MCX
Multi Commodity Exchange
Historical option data for MCX
14 Nov 2024 04:11 PM IST
| MCX 28NOV2024 6500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 2.61
Theta: -3.70
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 5950.65 | 30.3 | -10.70 | 37.32 | 835.5 | 29.5 | 1,249.5 | |||
| 13 Nov | 5949.15 | 41 | -29.00 | 38.25 | 1,584.5 | 60.5 | 1,219.5 | |||
| 12 Nov | 6104.35 | 70 | -91.95 | 39.53 | 2,130.5 | 208 | 1,157.5 | |||
| 11 Nov | 6405.05 | 161.95 | -8.05 | 36.01 | 903.5 | 49.5 | 950.5 | |||
| 8 Nov | 6413.10 | 170 | -32.10 | 34.86 | 2,163 | 103 | 906 | |||
| 7 Nov | 6422.60 | 202.1 | -66.75 | 36.71 | 1,529.5 | 99 | 803 | |||
| 6 Nov | 6456.75 | 268.85 | -23.50 | 42.17 | 1,775 | 18.5 | 703.5 | |||
| 5 Nov | 6538.80 | 292.35 | 14.30 | 42.69 | 3,904 | -15 | 689 | |||
| 4 Nov | 6457.25 | 278.05 | -46.95 | 42.38 | 2,003.5 | 116 | 702.5 | |||
| 1 Nov | 6489.35 | 325 | -48.15 | 44.16 | 190 | 33 | 577 | |||
| 31 Oct | 6515.90 | 373.15 | 14.65 | - | 1,196 | 31 | 544 | |||
| 30 Oct | 6390.35 | 358.5 | -252.60 | - | 1,315 | 252 | 511 | |||
| 29 Oct | 6824.75 | 611.1 | 171.00 | - | 441 | -11 | 260 | |||
| 28 Oct | 6565.40 | 440.1 | 55.10 | - | 834 | 73 | 277 | |||
| 25 Oct | 6487.55 | 385 | -45.30 | - | 330 | 97 | 204 | |||
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| 24 Oct | 6649.30 | 430.3 | -14.80 | - | 111 | 14 | 107 | |||
| 23 Oct | 6686.05 | 445.1 | 108.50 | - | 184 | -3 | 94 | |||
| 22 Oct | 6431.05 | 336.6 | -105.60 | - | 253 | -58 | 97 | |||
| 21 Oct | 6629.00 | 442.2 | 40.70 | - | 324 | 95 | 156 | |||
| 18 Oct | 6561.15 | 401.5 | 96.50 | - | 82 | -2 | 61 | |||
| 17 Oct | 6341.45 | 305 | -30.00 | - | 81 | 22 | 64 | |||
| 16 Oct | 6428.30 | 335 | -49.60 | - | 34 | 12 | 42 | |||
| 15 Oct | 6511.00 | 384.6 | 18.85 | - | 30 | 11 | 30 | |||
| 14 Oct | 6504.50 | 365.75 | 55.75 | - | 25 | 14 | 20 | |||
| 11 Oct | 6410.55 | 310 | 125.15 | - | 7 | 5 | 5 | |||
| 10 Oct | 6193.15 | 184.85 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 6500 expiring on 28NOV2024
Delta for 6500 CE is 0.14
Historical price for 6500 CE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 30.3, which was -10.70 lower than the previous day. The implied volatity was 37.32, the open interest changed by 59 which increased total open position to 2499
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 41, which was -29.00 lower than the previous day. The implied volatity was 38.25, the open interest changed by 121 which increased total open position to 2439
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 70, which was -91.95 lower than the previous day. The implied volatity was 39.53, the open interest changed by 416 which increased total open position to 2315
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 161.95, which was -8.05 lower than the previous day. The implied volatity was 36.01, the open interest changed by 99 which increased total open position to 1901
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 170, which was -32.10 lower than the previous day. The implied volatity was 34.86, the open interest changed by 206 which increased total open position to 1812
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 202.1, which was -66.75 lower than the previous day. The implied volatity was 36.71, the open interest changed by 198 which increased total open position to 1606
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 268.85, which was -23.50 lower than the previous day. The implied volatity was 42.17, the open interest changed by 37 which increased total open position to 1407
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 292.35, which was 14.30 higher than the previous day. The implied volatity was 42.69, the open interest changed by -30 which decreased total open position to 1378
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 278.05, which was -46.95 lower than the previous day. The implied volatity was 42.38, the open interest changed by 232 which increased total open position to 1405
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 325, which was -48.15 lower than the previous day. The implied volatity was 44.16, the open interest changed by 66 which increased total open position to 1154
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 373.15, which was 14.65 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 358.5, which was -252.60 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 611.1, which was 171.00 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 440.1, which was 55.10 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 385, which was -45.30 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 430.3, which was -14.80 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 445.1, which was 108.50 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 336.6, which was -105.60 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 442.2, which was 40.70 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 401.5, which was 96.50 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 305, which was -30.00 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 335, which was -49.60 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 384.6, which was 18.85 higher 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 365.75, which was 55.75 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 310, which was 125.15 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 184.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 28NOV2024 6500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 2.99
Theta: -3.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 5950.65 | 550.6 | 31.15 | 42.27 | 36 | 0 | 380.5 |
| 13 Nov | 5949.15 | 519.45 | 65.45 | 38.27 | 84 | -20.5 | 378.5 |
| 12 Nov | 6104.35 | 454 | 195.95 | 40.14 | 267 | -53 | 399.5 |
| 11 Nov | 6405.05 | 258.05 | -21.95 | 39.00 | 164.5 | -22.5 | 453 |
| 8 Nov | 6413.10 | 280 | 26.95 | 39.36 | 449.5 | 20.5 | 470.5 |
| 7 Nov | 6422.60 | 253.05 | -11.00 | 36.91 | 526.5 | -94 | 448.5 |
| 6 Nov | 6456.75 | 264.05 | -29.90 | 42.05 | 966 | -13 | 542 |
| 5 Nov | 6538.80 | 293.95 | -58.05 | 47.70 | 874.5 | 19.5 | 554 |
| 4 Nov | 6457.25 | 352 | -54.90 | 53.08 | 626.5 | 58.5 | 535.5 |
| 1 Nov | 6489.35 | 406.9 | 57.10 | 60.70 | 105 | 12.5 | 476.5 |
| 31 Oct | 6515.90 | 349.8 | -81.55 | - | 349 | 23 | 464 |
| 30 Oct | 6390.35 | 431.35 | 218.00 | - | 1,178 | -23 | 445 |
| 29 Oct | 6824.75 | 213.35 | -92.65 | - | 433 | 32 | 465 |
| 28 Oct | 6565.40 | 306 | -59.00 | - | 624 | 324 | 433 |
| 25 Oct | 6487.55 | 365 | 101.00 | - | 104 | 23 | 109 |
| 24 Oct | 6649.30 | 264 | 23.45 | - | 88 | -3 | 85 |
| 23 Oct | 6686.05 | 240.55 | -76.25 | - | 221 | -7 | 89 |
| 22 Oct | 6431.05 | 316.8 | 49.20 | - | 134 | 27 | 98 |
| 21 Oct | 6629.00 | 267.6 | -44.75 | - | 101 | 40 | 70 |
| 18 Oct | 6561.15 | 312.35 | -73.65 | - | 19 | 10 | 30 |
| 17 Oct | 6341.45 | 386 | 45.00 | - | 11 | 0 | 20 |
| 16 Oct | 6428.30 | 341 | 46.00 | - | 7 | 1 | 20 |
| 15 Oct | 6511.00 | 295 | -37.00 | - | 8 | 6 | 18 |
| 14 Oct | 6504.50 | 332 | -891.45 | - | 13 | 11 | 11 |
| 11 Oct | 6410.55 | 1223.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 6193.15 | 1223.45 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 6500 expiring on 28NOV2024
Delta for 6500 PE is -0.83
Historical price for 6500 PE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 550.6, which was 31.15 higher than the previous day. The implied volatity was 42.27, the open interest changed by 0 which decreased total open position to 761
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 519.45, which was 65.45 higher than the previous day. The implied volatity was 38.27, the open interest changed by -41 which decreased total open position to 757
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 454, which was 195.95 higher than the previous day. The implied volatity was 40.14, the open interest changed by -106 which decreased total open position to 799
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 258.05, which was -21.95 lower than the previous day. The implied volatity was 39.00, the open interest changed by -45 which decreased total open position to 906
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 280, which was 26.95 higher than the previous day. The implied volatity was 39.36, the open interest changed by 41 which increased total open position to 941
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 253.05, which was -11.00 lower than the previous day. The implied volatity was 36.91, the open interest changed by -188 which decreased total open position to 897
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 264.05, which was -29.90 lower than the previous day. The implied volatity was 42.05, the open interest changed by -26 which decreased total open position to 1084
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 293.95, which was -58.05 lower than the previous day. The implied volatity was 47.70, the open interest changed by 39 which increased total open position to 1108
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 352, which was -54.90 lower than the previous day. The implied volatity was 53.08, the open interest changed by 117 which increased total open position to 1071
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 406.9, which was 57.10 higher than the previous day. The implied volatity was 60.70, the open interest changed by 25 which increased total open position to 953
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 349.8, which was -81.55 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 431.35, which was 218.00 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 213.35, which was -92.65 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 306, which was -59.00 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 365, which was 101.00 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 264, which was 23.45 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 240.55, which was -76.25 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 316.8, which was 49.20 higher 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 267.6, which was -44.75 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 312.35, which was -73.65 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 386, which was 45.00 higher 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 341, which was 46.00 higher 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 295, which was -37.00 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 332, which was -891.45 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 1223.45, 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 1223.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
