MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
| MCX 26DEC2024 6700 CE | ||||||||||
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Delta: 0.15
Vega: 1.87
Theta: -5.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6397.40 | 20.2 | -97.00 | 33.65 | 8,344 | 491 | 2,136 | |||
| 19 Dec | 6686.35 | 117.2 | -9.30 | 34.96 | 8,783 | 146 | 1,653 | |||
| 18 Dec | 6698.00 | 126.5 | -52.30 | 32.72 | 4,782 | 168 | 1,511 | |||
| 17 Dec | 6750.55 | 178.8 | -0.20 | 34.29 | 4,986 | -62 | 1,345 | |||
| 16 Dec | 6706.75 | 179 | 64.65 | 36.59 | 6,574 | 106 | 1,402 | |||
| 13 Dec | 6569.35 | 114.35 | -75.65 | 33.66 | 3,159 | 57 | 1,293 | |||
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| 12 Dec | 6674.05 | 190 | -22.25 | 35.88 | 3,937 | -82 | 1,243 | |||
| 11 Dec | 6706.45 | 212.25 | -0.25 | 36.26 | 3,826 | 259 | 1,324 | |||
| 10 Dec | 6676.10 | 212.5 | -112.40 | 36.57 | 3,695 | 478 | 1,068 | |||
| 9 Dec | 6849.40 | 324.9 | -45.75 | 35.89 | 453 | -9 | 593 | |||
| 6 Dec | 6920.00 | 370.65 | 224.65 | 36.42 | 6,988 | 148 | 606 | |||
| 5 Dec | 6488.25 | 146 | 72.05 | 34.65 | 3,041 | 96 | 454 | |||
| 4 Dec | 6315.75 | 73.95 | 10.55 | 31.80 | 442 | 27 | 357 | |||
| 3 Dec | 6216.50 | 63.4 | -34.30 | 33.14 | 577 | 54 | 330 | |||
| 2 Dec | 6323.00 | 97.7 | 29.00 | 34.79 | 722 | 135 | 277 | |||
| 29 Nov | 6185.35 | 68.7 | -1.20 | 32.45 | 269 | 39 | 141 | |||
| 28 Nov | 6103.65 | 69.9 | -6.60 | 36.94 | 139 | 38 | 102 | |||
| 27 Nov | 6113.25 | 76.5 | 0.05 | 36.91 | 71 | 22 | 65 | |||
| 26 Nov | 6033.60 | 76.45 | -19.80 | 38.41 | 41 | 9 | 31 | |||
| 25 Nov | 6116.10 | 96.25 | -34.05 | 39.28 | 8 | 6 | 21 | |||
| 22 Nov | 6196.00 | 130.3 | 45.30 | 38.55 | 6 | 2 | 17 | |||
| 21 Nov | 6166.50 | 85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 6106.35 | 85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 6106.35 | 85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 5909.30 | 85 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 14 Nov | 5950.65 | 85 | 8.85 | 36.26 | 14 | 10 | 15 | |||
| 13 Nov | 5949.15 | 76.15 | -94.05 | 33.27 | 1 | 0 | 4 | |||
| 12 Nov | 6104.35 | 170.2 | -62.90 | 42.94 | 4 | 2 | 4 | |||
| 11 Nov | 6405.05 | 233.1 | -212.15 | 36.78 | 2 | 1 | 1 | |||
| 4 Nov | 6457.25 | 445.25 | 0.00 | 1.76 | 0 | 0 | 0 | |||
| 1 Nov | 6489.35 | 445.25 | 1.21 | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 6700 expiring on 26DEC2024
Delta for 6700 CE is 0.15
Historical price for 6700 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 20.2, which was -97.00 lower than the previous day. The implied volatity was 33.65, the open interest changed by 491 which increased total open position to 2136
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 117.2, which was -9.30 lower than the previous day. The implied volatity was 34.96, the open interest changed by 146 which increased total open position to 1653
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 126.5, which was -52.30 lower than the previous day. The implied volatity was 32.72, the open interest changed by 168 which increased total open position to 1511
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 178.8, which was -0.20 lower than the previous day. The implied volatity was 34.29, the open interest changed by -62 which decreased total open position to 1345
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 179, which was 64.65 higher than the previous day. The implied volatity was 36.59, the open interest changed by 106 which increased total open position to 1402
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 114.35, which was -75.65 lower than the previous day. The implied volatity was 33.66, the open interest changed by 57 which increased total open position to 1293
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 190, which was -22.25 lower than the previous day. The implied volatity was 35.88, the open interest changed by -82 which decreased total open position to 1243
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 212.25, which was -0.25 lower than the previous day. The implied volatity was 36.26, the open interest changed by 259 which increased total open position to 1324
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 212.5, which was -112.40 lower than the previous day. The implied volatity was 36.57, the open interest changed by 478 which increased total open position to 1068
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 324.9, which was -45.75 lower than the previous day. The implied volatity was 35.89, the open interest changed by -9 which decreased total open position to 593
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 370.65, which was 224.65 higher than the previous day. The implied volatity was 36.42, the open interest changed by 148 which increased total open position to 606
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 146, which was 72.05 higher than the previous day. The implied volatity was 34.65, the open interest changed by 96 which increased total open position to 454
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 73.95, which was 10.55 higher than the previous day. The implied volatity was 31.80, the open interest changed by 27 which increased total open position to 357
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 63.4, which was -34.30 lower than the previous day. The implied volatity was 33.14, the open interest changed by 54 which increased total open position to 330
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 97.7, which was 29.00 higher than the previous day. The implied volatity was 34.79, the open interest changed by 135 which increased total open position to 277
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 68.7, which was -1.20 lower than the previous day. The implied volatity was 32.45, the open interest changed by 39 which increased total open position to 141
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 69.9, which was -6.60 lower than the previous day. The implied volatity was 36.94, the open interest changed by 38 which increased total open position to 102
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 76.5, which was 0.05 higher than the previous day. The implied volatity was 36.91, the open interest changed by 22 which increased total open position to 65
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 76.45, which was -19.80 lower than the previous day. The implied volatity was 38.41, the open interest changed by 9 which increased total open position to 31
On 25 Nov MCX was trading at 6116.10. The strike last trading price was 96.25, which was -34.05 lower than the previous day. The implied volatity was 39.28, the open interest changed by 6 which increased total open position to 21
On 22 Nov MCX was trading at 6196.00. The strike last trading price was 130.3, which was 45.30 higher than the previous day. The implied volatity was 38.55, the open interest changed by 2 which increased total open position to 17
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 85, which was 8.85 higher than the previous day. The implied volatity was 36.26, the open interest changed by 10 which increased total open position to 15
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 76.15, which was -94.05 lower than the previous day. The implied volatity was 33.27, the open interest changed by 0 which decreased total open position to 4
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 170.2, which was -62.90 lower than the previous day. The implied volatity was 42.94, the open interest changed by 2 which increased total open position to 4
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 233.1, which was -212.15 lower than the previous day. The implied volatity was 36.78, the open interest changed by 1 which increased total open position to 1
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 445.25, which was 0.00 lower than the previous day. The implied volatity was 1.76, 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 445.25, which was lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
| MCX 26DEC2024 6700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 2.42
Theta: -7.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6397.40 | 349.5 | 220.75 | 45.28 | 1,215 | -96 | 614 |
| 19 Dec | 6686.35 | 128.75 | -8.90 | 31.53 | 1,463 | -38 | 713 |
| 18 Dec | 6698.00 | 137.65 | 26.65 | 34.52 | 1,920 | -51 | 751 |
| 17 Dec | 6750.55 | 111 | -34.00 | 33.50 | 2,445 | -6 | 800 |
| 16 Dec | 6706.75 | 145 | -85.30 | 36.43 | 1,498 | 88 | 799 |
| 13 Dec | 6569.35 | 230.3 | 49.85 | 32.77 | 1,129 | -194 | 711 |
| 12 Dec | 6674.05 | 180.45 | 3.65 | 35.13 | 1,787 | 85 | 908 |
| 11 Dec | 6706.45 | 176.8 | -22.90 | 35.53 | 1,174 | 147 | 817 |
| 10 Dec | 6676.10 | 199.7 | 52.75 | 37.29 | 2,929 | 186 | 683 |
| 9 Dec | 6849.40 | 146.95 | 9.95 | 40.15 | 1,502 | -17 | 500 |
| 6 Dec | 6920.00 | 137 | -417.90 | 37.62 | 4,107 | 526 | 526 |
| 5 Dec | 6488.25 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 6315.75 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 6216.50 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 6323.00 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 6185.35 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 6103.65 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 6113.25 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 6033.60 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 6116.10 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 6196.00 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 6166.50 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6106.35 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6106.35 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 5909.30 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 5950.65 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5949.15 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6104.35 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 6405.05 | 554.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6457.25 | 554.9 | 554.90 | - | 0 | 0 | 0 |
| 1 Nov | 6489.35 | 0 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 6700 expiring on 26DEC2024
Delta for 6700 PE is -0.78
Historical price for 6700 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 349.5, which was 220.75 higher than the previous day. The implied volatity was 45.28, the open interest changed by -96 which decreased total open position to 614
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 128.75, which was -8.90 lower than the previous day. The implied volatity was 31.53, the open interest changed by -38 which decreased total open position to 713
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 137.65, which was 26.65 higher than the previous day. The implied volatity was 34.52, the open interest changed by -51 which decreased total open position to 751
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 111, which was -34.00 lower than the previous day. The implied volatity was 33.50, the open interest changed by -6 which decreased total open position to 800
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 145, which was -85.30 lower than the previous day. The implied volatity was 36.43, the open interest changed by 88 which increased total open position to 799
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 230.3, which was 49.85 higher than the previous day. The implied volatity was 32.77, the open interest changed by -194 which decreased total open position to 711
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 180.45, which was 3.65 higher than the previous day. The implied volatity was 35.13, the open interest changed by 85 which increased total open position to 908
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 176.8, which was -22.90 lower than the previous day. The implied volatity was 35.53, the open interest changed by 147 which increased total open position to 817
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 199.7, which was 52.75 higher than the previous day. The implied volatity was 37.29, the open interest changed by 186 which increased total open position to 683
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 146.95, which was 9.95 higher than the previous day. The implied volatity was 40.15, the open interest changed by -17 which decreased total open position to 500
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 137, which was -417.90 lower than the previous day. The implied volatity was 37.62, the open interest changed by 526 which increased total open position to 526
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 554.9, 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 Dec MCX was trading at 6315.75. The strike last trading price was 554.9, 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 3 Dec MCX was trading at 6216.50. The strike last trading price was 554.9, 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 2 Dec MCX was trading at 6323.00. The strike last trading price was 554.9, 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 29 Nov MCX was trading at 6185.35. The strike last trading price was 554.9, 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 28 Nov MCX was trading at 6103.65. The strike last trading price was 554.9, 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 27 Nov MCX was trading at 6113.25. The strike last trading price was 554.9, 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 26 Nov MCX was trading at 6033.60. The strike last trading price was 554.9, 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 25 Nov MCX was trading at 6116.10. The strike last trading price was 554.9, 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 22 Nov MCX was trading at 6196.00. The strike last trading price was 554.9, 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 21 Nov MCX was trading at 6166.50. The strike last trading price was 554.9, 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 20 Nov MCX was trading at 6106.35. The strike last trading price was 554.9, 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 19 Nov MCX was trading at 6106.35. The strike last trading price was 554.9, 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 18 Nov MCX was trading at 5909.30. The strike last trading price was 554.9, 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 14 Nov MCX was trading at 5950.65. The strike last trading price was 554.9, 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 554.9, 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 554.9, 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 554.9, 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 554.9, which was 554.90 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
