MCX
Multi Commodity Exchange
Historical option data for MCX
14 Nov 2024 04:11 PM IST
| MCX 28NOV2024 6900 CE | ||||||||||
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Delta: 0.05
Vega: 1.30
Theta: -2.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 5950.65 | 11.6 | -3.15 | 43.91 | 305.5 | 138.5 | 343 | |||
| 13 Nov | 5949.15 | 14.75 | -9.25 | 43.44 | 225.5 | -7.5 | 204 | |||
| 12 Nov | 6104.35 | 24 | -29.00 | 42.82 | 476 | 14 | 212.5 | |||
| 11 Nov | 6405.05 | 53 | -12.65 | 37.06 | 239 | -0.5 | 198 | |||
| 8 Nov | 6413.10 | 65.65 | -16.35 | 37.33 | 211 | -3 | 198.5 | |||
| 7 Nov | 6422.60 | 82 | -35.25 | 38.28 | 379 | 1.5 | 203.5 | |||
| 6 Nov | 6456.75 | 117.25 | -23.75 | 41.34 | 322.5 | 21.5 | 201 | |||
| 5 Nov | 6538.80 | 141 | 5.95 | 43.12 | 712.5 | 6 | 179 | |||
| 4 Nov | 6457.25 | 135.05 | -38.95 | 43.16 | 360.5 | 11.5 | 174 | |||
| 1 Nov | 6489.35 | 174 | -35.20 | 44.81 | 38.5 | 1.5 | 165.5 | |||
| 31 Oct | 6515.90 | 209.2 | 1.20 | - | 135 | 22 | 181 | |||
| 30 Oct | 6390.35 | 208 | -169.00 | - | 477 | 17 | 159 | |||
| 29 Oct | 6824.75 | 377 | 128.00 | - | 236 | 55 | 143 | |||
| 28 Oct | 6565.40 | 249 | 9.35 | - | 142 | 61 | 89 | |||
| 25 Oct | 6487.55 | 239.65 | 14.45 | - | 24 | 9 | 28 | |||
| 24 Oct | 6649.30 | 225.2 | -43.80 | - | 6 | 1 | 20 | |||
| 23 Oct | 6686.05 | 269 | 119.75 | - | 32 | 18 | 18 | |||
| 22 Oct | 6431.05 | 149.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 6629.00 | 149.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 6561.15 | 149.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 6341.45 | 149.25 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 6900 expiring on 28NOV2024
Delta for 6900 CE is 0.05
Historical price for 6900 CE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 11.6, which was -3.15 lower than the previous day. The implied volatity was 43.91, the open interest changed by 277 which increased total open position to 686
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 14.75, which was -9.25 lower than the previous day. The implied volatity was 43.44, the open interest changed by -15 which decreased total open position to 408
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 24, which was -29.00 lower than the previous day. The implied volatity was 42.82, the open interest changed by 28 which increased total open position to 425
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 53, which was -12.65 lower than the previous day. The implied volatity was 37.06, the open interest changed by -1 which decreased total open position to 396
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 65.65, which was -16.35 lower than the previous day. The implied volatity was 37.33, the open interest changed by -6 which decreased total open position to 397
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 82, which was -35.25 lower than the previous day. The implied volatity was 38.28, the open interest changed by 3 which increased total open position to 407
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 117.25, which was -23.75 lower than the previous day. The implied volatity was 41.34, the open interest changed by 43 which increased total open position to 402
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 141, which was 5.95 higher than the previous day. The implied volatity was 43.12, the open interest changed by 12 which increased total open position to 358
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 135.05, which was -38.95 lower than the previous day. The implied volatity was 43.16, the open interest changed by 23 which increased total open position to 348
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 174, which was -35.20 lower than the previous day. The implied volatity was 44.81, the open interest changed by 3 which increased total open position to 331
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 209.2, which was 1.20 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 208, which was -169.00 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 377, which was 128.00 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 249, which was 9.35 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 239.65, which was 14.45 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 225.2, which was -43.80 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 269, which was 119.75 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 149.25, 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 21 Oct MCX was trading at 6629.00. The strike last trading price was 149.25, 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 149.25, 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 149.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 28NOV2024 6900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 5950.65 | 849.5 | -25.50 | - | 0.5 | 0 | 35.5 |
| 13 Nov | 5949.15 | 875 | 78.45 | - | 1 | 0 | 36.5 |
| 12 Nov | 6104.35 | 796.55 | 263.45 | 39.21 | 18.5 | 1 | 36 |
| 11 Nov | 6405.05 | 533.1 | -16.05 | 37.62 | 9 | 1 | 35.5 |
| 8 Nov | 6413.10 | 549.15 | -7.70 | 37.87 | 15 | 7 | 35 |
| 7 Nov | 6422.60 | 556.85 | -16.10 | 43.76 | 15.5 | -3 | 28.5 |
| 6 Nov | 6456.75 | 572.95 | 43.60 | 52.25 | 4 | -0.5 | 32 |
| 5 Nov | 6538.80 | 529.35 | -62.35 | 46.78 | 16 | -2 | 33 |
| 4 Nov | 6457.25 | 591.7 | 4.60 | 52.35 | 16.5 | -6 | 36 |
| 1 Nov | 6489.35 | 587.1 | 0.00 | 0.00 | 0 | -2 | 0 |
| 31 Oct | 6515.90 | 587.1 | -96.65 | - | 5 | -2 | 42 |
| 30 Oct | 6390.35 | 683.75 | 308.20 | - | 40 | -2 | 43 |
| 29 Oct | 6824.75 | 375.55 | -76.10 | - | 58 | 29 | 34 |
| 28 Oct | 6565.40 | 451.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 6487.55 | 451.65 | 0.00 | - | 0 | 1 | 0 |
| 24 Oct | 6649.30 | 451.65 | 73.30 | - | 1 | 0 | 4 |
| 23 Oct | 6686.05 | 378.35 | -919.05 | - | 7 | 4 | 4 |
| 22 Oct | 6431.05 | 1297.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 6629.00 | 1297.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6561.15 | 1297.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 6341.45 | 1297.4 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 6900 expiring on 28NOV2024
Delta for 6900 PE is -
Historical price for 6900 PE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 849.5, which was -25.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 875, which was 78.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 796.55, which was 263.45 higher than the previous day. The implied volatity was 39.21, the open interest changed by 2 which increased total open position to 72
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 533.1, which was -16.05 lower than the previous day. The implied volatity was 37.62, the open interest changed by 2 which increased total open position to 71
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 549.15, which was -7.70 lower than the previous day. The implied volatity was 37.87, the open interest changed by 14 which increased total open position to 70
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 556.85, which was -16.10 lower than the previous day. The implied volatity was 43.76, the open interest changed by -6 which decreased total open position to 57
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 572.95, which was 43.60 higher than the previous day. The implied volatity was 52.25, the open interest changed by -1 which decreased total open position to 64
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 529.35, which was -62.35 lower than the previous day. The implied volatity was 46.78, the open interest changed by -4 which decreased total open position to 66
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 591.7, which was 4.60 higher than the previous day. The implied volatity was 52.35, the open interest changed by -12 which decreased total open position to 72
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 587.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 587.1, which was -96.65 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 683.75, which was 308.20 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 375.55, which was -76.10 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 451.65, 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 25 Oct MCX was trading at 6487.55. The strike last trading price was 451.65, 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 24 Oct MCX was trading at 6649.30. The strike last trading price was 451.65, which was 73.30 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 378.35, which was -919.05 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 1297.4, 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 21 Oct MCX was trading at 6629.00. The strike last trading price was 1297.4, 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 1297.4, 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 1297.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
