MCX
Multi Commodity Exchange
Historical option data for MCX
08 Apr 2025 05:50 PM IST
| MCX 24APR2025 6100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 1.67
Theta: -2.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 5199.40 | 20.25 | 2 | 50.96 | 359 | 1 | 199 | |||
| 7 Apr | 4989.60 | 18.35 | 8.3 | 57.53 | 199 | -13 | 198 | |||
| 4 Apr | 5026.80 | 10.7 | -16.1 | 45.55 | 255 | 6 | 210 | |||
| 3 Apr | 5334.60 | 26.95 | -9.15 | 41.55 | 290 | 4 | 206 | |||
| 2 Apr | 5372.50 | 36.25 | 12.15 | 42.24 | 492 | 13 | 214 | |||
| 1 Apr | 5227.90 | 24.5 | -9 | 43.26 | 386 | 67 | 202 | |||
| 28 Mar | 5311.75 | 33.45 | 4.05 | 40.08 | 1,067 | 119 | 135 | |||
| 27 Mar | 5245.85 | 27 | 5 | 38.54 | 18 | 3 | 16 | |||
| 26 Mar | 5141.90 | 22 | -10 | 40.40 | 16 | -3 | 13 | |||
| 25 Mar | 5156.15 | 32 | -26.6 | 43.50 | 11 | 1 | 6 | |||
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| 24 Mar | 5392.90 | 58.6 | -119.75 | 39.62 | 5 | 3 | 3 | |||
| 21 Mar | 5464.10 | 178.35 | 0 | 8.03 | 0 | 0 | 0 | |||
| 20 Mar | 5384.10 | 178.35 | 0 | 0.00 | 0 | 0 | 0 | |||
For Multi Commodity Exchange - strike price 6100 expiring on 24APR2025
Delta for 6100 CE is 0.08
Historical price for 6100 CE is as follows
On 8 Apr MCX was trading at 5199.40. The strike last trading price was 20.25, which was 2 higher than the previous day. The implied volatity was 50.96, the open interest changed by 1 which increased total open position to 199
On 7 Apr MCX was trading at 4989.60. The strike last trading price was 18.35, which was 8.3 higher than the previous day. The implied volatity was 57.53, the open interest changed by -13 which decreased total open position to 198
On 4 Apr MCX was trading at 5026.80. The strike last trading price was 10.7, which was -16.1 lower than the previous day. The implied volatity was 45.55, the open interest changed by 6 which increased total open position to 210
On 3 Apr MCX was trading at 5334.60. The strike last trading price was 26.95, which was -9.15 lower than the previous day. The implied volatity was 41.55, the open interest changed by 4 which increased total open position to 206
On 2 Apr MCX was trading at 5372.50. The strike last trading price was 36.25, which was 12.15 higher than the previous day. The implied volatity was 42.24, the open interest changed by 13 which increased total open position to 214
On 1 Apr MCX was trading at 5227.90. The strike last trading price was 24.5, which was -9 lower than the previous day. The implied volatity was 43.26, the open interest changed by 67 which increased total open position to 202
On 28 Mar MCX was trading at 5311.75. The strike last trading price was 33.45, which was 4.05 higher than the previous day. The implied volatity was 40.08, the open interest changed by 119 which increased total open position to 135
On 27 Mar MCX was trading at 5245.85. The strike last trading price was 27, which was 5 higher than the previous day. The implied volatity was 38.54, the open interest changed by 3 which increased total open position to 16
On 26 Mar MCX was trading at 5141.90. The strike last trading price was 22, which was -10 lower than the previous day. The implied volatity was 40.40, the open interest changed by -3 which decreased total open position to 13
On 25 Mar MCX was trading at 5156.15. The strike last trading price was 32, which was -26.6 lower than the previous day. The implied volatity was 43.50, the open interest changed by 1 which increased total open position to 6
On 24 Mar MCX was trading at 5392.90. The strike last trading price was 58.6, which was -119.75 lower than the previous day. The implied volatity was 39.62, the open interest changed by 3 which increased total open position to 3
On 21 Mar MCX was trading at 5464.10. The strike last trading price was 178.35, which was 0 lower than the previous day. The implied volatity was 8.03, the open interest changed by 0 which decreased total open position to 0
On 20 Mar MCX was trading at 5384.10. The strike last trading price was 178.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| MCX 24APR2025 6100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 5199.40 | 780.95 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 4989.60 | 780.95 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 5026.80 | 780.95 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Apr | 5334.60 | 780.95 | 10.95 | 51.48 | 2 | 1 | 3 |
| 2 Apr | 5372.50 | 770 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 5227.90 | 770 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 5311.75 | 770 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 5245.85 | 770 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 5141.90 | 770 | 0 | 0.00 | 0 | 2 | 0 |
| 25 Mar | 5156.15 | 770 | -69.65 | - | 2 | 0 | 0 |
| 24 Mar | 5392.90 | 839.65 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 5464.10 | 839.65 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 5384.10 | 839.65 | 0 | 0.00 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 6100 expiring on 24APR2025
Delta for 6100 PE is 0.00
Historical price for 6100 PE is as follows
On 8 Apr MCX was trading at 5199.40. The strike last trading price was 780.95, which was 0 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 Apr MCX was trading at 4989.60. The strike last trading price was 780.95, which was 0 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 4 Apr MCX was trading at 5026.80. The strike last trading price was 780.95, which was 0 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 3 Apr MCX was trading at 5334.60. The strike last trading price was 780.95, which was 10.95 higher than the previous day. The implied volatity was 51.48, the open interest changed by 1 which increased total open position to 3
On 2 Apr MCX was trading at 5372.50. The strike last trading price was 770, which was 0 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 1 Apr MCX was trading at 5227.90. The strike last trading price was 770, which was 0 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 28 Mar MCX was trading at 5311.75. The strike last trading price was 770, which was 0 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 27 Mar MCX was trading at 5245.85. The strike last trading price was 770, which was 0 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 26 Mar MCX was trading at 5141.90. The strike last trading price was 770, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 25 Mar MCX was trading at 5156.15. The strike last trading price was 770, which was -69.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar MCX was trading at 5392.90. The strike last trading price was 839.65, 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 Mar MCX was trading at 5464.10. The strike last trading price was 839.65, 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 Mar MCX was trading at 5384.10. The strike last trading price was 839.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
