MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
| MCX 26DEC2024 6100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 1.32
Theta: -4.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6397.40 | 304.55 | -322.40 | 27.79 | 29 | 1 | 216 | |||
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| 19 Dec | 6686.35 | 626.95 | 15.95 | 67.18 | 15 | -2 | 216 | |||
| 18 Dec | 6698.00 | 611 | -80.95 | 46.33 | 5 | 1 | 217 | |||
| 17 Dec | 6750.55 | 691.95 | 32.95 | 53.83 | 11 | 1 | 216 | |||
| 16 Dec | 6706.75 | 659 | 152.00 | 48.68 | 6 | 0 | 216 | |||
| 13 Dec | 6569.35 | 507 | -152.65 | 36.26 | 4 | -2 | 216 | |||
| 12 Dec | 6674.05 | 659.65 | -2.80 | 50.31 | 2 | 0 | 219 | |||
| 11 Dec | 6706.45 | 662.45 | 39.90 | 42.07 | 8 | -1 | 223 | |||
| 10 Dec | 6676.10 | 622.55 | -282.80 | 28.38 | 38 | 7 | 225 | |||
| 9 Dec | 6849.40 | 905.35 | 0.00 | 0.00 | 0 | -21 | 0 | |||
| 6 Dec | 6920.00 | 905.35 | 422.30 | 54.79 | 96 | -19 | 220 | |||
| 5 Dec | 6488.25 | 483.05 | 149.90 | 32.38 | 141 | -10 | 238 | |||
| 4 Dec | 6315.75 | 333.15 | 50.00 | 30.10 | 232 | -23 | 250 | |||
| 3 Dec | 6216.50 | 283.15 | -88.75 | 31.52 | 359 | 15 | 278 | |||
| 2 Dec | 6323.00 | 371.9 | 61.90 | 35.61 | 317 | -39 | 264 | |||
| 29 Nov | 6185.35 | 310 | 29.00 | 34.66 | 601 | 90 | 311 | |||
| 28 Nov | 6103.65 | 281 | -1.00 | 39.11 | 623 | 15 | 222 | |||
| 27 Nov | 6113.25 | 282 | 5.35 | 36.19 | 366 | 128 | 206 | |||
| 26 Nov | 6033.60 | 276.65 | -36.25 | 40.01 | 128 | 58 | 78 | |||
| 25 Nov | 6116.10 | 312.9 | -37.00 | 39.78 | 23 | -15 | 15 | |||
| 22 Nov | 6196.00 | 349.9 | 14.45 | 37.03 | 23 | -9 | 21 | |||
| 21 Nov | 6166.50 | 335.45 | 70.35 | 33.37 | 62 | 5 | 29 | |||
| 20 Nov | 6106.35 | 265.1 | 0.00 | 34.02 | 72 | 22 | 23 | |||
| 19 Nov | 6106.35 | 265.1 | 55.10 | 34.02 | 72 | 21 | 23 | |||
| 18 Nov | 5909.30 | 210 | -545.90 | 35.91 | 6 | 1 | 1 | |||
| 14 Nov | 5950.65 | 755.9 | 0.00 | 0.84 | 0 | 0 | 0 | |||
| 13 Nov | 5949.15 | 755.9 | 0.00 | 0.67 | 0 | 0 | 0 | |||
| 12 Nov | 6104.35 | 755.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 6405.05 | 755.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 6413.10 | 755.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6422.60 | 755.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 6538.80 | 755.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6457.25 | 755.9 | 755.90 | - | 0 | 0 | 0 | |||
| 1 Nov | 6489.35 | 0 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 6100 expiring on 26DEC2024
Delta for 6100 CE is 0.91
Historical price for 6100 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 304.55, which was -322.40 lower than the previous day. The implied volatity was 27.79, the open interest changed by 1 which increased total open position to 216
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 626.95, which was 15.95 higher than the previous day. The implied volatity was 67.18, the open interest changed by -2 which decreased total open position to 216
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 611, which was -80.95 lower than the previous day. The implied volatity was 46.33, the open interest changed by 1 which increased total open position to 217
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 691.95, which was 32.95 higher than the previous day. The implied volatity was 53.83, the open interest changed by 1 which increased total open position to 216
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 659, which was 152.00 higher than the previous day. The implied volatity was 48.68, the open interest changed by 0 which decreased total open position to 216
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 507, which was -152.65 lower than the previous day. The implied volatity was 36.26, the open interest changed by -2 which decreased total open position to 216
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 659.65, which was -2.80 lower than the previous day. The implied volatity was 50.31, the open interest changed by 0 which decreased total open position to 219
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 662.45, which was 39.90 higher than the previous day. The implied volatity was 42.07, the open interest changed by -1 which decreased total open position to 223
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 622.55, which was -282.80 lower than the previous day. The implied volatity was 28.38, the open interest changed by 7 which increased total open position to 225
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 905.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -21 which decreased total open position to 0
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 905.35, which was 422.30 higher than the previous day. The implied volatity was 54.79, the open interest changed by -19 which decreased total open position to 220
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 483.05, which was 149.90 higher than the previous day. The implied volatity was 32.38, the open interest changed by -10 which decreased total open position to 238
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 333.15, which was 50.00 higher than the previous day. The implied volatity was 30.10, the open interest changed by -23 which decreased total open position to 250
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 283.15, which was -88.75 lower than the previous day. The implied volatity was 31.52, the open interest changed by 15 which increased total open position to 278
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 371.9, which was 61.90 higher than the previous day. The implied volatity was 35.61, the open interest changed by -39 which decreased total open position to 264
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 310, which was 29.00 higher than the previous day. The implied volatity was 34.66, the open interest changed by 90 which increased total open position to 311
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 281, which was -1.00 lower than the previous day. The implied volatity was 39.11, the open interest changed by 15 which increased total open position to 222
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 282, which was 5.35 higher than the previous day. The implied volatity was 36.19, the open interest changed by 128 which increased total open position to 206
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 276.65, which was -36.25 lower than the previous day. The implied volatity was 40.01, the open interest changed by 58 which increased total open position to 78
On 25 Nov MCX was trading at 6116.10. The strike last trading price was 312.9, which was -37.00 lower than the previous day. The implied volatity was 39.78, the open interest changed by -15 which decreased total open position to 15
On 22 Nov MCX was trading at 6196.00. The strike last trading price was 349.9, which was 14.45 higher than the previous day. The implied volatity was 37.03, the open interest changed by -9 which decreased total open position to 21
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 335.45, which was 70.35 higher than the previous day. The implied volatity was 33.37, the open interest changed by 5 which increased total open position to 29
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 265.1, which was 0.00 lower than the previous day. The implied volatity was 34.02, the open interest changed by 22 which increased total open position to 23
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 265.1, which was 55.10 higher than the previous day. The implied volatity was 34.02, the open interest changed by 21 which increased total open position to 23
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 210, which was -545.90 lower than the previous day. The implied volatity was 35.91, the open interest changed by 1 which increased total open position to 1
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 755.9, which was 0.00 lower than the previous day. The implied volatity was 0.84, 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 755.9, which was 0.00 lower than the previous day. The implied volatity was 0.67, 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 755.9, 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 11 Nov MCX was trading at 6405.05. The strike last trading price was 755.9, 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 8 Nov MCX was trading at 6413.10. The strike last trading price was 755.9, 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 7 Nov MCX was trading at 6422.60. The strike last trading price was 755.9, 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 5 Nov MCX was trading at 6538.80. The strike last trading price was 755.9, 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 4 Nov MCX was trading at 6457.25. The strike last trading price was 755.9, which was 755.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 0, 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 26DEC2024 6100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 2.10
Theta: -6.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6397.40 | 31.8 | 16.00 | 40.47 | 1,757 | -99 | 327 |
| 19 Dec | 6686.35 | 15.8 | -4.15 | 47.09 | 468 | 15 | 425 |
| 18 Dec | 6698.00 | 19.95 | 2.95 | 47.83 | 702 | -39 | 412 |
| 17 Dec | 6750.55 | 17 | -1.05 | 46.81 | 383 | -11 | 453 |
| 16 Dec | 6706.75 | 18.05 | -8.20 | 43.57 | 640 | -83 | 465 |
| 13 Dec | 6569.35 | 26.25 | 5.55 | 35.05 | 1,501 | -79 | 547 |
| 12 Dec | 6674.05 | 20.7 | -4.95 | 36.99 | 548 | -7 | 626 |
| 11 Dec | 6706.45 | 25.65 | -7.35 | 38.97 | 326 | -10 | 632 |
| 10 Dec | 6676.10 | 33 | 5.05 | 39.96 | 857 | -95 | 644 |
| 9 Dec | 6849.40 | 27.95 | 0.15 | 44.04 | 589 | 62 | 737 |
| 6 Dec | 6920.00 | 27.8 | -40.90 | 41.91 | 2,096 | 33 | 679 |
| 5 Dec | 6488.25 | 68.7 | -46.30 | 36.78 | 1,301 | 137 | 647 |
| 4 Dec | 6315.75 | 115 | -30.60 | 35.84 | 443 | 52 | 510 |
| 3 Dec | 6216.50 | 145.6 | 27.80 | 35.07 | 768 | 11 | 459 |
| 2 Dec | 6323.00 | 117.8 | -44.65 | 34.89 | 616 | 56 | 449 |
| 29 Nov | 6185.35 | 162.45 | -72.55 | 34.25 | 841 | 39 | 478 |
| 28 Nov | 6103.65 | 235 | -3.65 | 37.71 | 517 | 184 | 441 |
| 27 Nov | 6113.25 | 238.65 | -41.35 | 39.54 | 188 | 55 | 256 |
| 26 Nov | 6033.60 | 280 | 32.00 | 40.48 | 153 | 66 | 200 |
| 25 Nov | 6116.10 | 248 | 33.00 | 39.31 | 55 | 12 | 130 |
| 22 Nov | 6196.00 | 215 | -13.25 | 37.45 | 24 | 2 | 120 |
| 21 Nov | 6166.50 | 228.25 | 28.50 | 39.48 | 150 | 115 | 118 |
| 20 Nov | 6106.35 | 199.75 | 0.00 | 26.56 | 1 | 1 | 2 |
| 19 Nov | 6106.35 | 199.75 | -170.25 | 26.56 | 1 | 0 | 2 |
| 18 Nov | 5909.30 | 370 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 5950.65 | 370 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 5949.15 | 370 | 170.00 | 42.91 | 2 | 1 | 2 |
| 12 Nov | 6104.35 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 6405.05 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 6413.10 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 6422.60 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 6538.80 | 200 | -72.25 | 42.16 | 1 | 0 | 0 |
| 4 Nov | 6457.25 | 272.25 | 0.00 | 4.55 | 0 | 0 | 0 |
| 1 Nov | 6489.35 | 272.25 | 4.76 | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 6100 expiring on 26DEC2024
Delta for 6100 PE is -0.17
Historical price for 6100 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 31.8, which was 16.00 higher than the previous day. The implied volatity was 40.47, the open interest changed by -99 which decreased total open position to 327
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 15.8, which was -4.15 lower than the previous day. The implied volatity was 47.09, the open interest changed by 15 which increased total open position to 425
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 19.95, which was 2.95 higher than the previous day. The implied volatity was 47.83, the open interest changed by -39 which decreased total open position to 412
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 17, which was -1.05 lower than the previous day. The implied volatity was 46.81, the open interest changed by -11 which decreased total open position to 453
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 18.05, which was -8.20 lower than the previous day. The implied volatity was 43.57, the open interest changed by -83 which decreased total open position to 465
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 26.25, which was 5.55 higher than the previous day. The implied volatity was 35.05, the open interest changed by -79 which decreased total open position to 547
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 20.7, which was -4.95 lower than the previous day. The implied volatity was 36.99, the open interest changed by -7 which decreased total open position to 626
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 25.65, which was -7.35 lower than the previous day. The implied volatity was 38.97, the open interest changed by -10 which decreased total open position to 632
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 33, which was 5.05 higher than the previous day. The implied volatity was 39.96, the open interest changed by -95 which decreased total open position to 644
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 27.95, which was 0.15 higher than the previous day. The implied volatity was 44.04, the open interest changed by 62 which increased total open position to 737
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 27.8, which was -40.90 lower than the previous day. The implied volatity was 41.91, the open interest changed by 33 which increased total open position to 679
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 68.7, which was -46.30 lower than the previous day. The implied volatity was 36.78, the open interest changed by 137 which increased total open position to 647
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 115, which was -30.60 lower than the previous day. The implied volatity was 35.84, the open interest changed by 52 which increased total open position to 510
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 145.6, which was 27.80 higher than the previous day. The implied volatity was 35.07, the open interest changed by 11 which increased total open position to 459
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 117.8, which was -44.65 lower than the previous day. The implied volatity was 34.89, the open interest changed by 56 which increased total open position to 449
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 162.45, which was -72.55 lower than the previous day. The implied volatity was 34.25, the open interest changed by 39 which increased total open position to 478
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 235, which was -3.65 lower than the previous day. The implied volatity was 37.71, the open interest changed by 184 which increased total open position to 441
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 238.65, which was -41.35 lower than the previous day. The implied volatity was 39.54, the open interest changed by 55 which increased total open position to 256
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 280, which was 32.00 higher than the previous day. The implied volatity was 40.48, the open interest changed by 66 which increased total open position to 200
On 25 Nov MCX was trading at 6116.10. The strike last trading price was 248, which was 33.00 higher than the previous day. The implied volatity was 39.31, the open interest changed by 12 which increased total open position to 130
On 22 Nov MCX was trading at 6196.00. The strike last trading price was 215, which was -13.25 lower than the previous day. The implied volatity was 37.45, the open interest changed by 2 which increased total open position to 120
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 228.25, which was 28.50 higher than the previous day. The implied volatity was 39.48, the open interest changed by 115 which increased total open position to 118
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 199.75, which was 0.00 lower than the previous day. The implied volatity was 26.56, the open interest changed by 1 which increased total open position to 2
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 199.75, which was -170.25 lower than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 2
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 370, 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 14 Nov MCX was trading at 5950.65. The strike last trading price was 370, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 370, which was 170.00 higher than the previous day. The implied volatity was 42.91, the open interest changed by 1 which increased total open position to 2
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 200, 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 Nov MCX was trading at 6405.05. The strike last trading price was 200, 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 8 Nov MCX was trading at 6413.10. The strike last trading price was 200, 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 7 Nov MCX was trading at 6422.60. The strike last trading price was 200, 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 200, which was -72.25 lower than the previous day. The implied volatity was 42.16, the open interest changed by 0 which decreased total open position to 0
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 272.25, which was 0.00 lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 272.25, which was lower than the previous day. The implied volatity was 4.76, the open interest changed by 0 which decreased total open position to 0
