MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
| MCX 26DEC2024 6500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.33
Vega: 2.98
Theta: -7.58
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6397.40 | 50 | -188.80 | 28.25 | 2,956 | 262 | 801 | |||
| 19 Dec | 6686.35 | 238.8 | -11.05 | 36.64 | 488 | -76 | 540 | |||
| 18 Dec | 6698.00 | 249.85 | -59.55 | 33.54 | 234 | -26 | 616 | |||
| 17 Dec | 6750.55 | 309.4 | 8.35 | 33.64 | 219 | -29 | 642 | |||
| 16 Dec | 6706.75 | 301.05 | 96.05 | 36.31 | 1,633 | -104 | 671 | |||
| 13 Dec | 6569.35 | 205 | -96.45 | 33.10 | 3,619 | 245 | 776 | |||
| 12 Dec | 6674.05 | 301.45 | -32.55 | 35.20 | 348 | -55 | 529 | |||
| 11 Dec | 6706.45 | 334 | 12.25 | 37.10 | 300 | -79 | 584 | |||
| 10 Dec | 6676.10 | 321.75 | -135.65 | 35.51 | 311 | 4 | 667 | |||
| 9 Dec | 6849.40 | 457.4 | -65.20 | 34.06 | 274 | -3 | 662 | |||
| 6 Dec | 6920.00 | 522.6 | 294.60 | 38.79 | 6,250 | -694 | 666 | |||
|
|
||||||||||
| 5 Dec | 6488.25 | 228 | 95.60 | 33.86 | 10,221 | 244 | 1,374 | |||
| 4 Dec | 6315.75 | 132.4 | 19.90 | 31.65 | 1,564 | -157 | 1,135 | |||
| 3 Dec | 6216.50 | 112.5 | -50.95 | 33.23 | 2,411 | 137 | 1,294 | |||
| 2 Dec | 6323.00 | 163.45 | 36.45 | 35.18 | 4,536 | 116 | 1,094 | |||
| 29 Nov | 6185.35 | 127 | 20.00 | 33.75 | 2,985 | 126 | 973 | |||
| 28 Nov | 6103.65 | 107 | -12.80 | 35.59 | 1,198 | 4 | 847 | |||
| 27 Nov | 6113.25 | 119.8 | -2.20 | 35.59 | 1,455 | 380 | 841 | |||
| 26 Nov | 6033.60 | 122 | -14.05 | 38.69 | 521 | 162 | 461 | |||
| 25 Nov | 6116.10 | 136.05 | -32.10 | 37.20 | 280 | 160 | 300 | |||
| 22 Nov | 6196.00 | 168.15 | -2.80 | 36.26 | 89 | 43 | 183 | |||
| 21 Nov | 6166.50 | 170.95 | 34.10 | 35.39 | 110 | 35 | 140 | |||
| 20 Nov | 6106.35 | 136.85 | 0.00 | 36.68 | 102 | 39 | 98 | |||
| 19 Nov | 6106.35 | 136.85 | 48.80 | 36.68 | 102 | 32 | 98 | |||
| 18 Nov | 5909.30 | 88.05 | -22.25 | 35.12 | 47 | 8 | 66 | |||
| 14 Nov | 5950.65 | 110.3 | -6.40 | 33.63 | 39 | 16 | 57 | |||
| 13 Nov | 5949.15 | 116.7 | -53.55 | 33.03 | 19 | 2 | 40 | |||
| 12 Nov | 6104.35 | 170.25 | -128.85 | 35.61 | 12 | 3 | 37 | |||
| 11 Nov | 6405.05 | 299.1 | 8.65 | 34.80 | 6 | 0 | 33 | |||
| 8 Nov | 6413.10 | 290.45 | -34.55 | 33.20 | 38 | 32 | 33 | |||
| 7 Nov | 6422.60 | 325 | -210.95 | 35.26 | 1 | 0 | 0 | |||
| 4 Nov | 6457.25 | 535.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 6489.35 | 535.95 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 6500 expiring on 26DEC2024
Delta for 6500 CE is 0.33
Historical price for 6500 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 50, which was -188.80 lower than the previous day. The implied volatity was 28.25, the open interest changed by 262 which increased total open position to 801
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 238.8, which was -11.05 lower than the previous day. The implied volatity was 36.64, the open interest changed by -76 which decreased total open position to 540
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 249.85, which was -59.55 lower than the previous day. The implied volatity was 33.54, the open interest changed by -26 which decreased total open position to 616
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 309.4, which was 8.35 higher than the previous day. The implied volatity was 33.64, the open interest changed by -29 which decreased total open position to 642
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 301.05, which was 96.05 higher than the previous day. The implied volatity was 36.31, the open interest changed by -104 which decreased total open position to 671
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 205, which was -96.45 lower than the previous day. The implied volatity was 33.10, the open interest changed by 245 which increased total open position to 776
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 301.45, which was -32.55 lower than the previous day. The implied volatity was 35.20, the open interest changed by -55 which decreased total open position to 529
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 334, which was 12.25 higher than the previous day. The implied volatity was 37.10, the open interest changed by -79 which decreased total open position to 584
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 321.75, which was -135.65 lower than the previous day. The implied volatity was 35.51, the open interest changed by 4 which increased total open position to 667
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 457.4, which was -65.20 lower than the previous day. The implied volatity was 34.06, the open interest changed by -3 which decreased total open position to 662
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 522.6, which was 294.60 higher than the previous day. The implied volatity was 38.79, the open interest changed by -694 which decreased total open position to 666
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 228, which was 95.60 higher than the previous day. The implied volatity was 33.86, the open interest changed by 244 which increased total open position to 1374
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 132.4, which was 19.90 higher than the previous day. The implied volatity was 31.65, the open interest changed by -157 which decreased total open position to 1135
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 112.5, which was -50.95 lower than the previous day. The implied volatity was 33.23, the open interest changed by 137 which increased total open position to 1294
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 163.45, which was 36.45 higher than the previous day. The implied volatity was 35.18, the open interest changed by 116 which increased total open position to 1094
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 127, which was 20.00 higher than the previous day. The implied volatity was 33.75, the open interest changed by 126 which increased total open position to 973
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 107, which was -12.80 lower than the previous day. The implied volatity was 35.59, the open interest changed by 4 which increased total open position to 847
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 119.8, which was -2.20 lower than the previous day. The implied volatity was 35.59, the open interest changed by 380 which increased total open position to 841
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 122, which was -14.05 lower than the previous day. The implied volatity was 38.69, the open interest changed by 162 which increased total open position to 461
On 25 Nov MCX was trading at 6116.10. The strike last trading price was 136.05, which was -32.10 lower than the previous day. The implied volatity was 37.20, the open interest changed by 160 which increased total open position to 300
On 22 Nov MCX was trading at 6196.00. The strike last trading price was 168.15, which was -2.80 lower than the previous day. The implied volatity was 36.26, the open interest changed by 43 which increased total open position to 183
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 170.95, which was 34.10 higher than the previous day. The implied volatity was 35.39, the open interest changed by 35 which increased total open position to 140
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 136.85, which was 0.00 lower than the previous day. The implied volatity was 36.68, the open interest changed by 39 which increased total open position to 98
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 136.85, which was 48.80 higher than the previous day. The implied volatity was 36.68, the open interest changed by 32 which increased total open position to 98
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 88.05, which was -22.25 lower than the previous day. The implied volatity was 35.12, the open interest changed by 8 which increased total open position to 66
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 110.3, which was -6.40 lower than the previous day. The implied volatity was 33.63, the open interest changed by 16 which increased total open position to 57
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 116.7, which was -53.55 lower than the previous day. The implied volatity was 33.03, the open interest changed by 2 which increased total open position to 40
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 170.25, which was -128.85 lower than the previous day. The implied volatity was 35.61, the open interest changed by 3 which increased total open position to 37
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 299.1, which was 8.65 higher than the previous day. The implied volatity was 34.80, the open interest changed by 0 which decreased total open position to 33
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 290.45, which was -34.55 lower than the previous day. The implied volatity was 33.20, the open interest changed by 32 which increased total open position to 33
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 325, which was -210.95 lower than the previous day. The implied volatity was 35.26, 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 535.95, 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 535.95, 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 6500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 3.08
Theta: -7.84
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6397.40 | 174.8 | 121.25 | 34.99 | 4,218 | -285 | 846 |
| 19 Dec | 6686.35 | 53.55 | -6.45 | 33.50 | 2,522 | -65 | 1,131 |
| 18 Dec | 6698.00 | 60 | 11.05 | 35.08 | 2,039 | -244 | 1,198 |
| 17 Dec | 6750.55 | 48.95 | -21.05 | 34.77 | 1,987 | 12 | 1,439 |
| 16 Dec | 6706.75 | 70 | -50.45 | 36.77 | 2,654 | 233 | 1,429 |
| 13 Dec | 6569.35 | 120.45 | 25.95 | 31.97 | 4,404 | 127 | 1,196 |
| 12 Dec | 6674.05 | 94.5 | -2.50 | 34.75 | 1,524 | 72 | 1,079 |
| 11 Dec | 6706.45 | 97 | -18.00 | 35.77 | 850 | -9 | 1,012 |
| 10 Dec | 6676.10 | 115 | 29.70 | 37.34 | 2,991 | 39 | 1,029 |
| 9 Dec | 6849.40 | 85.3 | 4.35 | 40.54 | 2,311 | 25 | 995 |
| 6 Dec | 6920.00 | 80.95 | -130.45 | 38.34 | 7,865 | 461 | 965 |
| 5 Dec | 6488.25 | 211.4 | -91.45 | 36.88 | 1,174 | 225 | 506 |
| 4 Dec | 6315.75 | 302.85 | -67.95 | 35.27 | 15 | 6 | 280 |
| 3 Dec | 6216.50 | 370.8 | 67.45 | 36.54 | 115 | 38 | 271 |
| 2 Dec | 6323.00 | 303.35 | -63.10 | 33.99 | 232 | 31 | 228 |
| 29 Nov | 6185.35 | 366.45 | -91.10 | 31.70 | 94 | 7 | 197 |
| 28 Nov | 6103.65 | 457.55 | 1.55 | 33.90 | 81 | 34 | 190 |
| 27 Nov | 6113.25 | 456 | -62.00 | 36.48 | 57 | 50 | 155 |
| 26 Nov | 6033.60 | 518 | 38.65 | 38.56 | 60 | 20 | 105 |
| 25 Nov | 6116.10 | 479.35 | 79.35 | 38.47 | 58 | 67 | 85 |
| 22 Nov | 6196.00 | 400 | -29.20 | 32.54 | 18 | 15 | 33 |
| 21 Nov | 6166.50 | 429.2 | -92.80 | 37.33 | 8 | 0 | 16 |
| 20 Nov | 6106.35 | 522 | 0.00 | 36.30 | 6 | 6 | 12 |
| 19 Nov | 6106.35 | 522 | -135.10 | 36.30 | 6 | 2 | 12 |
| 18 Nov | 5909.30 | 657.1 | 209.25 | 40.09 | 10 | 6 | 6 |
| 14 Nov | 5950.65 | 447.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5949.15 | 447.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6104.35 | 447.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 6405.05 | 447.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 6413.10 | 447.85 | 0.00 | 0.12 | 0 | 0 | 0 |
| 7 Nov | 6422.60 | 447.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6457.25 | 447.85 | 0.00 | 0.55 | 0 | 0 | 0 |
| 1 Nov | 6489.35 | 447.85 | 0.79 | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 6500 expiring on 26DEC2024
Delta for 6500 PE is -0.63
Historical price for 6500 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 174.8, which was 121.25 higher than the previous day. The implied volatity was 34.99, the open interest changed by -285 which decreased total open position to 846
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 53.55, which was -6.45 lower than the previous day. The implied volatity was 33.50, the open interest changed by -65 which decreased total open position to 1131
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 60, which was 11.05 higher than the previous day. The implied volatity was 35.08, the open interest changed by -244 which decreased total open position to 1198
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 48.95, which was -21.05 lower than the previous day. The implied volatity was 34.77, the open interest changed by 12 which increased total open position to 1439
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 70, which was -50.45 lower than the previous day. The implied volatity was 36.77, the open interest changed by 233 which increased total open position to 1429
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 120.45, which was 25.95 higher than the previous day. The implied volatity was 31.97, the open interest changed by 127 which increased total open position to 1196
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 94.5, which was -2.50 lower than the previous day. The implied volatity was 34.75, the open interest changed by 72 which increased total open position to 1079
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 97, which was -18.00 lower than the previous day. The implied volatity was 35.77, the open interest changed by -9 which decreased total open position to 1012
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 115, which was 29.70 higher than the previous day. The implied volatity was 37.34, the open interest changed by 39 which increased total open position to 1029
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 85.3, which was 4.35 higher than the previous day. The implied volatity was 40.54, the open interest changed by 25 which increased total open position to 995
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 80.95, which was -130.45 lower than the previous day. The implied volatity was 38.34, the open interest changed by 461 which increased total open position to 965
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 211.4, which was -91.45 lower than the previous day. The implied volatity was 36.88, the open interest changed by 225 which increased total open position to 506
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 302.85, which was -67.95 lower than the previous day. The implied volatity was 35.27, the open interest changed by 6 which increased total open position to 280
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 370.8, which was 67.45 higher than the previous day. The implied volatity was 36.54, the open interest changed by 38 which increased total open position to 271
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 303.35, which was -63.10 lower than the previous day. The implied volatity was 33.99, the open interest changed by 31 which increased total open position to 228
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 366.45, which was -91.10 lower than the previous day. The implied volatity was 31.70, the open interest changed by 7 which increased total open position to 197
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 457.55, which was 1.55 higher than the previous day. The implied volatity was 33.90, the open interest changed by 34 which increased total open position to 190
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 456, which was -62.00 lower than the previous day. The implied volatity was 36.48, the open interest changed by 50 which increased total open position to 155
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 518, which was 38.65 higher than the previous day. The implied volatity was 38.56, the open interest changed by 20 which increased total open position to 105
On 25 Nov MCX was trading at 6116.10. The strike last trading price was 479.35, which was 79.35 higher than the previous day. The implied volatity was 38.47, the open interest changed by 67 which increased total open position to 85
On 22 Nov MCX was trading at 6196.00. The strike last trading price was 400, which was -29.20 lower than the previous day. The implied volatity was 32.54, the open interest changed by 15 which increased total open position to 33
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 429.2, which was -92.80 lower than the previous day. The implied volatity was 37.33, the open interest changed by 0 which decreased total open position to 16
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 522, which was 0.00 lower than the previous day. The implied volatity was 36.30, the open interest changed by 6 which increased total open position to 12
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 522, which was -135.10 lower than the previous day. The implied volatity was 36.30, the open interest changed by 2 which increased total open position to 12
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 657.1, which was 209.25 higher than the previous day. The implied volatity was 40.09, the open interest changed by 6 which increased total open position to 6
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 447.85, 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 13 Nov MCX was trading at 5949.15. The strike last trading price was 447.85, 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 447.85, 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 447.85, 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 447.85, which was 0.00 lower than the previous day. The implied volatity was 0.12, 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 447.85, 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 447.85, which was 0.00 lower than the previous day. The implied volatity was 0.55, 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 447.85, which was lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0
