MCX
Multi Commodity Exchange
Historical option data for MCX
21 Nov 2024 04:11 PM IST
| MCX 28NOV2024 6300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 3.29
Theta: -9.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6166.50 | 82.95 | 32.40 | 36.06 | 2,549 | 1.5 | 555.5 | |||
| 20 Nov | 6106.35 | 50.55 | 0.00 | 35.76 | 1,618 | -6 | 554.5 | |||
| 19 Nov | 6106.35 | 50.55 | 20.05 | 35.76 | 1,618 | -5.5 | 554.5 | |||
| 18 Nov | 5909.30 | 30.5 | -25.50 | 37.82 | 1,007.5 | 72 | 559.5 | |||
| 14 Nov | 5950.65 | 56 | -15.00 | 34.80 | 797.5 | 34 | 487.5 | |||
| 13 Nov | 5949.15 | 71 | -47.00 | 35.61 | 901 | 24 | 453.5 | |||
| 12 Nov | 6104.35 | 118 | -139.00 | 37.95 | 1,534 | 133.5 | 426.5 | |||
| 11 Nov | 6405.05 | 257 | -8.80 | 35.14 | 166.5 | 14.5 | 292.5 | |||
| 8 Nov | 6413.10 | 265.8 | -36.20 | 34.35 | 344.5 | -121.5 | 278.5 | |||
| 7 Nov | 6422.60 | 302 | -79.10 | 36.19 | 562 | 55.5 | 400 | |||
| 6 Nov | 6456.75 | 381.1 | -25.90 | 42.95 | 170 | -48 | 345 | |||
| 5 Nov | 6538.80 | 407 | 27.10 | 43.45 | 2,191 | 6 | 393.5 | |||
| 4 Nov | 6457.25 | 379.9 | -49.60 | 41.93 | 741 | 85 | 388.5 | |||
| 1 Nov | 6489.35 | 429.5 | -64.95 | 43.24 | 5 | 1 | 302 | |||
| 31 Oct | 6515.90 | 494.45 | 28.50 | - | 144 | -14 | 300 | |||
| 30 Oct | 6390.35 | 465.95 | -289.80 | - | 380 | 62 | 314 | |||
| 29 Oct | 6824.75 | 755.75 | 189.75 | - | 250 | 226 | 252 | |||
| 28 Oct | 6565.40 | 566 | 78.00 | - | 57 | 1 | 25 | |||
| 25 Oct | 6487.55 | 488 | -31.00 | - | 10 | 0 | 24 | |||
| 24 Oct | 6649.30 | 519 | 33.70 | - | 24 | 21 | 24 | |||
| 23 Oct | 6686.05 | 485.3 | -79.70 | - | 1 | 0 | 3 | |||
| 22 Oct | 6431.05 | 565 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 6629.00 | 565 | 90.00 | - | 2 | 0 | 3 | |||
| 18 Oct | 6561.15 | 475 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 6341.45 | 475 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 6428.30 | 475 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 6511.00 | 475 | 0.00 | - | 0 | 2 | 0 | |||
| 14 Oct | 6504.50 | 475 | 147.00 | - | 3 | 2 | 3 | |||
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| 11 Oct | 6410.55 | 328 | 141.10 | - | 2 | 1 | 1 | |||
| 10 Oct | 6193.15 | 186.9 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 5879.35 | 186.9 | 186.90 | - | 0 | 0 | 0 | |||
| 18 Sept | 5807.10 | 0 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 6300 expiring on 28NOV2024
Delta for 6300 CE is 0.39
Historical price for 6300 CE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 82.95, which was 32.40 higher than the previous day. The implied volatity was 36.06, the open interest changed by 3 which increased total open position to 1111
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 50.55, which was 0.00 lower than the previous day. The implied volatity was 35.76, the open interest changed by -12 which decreased total open position to 1109
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 50.55, which was 20.05 higher than the previous day. The implied volatity was 35.76, the open interest changed by -11 which decreased total open position to 1109
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 30.5, which was -25.50 lower than the previous day. The implied volatity was 37.82, the open interest changed by 144 which increased total open position to 1119
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 56, which was -15.00 lower than the previous day. The implied volatity was 34.80, the open interest changed by 68 which increased total open position to 975
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 71, which was -47.00 lower than the previous day. The implied volatity was 35.61, the open interest changed by 48 which increased total open position to 907
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 118, which was -139.00 lower than the previous day. The implied volatity was 37.95, the open interest changed by 267 which increased total open position to 853
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 257, which was -8.80 lower than the previous day. The implied volatity was 35.14, the open interest changed by 29 which increased total open position to 585
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 265.8, which was -36.20 lower than the previous day. The implied volatity was 34.35, the open interest changed by -243 which decreased total open position to 557
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 302, which was -79.10 lower than the previous day. The implied volatity was 36.19, the open interest changed by 111 which increased total open position to 800
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 381.1, which was -25.90 lower than the previous day. The implied volatity was 42.95, the open interest changed by -96 which decreased total open position to 690
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 407, which was 27.10 higher than the previous day. The implied volatity was 43.45, the open interest changed by 12 which increased total open position to 787
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 379.9, which was -49.60 lower than the previous day. The implied volatity was 41.93, the open interest changed by 170 which increased total open position to 777
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 429.5, which was -64.95 lower than the previous day. The implied volatity was 43.24, the open interest changed by 2 which increased total open position to 604
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 494.45, which was 28.50 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 465.95, which was -289.80 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 755.75, which was 189.75 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 566, which was 78.00 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 488, which was -31.00 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 519, which was 33.70 higher 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 485.3, which was -79.70 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 565, 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 565, which was 90.00 higher 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 475, 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 475, 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 475, 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 475, 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 475, which was 147.00 higher 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 328, which was 141.10 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 186.9, 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 186.9, which was 186.90 higher 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 6300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 3.29
Theta: -7.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6166.50 | 176.25 | -103.75 | 35.87 | 143.5 | 2.5 | 211.5 |
| 20 Nov | 6106.35 | 280 | 0.00 | 32.96 | 87.5 | -17 | 208.5 |
| 19 Nov | 6106.35 | 280 | -123.55 | 32.96 | 87.5 | -17.5 | 208.5 |
| 18 Nov | 5909.30 | 403.55 | 31.40 | 30.30 | 91.5 | -37 | 225 |
| 14 Nov | 5950.65 | 372.15 | 22.65 | 37.22 | 83 | -19 | 262.5 |
| 13 Nov | 5949.15 | 349.5 | 46.70 | 35.43 | 124.5 | -28.5 | 282 |
| 12 Nov | 6104.35 | 302.8 | 142.85 | 38.44 | 1,355.5 | 5 | 311 |
| 11 Nov | 6405.05 | 159.95 | 9.70 | 39.34 | 206.5 | 0 | 305.5 |
| 8 Nov | 6413.10 | 150.25 | -29.70 | 34.36 | 290.5 | -16.5 | 303 |
| 7 Nov | 6422.60 | 179.95 | -2.05 | 40.81 | 701 | 30 | 328.5 |
| 6 Nov | 6456.75 | 182 | -27.50 | 43.57 | 387.5 | 8.5 | 299 |
| 5 Nov | 6538.80 | 209.5 | -45.50 | 49.03 | 1,323 | 11.5 | 290.5 |
| 4 Nov | 6457.25 | 255 | -55.00 | 52.93 | 882.5 | 25.5 | 279 |
| 1 Nov | 6489.35 | 310 | 50.80 | 60.51 | 19.5 | -2.5 | 253.5 |
| 31 Oct | 6515.90 | 259.2 | -85.80 | - | 241 | 9 | 256 |
| 30 Oct | 6390.35 | 345 | 182.20 | - | 673 | 128 | 247 |
| 29 Oct | 6824.75 | 162.8 | -76.45 | - | 165 | 56 | 121 |
| 28 Oct | 6565.40 | 239.25 | -43.65 | - | 89 | 39 | 68 |
| 25 Oct | 6487.55 | 282.9 | 102.30 | - | 41 | 18 | 29 |
| 24 Oct | 6649.30 | 180.6 | 12.30 | - | 8 | -4 | 10 |
| 23 Oct | 6686.05 | 168.3 | -69.70 | - | 18 | 11 | 14 |
| 22 Oct | 6431.05 | 238 | -956.30 | - | 3 | 2 | 2 |
| 21 Oct | 6629.00 | 1194.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6561.15 | 1194.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 6341.45 | 1194.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 6428.30 | 1194.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 6511.00 | 1194.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 6504.50 | 1194.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 6410.55 | 1194.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 6193.15 | 1194.3 | 1194.30 | - | 0 | 0 | 0 |
| 24 Sept | 5879.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 5807.10 | 0 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 6300 expiring on 28NOV2024
Delta for 6300 PE is -0.61
Historical price for 6300 PE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 176.25, which was -103.75 lower than the previous day. The implied volatity was 35.87, the open interest changed by 5 which increased total open position to 423
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 280, which was 0.00 lower than the previous day. The implied volatity was 32.96, the open interest changed by -34 which decreased total open position to 417
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 280, which was -123.55 lower than the previous day. The implied volatity was 32.96, the open interest changed by -35 which decreased total open position to 417
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 403.55, which was 31.40 higher than the previous day. The implied volatity was 30.30, the open interest changed by -74 which decreased total open position to 450
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 372.15, which was 22.65 higher than the previous day. The implied volatity was 37.22, the open interest changed by -38 which decreased total open position to 525
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 349.5, which was 46.70 higher than the previous day. The implied volatity was 35.43, the open interest changed by -57 which decreased total open position to 564
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 302.8, which was 142.85 higher than the previous day. The implied volatity was 38.44, the open interest changed by 10 which increased total open position to 622
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 159.95, which was 9.70 higher than the previous day. The implied volatity was 39.34, the open interest changed by 0 which decreased total open position to 611
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 150.25, which was -29.70 lower than the previous day. The implied volatity was 34.36, the open interest changed by -33 which decreased total open position to 606
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 179.95, which was -2.05 lower than the previous day. The implied volatity was 40.81, the open interest changed by 60 which increased total open position to 657
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 182, which was -27.50 lower than the previous day. The implied volatity was 43.57, the open interest changed by 17 which increased total open position to 598
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 209.5, which was -45.50 lower than the previous day. The implied volatity was 49.03, the open interest changed by 23 which increased total open position to 581
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 255, which was -55.00 lower than the previous day. The implied volatity was 52.93, the open interest changed by 51 which increased total open position to 558
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 310, which was 50.80 higher than the previous day. The implied volatity was 60.51, the open interest changed by -5 which decreased total open position to 507
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 259.2, which was -85.80 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 345, which was 182.20 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 162.8, which was -76.45 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 239.25, which was -43.65 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 282.9, which was 102.30 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 180.6, which was 12.30 higher 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 168.3, which was -69.70 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 238, which was -956.30 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 1194.3, 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 1194.3, 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 1194.3, 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 1194.3, 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 1194.3, 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 1194.3, 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 1194.3, 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 1194.3, which was 1194.30 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 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
