MCX
Multi Commodity Exchange
Historical option data for MCX
14 Nov 2024 04:11 PM IST
| MCX 28NOV2024 6200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 4.16
Theta: -5.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 5950.65 | 78.6 | -20.20 | 34.07 | 1,025 | 24 | 308 | |||
| 13 Nov | 5949.15 | 98.8 | -56.20 | 35.38 | 1,273 | 50 | 284.5 | |||
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| 12 Nov | 6104.35 | 155 | -161.80 | 37.82 | 1,033.5 | 155 | 234 | |||
| 11 Nov | 6405.05 | 316.8 | -18.20 | 34.67 | 45.5 | 3.5 | 79.5 | |||
| 8 Nov | 6413.10 | 335 | -24.70 | 35.90 | 34 | -2.5 | 76.5 | |||
| 7 Nov | 6422.60 | 359.7 | -85.50 | 35.36 | 59.5 | 1.5 | 80.5 | |||
| 6 Nov | 6456.75 | 445.2 | -33.15 | 43.26 | 28 | -0.5 | 78.5 | |||
| 5 Nov | 6538.80 | 478.35 | 19.10 | 44.88 | 834 | 33 | 77.5 | |||
| 4 Nov | 6457.25 | 459.25 | -77.05 | 44.72 | 150 | 24.5 | 44 | |||
| 1 Nov | 6489.35 | 536.3 | -9.70 | 50.70 | 1.5 | 1 | 19 | |||
| 31 Oct | 6515.90 | 546 | 31.05 | - | 10 | -2 | 16 | |||
| 30 Oct | 6390.35 | 514.95 | -295.25 | - | 40 | 13 | 17 | |||
| 29 Oct | 6824.75 | 810.2 | 223.05 | - | 7 | 3 | 4 | |||
| 28 Oct | 6565.40 | 587.15 | 253.15 | - | 2 | 2 | 2 | |||
| 25 Oct | 6487.55 | 334 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6649.30 | 334 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6686.05 | 334 | 0.00 | - | 0 | 1 | 0 | |||
| 22 Oct | 6431.05 | 334 | -74.95 | - | 1 | 0 | 1 | |||
| 21 Oct | 6629.00 | 408.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 6561.15 | 408.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 6341.45 | 408.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 6428.30 | 408.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 6511.00 | 408.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 6504.50 | 408.95 | 0.00 | - | 0 | 0 | 1 | |||
| 11 Oct | 6410.55 | 408.95 | 241.90 | - | 2 | 1 | 1 | |||
| 10 Oct | 6193.15 | 167.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 5879.35 | 167.05 | 167.05 | - | 0 | 0 | 0 | |||
| 19 Sept | 5722.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 5807.10 | 0 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 6200 expiring on 28NOV2024
Delta for 6200 CE is 0.32
Historical price for 6200 CE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 78.6, which was -20.20 lower than the previous day. The implied volatity was 34.07, the open interest changed by 48 which increased total open position to 616
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 98.8, which was -56.20 lower than the previous day. The implied volatity was 35.38, the open interest changed by 100 which increased total open position to 569
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 155, which was -161.80 lower than the previous day. The implied volatity was 37.82, the open interest changed by 310 which increased total open position to 468
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 316.8, which was -18.20 lower than the previous day. The implied volatity was 34.67, the open interest changed by 7 which increased total open position to 159
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 335, which was -24.70 lower than the previous day. The implied volatity was 35.90, the open interest changed by -5 which decreased total open position to 153
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 359.7, which was -85.50 lower than the previous day. The implied volatity was 35.36, the open interest changed by 3 which increased total open position to 161
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 445.2, which was -33.15 lower than the previous day. The implied volatity was 43.26, the open interest changed by -1 which decreased total open position to 157
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 478.35, which was 19.10 higher than the previous day. The implied volatity was 44.88, the open interest changed by 66 which increased total open position to 155
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 459.25, which was -77.05 lower than the previous day. The implied volatity was 44.72, the open interest changed by 49 which increased total open position to 88
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 536.3, which was -9.70 lower than the previous day. The implied volatity was 50.70, the open interest changed by 2 which increased total open position to 38
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 546, which was 31.05 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 514.95, which was -295.25 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 810.2, which was 223.05 higher 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 587.15, which was 253.15 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 334, 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 24 Oct MCX was trading at 6649.30. The strike last trading price was 334, 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 334, 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 334, which was -74.95 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 408.95, 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 408.95, 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 408.95, 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 408.95, 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 408.95, 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 408.95, 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 408.95, which was 241.90 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 167.05, 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 24 Sept MCX was trading at 5879.35. The strike last trading price was 167.05, which was 167.05 higher 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 28NOV2024 6200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 4.16
Theta: -3.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 5950.65 | 287.05 | 2.60 | 34.29 | 122.5 | -3.5 | 313.5 |
| 13 Nov | 5949.15 | 284.45 | 47.90 | 36.71 | 680.5 | -39.5 | 325 |
| 12 Nov | 6104.35 | 236.55 | 116.35 | 37.55 | 1,524 | 11.5 | 368 |
| 11 Nov | 6405.05 | 120.2 | -16.50 | 39.20 | 235 | -60.5 | 357 |
| 8 Nov | 6413.10 | 136.7 | -4.30 | 38.98 | 337.5 | 5.5 | 404 |
| 7 Nov | 6422.60 | 141 | -6.70 | 40.82 | 474 | 0.5 | 398.5 |
| 6 Nov | 6456.75 | 147.7 | -24.30 | 44.11 | 331 | 15.5 | 398 |
| 5 Nov | 6538.80 | 172 | -46.00 | 49.09 | 2,432.5 | 109 | 387.5 |
| 4 Nov | 6457.25 | 218 | -44.65 | 53.49 | 803.5 | 53.5 | 279.5 |
| 1 Nov | 6489.35 | 262.65 | 37.15 | 59.71 | 46 | -7.5 | 223.5 |
| 31 Oct | 6515.90 | 225.5 | -69.50 | - | 222 | 41 | 231 |
| 30 Oct | 6390.35 | 295 | 155.00 | - | 651 | 15 | 192 |
| 29 Oct | 6824.75 | 140 | -70.55 | - | 147 | 18 | 169 |
| 28 Oct | 6565.40 | 210.55 | -25.10 | - | 225 | 132 | 150 |
| 25 Oct | 6487.55 | 235.65 | 98.40 | - | 13 | 8 | 18 |
| 24 Oct | 6649.30 | 137.25 | 0.00 | - | 0 | 10 | 0 |
| 23 Oct | 6686.05 | 137.25 | -1113.55 | - | 22 | 11 | 11 |
| 22 Oct | 6431.05 | 1250.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 6629.00 | 1250.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6561.15 | 1250.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 6341.45 | 1250.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 6428.30 | 1250.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 6511.00 | 1250.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 6504.50 | 1250.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 6410.55 | 1250.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 6193.15 | 1250.8 | 1250.80 | - | 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 | 0 | 0 | |
For Multi Commodity Exchange - strike price 6200 expiring on 28NOV2024
Delta for 6200 PE is -0.68
Historical price for 6200 PE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 287.05, which was 2.60 higher than the previous day. The implied volatity was 34.29, the open interest changed by -7 which decreased total open position to 627
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 284.45, which was 47.90 higher than the previous day. The implied volatity was 36.71, the open interest changed by -79 which decreased total open position to 650
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 236.55, which was 116.35 higher than the previous day. The implied volatity was 37.55, the open interest changed by 23 which increased total open position to 736
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 120.2, which was -16.50 lower than the previous day. The implied volatity was 39.20, the open interest changed by -121 which decreased total open position to 714
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 136.7, which was -4.30 lower than the previous day. The implied volatity was 38.98, the open interest changed by 11 which increased total open position to 808
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 141, which was -6.70 lower than the previous day. The implied volatity was 40.82, the open interest changed by 1 which increased total open position to 797
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 147.7, which was -24.30 lower than the previous day. The implied volatity was 44.11, the open interest changed by 31 which increased total open position to 796
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 172, which was -46.00 lower than the previous day. The implied volatity was 49.09, the open interest changed by 218 which increased total open position to 775
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 218, which was -44.65 lower than the previous day. The implied volatity was 53.49, the open interest changed by 107 which increased total open position to 559
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 262.65, which was 37.15 higher than the previous day. The implied volatity was 59.71, the open interest changed by -15 which decreased total open position to 447
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 225.5, which was -69.50 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 295, which was 155.00 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 140, which was -70.55 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 210.55, which was -25.10 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 235.65, which was 98.40 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 137.25, 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 137.25, which was -1113.55 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 1250.8, 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 21 Oct MCX was trading at 6629.00. The strike last trading price was 1250.8, 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 18 Oct MCX was trading at 6561.15. The strike last trading price was 1250.8, 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 17 Oct MCX was trading at 6341.45. The strike last trading price was 1250.8, 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 16 Oct MCX was trading at 6428.30. The strike last trading price was 1250.8, 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 15 Oct MCX was trading at 6511.00. The strike last trading price was 1250.8, 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 14 Oct MCX was trading at 6504.50. The strike last trading price was 1250.8, 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 11 Oct MCX was trading at 6410.55. The strike last trading price was 1250.8, 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 10 Oct MCX was trading at 6193.15. The strike last trading price was 1250.8, which was 1250.80 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
