MCX
Multi Commodity Exchange
Historical option data for MCX
26 Dec 2024 04:11 PM IST
| MCX 30JAN2025 6200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 7.28
Theta: -4.42
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6352.65 | 372 | 15.85 | 32.59 | 123 | -29 | 320 | |||
| 24 Dec | 6342.35 | 356.15 | -49.30 | 30.05 | 94 | -31 | 348 | |||
| 23 Dec | 6373.30 | 405.45 | -61.50 | 34.05 | 23 | 6 | 379 | |||
| 20 Dec | 6397.40 | 466.95 | -48.05 | 38.76 | 421 | 377 | 378 | |||
| 19 Dec | 6686.35 | 515 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 6698.00 | 515 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 6750.55 | 515 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 6706.75 | 515 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 6569.35 | 515 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 6674.05 | 515 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 6706.45 | 515 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 6676.10 | 515 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 6849.40 | 515 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Dec | 6920.00 | 515 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 6488.25 | 515 | -330.75 | 27.99 | 1 | 0 | 0 | |||
| 3 Dec | 6216.50 | 845.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 6323.00 | 845.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 6185.35 | 845.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 6103.65 | 845.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 6113.25 | 845.75 | 0.00 | 0.56 | 0 | 0 | 0 | |||
| 26 Nov | 6033.60 | 845.75 | 0.00 | 0.59 | 0 | 0 | 0 | |||
| 25 Nov | 6116.10 | 845.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6196.00 | 845.75 | 845.75 | - | 0 | 0 | 0 | |||
| 21 Nov | 6166.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6106.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6106.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 5909.30 | 0 | 0.00 | 1.67 | 0 | 0 | 0 | |||
| 14 Nov | 5950.65 | 0 | 0.00 | 1.23 | 0 | 0 | 0 | |||
| 13 Nov | 5949.15 | 0 | 0.00 | 1.40 | 0 | 0 | 0 | |||
| 12 Nov | 6104.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 6405.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 6413.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6422.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 6456.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 6538.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6457.25 | 0 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 6200 expiring on 30JAN2025
Delta for 6200 CE is 0.65
Historical price for 6200 CE is as follows
On 26 Dec MCX was trading at 6352.65. The strike last trading price was 372, which was 15.85 higher than the previous day. The implied volatity was 32.59, the open interest changed by -29 which decreased total open position to 320
On 24 Dec MCX was trading at 6342.35. The strike last trading price was 356.15, which was -49.30 lower than the previous day. The implied volatity was 30.05, the open interest changed by -31 which decreased total open position to 348
On 23 Dec MCX was trading at 6373.30. The strike last trading price was 405.45, which was -61.50 lower than the previous day. The implied volatity was 34.05, the open interest changed by 6 which increased total open position to 379
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 466.95, which was -48.05 lower than the previous day. The implied volatity was 38.76, the open interest changed by 377 which increased total open position to 378
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 515, 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 18 Dec MCX was trading at 6698.00. The strike last trading price was 515, 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 17 Dec MCX was trading at 6750.55. The strike last trading price was 515, 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 16 Dec MCX was trading at 6706.75. The strike last trading price was 515, 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 13 Dec MCX was trading at 6569.35. The strike last trading price was 515, 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 12 Dec MCX was trading at 6674.05. The strike last trading price was 515, 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 Dec MCX was trading at 6706.45. The strike last trading price was 515, 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 10 Dec MCX was trading at 6676.10. The strike last trading price was 515, 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 9 Dec MCX was trading at 6849.40. The strike last trading price was 515, 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 6 Dec MCX was trading at 6920.00. The strike last trading price was 515, 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 5 Dec MCX was trading at 6488.25. The strike last trading price was 515, which was -330.75 lower than the previous day. The implied volatity was 27.99, the open interest changed by 0 which decreased total open position to 0
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 845.75, 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 2 Dec MCX was trading at 6323.00. The strike last trading price was 845.75, 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 29 Nov MCX was trading at 6185.35. The strike last trading price was 845.75, 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 28 Nov MCX was trading at 6103.65. The strike last trading price was 845.75, 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 27 Nov MCX was trading at 6113.25. The strike last trading price was 845.75, which was 0.00 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 845.75, which was 0.00 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
On 25 Nov MCX was trading at 6116.10. The strike last trading price was 845.75, 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 22 Nov MCX was trading at 6196.00. The strike last trading price was 845.75, which was 845.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov MCX was trading at 6166.50. 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 0 which decreased total open position to 0
On 20 Nov MCX was trading at 6106.35. 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 0 which decreased total open position to 0
On 19 Nov MCX was trading at 6106.35. 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 0 which decreased total open position to 0
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.67, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.23, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.40, 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 0, 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 0, 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 0, 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 0, 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 6 Nov MCX was trading at 6456.75. 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 0 which decreased total open position to 0
On 5 Nov MCX was trading at 6538.80. 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 0 which decreased total open position to 0
On 4 Nov MCX was trading at 6457.25. 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 30JAN2025 6200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 7.26
Theta: -2.65
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6352.65 | 153.45 | -28.30 | 31.80 | 295 | 41 | 156 |
| 24 Dec | 6342.35 | 181.75 | -15.75 | 34.47 | 253 | 65 | 117 |
| 23 Dec | 6373.30 | 197.5 | -23.55 | 37.23 | 59 | 26 | 52 |
| 20 Dec | 6397.40 | 221.05 | 120.05 | 39.81 | 23 | 12 | 26 |
| 19 Dec | 6686.35 | 101 | -20.00 | 34.01 | 2 | 1 | 14 |
| 18 Dec | 6698.00 | 121 | 4.05 | 37.15 | 1 | 0 | 12 |
| 17 Dec | 6750.55 | 116.95 | 0.00 | 0.00 | 0 | -1 | 0 |
| 16 Dec | 6706.75 | 116.95 | -45.90 | 36.98 | 1 | 0 | 13 |
| 13 Dec | 6569.35 | 162.85 | 7.45 | 37.30 | 8 | -1 | 12 |
| 12 Dec | 6674.05 | 155.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 6706.45 | 155.4 | 0.00 | 0.00 | 0 | 3 | 0 |
| 10 Dec | 6676.10 | 155.4 | 35.40 | 39.28 | 5 | 3 | 13 |
| 9 Dec | 6849.40 | 120 | 17.40 | 39.60 | 10 | 7 | 10 |
| 6 Dec | 6920.00 | 102.6 | -107.40 | 37.22 | 7 | 1 | 2 |
| 5 Dec | 6488.25 | 210 | -94.60 | 38.02 | 1 | 0 | 1 |
| 3 Dec | 6216.50 | 304.6 | -113.75 | 36.82 | 1 | 0 | 0 |
| 2 Dec | 6323.00 | 418.35 | 0.00 | 2.09 | 0 | 0 | 0 |
| 29 Nov | 6185.35 | 418.35 | 0.00 | 1.10 | 0 | 0 | 0 |
| 28 Nov | 6103.65 | 418.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 6113.25 | 418.35 | 0.00 | 0.29 | 0 | 0 | 0 |
| 26 Nov | 6033.60 | 418.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 6116.10 | 418.35 | 0.00 | 0.23 | 0 | 0 | 0 |
| 22 Nov | 6196.00 | 418.35 | 418.35 | 1.08 | 0 | 0 | 0 |
| 21 Nov | 6166.50 | 0 | 0.00 | 0.75 | 0 | 0 | 0 |
| 20 Nov | 6106.35 | 0 | 0.00 | 0.38 | 0 | 0 | 0 |
| 19 Nov | 6106.35 | 0 | 0.00 | 0.38 | 0 | 0 | 0 |
| 18 Nov | 5909.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 5950.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5949.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6104.35 | 0 | 0.00 | 0.67 | 0 | 0 | 0 |
| 11 Nov | 6405.05 | 0 | 0.00 | 2.81 | 0 | 0 | 0 |
| 8 Nov | 6413.10 | 0 | 0.00 | 3.07 | 0 | 0 | 0 |
| 7 Nov | 6422.60 | 0 | 0.00 | 3.06 | 0 | 0 | 0 |
| 6 Nov | 6456.75 | 0 | 0.00 | 3.31 | 0 | 0 | 0 |
| 5 Nov | 6538.80 | 0 | 0.00 | 3.77 | 0 | 0 | 0 |
| 4 Nov | 6457.25 | 0 | 3.21 | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 6200 expiring on 30JAN2025
Delta for 6200 PE is -0.35
Historical price for 6200 PE is as follows
On 26 Dec MCX was trading at 6352.65. The strike last trading price was 153.45, which was -28.30 lower than the previous day. The implied volatity was 31.80, the open interest changed by 41 which increased total open position to 156
On 24 Dec MCX was trading at 6342.35. The strike last trading price was 181.75, which was -15.75 lower than the previous day. The implied volatity was 34.47, the open interest changed by 65 which increased total open position to 117
On 23 Dec MCX was trading at 6373.30. The strike last trading price was 197.5, which was -23.55 lower than the previous day. The implied volatity was 37.23, the open interest changed by 26 which increased total open position to 52
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 221.05, which was 120.05 higher than the previous day. The implied volatity was 39.81, the open interest changed by 12 which increased total open position to 26
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 101, which was -20.00 lower than the previous day. The implied volatity was 34.01, the open interest changed by 1 which increased total open position to 14
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 121, which was 4.05 higher than the previous day. The implied volatity was 37.15, the open interest changed by 0 which decreased total open position to 12
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 116.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 116.95, which was -45.90 lower than the previous day. The implied volatity was 36.98, the open interest changed by 0 which decreased total open position to 13
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 162.85, which was 7.45 higher than the previous day. The implied volatity was 37.30, the open interest changed by -1 which decreased total open position to 12
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 155.4, 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 Dec MCX was trading at 6706.45. The strike last trading price was 155.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 155.4, which was 35.40 higher than the previous day. The implied volatity was 39.28, the open interest changed by 3 which increased total open position to 13
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 120, which was 17.40 higher than the previous day. The implied volatity was 39.60, the open interest changed by 7 which increased total open position to 10
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 102.6, which was -107.40 lower than the previous day. The implied volatity was 37.22, the open interest changed by 1 which increased total open position to 2
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 210, which was -94.60 lower than the previous day. The implied volatity was 38.02, the open interest changed by 0 which decreased total open position to 1
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 304.6, which was -113.75 lower than the previous day. The implied volatity was 36.82, the open interest changed by 0 which decreased total open position to 0
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 418.35, which was 0.00 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 418.35, which was 0.00 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 418.35, 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 27 Nov MCX was trading at 6113.25. The strike last trading price was 418.35, which was 0.00 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 418.35, 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 25 Nov MCX was trading at 6116.10. The strike last trading price was 418.35, which was 0.00 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 22 Nov MCX was trading at 6196.00. The strike last trading price was 418.35, which was 418.35 higher than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MCX was trading at 5909.30. 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 0 which decreased total open position to 0
On 14 Nov MCX was trading at 5950.65. 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 0 which decreased total open position to 0
On 13 Nov MCX was trading at 5949.15. 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 0 which decreased total open position to 0
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 0, 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 11 Nov MCX was trading at 6405.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.81, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.07, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.31, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.77, 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 0, which was lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0
