MCX
Multi Commodity Exchange
Historical option data for MCX
03 Dec 2024 04:11 PM IST
| MCX 26DEC2024 6100 CE | ||||||||||
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Delta: 0.64
Vega: 5.83
Theta: -5.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.64
Historical price for 6100 CE is as follows
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: -0.37
Vega: 5.89
Theta: -3.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.37
Historical price for 6100 PE is as follows
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
