MCX
Multi Commodity Exchange
Historical option data for MCX
21 Nov 2024 04:11 PM IST
| MCX 28NOV2024 5900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 2.29
Theta: -8.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6166.50 | 342.55 | 112.75 | 41.97 | 74 | -2 | 134 | |||
| 20 Nov | 6106.35 | 229.8 | 0.00 | 33.81 | 432.5 | -19 | 136 | |||
| 19 Nov | 6106.35 | 229.8 | 72.65 | 33.81 | 432.5 | -19 | 136 | |||
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| 18 Nov | 5909.30 | 157.15 | -47.20 | 39.11 | 765.5 | 67.5 | 156 | |||
| 14 Nov | 5950.65 | 204.35 | -35.60 | 33.38 | 190.5 | 28 | 88.5 | |||
| 13 Nov | 5949.15 | 239.95 | -78.75 | 36.24 | 73 | 7.5 | 59.5 | |||
| 12 Nov | 6104.35 | 318.7 | -249.10 | 38.40 | 14 | 3 | 51 | |||
| 11 Nov | 6405.05 | 567.8 | -5.45 | 41.35 | 1 | 0 | 49 | |||
| 8 Nov | 6413.10 | 573.25 | -133.45 | 40.50 | 7 | -2.5 | 48 | |||
| 7 Nov | 6422.60 | 706.7 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 6 Nov | 6456.75 | 706.7 | 82.90 | 53.26 | 2 | 1.5 | 50 | |||
| 5 Nov | 6538.80 | 623.8 | -36.30 | - | 52 | 30 | 48 | |||
| 4 Nov | 6457.25 | 660.1 | -95.75 | 42.07 | 27.5 | 15 | 16 | |||
| 1 Nov | 6489.35 | 755.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 6515.90 | 755.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 6390.35 | 755.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 6824.75 | 755.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6565.40 | 755.85 | 0.00 | - | 0 | -1 | 0 | |||
| 25 Oct | 6487.55 | 755.85 | -244.15 | - | 1 | 0 | 2 | |||
| 24 Oct | 6649.30 | 1000 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6686.05 | 1000 | 589.75 | - | 2 | 0 | 2 | |||
| 22 Oct | 6431.05 | 410.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 6629.00 | 410.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 6561.15 | 410.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 6341.45 | 410.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 6428.30 | 410.25 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 6511.00 | 410.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 6410.55 | 410.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 6193.15 | 410.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 6101.40 | 410.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 6002.45 | 410.25 | 100.20 | - | 1 | 0 | 2 | |||
| 7 Oct | 5771.65 | 310.05 | -63.95 | - | 1 | 0 | 1 | |||
| 4 Oct | 5805.15 | 374 | 14.00 | - | 1 | 0 | 1 | |||
| 3 Oct | 5784.70 | 360 | 131.65 | - | 1 | 0 | 0 | |||
| 24 Sept | 5879.35 | 228.35 | 228.35 | - | 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 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 5900 expiring on 28NOV2024
Delta for 5900 CE is 0.82
Historical price for 5900 CE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 342.55, which was 112.75 higher than the previous day. The implied volatity was 41.97, the open interest changed by -4 which decreased total open position to 268
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 229.8, which was 0.00 lower than the previous day. The implied volatity was 33.81, the open interest changed by -38 which decreased total open position to 272
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 229.8, which was 72.65 higher than the previous day. The implied volatity was 33.81, the open interest changed by -38 which decreased total open position to 272
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 157.15, which was -47.20 lower than the previous day. The implied volatity was 39.11, the open interest changed by 135 which increased total open position to 312
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 204.35, which was -35.60 lower than the previous day. The implied volatity was 33.38, the open interest changed by 56 which increased total open position to 177
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 239.95, which was -78.75 lower than the previous day. The implied volatity was 36.24, the open interest changed by 15 which increased total open position to 119
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 318.7, which was -249.10 lower than the previous day. The implied volatity was 38.40, the open interest changed by 6 which increased total open position to 102
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 567.8, which was -5.45 lower than the previous day. The implied volatity was 41.35, the open interest changed by 0 which decreased total open position to 98
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 573.25, which was -133.45 lower than the previous day. The implied volatity was 40.50, the open interest changed by -5 which decreased total open position to 96
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 706.7, 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 706.7, which was 82.90 higher than the previous day. The implied volatity was 53.26, the open interest changed by 3 which increased total open position to 100
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 623.8, which was -36.30 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 96
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 660.1, which was -95.75 lower than the previous day. The implied volatity was 42.07, the open interest changed by 30 which increased total open position to 32
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 755.85, 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 755.85, 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 755.85, 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 755.85, 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 755.85, 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 755.85, which was -244.15 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 1000, 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 1000, which was 589.75 higher 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 410.25, 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 410.25, 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 410.25, 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 410.25, 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 410.25, 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 410.25, 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 410.25, 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 410.25, 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 410.25, 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 410.25, which was 100.20 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 310.05, which was -63.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct MCX was trading at 5805.15. The strike last trading price was 374, which was 14.00 higher 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 360, which was 131.65 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 228.35, which was 228.35 higher 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 28NOV2024 5900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 2.32
Theta: -6.74
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6166.50 | 39.05 | -34.00 | 42.75 | 647 | 8.5 | 186.5 |
| 20 Nov | 6106.35 | 73.05 | 0.00 | 37.42 | 972 | -8.5 | 181.5 |
| 19 Nov | 6106.35 | 73.05 | -56.10 | 37.42 | 972 | -5 | 181.5 |
| 18 Nov | 5909.30 | 129.15 | 13.15 | 34.49 | 1,160 | 25.5 | 188.5 |
| 14 Nov | 5950.65 | 116 | -9.15 | 34.03 | 1,100.5 | 74 | 170 |
| 13 Nov | 5949.15 | 125.15 | 16.75 | 37.18 | 596.5 | 32 | 98 |
| 12 Nov | 6104.35 | 108.4 | 63.70 | 39.61 | 205.5 | 8 | 66 |
| 11 Nov | 6405.05 | 44.7 | -11.70 | 39.63 | 50.5 | 7.5 | 59.5 |
| 8 Nov | 6413.10 | 56.4 | -4.60 | 39.59 | 94.5 | -0.5 | 52.5 |
| 7 Nov | 6422.60 | 61 | -9.00 | 41.30 | 129 | 17.5 | 52 |
| 6 Nov | 6456.75 | 70 | -23.45 | 44.88 | 58.5 | -10.5 | 33 |
| 5 Nov | 6538.80 | 93.45 | -25.75 | 50.68 | 258 | 13.5 | 46 |
| 4 Nov | 6457.25 | 119.2 | -16.10 | 53.34 | 103.5 | 30.5 | 33 |
| 1 Nov | 6489.35 | 135.3 | 30.30 | 54.68 | 1 | 0.5 | 2.5 |
| 31 Oct | 6515.90 | 105 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 6390.35 | 105 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 6824.75 | 105 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6565.40 | 105 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 6487.55 | 105 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 6649.30 | 105 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6686.05 | 105 | 0.00 | - | 0 | 1 | 0 |
| 22 Oct | 6431.05 | 105 | -2.05 | - | 1 | 0 | 1 |
| 21 Oct | 6629.00 | 107.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6561.15 | 107.05 | -72.95 | - | 1 | 0 | 1 |
| 17 Oct | 6341.45 | 180 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 6428.30 | 180 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 6511.00 | 180 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 6410.55 | 180 | 0.00 | - | 0 | 1 | 0 |
| 10 Oct | 6193.15 | 180 | -837.45 | - | 1 | 0 | 0 |
| 9 Oct | 6101.40 | 1017.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 6002.45 | 1017.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 5771.65 | 1017.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 5805.15 | 1017.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 5784.70 | 1017.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 5879.35 | 1017.45 | 1017.45 | - | 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 | 0 | 0 | |
For Multi Commodity Exchange - strike price 5900 expiring on 28NOV2024
Delta for 5900 PE is -0.19
Historical price for 5900 PE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 39.05, which was -34.00 lower than the previous day. The implied volatity was 42.75, the open interest changed by 17 which increased total open position to 373
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 73.05, which was 0.00 lower than the previous day. The implied volatity was 37.42, the open interest changed by -17 which decreased total open position to 363
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 73.05, which was -56.10 lower than the previous day. The implied volatity was 37.42, the open interest changed by -10 which decreased total open position to 363
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 129.15, which was 13.15 higher than the previous day. The implied volatity was 34.49, the open interest changed by 51 which increased total open position to 377
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 116, which was -9.15 lower than the previous day. The implied volatity was 34.03, the open interest changed by 148 which increased total open position to 340
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 125.15, which was 16.75 higher than the previous day. The implied volatity was 37.18, the open interest changed by 64 which increased total open position to 196
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 108.4, which was 63.70 higher than the previous day. The implied volatity was 39.61, the open interest changed by 16 which increased total open position to 132
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 44.7, which was -11.70 lower than the previous day. The implied volatity was 39.63, the open interest changed by 15 which increased total open position to 119
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 56.4, which was -4.60 lower than the previous day. The implied volatity was 39.59, the open interest changed by -1 which decreased total open position to 105
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 61, which was -9.00 lower than the previous day. The implied volatity was 41.30, the open interest changed by 35 which increased total open position to 104
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 70, which was -23.45 lower than the previous day. The implied volatity was 44.88, the open interest changed by -21 which decreased total open position to 66
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 93.45, which was -25.75 lower than the previous day. The implied volatity was 50.68, the open interest changed by 27 which increased total open position to 92
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 119.2, which was -16.10 lower than the previous day. The implied volatity was 53.34, the open interest changed by 61 which increased total open position to 66
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 135.3, which was 30.30 higher than the previous day. The implied volatity was 54.68, the open interest changed by 1 which increased total open position to 5
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 105, 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 105, 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 105, 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 105, 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 105, 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 105, 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 105, 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 105, which was -2.05 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 107.05, 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 107.05, which was -72.95 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 180, 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 180, 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 180, 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 180, 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 180, which was -837.45 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 1017.45, 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 8 Oct MCX was trading at 6002.45. The strike last trading price was 1017.45, 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 7 Oct MCX was trading at 5771.65. The strike last trading price was 1017.45, 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 4 Oct MCX was trading at 5805.15. The strike last trading price was 1017.45, 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 3 Oct MCX was trading at 5784.70. The strike last trading price was 1017.45, 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 24 Sept MCX was trading at 5879.35. The strike last trading price was 1017.45, which was 1017.45 higher 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
