20
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 1131.5, 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 13 Dec MCX was trading at 6569.35. The strike last trading price was 1131.5, 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 12 Dec MCX was trading at 6674.05. The strike last trading price was 1131.5, 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 1131.5, 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 1131.5, 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 1131.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 1131.5, which was 484.70 higher than the previous day. The implied volatity was 71.99, the open interest changed by -1 which decreased total open position to 21
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 646.8, which was 223.85 higher than the previous day. The implied volatity was 29.73, the open interest changed by 1 which increased total open position to 23
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 422.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 422.95, which was -120.80 lower than the previous day. The implied volatity was 32.16, the open interest changed by 5 which increased total open position to 21
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 543.75, which was 104.90 higher than the previous day. The implied volatity was 41.83, the open interest changed by 0 which decreased total open position to 14
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 438.85, which was 58.85 higher than the previous day. The implied volatity was 34.73, the open interest changed by 4 which increased total open position to 9
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 380, which was -20.65 lower than the previous day. The implied volatity was 37.10, the open interest changed by -1 which decreased total open position to 5
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 400.65, which was -49.35 lower than the previous day. The implied volatity was 36.58, the open interest changed by -2 which decreased total open position to 6
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 450, which was 11.35 higher than the previous day. The implied volatity was 50.26, the open interest changed by 1 which increased total open position to 6
On 25 Nov MCX was trading at 6116.10. The strike last trading price was 438.65, which was -66.10 lower than the previous day. The implied volatity was 41.80, the open interest changed by 3 which increased total open position to 5
On 22 Nov MCX was trading at 6196.00. The strike last trading price was 504.75, which was 51.00 higher than the previous day. The implied volatity was 42.10, the open interest changed by 1 which increased total open position to 3
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 453.75, which was 60.60 higher than the previous day. The implied volatity was 32.14, the open interest changed by 0 which decreased total open position to 3
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 393.15, which was 0.00 lower than the previous day. The implied volatity was 35.65, the open interest changed by 0 which decreased total open position to 3
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 393.15, which was 60.15 higher than the previous day. The implied volatity was 35.65, the open interest changed by 0 which decreased total open position to 3
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 333, which was -552.60 lower than the previous day. The implied volatity was 39.41, the open interest changed by 2 which increased total open position to 2
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 885.6, 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 885.6, 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 885.6, which was 885.60 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 5900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 1.37
Theta: -5.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6397.40 | 18.1 | 8.55 | 48.96 | 833 | -237 | 177 |
| 19 Dec | 6686.35 | 9.55 | -3.15 | 53.92 | 454 | -11 | 409 |
| 18 Dec | 6698.00 | 12.7 | 2.55 | 54.48 | 678 | 113 | 420 |
| 17 Dec | 6750.55 | 10.15 | -1.70 | 52.16 | 300 | 153 | 308 |
| 16 Dec | 6706.75 | 11.85 | -2.50 | 49.71 | 177 | -2 | 153 |
| 13 Dec | 6569.35 | 14.35 | 3.55 | 39.23 | 280 | -95 | 155 |
| 12 Dec | 6674.05 | 10.8 | -2.65 | 40.22 | 94 | -10 | 250 |
| 11 Dec | 6706.45 | 13.45 | -4.55 | 41.64 | 210 | 82 | 258 |
| 10 Dec | 6676.10 | 18 | 1.10 | 42.51 | 221 | -49 | 174 |
| 9 Dec | 6849.40 | 16.9 | 0.80 | 46.97 | 200 | -17 | 220 |
| 6 Dec | 6920.00 | 16.1 | -20.80 | 44.06 | 991 | -31 | 240 |
| 5 Dec | 6488.25 | 36.9 | -23.65 | 37.99 | 846 | 40 | 270 |
| 4 Dec | 6315.75 | 60.55 | -19.30 | 35.89 | 370 | -27 | 230 |
| 3 Dec | 6216.50 | 79.85 | 17.00 | 35.11 | 506 | 94 | 260 |
| 2 Dec | 6323.00 | 62.85 | -33.50 | 34.95 | 338 | -30 | 165 |
| 29 Nov | 6185.35 | 96.35 | -56.00 | 34.90 | 373 | 74 | 194 |
| 28 Nov | 6103.65 | 152.35 | -2.65 | 38.16 | 147 | 82 | 119 |
| 27 Nov | 6113.25 | 155 | -29.00 | 39.64 | 64 | 0 | 37 |
| 26 Nov | 6033.60 | 184 | 20.95 | 39.95 | 20 | 8 | 32 |
| 25 Nov | 6116.10 | 163.05 | 23.05 | 39.38 | 10 | 14 | 23 |
| 22 Nov | 6196.00 | 140 | -9.05 | 37.74 | 16 | 10 | 19 |
| 21 Nov | 6166.50 | 149.05 | -55.10 | 39.21 | 10 | 8 | 8 |
| 20 Nov | 6106.35 | 204.15 | 0.00 | 2.87 | 0 | 0 | 0 |
| 19 Nov | 6106.35 | 204.15 | 0.00 | 2.87 | 0 | 0 | 0 |
| 18 Nov | 5909.30 | 204.15 | 0.00 | 0.78 | 0 | 0 | 0 |
| 14 Nov | 5950.65 | 204.15 | 0.00 | 1.81 | 0 | 0 | 0 |
| 13 Nov | 5949.15 | 204.15 | 0.00 | 2.14 | 0 | 0 | 0 |
| 12 Nov | 6104.35 | 204.15 | 204.15 | 3.11 | 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 5900 expiring on 26DEC2024
Delta for 5900 PE is -0.09
Historical price for 5900 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 18.1, which was 8.55 higher than the previous day. The implied volatity was 48.96, the open interest changed by -237 which decreased total open position to 177
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 9.55, which was -3.15 lower than the previous day. The implied volatity was 53.92, the open interest changed by -11 which decreased total open position to 409
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 12.7, which was 2.55 higher than the previous day. The implied volatity was 54.48, the open interest changed by 113 which increased total open position to 420
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 10.15, which was -1.70 lower than the previous day. The implied volatity was 52.16, the open interest changed by 153 which increased total open position to 308
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 11.85, which was -2.50 lower than the previous day. The implied volatity was 49.71, the open interest changed by -2 which decreased total open position to 153
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 14.35, which was 3.55 higher than the previous day. The implied volatity was 39.23, the open interest changed by -95 which decreased total open position to 155
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 10.8, which was -2.65 lower than the previous day. The implied volatity was 40.22, the open interest changed by -10 which decreased total open position to 250
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 13.45, which was -4.55 lower than the previous day. The implied volatity was 41.64, the open interest changed by 82 which increased total open position to 258
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 18, which was 1.10 higher than the previous day. The implied volatity was 42.51, the open interest changed by -49 which decreased total open position to 174
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 16.9, which was 0.80 higher than the previous day. The implied volatity was 46.97, the open interest changed by -17 which decreased total open position to 220
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 16.1, which was -20.80 lower than the previous day. The implied volatity was 44.06, the open interest changed by -31 which decreased total open position to 240
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 36.9, which was -23.65 lower than the previous day. The implied volatity was 37.99, the open interest changed by 40 which increased total open position to 270
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 60.55, which was -19.30 lower than the previous day. The implied volatity was 35.89, the open interest changed by -27 which decreased total open position to 230
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 79.85, which was 17.00 higher than the previous day. The implied volatity was 35.11, the open interest changed by 94 which increased total open position to 260
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 62.85, which was -33.50 lower than the previous day. The implied volatity was 34.95, the open interest changed by -30 which decreased total open position to 165
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 96.35, which was -56.00 lower than the previous day. The implied volatity was 34.90, the open interest changed by 74 which increased total open position to 194
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 152.35, which was -2.65 lower than the previous day. The implied volatity was 38.16, the open interest changed by 82 which increased total open position to 119
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 155, which was -29.00 lower than the previous day. The implied volatity was 39.64, the open interest changed by 0 which decreased total open position to 37
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 184, which was 20.95 higher than the previous day. The implied volatity was 39.95, the open interest changed by 8 which increased total open position to 32
On 25 Nov MCX was trading at 6116.10. The strike last trading price was 163.05, which was 23.05 higher than the previous day. The implied volatity was 39.38, the open interest changed by 14 which increased total open position to 23
On 22 Nov MCX was trading at 6196.00. The strike last trading price was 140, which was -9.05 lower than the previous day. The implied volatity was 37.74, the open interest changed by 10 which increased total open position to 19
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 149.05, which was -55.10 lower than the previous day. The implied volatity was 39.21, the open interest changed by 8 which increased total open position to 8
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 204.15, which was 0.00 lower than the previous day. The implied volatity was 2.87, 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 204.15, which was 0.00 lower than the previous day. The implied volatity was 2.87, 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 204.15, which was 0.00 lower than the previous day. The implied volatity was 0.78, 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 204.15, which was 0.00 lower than the previous day. The implied volatity was 1.81, 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 204.15, which was 0.00 lower than the previous day. The implied volatity was 2.14, 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 204.15, which was 204.15 higher than the previous day. The implied volatity was 3.11, 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
