MCX
Multi Commodity Exchange
Historical option data for MCX
21 Nov 2024 04:11 PM IST
| MCX 28NOV2024 6100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 3.20
Theta: -9.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6166.50 | 184.1 | 59.60 | 36.60 | 1,901 | -52.5 | 317.5 | |||
| 20 Nov | 6106.35 | 124.5 | 0.00 | 37.60 | 2,625 | 47.5 | 362 | |||
| 19 Nov | 6106.35 | 124.5 | 55.50 | 37.60 | 2,625 | 39.5 | 362 | |||
| 18 Nov | 5909.30 | 69 | -41.50 | 36.52 | 798 | -2.5 | 330 | |||
| 14 Nov | 5950.65 | 110.5 | -24.50 | 33.73 | 1,285.5 | 135 | 332 | |||
| 13 Nov | 5949.15 | 135 | -69.10 | 35.26 | 1,115 | 126.5 | 198 | |||
| 12 Nov | 6104.35 | 204.1 | -232.05 | 38.53 | 192.5 | 54.5 | 74 | |||
| 11 Nov | 6405.05 | 436.15 | 26.85 | 45.65 | 1 | 0 | 18.5 | |||
| 8 Nov | 6413.10 | 409.3 | -20.80 | 37.31 | 12 | -1 | 18 | |||
| 7 Nov | 6422.60 | 430.1 | -69.45 | 35.57 | 27.5 | -5.5 | 19.5 | |||
| 6 Nov | 6456.75 | 499.55 | -50.45 | 40.60 | 6.5 | -1 | 25 | |||
| 5 Nov | 6538.80 | 550 | 30.10 | 45.60 | 125 | 16.5 | 26 | |||
| 4 Nov | 6457.25 | 519.9 | -80.10 | 43.77 | 33.5 | 9 | 11 | |||
| 1 Nov | 6489.35 | 600 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 31 Oct | 6515.90 | 600 | 80.00 | - | 1 | 0 | 3 | |||
| 30 Oct | 6390.35 | 520 | -118.00 | - | 1 | 0 | 2 | |||
| 29 Oct | 6824.75 | 638 | 0.00 | - | 0 | 0 | 0 | |||
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| 28 Oct | 6565.40 | 638 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6487.55 | 638 | -12.00 | - | 1 | 0 | 2 | |||
| 24 Oct | 6649.30 | 650 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6686.05 | 650 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 6431.05 | 650 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 6629.00 | 650 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 6561.15 | 650 | 112.00 | - | 1 | 0 | 2 | |||
| 17 Oct | 6341.45 | 538 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 6428.30 | 538 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 6511.00 | 538 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 6504.50 | 538 | 0.00 | - | 0 | 0 | 2 | |||
| 11 Oct | 6410.55 | 538 | 153.95 | - | 1 | 0 | 3 | |||
| 10 Oct | 6193.15 | 384.05 | 0.00 | - | 0 | 3 | 0 | |||
| 9 Oct | 6101.40 | 384.05 | 198.25 | - | 3 | 1 | 1 | |||
| 24 Sept | 5879.35 | 185.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 5722.90 | 185.8 | 185.80 | - | 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 6100 expiring on 28NOV2024
Delta for 6100 CE is 0.64
Historical price for 6100 CE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 184.1, which was 59.60 higher than the previous day. The implied volatity was 36.60, the open interest changed by -105 which decreased total open position to 635
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 124.5, which was 0.00 lower than the previous day. The implied volatity was 37.60, the open interest changed by 95 which increased total open position to 724
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 124.5, which was 55.50 higher than the previous day. The implied volatity was 37.60, the open interest changed by 79 which increased total open position to 724
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 69, which was -41.50 lower than the previous day. The implied volatity was 36.52, the open interest changed by -5 which decreased total open position to 660
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 110.5, which was -24.50 lower than the previous day. The implied volatity was 33.73, the open interest changed by 270 which increased total open position to 664
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 135, which was -69.10 lower than the previous day. The implied volatity was 35.26, the open interest changed by 253 which increased total open position to 396
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 204.1, which was -232.05 lower than the previous day. The implied volatity was 38.53, the open interest changed by 109 which increased total open position to 148
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 436.15, which was 26.85 higher than the previous day. The implied volatity was 45.65, the open interest changed by 0 which decreased total open position to 37
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 409.3, which was -20.80 lower than the previous day. The implied volatity was 37.31, the open interest changed by -2 which decreased total open position to 36
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 430.1, which was -69.45 lower than the previous day. The implied volatity was 35.57, the open interest changed by -11 which decreased total open position to 39
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 499.55, which was -50.45 lower than the previous day. The implied volatity was 40.60, the open interest changed by -2 which decreased total open position to 50
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 550, which was 30.10 higher than the previous day. The implied volatity was 45.60, the open interest changed by 33 which increased total open position to 52
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 519.9, which was -80.10 lower than the previous day. The implied volatity was 43.77, the open interest changed by 18 which increased total open position to 22
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 600, 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 31 Oct MCX was trading at 6515.90. The strike last trading price was 600, which was 80.00 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 520, which was -118.00 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 638, 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 638, 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 638, which was -12.00 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 650, 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 650, 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 650, 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 650, 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 650, which was 112.00 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 538, 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 538, 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 538, 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 538, 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 538, which was 153.95 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 384.05, 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 9 Oct MCX was trading at 6101.40. The strike last trading price was 384.05, which was 198.25 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 185.8, 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 185.8, which was 185.80 higher 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 6100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 3.22
Theta: -8.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6166.50 | 85.95 | -77.10 | 38.95 | 1,252 | 50.5 | 245.5 |
| 20 Nov | 6106.35 | 163.05 | 0.00 | 37.66 | 1,040.5 | 53.5 | 196.5 |
| 19 Nov | 6106.35 | 163.05 | -79.00 | 37.66 | 1,040.5 | 55 | 196.5 |
| 18 Nov | 5909.30 | 242.05 | 26.30 | 31.67 | 108 | 2 | 141 |
| 14 Nov | 5950.65 | 215.75 | -0.30 | 33.13 | 240 | 39.5 | 147 |
| 13 Nov | 5949.15 | 216.05 | 28.75 | 35.47 | 707.5 | -89.5 | 109 |
| 12 Nov | 6104.35 | 187.3 | 100.55 | 38.50 | 755.5 | 67.5 | 187.5 |
| 11 Nov | 6405.05 | 86.75 | -16.25 | 38.86 | 113.5 | -8 | 120 |
| 8 Nov | 6413.10 | 103 | -7.60 | 38.96 | 220 | -20.5 | 124.5 |
| 7 Nov | 6422.60 | 110.6 | -6.00 | 41.32 | 314 | 3.5 | 145 |
| 6 Nov | 6456.75 | 116.6 | -24.95 | 44.28 | 135.5 | 13 | 141.5 |
| 5 Nov | 6538.80 | 141.55 | -40.45 | 49.33 | 726.5 | 14.5 | 129 |
| 4 Nov | 6457.25 | 182 | -56.75 | 53.75 | 106.5 | 30 | 115.5 |
| 1 Nov | 6489.35 | 238.75 | 43.75 | 61.40 | 4.5 | 1.5 | 86.5 |
| 31 Oct | 6515.90 | 195 | -59.80 | - | 46 | -5 | 86 |
| 30 Oct | 6390.35 | 254.8 | 26.00 | - | 32 | 5 | 93 |
| 29 Oct | 6824.75 | 228.8 | 0.00 | - | 0 | 68 | 0 |
| 28 Oct | 6565.40 | 228.8 | 21.10 | - | 82 | 72 | 88 |
| 25 Oct | 6487.55 | 207.7 | 80.70 | - | 16 | 5 | 16 |
| 24 Oct | 6649.30 | 127 | 17.65 | - | 14 | 6 | 10 |
| 23 Oct | 6686.05 | 109.35 | -63.35 | - | 14 | 4 | 5 |
| 22 Oct | 6431.05 | 172.7 | -998.60 | - | 1 | 0 | 0 |
| 21 Oct | 6629.00 | 1171.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6561.15 | 1171.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 6341.45 | 1171.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 6428.30 | 1171.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 6511.00 | 1171.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 6504.50 | 1171.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 6410.55 | 1171.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 6193.15 | 1171.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 6101.40 | 1171.3 | 1171.30 | - | 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 6100 expiring on 28NOV2024
Delta for 6100 PE is -0.36
Historical price for 6100 PE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 85.95, which was -77.10 lower than the previous day. The implied volatity was 38.95, the open interest changed by 101 which increased total open position to 491
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 163.05, which was 0.00 lower than the previous day. The implied volatity was 37.66, the open interest changed by 107 which increased total open position to 393
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 163.05, which was -79.00 lower than the previous day. The implied volatity was 37.66, the open interest changed by 110 which increased total open position to 393
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 242.05, which was 26.30 higher than the previous day. The implied volatity was 31.67, the open interest changed by 4 which increased total open position to 282
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 215.75, which was -0.30 lower than the previous day. The implied volatity was 33.13, the open interest changed by 79 which increased total open position to 294
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 216.05, which was 28.75 higher than the previous day. The implied volatity was 35.47, the open interest changed by -179 which decreased total open position to 218
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 187.3, which was 100.55 higher than the previous day. The implied volatity was 38.50, the open interest changed by 135 which increased total open position to 375
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 86.75, which was -16.25 lower than the previous day. The implied volatity was 38.86, the open interest changed by -16 which decreased total open position to 240
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 103, which was -7.60 lower than the previous day. The implied volatity was 38.96, the open interest changed by -41 which decreased total open position to 249
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 110.6, which was -6.00 lower than the previous day. The implied volatity was 41.32, the open interest changed by 7 which increased total open position to 290
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 116.6, which was -24.95 lower than the previous day. The implied volatity was 44.28, the open interest changed by 26 which increased total open position to 283
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 141.55, which was -40.45 lower than the previous day. The implied volatity was 49.33, the open interest changed by 29 which increased total open position to 258
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 182, which was -56.75 lower than the previous day. The implied volatity was 53.75, the open interest changed by 60 which increased total open position to 231
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 238.75, which was 43.75 higher than the previous day. The implied volatity was 61.40, the open interest changed by 3 which increased total open position to 173
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 195, which was -59.80 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 254.8, which was 26.00 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 228.8, 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 228.8, which was 21.10 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 207.7, which was 80.70 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 127, which was 17.65 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 109.35, which was -63.35 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 172.7, which was -998.60 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 1171.3, 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 1171.3, 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 1171.3, 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 1171.3, 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 1171.3, 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 1171.3, 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 1171.3, 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 1171.3, 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 1171.3, which was 1171.30 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
