MCX
Multi Commodity Exchange
Historical option data for MCX
08 Apr 2025 05:50 PM IST
| MCX 24APR2025 6000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 2.03
Theta: -3.37
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 5199.40 | 27.65 | 3.75 | 50.73 | 2,187 | 46 | 1,312 | |||
| 7 Apr | 4989.60 | 24.1 | 11 | 57.25 | 1,906 | -66 | 1,268 | |||
| 4 Apr | 5026.80 | 15 | -21.6 | 45.33 | 1,713 | 51 | 1,325 | |||
| 3 Apr | 5334.60 | 36.9 | -11.55 | 41.33 | 1,272 | 36 | 1,273 | |||
| 2 Apr | 5372.50 | 48.35 | 16.4 | 42.00 | 2,871 | -26 | 1,238 | |||
| 1 Apr | 5227.90 | 32.45 | -11.25 | 42.86 | 1,975 | 21 | 1,263 | |||
| 28 Mar | 5311.75 | 45.25 | 7.3 | 40.16 | 7,404 | 628 | 1,242 | |||
| 27 Mar | 5245.85 | 38.9 | 5.4 | 39.16 | 1,174 | 74 | 612 | |||
| 26 Mar | 5141.90 | 32.05 | -4.95 | 41.18 | 740 | 82 | 536 | |||
| 25 Mar | 5156.15 | 40.55 | -32.8 | 43.12 | 775 | 216 | 454 | |||
| 24 Mar | 5392.90 | 73.7 | -10.4 | 39.42 | 507 | 89 | 248 | |||
| 21 Mar | 5464.10 | 84 | 11.5 | 36.32 | 176 | 32 | 159 | |||
| 20 Mar | 5384.10 | 71.95 | 21.75 | 37.36 | 197 | 87 | 127 | |||
| 19 Mar | 5207.85 | 49.95 | 8.7 | 39.20 | 41 | 29 | 39 | |||
| 18 Mar | 5113.95 | 41.25 | -355.35 | 40.77 | 11 | 9 | 9 | |||
| 27 Feb | 5371.95 | 396.6 | 0 | 5.74 | 0 | 0 | 0 | |||
| 26 Feb | 5490.00 | 396.6 | 0 | 4.48 | 0 | 0 | 0 | |||
| 25 Feb | 5497.55 | 396.6 | 0 | 4.48 | 0 | 0 | 0 | |||
| 24 Feb | 5541.35 | 396.6 | 0 | 3.98 | 0 | 0 | 0 | |||
| 21 Feb | 5588.65 | 396.6 | 0 | 3.34 | 0 | 0 | 0 | |||
| 20 Feb | 5689.25 | 396.6 | 0 | 2.11 | 0 | 0 | 0 | |||
| 19 Feb | 5636.50 | 396.6 | 0 | 2.67 | 0 | 0 | 0 | |||
| 18 Feb | 5438.40 | 396.6 | 0 | 4.95 | 0 | 0 | 0 | |||
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| 17 Feb | 5550.50 | 396.6 | 0 | 3.57 | 0 | 0 | 0 | |||
| 14 Feb | 5443.70 | 396.6 | 0 | 4.53 | 0 | 0 | 0 | |||
| 13 Feb | 5610.90 | 396.6 | 0 | 2.66 | 0 | 0 | 0 | |||
| 12 Feb | 5547.95 | 396.6 | 0 | 3.27 | 0 | 0 | 0 | |||
| 11 Feb | 5491.50 | 396.6 | 0 | 3.85 | 0 | 0 | 0 | |||
| 10 Feb | 5785.40 | 0 | 0 | 0.79 | 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 | 0.22 | 0 | 0 | 0 | |||
| 3 Feb | 5681.15 | 0 | 0 | 1.85 | 0 | 0 | 0 | |||
| 1 Feb | 5774.75 | 0 | 0 | 0.73 | 0 | 0 | 0 | |||
For Multi Commodity Exchange - strike price 6000 expiring on 24APR2025
Delta for 6000 CE is 0.11
Historical price for 6000 CE is as follows
On 8 Apr MCX was trading at 5199.40. The strike last trading price was 27.65, which was 3.75 higher than the previous day. The implied volatity was 50.73, the open interest changed by 46 which increased total open position to 1312
On 7 Apr MCX was trading at 4989.60. The strike last trading price was 24.1, which was 11 higher than the previous day. The implied volatity was 57.25, the open interest changed by -66 which decreased total open position to 1268
On 4 Apr MCX was trading at 5026.80. The strike last trading price was 15, which was -21.6 lower than the previous day. The implied volatity was 45.33, the open interest changed by 51 which increased total open position to 1325
On 3 Apr MCX was trading at 5334.60. The strike last trading price was 36.9, which was -11.55 lower than the previous day. The implied volatity was 41.33, the open interest changed by 36 which increased total open position to 1273
On 2 Apr MCX was trading at 5372.50. The strike last trading price was 48.35, which was 16.4 higher than the previous day. The implied volatity was 42.00, the open interest changed by -26 which decreased total open position to 1238
On 1 Apr MCX was trading at 5227.90. The strike last trading price was 32.45, which was -11.25 lower than the previous day. The implied volatity was 42.86, the open interest changed by 21 which increased total open position to 1263
On 28 Mar MCX was trading at 5311.75. The strike last trading price was 45.25, which was 7.3 higher than the previous day. The implied volatity was 40.16, the open interest changed by 628 which increased total open position to 1242
On 27 Mar MCX was trading at 5245.85. The strike last trading price was 38.9, which was 5.4 higher than the previous day. The implied volatity was 39.16, the open interest changed by 74 which increased total open position to 612
On 26 Mar MCX was trading at 5141.90. The strike last trading price was 32.05, which was -4.95 lower than the previous day. The implied volatity was 41.18, the open interest changed by 82 which increased total open position to 536
On 25 Mar MCX was trading at 5156.15. The strike last trading price was 40.55, which was -32.8 lower than the previous day. The implied volatity was 43.12, the open interest changed by 216 which increased total open position to 454
On 24 Mar MCX was trading at 5392.90. The strike last trading price was 73.7, which was -10.4 lower than the previous day. The implied volatity was 39.42, the open interest changed by 89 which increased total open position to 248
On 21 Mar MCX was trading at 5464.10. The strike last trading price was 84, which was 11.5 higher than the previous day. The implied volatity was 36.32, the open interest changed by 32 which increased total open position to 159
On 20 Mar MCX was trading at 5384.10. The strike last trading price was 71.95, which was 21.75 higher than the previous day. The implied volatity was 37.36, the open interest changed by 87 which increased total open position to 127
On 19 Mar MCX was trading at 5207.85. The strike last trading price was 49.95, which was 8.7 higher than the previous day. The implied volatity was 39.20, the open interest changed by 29 which increased total open position to 39
On 18 Mar MCX was trading at 5113.95. The strike last trading price was 41.25, which was -355.35 lower than the previous day. The implied volatity was 40.77, the open interest changed by 9 which increased total open position to 9
On 27 Feb MCX was trading at 5371.95. The strike last trading price was 396.6, which was 0 lower than the previous day. The implied volatity was 5.74, 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 396.6, which was 0 lower than the previous day. The implied volatity was 4.48, 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 396.6, which was 0 lower than the previous day. The implied volatity was 4.48, 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 396.6, which was 0 lower than the previous day. The implied volatity was 3.98, 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 396.6, which was 0 lower than the previous day. The implied volatity was 3.34, 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 396.6, which was 0 lower than the previous day. The implied volatity was 2.11, 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 396.6, which was 0 lower than the previous day. The implied volatity was 2.67, 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 396.6, which was 0 lower than the previous day. The implied volatity was 4.95, 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 396.6, which was 0 lower than the previous day. The implied volatity was 3.57, 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 396.6, which was 0 lower than the previous day. The implied volatity was 4.53, 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 396.6, which was 0 lower than the previous day. The implied volatity was 2.66, 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 396.6, which was 0 lower than the previous day. The implied volatity was 3.27, 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 396.6, which was 0 lower than the previous day. The implied volatity was 3.85, 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 0.79, 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 0.22, 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 1.85, 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 0.73, the open interest changed by 0 which decreased total open position to 0
| MCX 24APR2025 6000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 2.65
Theta: -3.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 5199.40 | 817.05 | -435.7 | 61.61 | 9 | -5 | 142 |
| 7 Apr | 4989.60 | 1252.75 | 455.55 | - | 2 | 0 | 147 |
| 4 Apr | 5026.80 | 797.2 | 93.35 | - | 11 | 0 | 152 |
| 3 Apr | 5334.60 | 703.85 | 83.85 | 53.45 | 28 | 4 | 153 |
| 2 Apr | 5372.50 | 620 | -83.35 | 37.47 | 7 | 0 | 149 |
| 1 Apr | 5227.90 | 703.35 | -4.95 | - | 47 | 1 | 150 |
| 28 Mar | 5311.75 | 708.3 | -111.7 | 43.01 | 153 | 78 | 149 |
| 27 Mar | 5245.85 | 820 | -29.15 | 60.80 | 36 | 24 | 69 |
| 26 Mar | 5141.90 | 849.15 | 62.15 | 44.38 | 11 | 9 | 43 |
| 25 Mar | 5156.15 | 787 | 154.05 | - | 7 | 3 | 33 |
| 24 Mar | 5392.90 | 632.95 | 57.95 | 42.74 | 10 | 8 | 29 |
| 21 Mar | 5464.10 | 575 | -40 | 40.31 | 1 | 0 | 21 |
| 20 Mar | 5384.10 | 615 | -82.45 | 34.54 | 24 | 15 | 15 |
| 19 Mar | 5207.85 | 697.45 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 5113.95 | 697.45 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 5371.95 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 5490.00 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 5497.55 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 5541.35 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 5588.65 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 5689.25 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 5636.50 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 5438.40 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 5550.50 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 5443.70 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 5610.90 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 5547.95 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 5491.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 5785.40 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 6001.75 | 0 | 0 | 1.18 | 0 | 0 | 0 |
| 6 Feb | 6022.10 | 0 | 0 | 1.63 | 0 | 0 | 0 |
| 5 Feb | 6096.60 | 0 | 0 | 1.85 | 0 | 0 | 0 |
| 4 Feb | 5857.70 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 5681.15 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 5774.75 | 0 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 6000 expiring on 24APR2025
Delta for 6000 PE is -0.84
Historical price for 6000 PE is as follows
On 8 Apr MCX was trading at 5199.40. The strike last trading price was 817.05, which was -435.7 lower than the previous day. The implied volatity was 61.61, the open interest changed by -5 which decreased total open position to 142
On 7 Apr MCX was trading at 4989.60. The strike last trading price was 1252.75, which was 455.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 147
On 4 Apr MCX was trading at 5026.80. The strike last trading price was 797.2, which was 93.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 152
On 3 Apr MCX was trading at 5334.60. The strike last trading price was 703.85, which was 83.85 higher than the previous day. The implied volatity was 53.45, the open interest changed by 4 which increased total open position to 153
On 2 Apr MCX was trading at 5372.50. The strike last trading price was 620, which was -83.35 lower than the previous day. The implied volatity was 37.47, the open interest changed by 0 which decreased total open position to 149
On 1 Apr MCX was trading at 5227.90. The strike last trading price was 703.35, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 150
On 28 Mar MCX was trading at 5311.75. The strike last trading price was 708.3, which was -111.7 lower than the previous day. The implied volatity was 43.01, the open interest changed by 78 which increased total open position to 149
On 27 Mar MCX was trading at 5245.85. The strike last trading price was 820, which was -29.15 lower than the previous day. The implied volatity was 60.80, the open interest changed by 24 which increased total open position to 69
On 26 Mar MCX was trading at 5141.90. The strike last trading price was 849.15, which was 62.15 higher than the previous day. The implied volatity was 44.38, the open interest changed by 9 which increased total open position to 43
On 25 Mar MCX was trading at 5156.15. The strike last trading price was 787, which was 154.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 33
On 24 Mar MCX was trading at 5392.90. The strike last trading price was 632.95, which was 57.95 higher than the previous day. The implied volatity was 42.74, the open interest changed by 8 which increased total open position to 29
On 21 Mar MCX was trading at 5464.10. The strike last trading price was 575, which was -40 lower than the previous day. The implied volatity was 40.31, the open interest changed by 0 which decreased total open position to 21
On 20 Mar MCX was trading at 5384.10. The strike last trading price was 615, which was -82.45 lower than the previous day. The implied volatity was 34.54, the open interest changed by 15 which increased total open position to 15
On 19 Mar MCX was trading at 5207.85. The strike last trading price was 697.45, 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 697.45, 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 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 26 Feb MCX was trading at 5490.00. 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 25 Feb MCX was trading at 5497.55. 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 24 Feb MCX was trading at 5541.35. 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 21 Feb MCX was trading at 5588.65. 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 20 Feb MCX was trading at 5689.25. 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 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 -, 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 -, 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 -, 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 -, 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 -, 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 -, 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 -, 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 1.18, 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 1.63, 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 1.85, 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 -, 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
