MCX
Multi Commodity Exchange
Historical option data for MCX
14 Nov 2024 04:11 PM IST
| MCX 28NOV2024 6700 CE | ||||||||||
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Delta: 0.09
Vega: 1.83
Theta: -2.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 5950.65 | 18.05 | -6.00 | 40.53 | 291.5 | -56 | 457 | |||
| 13 Nov | 5949.15 | 24.05 | -15.75 | 40.79 | 700.5 | -79.5 | 512.5 | |||
| 12 Nov | 6104.35 | 39.8 | -55.20 | 40.77 | 920.5 | 66.5 | 602 | |||
| 11 Nov | 6405.05 | 95 | -12.90 | 36.47 | 219.5 | 42 | 537 | |||
| 8 Nov | 6413.10 | 107.9 | -23.90 | 36.29 | 468.5 | -44.5 | 498.5 | |||
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| 7 Nov | 6422.60 | 131.8 | -47.20 | 37.66 | 828.5 | 21 | 546.5 | |||
| 6 Nov | 6456.75 | 179 | -24.95 | 41.26 | 1,048 | 59.5 | 525.5 | |||
| 5 Nov | 6538.80 | 203.95 | 5.95 | 42.54 | 1,442.5 | -4.5 | 465 | |||
| 4 Nov | 6457.25 | 198 | -44.45 | 42.95 | 869.5 | -28.5 | 468.5 | |||
| 1 Nov | 6489.35 | 242.45 | -37.90 | 44.66 | 87.5 | 10.5 | 496.5 | |||
| 31 Oct | 6515.90 | 280.35 | 6.65 | - | 421 | -18 | 488 | |||
| 30 Oct | 6390.35 | 273.7 | -210.30 | - | 1,292 | 305 | 506 | |||
| 29 Oct | 6824.75 | 484 | 159.85 | - | 663 | -23 | 203 | |||
| 28 Oct | 6565.40 | 324.15 | 29.15 | - | 498 | 120 | 227 | |||
| 25 Oct | 6487.55 | 295 | -33.70 | - | 92 | 11 | 107 | |||
| 24 Oct | 6649.30 | 328.7 | -20.30 | - | 90 | 30 | 96 | |||
| 23 Oct | 6686.05 | 349 | 99.00 | - | 131 | 23 | 66 | |||
| 22 Oct | 6431.05 | 250 | -81.25 | - | 52 | 24 | 41 | |||
| 21 Oct | 6629.00 | 331.25 | 161.15 | - | 25 | 16 | 16 | |||
| 18 Oct | 6561.15 | 170.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 6341.45 | 170.1 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 6700 expiring on 28NOV2024
Delta for 6700 CE is 0.09
Historical price for 6700 CE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 18.05, which was -6.00 lower than the previous day. The implied volatity was 40.53, the open interest changed by -112 which decreased total open position to 914
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 24.05, which was -15.75 lower than the previous day. The implied volatity was 40.79, the open interest changed by -159 which decreased total open position to 1025
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 39.8, which was -55.20 lower than the previous day. The implied volatity was 40.77, the open interest changed by 133 which increased total open position to 1204
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 95, which was -12.90 lower than the previous day. The implied volatity was 36.47, the open interest changed by 84 which increased total open position to 1074
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 107.9, which was -23.90 lower than the previous day. The implied volatity was 36.29, the open interest changed by -89 which decreased total open position to 997
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 131.8, which was -47.20 lower than the previous day. The implied volatity was 37.66, the open interest changed by 42 which increased total open position to 1093
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 179, which was -24.95 lower than the previous day. The implied volatity was 41.26, the open interest changed by 119 which increased total open position to 1051
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 203.95, which was 5.95 higher than the previous day. The implied volatity was 42.54, the open interest changed by -9 which decreased total open position to 930
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 198, which was -44.45 lower than the previous day. The implied volatity was 42.95, the open interest changed by -57 which decreased total open position to 937
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 242.45, which was -37.90 lower than the previous day. The implied volatity was 44.66, the open interest changed by 21 which increased total open position to 993
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 280.35, which was 6.65 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 273.7, which was -210.30 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 484, which was 159.85 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 324.15, which was 29.15 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 295, which was -33.70 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 328.7, which was -20.30 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 349, which was 99.00 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 250, which was -81.25 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 331.25, which was 161.15 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 170.1, 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 170.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 28NOV2024 6700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 2.20
Theta: -1.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 5950.65 | 732.7 | 29.15 | 44.98 | 20.5 | -1.5 | 130 |
| 13 Nov | 5949.15 | 703.55 | 78.50 | 41.65 | 22 | -2.5 | 130.5 |
| 12 Nov | 6104.35 | 625.05 | 247.80 | 42.25 | 54 | -16 | 133.5 |
| 11 Nov | 6405.05 | 377.25 | -22.20 | 37.17 | 19.5 | -3.5 | 150 |
| 8 Nov | 6413.10 | 399.45 | -12.20 | 38.02 | 47.5 | -8.5 | 153.5 |
| 7 Nov | 6422.60 | 411.65 | 39.45 | 43.08 | 51 | -25 | 162 |
| 6 Nov | 6456.75 | 372.2 | -30.75 | 41.01 | 47.5 | 11 | 188 |
| 5 Nov | 6538.80 | 402.95 | -68.00 | 47.40 | 99.5 | 3 | 177.5 |
| 4 Nov | 6457.25 | 470.95 | -48.05 | 53.87 | 85 | 14.5 | 174.5 |
| 1 Nov | 6489.35 | 519 | 65.75 | 60.94 | 3.5 | -1.5 | 158.5 |
| 31 Oct | 6515.90 | 453.25 | -92.25 | - | 18 | 1 | 161 |
| 30 Oct | 6390.35 | 545.5 | 265.50 | - | 237 | 12 | 159 |
| 29 Oct | 6824.75 | 280 | -132.20 | - | 176 | 73 | 143 |
| 28 Oct | 6565.40 | 412.2 | -59.80 | - | 44 | 27 | 70 |
| 25 Oct | 6487.55 | 472 | 121.60 | - | 51 | -15 | 43 |
| 24 Oct | 6649.30 | 350.4 | 16.35 | - | 51 | 12 | 58 |
| 23 Oct | 6686.05 | 334.05 | -110.35 | - | 57 | 43 | 46 |
| 22 Oct | 6431.05 | 444.4 | -736.05 | - | 3 | 1 | 1 |
| 21 Oct | 6629.00 | 1180.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6561.15 | 1180.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 6341.45 | 1180.45 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 6700 expiring on 28NOV2024
Delta for 6700 PE is -0.89
Historical price for 6700 PE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 732.7, which was 29.15 higher than the previous day. The implied volatity was 44.98, the open interest changed by -3 which decreased total open position to 260
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 703.55, which was 78.50 higher than the previous day. The implied volatity was 41.65, the open interest changed by -5 which decreased total open position to 261
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 625.05, which was 247.80 higher than the previous day. The implied volatity was 42.25, the open interest changed by -32 which decreased total open position to 267
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 377.25, which was -22.20 lower than the previous day. The implied volatity was 37.17, the open interest changed by -7 which decreased total open position to 300
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 399.45, which was -12.20 lower than the previous day. The implied volatity was 38.02, the open interest changed by -17 which decreased total open position to 307
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 411.65, which was 39.45 higher than the previous day. The implied volatity was 43.08, the open interest changed by -50 which decreased total open position to 324
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 372.2, which was -30.75 lower than the previous day. The implied volatity was 41.01, the open interest changed by 22 which increased total open position to 376
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 402.95, which was -68.00 lower than the previous day. The implied volatity was 47.40, the open interest changed by 6 which increased total open position to 355
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 470.95, which was -48.05 lower than the previous day. The implied volatity was 53.87, the open interest changed by 29 which increased total open position to 349
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 519, which was 65.75 higher than the previous day. The implied volatity was 60.94, the open interest changed by -3 which decreased total open position to 317
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 453.25, which was -92.25 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 545.5, which was 265.50 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 280, which was -132.20 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 412.2, which was -59.80 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 472, which was 121.60 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 350.4, which was 16.35 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 334.05, which was -110.35 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 444.4, which was -736.05 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 1180.45, 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 18 Oct MCX was trading at 6561.15. The strike last trading price was 1180.45, 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 17 Oct MCX was trading at 6341.45. The strike last trading price was 1180.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
