MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
| MCX 26DEC2024 6900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 1.13
Theta: -3.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6397.40 | 10.35 | -48.15 | 39.94 | 4,365 | 87 | 1,283 | |||
| 19 Dec | 6686.35 | 58.5 | -9.50 | 38.34 | 2,357 | -91 | 1,182 | |||
| 18 Dec | 6698.00 | 68 | -32.70 | 36.86 | 1,952 | 109 | 1,274 | |||
| 17 Dec | 6750.55 | 100.7 | 5.30 | 37.29 | 3,449 | -132 | 1,177 | |||
| 16 Dec | 6706.75 | 95.4 | 33.90 | 36.85 | 2,823 | -102 | 1,308 | |||
| 13 Dec | 6569.35 | 61.5 | -52.50 | 35.08 | 2,173 | 215 | 1,403 | |||
| 12 Dec | 6674.05 | 114 | -12.35 | 36.98 | 3,832 | 207 | 1,198 | |||
| 11 Dec | 6706.45 | 126.35 | -6.65 | 36.27 | 1,452 | 45 | 994 | |||
| 10 Dec | 6676.10 | 133 | -87.40 | 37.42 | 2,339 | 106 | 950 | |||
| 9 Dec | 6849.40 | 220.4 | -40.35 | 37.10 | 3,640 | 299 | 846 | |||
| 6 Dec | 6920.00 | 260.75 | 171.75 | 37.24 | 12,044 | 233 | 562 | |||
| 5 Dec | 6488.25 | 89 | 48.10 | 35.28 | 2,764 | 159 | 329 | |||
| 4 Dec | 6315.75 | 40.9 | 5.05 | 32.62 | 293 | 26 | 171 | |||
| 3 Dec | 6216.50 | 35.85 | -18.95 | 34.20 | 427 | 4 | 147 | |||
| 2 Dec | 6323.00 | 54.8 | 14.75 | 34.54 | 211 | 39 | 141 | |||
| 29 Nov | 6185.35 | 40.05 | -2.95 | 33.18 | 174 | 91 | 102 | |||
| 28 Nov | 6103.65 | 43 | -3.00 | 37.38 | 12 | 1 | 11 | |||
| 27 Nov | 6113.25 | 46 | -18.20 | 37.00 | 22 | 11 | 12 | |||
| 26 Nov | 6033.60 | 64.2 | -302.45 | 42.78 | 1 | 0 | 0 | |||
| 25 Nov | 6116.10 | 366.65 | 0.00 | 9.45 | 0 | 0 | 0 | |||
| 22 Nov | 6196.00 | 366.65 | 0.00 | 8.01 | 0 | 0 | 0 | |||
| 21 Nov | 6166.50 | 366.65 | 0.00 | 7.91 | 0 | 0 | 0 | |||
| 20 Nov | 6106.35 | 366.65 | 0.00 | 8.48 | 0 | 0 | 0 | |||
| 19 Nov | 6106.35 | 366.65 | 0.00 | 8.48 | 0 | 0 | 0 | |||
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| 18 Nov | 5909.30 | 366.65 | 0.00 | 10.59 | 0 | 0 | 0 | |||
| 14 Nov | 5950.65 | 366.65 | 0.00 | 9.66 | 0 | 0 | 0 | |||
| 13 Nov | 5949.15 | 366.65 | 0.00 | 9.59 | 0 | 0 | 0 | |||
| 12 Nov | 6104.35 | 366.65 | 0.00 | 7.55 | 0 | 0 | 0 | |||
| 4 Nov | 6457.25 | 366.65 | 366.65 | 3.37 | 0 | 0 | 0 | |||
| 1 Nov | 6489.35 | 0 | 2.45 | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 6900 expiring on 26DEC2024
Delta for 6900 CE is 0.07
Historical price for 6900 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 10.35, which was -48.15 lower than the previous day. The implied volatity was 39.94, the open interest changed by 87 which increased total open position to 1283
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 58.5, which was -9.50 lower than the previous day. The implied volatity was 38.34, the open interest changed by -91 which decreased total open position to 1182
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 68, which was -32.70 lower than the previous day. The implied volatity was 36.86, the open interest changed by 109 which increased total open position to 1274
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 100.7, which was 5.30 higher than the previous day. The implied volatity was 37.29, the open interest changed by -132 which decreased total open position to 1177
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 95.4, which was 33.90 higher than the previous day. The implied volatity was 36.85, the open interest changed by -102 which decreased total open position to 1308
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 61.5, which was -52.50 lower than the previous day. The implied volatity was 35.08, the open interest changed by 215 which increased total open position to 1403
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 114, which was -12.35 lower than the previous day. The implied volatity was 36.98, the open interest changed by 207 which increased total open position to 1198
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 126.35, which was -6.65 lower than the previous day. The implied volatity was 36.27, the open interest changed by 45 which increased total open position to 994
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 133, which was -87.40 lower than the previous day. The implied volatity was 37.42, the open interest changed by 106 which increased total open position to 950
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 220.4, which was -40.35 lower than the previous day. The implied volatity was 37.10, the open interest changed by 299 which increased total open position to 846
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 260.75, which was 171.75 higher than the previous day. The implied volatity was 37.24, the open interest changed by 233 which increased total open position to 562
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 89, which was 48.10 higher than the previous day. The implied volatity was 35.28, the open interest changed by 159 which increased total open position to 329
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 40.9, which was 5.05 higher than the previous day. The implied volatity was 32.62, the open interest changed by 26 which increased total open position to 171
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 35.85, which was -18.95 lower than the previous day. The implied volatity was 34.20, the open interest changed by 4 which increased total open position to 147
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 54.8, which was 14.75 higher than the previous day. The implied volatity was 34.54, the open interest changed by 39 which increased total open position to 141
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 40.05, which was -2.95 lower than the previous day. The implied volatity was 33.18, the open interest changed by 91 which increased total open position to 102
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 43, which was -3.00 lower than the previous day. The implied volatity was 37.38, the open interest changed by 1 which increased total open position to 11
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 46, which was -18.20 lower than the previous day. The implied volatity was 37.00, the open interest changed by 11 which increased total open position to 12
On 26 Nov MCX was trading at 6033.60. The strike last trading price was 64.2, which was -302.45 lower than the previous day. The implied volatity was 42.78, 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 366.65, which was 0.00 lower than the previous day. The implied volatity was 9.45, 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 366.65, which was 0.00 lower than the previous day. The implied volatity was 8.01, 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 366.65, which was 0.00 lower than the previous day. The implied volatity was 7.91, 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 366.65, which was 0.00 lower than the previous day. The implied volatity was 8.48, 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 366.65, which was 0.00 lower than the previous day. The implied volatity was 8.48, 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 366.65, which was 0.00 lower than the previous day. The implied volatity was 10.59, 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 366.65, which was 0.00 lower than the previous day. The implied volatity was 9.66, 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 366.65, which was 0.00 lower than the previous day. The implied volatity was 9.59, 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 366.65, which was 0.00 lower than the previous day. The implied volatity was 7.55, 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 366.65, which was 366.65 higher than the previous day. The implied volatity was 3.37, 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 2.45, the open interest changed by 0 which decreased total open position to 0
| MCX 26DEC2024 6900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 1.87
Theta: -6.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6397.40 | 535.7 | 265.90 | 54.18 | 55 | -6 | 390 |
| 19 Dec | 6686.35 | 269.8 | -4.30 | 34.20 | 72 | 26 | 395 |
| 18 Dec | 6698.00 | 274.1 | 45.60 | 37.43 | 108 | -10 | 370 |
| 17 Dec | 6750.55 | 228.5 | -36.40 | 35.50 | 163 | 3 | 380 |
| 16 Dec | 6706.75 | 264.9 | -112.05 | 37.65 | 99 | 0 | 373 |
| 13 Dec | 6569.35 | 376.95 | 72.00 | 34.04 | 147 | -23 | 372 |
| 12 Dec | 6674.05 | 304.95 | 19.20 | 36.44 | 325 | -13 | 397 |
| 11 Dec | 6706.45 | 285.75 | -34.40 | 34.67 | 120 | 9 | 410 |
| 10 Dec | 6676.10 | 320.15 | 81.30 | 38.32 | 614 | -27 | 401 |
| 9 Dec | 6849.40 | 238.85 | 19.05 | 40.57 | 2,787 | 37 | 437 |
| 6 Dec | 6920.00 | 219.8 | -454.30 | 37.36 | 4,488 | 402 | 402 |
| 5 Dec | 6488.25 | 674.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 6315.75 | 674.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 6216.50 | 674.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 6323.00 | 674.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 6185.35 | 674.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 6103.65 | 674.1 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 6113.25 | 674.1 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 6033.60 | 674.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 6116.10 | 674.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 6196.00 | 674.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 6166.50 | 674.1 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6106.35 | 674.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6106.35 | 674.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 5909.30 | 674.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 5950.65 | 674.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 5949.15 | 674.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6104.35 | 674.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6457.25 | 674.1 | 674.10 | - | 0 | 0 | 0 |
| 1 Nov | 6489.35 | 0 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 6900 expiring on 26DEC2024
Delta for 6900 PE is -0.86
Historical price for 6900 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 535.7, which was 265.90 higher than the previous day. The implied volatity was 54.18, the open interest changed by -6 which decreased total open position to 390
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 269.8, which was -4.30 lower than the previous day. The implied volatity was 34.20, the open interest changed by 26 which increased total open position to 395
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 274.1, which was 45.60 higher than the previous day. The implied volatity was 37.43, the open interest changed by -10 which decreased total open position to 370
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 228.5, which was -36.40 lower than the previous day. The implied volatity was 35.50, the open interest changed by 3 which increased total open position to 380
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 264.9, which was -112.05 lower than the previous day. The implied volatity was 37.65, the open interest changed by 0 which decreased total open position to 373
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 376.95, which was 72.00 higher than the previous day. The implied volatity was 34.04, the open interest changed by -23 which decreased total open position to 372
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 304.95, which was 19.20 higher than the previous day. The implied volatity was 36.44, the open interest changed by -13 which decreased total open position to 397
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 285.75, which was -34.40 lower than the previous day. The implied volatity was 34.67, the open interest changed by 9 which increased total open position to 410
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 320.15, which was 81.30 higher than the previous day. The implied volatity was 38.32, the open interest changed by -27 which decreased total open position to 401
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 238.85, which was 19.05 higher than the previous day. The implied volatity was 40.57, the open interest changed by 37 which increased total open position to 437
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 219.8, which was -454.30 lower than the previous day. The implied volatity was 37.36, the open interest changed by 402 which increased total open position to 402
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 674.1, 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 4 Dec MCX was trading at 6315.75. The strike last trading price was 674.1, 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 3 Dec MCX was trading at 6216.50. The strike last trading price was 674.1, 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 2 Dec MCX was trading at 6323.00. The strike last trading price was 674.1, 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 674.1, 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 674.1, 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 674.1, 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 674.1, 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 674.1, 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 674.1, 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 674.1, 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 674.1, 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 674.1, 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 674.1, 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 674.1, 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 674.1, 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 674.1, 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 674.1, which was 674.10 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
