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[--[65.84.65.76]--]
MCX
Multi Commodity Exchange

6397.4 -288.95 (-4.32%)

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Historical option data for MCX

20 Dec 2024 04:11 PM IST
MCX 26DEC2024 6300 CE
Delta: 0.67
Vega: 2.98
Theta: -8.17
Gamma: 0.00
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
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
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