MCX
Multi Commodity Exchange
Historical option data for MCX
21 Nov 2024 04:11 PM IST
| MCX 28NOV2024 6600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 1.95
Theta: -5.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6166.50 | 25.45 | 6.45 | 40.89 | 967.5 | -78 | 571 | |||
| 20 Nov | 6106.35 | 19 | 0.00 | 41.66 | 903 | 39.5 | 648.5 | |||
| 19 Nov | 6106.35 | 19 | 6.65 | 41.66 | 903 | 39 | 648.5 | |||
| 18 Nov | 5909.30 | 12.35 | -10.55 | 43.64 | 443 | -17.5 | 609.5 | |||
| 14 Nov | 5950.65 | 22.9 | -7.60 | 38.78 | 612 | 24 | 627 | |||
| 13 Nov | 5949.15 | 30.5 | -21.55 | 39.22 | 776.5 | 11 | 605 | |||
| 12 Nov | 6104.35 | 52.05 | -74.10 | 39.90 | 1,307 | 77.5 | 595 | |||
| 11 Nov | 6405.05 | 126.15 | -10.90 | 36.46 | 293.5 | 25 | 517 | |||
| 8 Nov | 6413.10 | 137.05 | -26.35 | 35.79 | 823.5 | 0.5 | 489.5 | |||
| 7 Nov | 6422.60 | 163.4 | -56.60 | 37.12 | 769.5 | 67 | 490 | |||
| 6 Nov | 6456.75 | 220 | -23.95 | 41.26 | 925 | 35.5 | 424 | |||
| 5 Nov | 6538.80 | 243.95 | 6.60 | 42.02 | 2,057.5 | -58.5 | 390 | |||
| 4 Nov | 6457.25 | 237.35 | -46.65 | 42.97 | 1,061.5 | 35.5 | 449 | |||
| 1 Nov | 6489.35 | 284 | -36.00 | 45.48 | 203.5 | 44.5 | 412.5 | |||
| 31 Oct | 6515.90 | 320 | 4.50 | - | 536 | 61 | 370 | |||
| 30 Oct | 6390.35 | 315.5 | -232.50 | - | 814 | 131 | 307 | |||
| 29 Oct | 6824.75 | 548 | 165.00 | - | 534 | 8 | 177 | |||
| 28 Oct | 6565.40 | 383 | 24.10 | - | 393 | 69 | 170 | |||
| 25 Oct | 6487.55 | 358.9 | -25.80 | - | 96 | 13 | 101 | |||
| 24 Oct | 6649.30 | 384.7 | -12.10 | - | 57 | 12 | 88 | |||
| 23 Oct | 6686.05 | 396.8 | 102.55 | - | 116 | 2 | 76 | |||
| 22 Oct | 6431.05 | 294.25 | -91.05 | - | 123 | 16 | 74 | |||
| 21 Oct | 6629.00 | 385.3 | 32.85 | - | 138 | 46 | 58 | |||
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| 18 Oct | 6561.15 | 352.45 | 72.45 | - | 18 | 2 | 10 | |||
| 17 Oct | 6341.45 | 280 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 6428.30 | 280 | -58.70 | - | 1 | 0 | 8 | |||
| 15 Oct | 6511.00 | 338.7 | 17.30 | - | 1 | 0 | 7 | |||
| 14 Oct | 6504.50 | 321.4 | 61.40 | - | 1 | 0 | 7 | |||
| 11 Oct | 6410.55 | 260 | 59.00 | - | 2 | 1 | 6 | |||
| 10 Oct | 6193.15 | 201 | - | 5 | 4 | 4 | ||||
For Multi Commodity Exchange - strike price 6600 expiring on 28NOV2024
Delta for 6600 CE is 0.14
Historical price for 6600 CE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 25.45, which was 6.45 higher than the previous day. The implied volatity was 40.89, the open interest changed by -156 which decreased total open position to 1142
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was 41.66, the open interest changed by 79 which increased total open position to 1297
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 19, which was 6.65 higher than the previous day. The implied volatity was 41.66, the open interest changed by 78 which increased total open position to 1297
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 12.35, which was -10.55 lower than the previous day. The implied volatity was 43.64, the open interest changed by -35 which decreased total open position to 1219
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 22.9, which was -7.60 lower than the previous day. The implied volatity was 38.78, the open interest changed by 48 which increased total open position to 1254
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 30.5, which was -21.55 lower than the previous day. The implied volatity was 39.22, the open interest changed by 22 which increased total open position to 1210
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 52.05, which was -74.10 lower than the previous day. The implied volatity was 39.90, the open interest changed by 155 which increased total open position to 1190
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 126.15, which was -10.90 lower than the previous day. The implied volatity was 36.46, the open interest changed by 50 which increased total open position to 1034
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 137.05, which was -26.35 lower than the previous day. The implied volatity was 35.79, the open interest changed by 1 which increased total open position to 979
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 163.4, which was -56.60 lower than the previous day. The implied volatity was 37.12, the open interest changed by 134 which increased total open position to 980
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 220, which was -23.95 lower than the previous day. The implied volatity was 41.26, the open interest changed by 71 which increased total open position to 848
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 243.95, which was 6.60 higher than the previous day. The implied volatity was 42.02, the open interest changed by -117 which decreased total open position to 780
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 237.35, which was -46.65 lower than the previous day. The implied volatity was 42.97, the open interest changed by 71 which increased total open position to 898
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 284, which was -36.00 lower than the previous day. The implied volatity was 45.48, the open interest changed by 89 which increased total open position to 825
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 320, which was 4.50 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 315.5, which was -232.50 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 548, which was 165.00 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 383, which was 24.10 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 358.9, which was -25.80 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 384.7, which was -12.10 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 396.8, which was 102.55 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 294.25, which was -91.05 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 385.3, which was 32.85 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 352.45, which was 72.45 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 280, 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 280, which was -58.70 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 338.7, which was 17.30 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 321.4, which was 61.40 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 260, which was 59.00 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 201, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 28NOV2024 6600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 2.08
Theta: -4.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6166.50 | 423.45 | -130.35 | 43.20 | 19.5 | -3 | 143.5 |
| 20 Nov | 6106.35 | 553.8 | 0.00 | 45.19 | 62.5 | 3 | 147 |
| 19 Nov | 6106.35 | 553.8 | -117.05 | 45.19 | 62.5 | 3.5 | 147 |
| 18 Nov | 5909.30 | 670.85 | 19.95 | - | 35 | -3.5 | 143.5 |
| 14 Nov | 5950.65 | 650.9 | 38.35 | 47.46 | 30.5 | 1 | 148 |
| 13 Nov | 5949.15 | 612.55 | 75.25 | 40.75 | 29.5 | -5 | 148.5 |
| 12 Nov | 6104.35 | 537.3 | 212.50 | 41.06 | 54.5 | 2.5 | 153 |
| 11 Nov | 6405.05 | 324.8 | 0.95 | 40.13 | 34 | -3 | 150.5 |
| 8 Nov | 6413.10 | 323.85 | -22.35 | 36.50 | 110 | -0.5 | 159.5 |
| 7 Nov | 6422.60 | 346.2 | 28.80 | 42.70 | 116 | -35.5 | 161 |
| 6 Nov | 6456.75 | 317.4 | -25.70 | 41.88 | 220.5 | 9.5 | 197 |
| 5 Nov | 6538.80 | 343.1 | -63.65 | 47.11 | 182 | -4 | 187 |
| 4 Nov | 6457.25 | 406.75 | -34.25 | 53.09 | 106.5 | 9 | 189.5 |
| 1 Nov | 6489.35 | 441 | 42.55 | 57.10 | 24 | 2.5 | 180.5 |
| 31 Oct | 6515.90 | 398.45 | -95.25 | - | 22 | -2 | 180 |
| 30 Oct | 6390.35 | 493.7 | 250.70 | - | 536 | -47 | 182 |
| 29 Oct | 6824.75 | 243 | -100.70 | - | 452 | 119 | 229 |
| 28 Oct | 6565.40 | 343.7 | -76.30 | - | 99 | 67 | 110 |
| 25 Oct | 6487.55 | 420 | 105.00 | - | 39 | 9 | 43 |
| 24 Oct | 6649.30 | 315 | 29.30 | - | 44 | 0 | 33 |
| 23 Oct | 6686.05 | 285.7 | -108.75 | - | 89 | 28 | 31 |
| 22 Oct | 6431.05 | 394.45 | 49.45 | - | 3 | 1 | 3 |
| 21 Oct | 6629.00 | 345 | -5.00 | - | 2 | 0 | 1 |
| 18 Oct | 6561.15 | 350 | -1234.90 | - | 1 | 0 | 0 |
| 17 Oct | 6341.45 | 1584.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 6428.30 | 1584.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 6511.00 | 1584.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 6504.50 | 1584.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 6410.55 | 1584.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 6193.15 | 1584.9 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 6600 expiring on 28NOV2024
Delta for 6600 PE is -0.84
Historical price for 6600 PE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 423.45, which was -130.35 lower than the previous day. The implied volatity was 43.20, the open interest changed by -6 which decreased total open position to 287
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 553.8, which was 0.00 lower than the previous day. The implied volatity was 45.19, the open interest changed by 6 which increased total open position to 294
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 553.8, which was -117.05 lower than the previous day. The implied volatity was 45.19, the open interest changed by 7 which increased total open position to 294
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 670.85, which was 19.95 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 287
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 650.9, which was 38.35 higher than the previous day. The implied volatity was 47.46, the open interest changed by 2 which increased total open position to 296
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 612.55, which was 75.25 higher than the previous day. The implied volatity was 40.75, the open interest changed by -10 which decreased total open position to 297
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 537.3, which was 212.50 higher than the previous day. The implied volatity was 41.06, the open interest changed by 5 which increased total open position to 306
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 324.8, which was 0.95 higher than the previous day. The implied volatity was 40.13, the open interest changed by -6 which decreased total open position to 301
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 323.85, which was -22.35 lower than the previous day. The implied volatity was 36.50, the open interest changed by -1 which decreased total open position to 319
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 346.2, which was 28.80 higher than the previous day. The implied volatity was 42.70, the open interest changed by -71 which decreased total open position to 322
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 317.4, which was -25.70 lower than the previous day. The implied volatity was 41.88, the open interest changed by 19 which increased total open position to 394
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 343.1, which was -63.65 lower than the previous day. The implied volatity was 47.11, the open interest changed by -8 which decreased total open position to 374
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 406.75, which was -34.25 lower than the previous day. The implied volatity was 53.09, the open interest changed by 18 which increased total open position to 379
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 441, which was 42.55 higher than the previous day. The implied volatity was 57.10, the open interest changed by 5 which increased total open position to 361
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 398.45, which was -95.25 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 493.7, which was 250.70 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 243, which was -100.70 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 343.7, which was -76.30 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 420, which was 105.00 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 315, which was 29.30 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 285.7, which was -108.75 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 394.45, which was 49.45 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 345, which was -5.00 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 350, which was -1234.90 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 1584.9, 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 16 Oct MCX was trading at 6428.30. The strike last trading price was 1584.9, 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 15 Oct MCX was trading at 6511.00. The strike last trading price was 1584.9, 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 14 Oct MCX was trading at 6504.50. The strike last trading price was 1584.9, 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 11 Oct MCX was trading at 6410.55. The strike last trading price was 1584.9, 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 10 Oct MCX was trading at 6193.15. The strike last trading price was 1584.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
