MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
| MCX 26DEC2024 6300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 2.98
Theta: -8.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6397.40 | 147.45 | -286.10 | 28.39 | 160 | -26 | 270 | |||
| 19 Dec | 6686.35 | 433.55 | -5.45 | 53.12 | 18 | 1 | 297 | |||
| 18 Dec | 6698.00 | 439 | -51.00 | 46.10 | 27 | -13 | 296 | |||
| 17 Dec | 6750.55 | 490 | 27.00 | 40.10 | 16 | 2 | 309 | |||
| 16 Dec | 6706.75 | 463 | 118.05 | 38.15 | 143 | -25 | 307 | |||
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| 13 Dec | 6569.35 | 344.95 | -105.90 | 35.38 | 189 | 38 | 332 | |||
| 12 Dec | 6674.05 | 450.85 | -35.65 | 35.89 | 9 | -2 | 295 | |||
| 11 Dec | 6706.45 | 486.5 | 18.55 | 38.75 | 38 | 4 | 300 | |||
| 10 Dec | 6676.10 | 467.95 | -137.55 | 35.80 | 100 | 9 | 295 | |||
| 9 Dec | 6849.40 | 605.5 | -80.10 | 24.71 | 86 | -6 | 288 | |||
| 6 Dec | 6920.00 | 685.6 | 378.30 | 39.82 | 894 | -140 | 298 | |||
| 5 Dec | 6488.25 | 307.3 | 87.30 | 26.93 | 3,128 | -503 | 448 | |||
| 4 Dec | 6315.75 | 220 | 35.00 | 31.50 | 2,556 | 33 | 947 | |||
| 3 Dec | 6216.50 | 185 | -69.30 | 32.36 | 2,807 | 225 | 914 | |||
| 2 Dec | 6323.00 | 254.3 | 52.35 | 35.44 | 4,295 | 312 | 677 | |||
| 29 Nov | 6185.35 | 201.95 | 19.85 | 33.72 | 1,313 | 165 | 357 | |||
| 28 Nov | 6103.65 | 182.1 | -6.05 | 37.40 | 562 | 42 | 191 | |||
| 27 Nov | 6113.25 | 188.15 | 1.50 | 35.78 | 336 | 12 | 150 | |||
| 26 Nov | 6033.60 | 186.65 | -20.35 | 39.06 | 177 | 31 | 139 | |||
| 25 Nov | 6116.10 | 207 | -46.95 | 37.59 | 179 | 69 | 109 | |||
| 22 Nov | 6196.00 | 253.95 | 5.95 | 37.44 | 57 | 28 | 68 | |||
| 21 Nov | 6166.50 | 248 | 36.00 | 35.21 | 51 | 21 | 40 | |||
| 20 Nov | 6106.35 | 212 | 0.00 | 38.14 | 3 | 0 | 20 | |||
| 19 Nov | 6106.35 | 212 | 77.30 | 38.14 | 3 | 1 | 20 | |||
| 18 Nov | 5909.30 | 134.7 | -29.10 | 34.55 | 3 | 0 | 18 | |||
| 14 Nov | 5950.65 | 163.8 | -21.20 | 33.24 | 17 | 11 | 18 | |||
| 13 Nov | 5949.15 | 185 | -54.30 | 34.19 | 9 | 3 | 6 | |||
| 12 Nov | 6104.35 | 239.3 | -400.15 | 35.41 | 3 | 2 | 2 | |||
| 11 Nov | 6405.05 | 639.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 6413.10 | 639.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6422.60 | 639.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 6538.80 | 639.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6457.25 | 639.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 6489.35 | 639.45 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 6300 expiring on 26DEC2024
Delta for 6300 CE is 0.67
Historical price for 6300 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 147.45, which was -286.10 lower than the previous day. The implied volatity was 28.39, the open interest changed by -26 which decreased total open position to 270
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 433.55, which was -5.45 lower than the previous day. The implied volatity was 53.12, the open interest changed by 1 which increased total open position to 297
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 439, which was -51.00 lower than the previous day. The implied volatity was 46.10, the open interest changed by -13 which decreased total open position to 296
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 490, which was 27.00 higher than the previous day. The implied volatity was 40.10, the open interest changed by 2 which increased total open position to 309
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 463, which was 118.05 higher than the previous day. The implied volatity was 38.15, the open interest changed by -25 which decreased total open position to 307
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 344.95, which was -105.90 lower than the previous day. The implied volatity was 35.38, the open interest changed by 38 which increased total open position to 332
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 450.85, which was -35.65 lower than the previous day. The implied volatity was 35.89, the open interest changed by -2 which decreased total open position to 295
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 486.5, which was 18.55 higher than the previous day. The implied volatity was 38.75, the open interest changed by 4 which increased total open position to 300
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 467.95, which was -137.55 lower than the previous day. The implied volatity was 35.80, the open interest changed by 9 which increased total open position to 295
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 605.5, which was -80.10 lower than the previous day. The implied volatity was 24.71, the open interest changed by -6 which decreased total open position to 288
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 685.6, which was 378.30 higher than the previous day. The implied volatity was 39.82, the open interest changed by -140 which decreased total open position to 298
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 307.3, which was 87.30 higher than the previous day. The implied volatity was 26.93, the open interest changed by -503 which decreased total open position to 448
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 220, which was 35.00 higher than the previous day. The implied volatity was 31.50, the open interest changed by 33 which increased total open position to 947
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 185, which was -69.30 lower than the previous day. The implied volatity was 32.36, the open interest changed by 225 which increased total open position to 914
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 254.3, which was 52.35 higher than the previous day. The implied volatity was 35.44, the open interest changed by 312 which increased total open position to 677
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 201.95, which was 19.85 higher than the previous day. The implied volatity was 33.72, the open interest changed by 165 which increased total open position to 357
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 182.1, which was -6.05 lower than the previous day. The implied volatity was 37.40, the open interest changed by 42 which increased total open position to 191
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 188.15, which was 1.50 higher than the previous day. The implied volatity was 35.78, the open interest changed by 12 which increased total open position to 150
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 186.65, which was -20.35 lower than the previous day. The implied volatity was 39.06, the open interest changed by 31 which increased total open position to 139
On 25 Nov MCX was trading at 6116.10. The strike last trading price was 207, which was -46.95 lower than the previous day. The implied volatity was 37.59, the open interest changed by 69 which increased total open position to 109
On 22 Nov MCX was trading at 6196.00. The strike last trading price was 253.95, which was 5.95 higher than the previous day. The implied volatity was 37.44, the open interest changed by 28 which increased total open position to 68
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 248, which was 36.00 higher than the previous day. The implied volatity was 35.21, the open interest changed by 21 which increased total open position to 40
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 212, which was 0.00 lower than the previous day. The implied volatity was 38.14, the open interest changed by 0 which decreased total open position to 20
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 212, which was 77.30 higher than the previous day. The implied volatity was 38.14, the open interest changed by 1 which increased total open position to 20
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 134.7, which was -29.10 lower than the previous day. The implied volatity was 34.55, the open interest changed by 0 which decreased total open position to 18
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 163.8, which was -21.20 lower than the previous day. The implied volatity was 33.24, the open interest changed by 11 which increased total open position to 18
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 185, which was -54.30 lower than the previous day. The implied volatity was 34.19, the open interest changed by 3 which increased total open position to 6
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 239.3, which was -400.15 lower than the previous day. The implied volatity was 35.41, the open interest changed by 2 which increased total open position to 2
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 639.45, 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 639.45, 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 639.45, 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 639.45, 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 639.45, 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 1 Nov MCX was trading at 6489.35. The strike last trading price was 639.45, 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 6300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 3.06
Theta: -8.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6397.40 | 70.55 | 46.20 | 34.50 | 2,776 | -79 | 458 |
| 19 Dec | 6686.35 | 24.35 | -6.60 | 38.52 | 1,322 | -49 | 538 |
| 18 Dec | 6698.00 | 30.95 | 6.75 | 40.24 | 1,077 | -92 | 587 |
| 17 Dec | 6750.55 | 24.2 | -9.10 | 39.02 | 894 | -114 | 679 |
| 16 Dec | 6706.75 | 33.3 | -22.35 | 39.14 | 722 | 45 | 794 |
| 13 Dec | 6569.35 | 55.65 | 11.55 | 32.54 | 2,142 | -220 | 742 |
| 12 Dec | 6674.05 | 44.1 | -5.90 | 35.12 | 1,419 | 122 | 961 |
| 11 Dec | 6706.45 | 50 | -13.70 | 36.91 | 558 | 61 | 837 |
| 10 Dec | 6676.10 | 63.7 | 15.55 | 38.60 | 1,546 | 58 | 788 |
| 9 Dec | 6849.40 | 48.15 | 0.45 | 41.78 | 938 | 123 | 732 |
| 6 Dec | 6920.00 | 47.7 | -77.30 | 39.97 | 3,405 | 138 | 617 |
| 5 Dec | 6488.25 | 125 | -72.15 | 36.50 | 1,501 | 122 | 477 |
| 4 Dec | 6315.75 | 197.15 | -46.55 | 35.95 | 419 | 55 | 354 |
| 3 Dec | 6216.50 | 243.7 | 43.70 | 35.68 | 1,412 | -49 | 301 |
| 2 Dec | 6323.00 | 200 | -46.55 | 34.97 | 1,115 | 222 | 350 |
| 29 Nov | 6185.35 | 246.55 | -86.85 | 32.38 | 115 | 55 | 128 |
| 28 Nov | 6103.65 | 333.4 | 5.40 | 35.80 | 26 | 9 | 73 |
| 27 Nov | 6113.25 | 328 | -16.00 | 36.90 | 16 | 5 | 63 |
| 26 Nov | 6033.60 | 344 | -6.00 | 32.91 | 13 | 4 | 56 |
| 25 Nov | 6116.10 | 350 | 38.00 | 38.48 | 76 | 51 | 52 |
| 22 Nov | 6196.00 | 312 | -148.00 | 37.16 | 12 | 10 | 11 |
| 21 Nov | 6166.50 | 460 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 6106.35 | 460 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 6106.35 | 460 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 5909.30 | 460 | 0.00 | 0.00 | 0 | 1 | 0 |
| 14 Nov | 5950.65 | 460 | 106.40 | 38.02 | 2 | 1 | 1 |
| 13 Nov | 5949.15 | 353.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6104.35 | 353.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 6405.05 | 353.6 | 0.00 | 2.00 | 0 | 0 | 0 |
| 8 Nov | 6413.10 | 353.6 | 0.00 | 1.90 | 0 | 0 | 0 |
| 7 Nov | 6422.60 | 353.6 | 0.00 | 2.25 | 0 | 0 | 0 |
| 5 Nov | 6538.80 | 353.6 | 0.00 | 2.89 | 0 | 0 | 0 |
| 4 Nov | 6457.25 | 353.6 | 0.00 | 2.53 | 0 | 0 | 0 |
| 1 Nov | 6489.35 | 353.6 | 2.73 | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 6300 expiring on 26DEC2024
Delta for 6300 PE is -0.36
Historical price for 6300 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 70.55, which was 46.20 higher than the previous day. The implied volatity was 34.50, the open interest changed by -79 which decreased total open position to 458
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 24.35, which was -6.60 lower than the previous day. The implied volatity was 38.52, the open interest changed by -49 which decreased total open position to 538
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 30.95, which was 6.75 higher than the previous day. The implied volatity was 40.24, the open interest changed by -92 which decreased total open position to 587
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 24.2, which was -9.10 lower than the previous day. The implied volatity was 39.02, the open interest changed by -114 which decreased total open position to 679
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 33.3, which was -22.35 lower than the previous day. The implied volatity was 39.14, the open interest changed by 45 which increased total open position to 794
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 55.65, which was 11.55 higher than the previous day. The implied volatity was 32.54, the open interest changed by -220 which decreased total open position to 742
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 44.1, which was -5.90 lower than the previous day. The implied volatity was 35.12, the open interest changed by 122 which increased total open position to 961
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 50, which was -13.70 lower than the previous day. The implied volatity was 36.91, the open interest changed by 61 which increased total open position to 837
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 63.7, which was 15.55 higher than the previous day. The implied volatity was 38.60, the open interest changed by 58 which increased total open position to 788
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 48.15, which was 0.45 higher than the previous day. The implied volatity was 41.78, the open interest changed by 123 which increased total open position to 732
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 47.7, which was -77.30 lower than the previous day. The implied volatity was 39.97, the open interest changed by 138 which increased total open position to 617
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 125, which was -72.15 lower than the previous day. The implied volatity was 36.50, the open interest changed by 122 which increased total open position to 477
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 197.15, which was -46.55 lower than the previous day. The implied volatity was 35.95, the open interest changed by 55 which increased total open position to 354
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 243.7, which was 43.70 higher than the previous day. The implied volatity was 35.68, the open interest changed by -49 which decreased total open position to 301
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 200, which was -46.55 lower than the previous day. The implied volatity was 34.97, the open interest changed by 222 which increased total open position to 350
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 246.55, which was -86.85 lower than the previous day. The implied volatity was 32.38, the open interest changed by 55 which increased total open position to 128
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 333.4, which was 5.40 higher than the previous day. The implied volatity was 35.80, the open interest changed by 9 which increased total open position to 73
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 328, which was -16.00 lower than the previous day. The implied volatity was 36.90, the open interest changed by 5 which increased total open position to 63
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 344, which was -6.00 lower than the previous day. The implied volatity was 32.91, the open interest changed by 4 which increased total open position to 56
On 25 Nov MCX was trading at 6116.10. The strike last trading price was 350, which was 38.00 higher than the previous day. The implied volatity was 38.48, the open interest changed by 51 which increased total open position to 52
On 22 Nov MCX was trading at 6196.00. The strike last trading price was 312, which was -148.00 lower than the previous day. The implied volatity was 37.16, the open interest changed by 10 which increased total open position to 11
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 460, 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 20 Nov MCX was trading at 6106.35. The strike last trading price was 460, 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 19 Nov MCX was trading at 6106.35. The strike last trading price was 460, 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 Nov MCX was trading at 5909.30. The strike last trading price was 460, 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 14 Nov MCX was trading at 5950.65. The strike last trading price was 460, which was 106.40 higher than the previous day. The implied volatity was 38.02, the open interest changed by 1 which increased total open position to 1
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 353.6, 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 353.6, 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 353.6, which was 0.00 lower than the previous day. The implied volatity was 2.00, 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 353.6, which was 0.00 lower than the previous day. The implied volatity was 1.90, 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 353.6, which was 0.00 lower than the previous day. The implied volatity was 2.25, 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 353.6, which was 0.00 lower than the previous day. The implied volatity was 2.89, 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 353.6, which was 0.00 lower than the previous day. The implied volatity was 2.53, 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 353.6, which was lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0
