MCX
Multi Commodity Exchange
Historical option data for MCX
21 Nov 2024 04:11 PM IST
| MCX 28NOV2024 6400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.29
Vega: 2.91
Theta: -8.27
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6166.50 | 55.65 | 19.15 | 37.48 | 1,716.5 | 42 | 548.5 | |||
| 20 Nov | 6106.35 | 36.5 | 0.00 | 37.28 | 1,009.5 | -42 | 507 | |||
| 19 Nov | 6106.35 | 36.5 | 14.95 | 37.28 | 1,009.5 | -41.5 | 507 | |||
| 18 Nov | 5909.30 | 21.55 | -18.80 | 39.44 | 851 | -14 | 546 | |||
| 14 Nov | 5950.65 | 40.35 | -12.50 | 35.82 | 809.5 | 41.5 | 561.5 | |||
| 13 Nov | 5949.15 | 52.85 | -37.15 | 36.66 | 939 | 12.5 | 521 | |||
| 12 Nov | 6104.35 | 90 | -115.60 | 38.48 | 1,754.5 | 117.5 | 509.5 | |||
| 11 Nov | 6405.05 | 205.6 | -10.60 | 35.61 | 521 | -8 | 393 | |||
| 8 Nov | 6413.10 | 216.2 | -33.80 | 34.97 | 783 | -28 | 402 | |||
| 7 Nov | 6422.60 | 250 | -70.00 | 36.70 | 930 | 97 | 430.5 | |||
| 6 Nov | 6456.75 | 320 | -23.00 | 42.22 | 571 | 18.5 | 335 | |||
| 5 Nov | 6538.80 | 343 | 13.00 | 42.45 | 2,793.5 | -1 | 320 | |||
| 4 Nov | 6457.25 | 330 | -41.00 | 42.66 | 1,388 | 90.5 | 322.5 | |||
| 1 Nov | 6489.35 | 371 | -54.95 | 43.02 | 28.5 | -4 | 232 | |||
| 31 Oct | 6515.90 | 425.95 | 18.15 | - | 701 | 33 | 235 | |||
| 30 Oct | 6390.35 | 407.8 | -272.20 | - | 659 | 109 | 201 | |||
|
|
||||||||||
| 29 Oct | 6824.75 | 680 | 182.00 | - | 103 | 23 | 90 | |||
| 28 Oct | 6565.40 | 498 | 47.00 | - | 131 | 36 | 68 | |||
| 25 Oct | 6487.55 | 451 | -39.75 | - | 39 | 18 | 32 | |||
| 24 Oct | 6649.30 | 490.75 | -69.25 | - | 5 | 1 | 14 | |||
| 23 Oct | 6686.05 | 560 | 173.75 | - | 4 | 0 | 13 | |||
| 22 Oct | 6431.05 | 386.25 | -124.75 | - | 1 | 0 | 12 | |||
| 21 Oct | 6629.00 | 511 | 93.35 | - | 13 | 3 | 13 | |||
| 18 Oct | 6561.15 | 417.65 | 64.65 | - | 2 | 0 | 9 | |||
| 17 Oct | 6341.45 | 353 | -77.00 | - | 9 | 3 | 8 | |||
| 16 Oct | 6428.30 | 430 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 6511.00 | 430 | 0.00 | - | 1 | 0 | 5 | |||
| 14 Oct | 6504.50 | 430 | 295.15 | - | 5 | 1 | 1 | |||
| 11 Oct | 6410.55 | 134.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 6193.15 | 134.85 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 6400 expiring on 28NOV2024
Delta for 6400 CE is 0.29
Historical price for 6400 CE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 55.65, which was 19.15 higher than the previous day. The implied volatity was 37.48, the open interest changed by 84 which increased total open position to 1097
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 36.5, which was 0.00 lower than the previous day. The implied volatity was 37.28, the open interest changed by -84 which decreased total open position to 1014
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 36.5, which was 14.95 higher than the previous day. The implied volatity was 37.28, the open interest changed by -83 which decreased total open position to 1014
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 21.55, which was -18.80 lower than the previous day. The implied volatity was 39.44, the open interest changed by -28 which decreased total open position to 1092
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 40.35, which was -12.50 lower than the previous day. The implied volatity was 35.82, the open interest changed by 83 which increased total open position to 1123
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 52.85, which was -37.15 lower than the previous day. The implied volatity was 36.66, the open interest changed by 25 which increased total open position to 1042
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 90, which was -115.60 lower than the previous day. The implied volatity was 38.48, the open interest changed by 235 which increased total open position to 1019
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 205.6, which was -10.60 lower than the previous day. The implied volatity was 35.61, the open interest changed by -16 which decreased total open position to 786
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 216.2, which was -33.80 lower than the previous day. The implied volatity was 34.97, the open interest changed by -56 which decreased total open position to 804
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 250, which was -70.00 lower than the previous day. The implied volatity was 36.70, the open interest changed by 194 which increased total open position to 861
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 320, which was -23.00 lower than the previous day. The implied volatity was 42.22, the open interest changed by 37 which increased total open position to 670
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 343, which was 13.00 higher than the previous day. The implied volatity was 42.45, the open interest changed by -2 which decreased total open position to 640
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 330, which was -41.00 lower than the previous day. The implied volatity was 42.66, the open interest changed by 181 which increased total open position to 645
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 371, which was -54.95 lower than the previous day. The implied volatity was 43.02, the open interest changed by -8 which decreased total open position to 464
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 425.95, which was 18.15 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 407.8, which was -272.20 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 680, which was 182.00 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 498, which was 47.00 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 451, which was -39.75 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 490.75, which was -69.25 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 560, which was 173.75 higher 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 386.25, which was -124.75 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 511, which was 93.35 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 417.65, which was 64.65 higher 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 353, which was -77.00 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 430, 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 430, 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 430, which was 295.15 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 134.85, 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 134.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 28NOV2024 6400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 2.91
Theta: -6.49
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6166.50 | 249.15 | -122.50 | 37.40 | 58 | -12 | 215.5 |
| 20 Nov | 6106.35 | 371.65 | 0.00 | 37.79 | 76 | -4.5 | 227 |
| 19 Nov | 6106.35 | 371.65 | -128.55 | 37.79 | 76 | -5 | 227 |
| 18 Nov | 5909.30 | 500.2 | 48.75 | 33.57 | 40.5 | -13 | 232 |
| 14 Nov | 5950.65 | 451.45 | 17.60 | 37.18 | 29 | -3.5 | 245 |
| 13 Nov | 5949.15 | 433.85 | 58.85 | 37.27 | 84 | -15.5 | 248 |
| 12 Nov | 6104.35 | 375 | 170.00 | 39.16 | 520 | -38.5 | 285 |
| 11 Nov | 6405.05 | 205 | -17.85 | 39.10 | 452.5 | 22.5 | 322 |
| 8 Nov | 6413.10 | 222.85 | -7.95 | 38.80 | 389 | -4.5 | 297.5 |
| 7 Nov | 6422.60 | 230.8 | 14.50 | 41.71 | 531.5 | 10 | 302.5 |
| 6 Nov | 6456.75 | 216.3 | -32.70 | 42.18 | 584.5 | 16.5 | 293.5 |
| 5 Nov | 6538.80 | 249 | -53.00 | 48.17 | 1,022 | -12.5 | 276.5 |
| 4 Nov | 6457.25 | 302 | -48.00 | 53.13 | 901 | 9.5 | 291.5 |
| 1 Nov | 6489.35 | 350 | 45.00 | 59.65 | 88.5 | 6.5 | 278.5 |
| 31 Oct | 6515.90 | 305 | -80.00 | - | 402 | 41 | 268 |
| 30 Oct | 6390.35 | 385 | 187.60 | - | 984 | 84 | 227 |
| 29 Oct | 6824.75 | 197.4 | -78.30 | - | 174 | -9 | 143 |
| 28 Oct | 6565.40 | 275.7 | -41.55 | - | 218 | 82 | 152 |
| 25 Oct | 6487.55 | 317.25 | 57.25 | - | 49 | 5 | 70 |
| 24 Oct | 6649.30 | 260 | 60.00 | - | 15 | 1 | 64 |
| 23 Oct | 6686.05 | 200 | -87.35 | - | 54 | 16 | 61 |
| 22 Oct | 6431.05 | 287.35 | -1127.65 | - | 70 | 45 | 45 |
| 21 Oct | 6629.00 | 1415 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6561.15 | 1415 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 6341.45 | 1415 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 6428.30 | 1415 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 6511.00 | 1415 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 6504.50 | 1415 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 6410.55 | 1415 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 6193.15 | 1415 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 6400 expiring on 28NOV2024
Delta for 6400 PE is -0.72
Historical price for 6400 PE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 249.15, which was -122.50 lower than the previous day. The implied volatity was 37.40, the open interest changed by -24 which decreased total open position to 431
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 371.65, which was 0.00 lower than the previous day. The implied volatity was 37.79, the open interest changed by -9 which decreased total open position to 454
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 371.65, which was -128.55 lower than the previous day. The implied volatity was 37.79, the open interest changed by -10 which decreased total open position to 454
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 500.2, which was 48.75 higher than the previous day. The implied volatity was 33.57, the open interest changed by -26 which decreased total open position to 464
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 451.45, which was 17.60 higher than the previous day. The implied volatity was 37.18, the open interest changed by -7 which decreased total open position to 490
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 433.85, which was 58.85 higher than the previous day. The implied volatity was 37.27, the open interest changed by -31 which decreased total open position to 496
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 375, which was 170.00 higher than the previous day. The implied volatity was 39.16, the open interest changed by -77 which decreased total open position to 570
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 205, which was -17.85 lower than the previous day. The implied volatity was 39.10, the open interest changed by 45 which increased total open position to 644
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 222.85, which was -7.95 lower than the previous day. The implied volatity was 38.80, the open interest changed by -9 which decreased total open position to 595
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 230.8, which was 14.50 higher than the previous day. The implied volatity was 41.71, the open interest changed by 20 which increased total open position to 605
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 216.3, which was -32.70 lower than the previous day. The implied volatity was 42.18, the open interest changed by 33 which increased total open position to 587
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 249, which was -53.00 lower than the previous day. The implied volatity was 48.17, the open interest changed by -25 which decreased total open position to 553
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 302, which was -48.00 lower than the previous day. The implied volatity was 53.13, the open interest changed by 19 which increased total open position to 583
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 350, which was 45.00 higher than the previous day. The implied volatity was 59.65, the open interest changed by 13 which increased total open position to 557
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 305, which was -80.00 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 385, which was 187.60 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 197.4, which was -78.30 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 275.7, which was -41.55 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 317.25, which was 57.25 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 260, which was 60.00 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 200, which was -87.35 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 287.35, which was -1127.65 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 1415, 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 1415, 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 1415, 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 1415, 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 1415, 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 1415, 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 1415, 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 1415, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
