MCX
Multi Commodity Exchange
Historical option data for MCX
21 Nov 2024 04:11 PM IST
| MCX 28NOV2024 6000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 2.75
Theta: -8.76
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6166.50 | 257.35 | 88.35 | 38.48 | 748.5 | -51 | 672.5 | |||
| 20 Nov | 6106.35 | 169 | 0.00 | 36.12 | 3,556 | -129 | 719.5 | |||
| 19 Nov | 6106.35 | 169 | 67.45 | 36.12 | 3,556 | -133 | 719.5 | |||
| 18 Nov | 5909.30 | 101.55 | -49.45 | 36.19 | 1,450 | 37.5 | 853 | |||
| 14 Nov | 5950.65 | 151 | -23.00 | 33.25 | 1,353.5 | 119.5 | 809 | |||
| 13 Nov | 5949.15 | 174 | -88.90 | 33.90 | 1,184.5 | 119 | 689.5 | |||
| 12 Nov | 6104.35 | 262.9 | -199.10 | 39.59 | 300 | -44.5 | 571 | |||
| 11 Nov | 6405.05 | 462 | -3.40 | 34.11 | 76.5 | 15 | 615 | |||
| 8 Nov | 6413.10 | 465.4 | -36.10 | 33.19 | 88.5 | 6 | 600 | |||
| 7 Nov | 6422.60 | 501.5 | -92.50 | 34.55 | 2,218.5 | -1,401 | 594 | |||
| 6 Nov | 6456.75 | 594 | -20.00 | 44.99 | 38 | 4.5 | 1,994.5 | |||
| 5 Nov | 6538.80 | 614 | 38.95 | 43.79 | 185.5 | 13.5 | 1,989.5 | |||
| 4 Nov | 6457.25 | 575.05 | -54.95 | 40.41 | 298 | -46 | 1,975 | |||
| 1 Nov | 6489.35 | 630 | -48.10 | 44.85 | 17 | 7.5 | 2,020.5 | |||
| 31 Oct | 6515.90 | 678.1 | 52.90 | - | 53 | -1 | 2,014 | |||
| 30 Oct | 6390.35 | 625.2 | -386.80 | - | 217 | 133 | 2,014 | |||
| 29 Oct | 6824.75 | 1012 | 247.00 | - | 120 | 13 | 1,865 | |||
| 28 Oct | 6565.40 | 765 | 55.20 | - | 1,959 | 1,490 | 1,853 | |||
| 25 Oct | 6487.55 | 709.8 | -55.40 | - | 454 | 341 | 363 | |||
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| 24 Oct | 6649.30 | 765.2 | -34.75 | - | 11 | 1 | 22 | |||
| 23 Oct | 6686.05 | 799.95 | 184.95 | - | 10 | 3 | 20 | |||
| 22 Oct | 6431.05 | 615 | -167.00 | - | 16 | 8 | 18 | |||
| 21 Oct | 6629.00 | 782 | 50.40 | - | 10 | -3 | 9 | |||
| 18 Oct | 6561.15 | 731.6 | 35.60 | - | 4 | 1 | 12 | |||
| 17 Oct | 6341.45 | 696 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 6428.30 | 696 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 6511.00 | 696 | 0.00 | - | 0 | 2 | 0 | |||
| 14 Oct | 6504.50 | 696 | 97.40 | - | 6 | 3 | 12 | |||
| 11 Oct | 6410.55 | 598.6 | 159.70 | - | 14 | 1 | 8 | |||
| 10 Oct | 6193.15 | 438.9 | 29.90 | - | 2 | 1 | 6 | |||
| 9 Oct | 6101.40 | 409 | 109.00 | - | 3 | 2 | 4 | |||
| 4 Oct | 5805.15 | 300 | -15.00 | - | 1 | 0 | 2 | |||
| 3 Oct | 5784.70 | 315 | 108.90 | - | 2 | 1 | 1 | |||
| 24 Sept | 5879.35 | 206.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 5722.90 | 206.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 5807.10 | 206.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 5653.35 | 206.1 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 6000 expiring on 28NOV2024
Delta for 6000 CE is 0.75
Historical price for 6000 CE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 257.35, which was 88.35 higher than the previous day. The implied volatity was 38.48, the open interest changed by -102 which decreased total open position to 1345
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 169, which was 0.00 lower than the previous day. The implied volatity was 36.12, the open interest changed by -258 which decreased total open position to 1439
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 169, which was 67.45 higher than the previous day. The implied volatity was 36.12, the open interest changed by -266 which decreased total open position to 1439
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 101.55, which was -49.45 lower than the previous day. The implied volatity was 36.19, the open interest changed by 75 which increased total open position to 1706
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 151, which was -23.00 lower than the previous day. The implied volatity was 33.25, the open interest changed by 239 which increased total open position to 1618
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 174, which was -88.90 lower than the previous day. The implied volatity was 33.90, the open interest changed by 238 which increased total open position to 1379
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 262.9, which was -199.10 lower than the previous day. The implied volatity was 39.59, the open interest changed by -89 which decreased total open position to 1142
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 462, which was -3.40 lower than the previous day. The implied volatity was 34.11, the open interest changed by 30 which increased total open position to 1230
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 465.4, which was -36.10 lower than the previous day. The implied volatity was 33.19, the open interest changed by 12 which increased total open position to 1200
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 501.5, which was -92.50 lower than the previous day. The implied volatity was 34.55, the open interest changed by -2802 which decreased total open position to 1188
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 594, which was -20.00 lower than the previous day. The implied volatity was 44.99, the open interest changed by 9 which increased total open position to 3989
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 614, which was 38.95 higher than the previous day. The implied volatity was 43.79, the open interest changed by 27 which increased total open position to 3979
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 575.05, which was -54.95 lower than the previous day. The implied volatity was 40.41, the open interest changed by -92 which decreased total open position to 3950
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 630, which was -48.10 lower than the previous day. The implied volatity was 44.85, the open interest changed by 15 which increased total open position to 4041
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 678.1, which was 52.90 higher 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 625.2, which was -386.80 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 1012, which was 247.00 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 765, which was 55.20 higher 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 709.8, which was -55.40 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 765.2, which was -34.75 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 799.95, which was 184.95 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 615, which was -167.00 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 782, which was 50.40 higher 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 731.6, which was 35.60 higher 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 696, 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 696, 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 696, 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 14 Oct MCX was trading at 6504.50. The strike last trading price was 696, which was 97.40 higher 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 598.6, which was 159.70 higher 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 438.9, which was 29.90 higher 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 409, which was 109.00 higher 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 300, which was -15.00 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 315, which was 108.90 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 206.1, 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 206.1, 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 206.1, 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 206.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 28NOV2024 6000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 2.79
Theta: -7.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6166.50 | 55.55 | -53.45 | 39.82 | 2,077.5 | 21 | 832 |
| 20 Nov | 6106.35 | 109 | 0.00 | 36.50 | 1,489.5 | -60.5 | 812 |
| 19 Nov | 6106.35 | 109 | -67.00 | 36.50 | 1,489.5 | -59.5 | 812 |
| 18 Nov | 5909.30 | 176 | 19.00 | 32.16 | 656 | -70 | 871.5 |
| 14 Nov | 5950.65 | 157 | -10.40 | 32.75 | 2,261.5 | 66.5 | 951 |
| 13 Nov | 5949.15 | 167.4 | 23.90 | 36.58 | 2,172 | -16 | 885.5 |
| 12 Nov | 6104.35 | 143.5 | 77.60 | 38.95 | 1,842.5 | -123 | 905 |
| 11 Nov | 6405.05 | 65.9 | -7.10 | 39.99 | 526 | -16 | 1,025.5 |
| 8 Nov | 6413.10 | 73 | -10.00 | 38.35 | 583.5 | -40 | 1,046.5 |
| 7 Nov | 6422.60 | 83 | -9.35 | 41.27 | 1,894 | -133.5 | 1,083.5 |
| 6 Nov | 6456.75 | 92.35 | -26.60 | 45.04 | 959.5 | 52.5 | 1,226.5 |
| 5 Nov | 6538.80 | 118.95 | -32.10 | 50.58 | 2,390 | -75 | 1,174.5 |
| 4 Nov | 6457.25 | 151.05 | -47.45 | 54.04 | 1,401.5 | -23 | 1,250 |
| 1 Nov | 6489.35 | 198.5 | 39.35 | 60.57 | 134 | -14.5 | 1,272.5 |
| 31 Oct | 6515.90 | 159.15 | -60.85 | - | 767 | -20 | 1,288 |
| 30 Oct | 6390.35 | 220 | 119.80 | - | 2,723 | 444 | 1,308 |
| 29 Oct | 6824.75 | 100.2 | -60.25 | - | 495 | 75 | 865 |
| 28 Oct | 6565.40 | 160.45 | -16.75 | - | 1,520 | 677 | 795 |
| 25 Oct | 6487.55 | 177.2 | 76.80 | - | 232 | 6 | 118 |
| 24 Oct | 6649.30 | 100.4 | 11.75 | - | 73 | -2 | 109 |
| 23 Oct | 6686.05 | 88.65 | -46.25 | - | 204 | 19 | 113 |
| 22 Oct | 6431.05 | 134.9 | 31.85 | - | 114 | 3 | 96 |
| 21 Oct | 6629.00 | 103.05 | -22.55 | - | 128 | 63 | 90 |
| 18 Oct | 6561.15 | 125.6 | -5.40 | - | 22 | 11 | 25 |
| 17 Oct | 6341.45 | 131 | 0.00 | - | 0 | -1 | 0 |
| 16 Oct | 6428.30 | 131 | 14.60 | - | 3 | 0 | 15 |
| 15 Oct | 6511.00 | 116.4 | -5.65 | - | 11 | 0 | 15 |
| 14 Oct | 6504.50 | 122.05 | -31.65 | - | 10 | 8 | 14 |
| 11 Oct | 6410.55 | 153.7 | -66.30 | - | 6 | 5 | 6 |
| 10 Oct | 6193.15 | 220 | -29.40 | - | 1 | 0 | 1 |
| 9 Oct | 6101.40 | 249.4 | -844.00 | - | 2 | 1 | 1 |
| 4 Oct | 5805.15 | 1093.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 5784.70 | 1093.4 | 1093.40 | - | 0 | 0 | 0 |
| 24 Sept | 5879.35 | 0 | 0.00 | - | 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 6000 expiring on 28NOV2024
Delta for 6000 PE is -0.26
Historical price for 6000 PE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 55.55, which was -53.45 lower than the previous day. The implied volatity was 39.82, the open interest changed by 42 which increased total open position to 1664
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 109, which was 0.00 lower than the previous day. The implied volatity was 36.50, the open interest changed by -121 which decreased total open position to 1624
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 109, which was -67.00 lower than the previous day. The implied volatity was 36.50, the open interest changed by -119 which decreased total open position to 1624
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 176, which was 19.00 higher than the previous day. The implied volatity was 32.16, the open interest changed by -140 which decreased total open position to 1743
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 157, which was -10.40 lower than the previous day. The implied volatity was 32.75, the open interest changed by 133 which increased total open position to 1902
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 167.4, which was 23.90 higher than the previous day. The implied volatity was 36.58, the open interest changed by -32 which decreased total open position to 1771
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 143.5, which was 77.60 higher than the previous day. The implied volatity was 38.95, the open interest changed by -246 which decreased total open position to 1810
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 65.9, which was -7.10 lower than the previous day. The implied volatity was 39.99, the open interest changed by -32 which decreased total open position to 2051
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 73, which was -10.00 lower than the previous day. The implied volatity was 38.35, the open interest changed by -80 which decreased total open position to 2093
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 83, which was -9.35 lower than the previous day. The implied volatity was 41.27, the open interest changed by -267 which decreased total open position to 2167
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 92.35, which was -26.60 lower than the previous day. The implied volatity was 45.04, the open interest changed by 105 which increased total open position to 2453
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 118.95, which was -32.10 lower than the previous day. The implied volatity was 50.58, the open interest changed by -150 which decreased total open position to 2349
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 151.05, which was -47.45 lower than the previous day. The implied volatity was 54.04, the open interest changed by -46 which decreased total open position to 2500
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 198.5, which was 39.35 higher than the previous day. The implied volatity was 60.57, the open interest changed by -29 which decreased total open position to 2545
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 159.15, which was -60.85 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 220, which was 119.80 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 100.2, which was -60.25 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 160.45, which was -16.75 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 177.2, which was 76.80 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 100.4, which was 11.75 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 88.65, which was -46.25 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 134.9, which was 31.85 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 103.05, which was -22.55 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 125.6, which was -5.40 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 131, 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 131, which was 14.60 higher 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 116.4, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct MCX was trading at 6504.50. The strike last trading price was 122.05, which was -31.65 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 153.7, which was -66.30 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 220, which was -29.40 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 249.4, which was -844.00 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 1093.4, 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 1093.4, which was 1093.40 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 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 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
