MCX
Multi Commodity Exchange
Historical option data for MCX
14 Nov 2024 04:11 PM IST
| MCX 28NOV2024 6800 CE | ||||||||||
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Delta: 0.07
Vega: 1.54
Theta: -2.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 5950.65 | 14.35 | -4.00 | 42.22 | 242.5 | 14.5 | 605 | |||
| 13 Nov | 5949.15 | 18.35 | -11.90 | 41.90 | 842.5 | -75 | 590 | |||
| 12 Nov | 6104.35 | 30.25 | -41.60 | 41.56 | 1,079 | 103 | 664.5 | |||
| 11 Nov | 6405.05 | 71.85 | -12.70 | 36.87 | 538 | 6.5 | 561.5 | |||
| 8 Nov | 6413.10 | 84.55 | -21.45 | 36.84 | 607.5 | -11 | 555.5 | |||
| 7 Nov | 6422.60 | 106 | -39.00 | 38.27 | 942 | 32 | 569 | |||
| 6 Nov | 6456.75 | 145 | -25.00 | 41.20 | 686.5 | 46 | 539 | |||
| 5 Nov | 6538.80 | 170 | 6.00 | 42.82 | 1,662.5 | 25 | 494.5 | |||
| 4 Nov | 6457.25 | 164 | -41.00 | 42.97 | 828.5 | 47 | 469 | |||
| 1 Nov | 6489.35 | 205 | -41.70 | 45.28 | 122.5 | 2 | 422 | |||
| 31 Oct | 6515.90 | 246.7 | 10.70 | - | 469 | -1 | 423 | |||
| 30 Oct | 6390.35 | 236 | -189.00 | - | 1,560 | 272 | 418 | |||
| 29 Oct | 6824.75 | 425 | 136.60 | - | 413 | 41 | 146 | |||
| 28 Oct | 6565.40 | 288.4 | 28.80 | - | 126 | 30 | 105 | |||
| 25 Oct | 6487.55 | 259.6 | -30.40 | - | 45 | 12 | 75 | |||
| 24 Oct | 6649.30 | 290 | -10.00 | - | 65 | 8 | 62 | |||
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| 23 Oct | 6686.05 | 300 | 90.20 | - | 115 | 28 | 54 | |||
| 22 Oct | 6431.05 | 209.8 | -75.20 | - | 37 | 13 | 26 | |||
| 21 Oct | 6629.00 | 285 | 14.00 | - | 8 | 4 | 12 | |||
| 18 Oct | 6561.15 | 271 | 8.35 | - | 10 | 7 | 8 | |||
| 17 Oct | 6341.45 | 262.65 | - | 0 | 1 | 0 | ||||
For Multi Commodity Exchange - strike price 6800 expiring on 28NOV2024
Delta for 6800 CE is 0.07
Historical price for 6800 CE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 14.35, which was -4.00 lower than the previous day. The implied volatity was 42.22, the open interest changed by 29 which increased total open position to 1210
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 18.35, which was -11.90 lower than the previous day. The implied volatity was 41.90, the open interest changed by -150 which decreased total open position to 1180
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 30.25, which was -41.60 lower than the previous day. The implied volatity was 41.56, the open interest changed by 206 which increased total open position to 1329
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 71.85, which was -12.70 lower than the previous day. The implied volatity was 36.87, the open interest changed by 13 which increased total open position to 1123
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 84.55, which was -21.45 lower than the previous day. The implied volatity was 36.84, the open interest changed by -22 which decreased total open position to 1111
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 106, which was -39.00 lower than the previous day. The implied volatity was 38.27, the open interest changed by 64 which increased total open position to 1138
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 145, which was -25.00 lower than the previous day. The implied volatity was 41.20, the open interest changed by 92 which increased total open position to 1078
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 170, which was 6.00 higher than the previous day. The implied volatity was 42.82, the open interest changed by 50 which increased total open position to 989
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 164, which was -41.00 lower than the previous day. The implied volatity was 42.97, the open interest changed by 94 which increased total open position to 938
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 205, which was -41.70 lower than the previous day. The implied volatity was 45.28, the open interest changed by 4 which increased total open position to 844
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 246.7, which was 10.70 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 236, which was -189.00 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 425, which was 136.60 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 288.4, which was 28.80 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 259.6, which was -30.40 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 290, which was -10.00 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 300, which was 90.20 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 209.8, which was -75.20 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 285, which was 14.00 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 271, which was 8.35 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 262.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 28NOV2024 6800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 5950.65 | 780.7 | -19.00 | - | 7.5 | 0.5 | 100 |
| 13 Nov | 5949.15 | 799.7 | 106.20 | 44.07 | 3.5 | -2 | 99.5 |
| 12 Nov | 6104.35 | 693.5 | 240.65 | 33.70 | 31.5 | -17.5 | 101.5 |
| 11 Nov | 6405.05 | 452.85 | -15.60 | 37.46 | 9.5 | 0 | 118 |
| 8 Nov | 6413.10 | 468.45 | -9.90 | 37.29 | 19 | -0.5 | 117 |
| 7 Nov | 6422.60 | 478.35 | 36.30 | 42.76 | 13.5 | -5.5 | 117 |
| 6 Nov | 6456.75 | 442.05 | -26.10 | 41.69 | 21.5 | 4.5 | 122.5 |
| 5 Nov | 6538.80 | 468.15 | -58.45 | 47.78 | 57 | 15.5 | 118 |
| 4 Nov | 6457.25 | 526.6 | 13.05 | 52.70 | 31 | -1.5 | 102.5 |
| 1 Nov | 6489.35 | 513.55 | 0.00 | 0.00 | 0 | -4 | 0 |
| 31 Oct | 6515.90 | 513.55 | -96.45 | - | 8 | -3 | 105 |
| 30 Oct | 6390.35 | 610 | 285.00 | - | 224 | -4 | 111 |
| 29 Oct | 6824.75 | 325 | -146.25 | - | 143 | 100 | 115 |
| 28 Oct | 6565.40 | 471.25 | -58.75 | - | 8 | 2 | 15 |
| 25 Oct | 6487.55 | 530 | 118.05 | - | 6 | 2 | 13 |
| 24 Oct | 6649.30 | 411.95 | 23.70 | - | 15 | 4 | 13 |
| 23 Oct | 6686.05 | 388.25 | -93.75 | - | 17 | 4 | 9 |
| 22 Oct | 6431.05 | 482 | -1277.65 | - | 5 | 1 | 1 |
| 21 Oct | 6629.00 | 1759.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6561.15 | 1759.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 6341.45 | 1759.65 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 6800 expiring on 28NOV2024
Delta for 6800 PE is -
Historical price for 6800 PE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 780.7, which was -19.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 200
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 799.7, which was 106.20 higher than the previous day. The implied volatity was 44.07, the open interest changed by -4 which decreased total open position to 199
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 693.5, which was 240.65 higher than the previous day. The implied volatity was 33.70, the open interest changed by -35 which decreased total open position to 203
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 452.85, which was -15.60 lower than the previous day. The implied volatity was 37.46, the open interest changed by 0 which decreased total open position to 236
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 468.45, which was -9.90 lower than the previous day. The implied volatity was 37.29, the open interest changed by -1 which decreased total open position to 234
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 478.35, which was 36.30 higher than the previous day. The implied volatity was 42.76, the open interest changed by -11 which decreased total open position to 234
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 442.05, which was -26.10 lower than the previous day. The implied volatity was 41.69, the open interest changed by 9 which increased total open position to 245
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 468.15, which was -58.45 lower than the previous day. The implied volatity was 47.78, the open interest changed by 31 which increased total open position to 236
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 526.6, which was 13.05 higher than the previous day. The implied volatity was 52.70, the open interest changed by -3 which decreased total open position to 205
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 513.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 513.55, which was -96.45 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 610, which was 285.00 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 325, which was -146.25 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 471.25, which was -58.75 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 530, which was 118.05 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 411.95, which was 23.70 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 388.25, which was -93.75 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 482, which was -1277.65 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 1759.65, 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 1759.65, 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 1759.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
