MCX
Multi Commodity Exchange
Historical option data for MCX
21 Nov 2024 04:11 PM IST
| MCX 28NOV2024 7000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.78
Theta: -2.82
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6166.50 | 7.2 | 0.20 | 49.53 | 501.5 | -53 | 1,108.5 | |||
| 20 Nov | 6106.35 | 7 | 0.00 | 50.40 | 732.5 | 56.5 | 1,150 | |||
| 19 Nov | 6106.35 | 7 | 2.05 | 50.40 | 732.5 | 45 | 1,150 | |||
| 18 Nov | 5909.30 | 4.95 | -5.40 | 51.71 | 518 | -107.5 | 1,104.5 | |||
| 14 Nov | 5950.65 | 10.35 | -1.65 | 46.35 | 552.5 | -46 | 1,212.5 | |||
| 13 Nov | 5949.15 | 12 | -6.60 | 44.97 | 615.5 | -41 | 1,259 | |||
| 12 Nov | 6104.35 | 18.6 | -19.40 | 43.75 | 1,647 | -20 | 1,301 | |||
|
|
||||||||||
| 11 Nov | 6405.05 | 38 | -12.00 | 37.08 | 702.5 | -24.5 | 1,318 | |||
| 8 Nov | 6413.10 | 50 | -14.00 | 37.64 | 902 | -29.5 | 1,338 | |||
| 7 Nov | 6422.60 | 64 | -29.00 | 38.61 | 1,877.5 | 1.5 | 1,373 | |||
| 6 Nov | 6456.75 | 93 | -20.15 | 41.28 | 1,385.5 | 31 | 1,371.5 | |||
| 5 Nov | 6538.80 | 113.15 | 1.20 | 42.59 | 3,393 | 18.5 | 1,347 | |||
| 4 Nov | 6457.25 | 111.95 | -39.05 | 43.42 | 2,033.5 | 6.5 | 1,327.5 | |||
| 1 Nov | 6489.35 | 151 | -26.85 | 46.27 | 319.5 | 66.5 | 1,318.5 | |||
| 31 Oct | 6515.90 | 177.85 | 2.85 | - | 1,898 | 183 | 1,298 | |||
| 30 Oct | 6390.35 | 175 | -152.00 | - | 3,502 | 442 | 1,113 | |||
| 29 Oct | 6824.75 | 327 | 109.70 | - | 2,053 | 132 | 669 | |||
| 28 Oct | 6565.40 | 217.3 | 17.10 | - | 1,040 | 266 | 542 | |||
| 25 Oct | 6487.55 | 200.2 | -13.75 | - | 243 | 9 | 276 | |||
| 24 Oct | 6649.30 | 213.95 | -10.05 | - | 264 | 38 | 267 | |||
| 23 Oct | 6686.05 | 224 | 71.00 | - | 414 | 69 | 229 | |||
| 22 Oct | 6431.05 | 153 | -56.00 | - | 248 | 48 | 158 | |||
| 21 Oct | 6629.00 | 209 | 4.00 | - | 376 | 69 | 110 | |||
| 18 Oct | 6561.15 | 205 | 54.00 | - | 48 | 33 | 39 | |||
| 17 Oct | 6341.45 | 151 | - | 9 | 3 | 4 | ||||
For Multi Commodity Exchange - strike price 7000 expiring on 28NOV2024
Delta for 7000 CE is 0.04
Historical price for 7000 CE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 7.2, which was 0.20 higher than the previous day. The implied volatity was 49.53, the open interest changed by -106 which decreased total open position to 2217
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 50.40, the open interest changed by 113 which increased total open position to 2300
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 7, which was 2.05 higher than the previous day. The implied volatity was 50.40, the open interest changed by 90 which increased total open position to 2300
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 4.95, which was -5.40 lower than the previous day. The implied volatity was 51.71, the open interest changed by -215 which decreased total open position to 2209
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 10.35, which was -1.65 lower than the previous day. The implied volatity was 46.35, the open interest changed by -92 which decreased total open position to 2425
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 12, which was -6.60 lower than the previous day. The implied volatity was 44.97, the open interest changed by -82 which decreased total open position to 2518
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 18.6, which was -19.40 lower than the previous day. The implied volatity was 43.75, the open interest changed by -40 which decreased total open position to 2602
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 38, which was -12.00 lower than the previous day. The implied volatity was 37.08, the open interest changed by -49 which decreased total open position to 2636
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 50, which was -14.00 lower than the previous day. The implied volatity was 37.64, the open interest changed by -59 which decreased total open position to 2676
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 64, which was -29.00 lower than the previous day. The implied volatity was 38.61, the open interest changed by 3 which increased total open position to 2746
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 93, which was -20.15 lower than the previous day. The implied volatity was 41.28, the open interest changed by 62 which increased total open position to 2743
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 113.15, which was 1.20 higher than the previous day. The implied volatity was 42.59, the open interest changed by 37 which increased total open position to 2694
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 111.95, which was -39.05 lower than the previous day. The implied volatity was 43.42, the open interest changed by 13 which increased total open position to 2655
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 151, which was -26.85 lower than the previous day. The implied volatity was 46.27, the open interest changed by 133 which increased total open position to 2637
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 177.85, which was 2.85 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 175, which was -152.00 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 327, which was 109.70 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 217.3, which was 17.10 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 200.2, which was -13.75 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 213.95, which was -10.05 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 224, which was 71.00 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 153, which was -56.00 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 209, which was 4.00 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 205, which was 54.00 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 151, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 28NOV2024 7000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6166.50 | 915 | 0.00 | 0.00 | 0 | -2 | 0 |
| 20 Nov | 6106.35 | 915 | 0.00 | - | 2 | -2 | 54.5 |
| 19 Nov | 6106.35 | 915 | -115.00 | - | 2 | 0 | 54.5 |
| 18 Nov | 5909.30 | 1030 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 5950.65 | 1030 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 5949.15 | 1030 | 175.35 | 65.11 | 2.5 | 0 | 54.5 |
| 12 Nov | 6104.35 | 854.65 | 225.90 | - | 10.5 | 0 | 55 |
| 11 Nov | 6405.05 | 628.75 | -1.95 | 41.00 | 24 | -14.5 | 56 |
| 8 Nov | 6413.10 | 630.7 | -5.65 | 37.67 | 16 | -2 | 69 |
| 7 Nov | 6422.60 | 636.35 | 28.10 | 44.23 | 20 | -3.5 | 71 |
| 6 Nov | 6456.75 | 608.25 | -1.75 | 45.59 | 18.5 | -1 | 75 |
| 5 Nov | 6538.80 | 610 | -57.05 | 48.36 | 49 | 12 | 76 |
| 4 Nov | 6457.25 | 667.05 | -50.95 | 53.08 | 27 | 0.5 | 66.5 |
| 1 Nov | 6489.35 | 718 | 15.65 | 60.95 | 1 | 0 | 65 |
| 31 Oct | 6515.90 | 702.35 | -42.10 | - | 17 | 1 | 58 |
| 30 Oct | 6390.35 | 744.45 | 318.35 | - | 68 | 14 | 51 |
| 29 Oct | 6824.75 | 426.1 | -178.85 | - | 43 | 6 | 33 |
| 28 Oct | 6565.40 | 604.95 | -42.05 | - | 13 | 13 | 25 |
| 25 Oct | 6487.55 | 647 | 85.00 | - | 7 | 3 | 12 |
| 24 Oct | 6649.30 | 562 | 109.00 | - | 4 | 2 | 7 |
| 23 Oct | 6686.05 | 453 | -1330.05 | - | 6 | 4 | 4 |
| 22 Oct | 6431.05 | 1783.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 6629.00 | 1783.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6561.15 | 1783.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 6341.45 | 1783.05 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 7000 expiring on 28NOV2024
Delta for 7000 PE is 0.00
Historical price for 7000 PE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 915, 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 20 Nov MCX was trading at 6106.35. The strike last trading price was 915, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 109
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 915, which was -115.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 109
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 1030, 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 14 Nov MCX was trading at 5950.65. The strike last trading price was 1030, 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 13 Nov MCX was trading at 5949.15. The strike last trading price was 1030, which was 175.35 higher than the previous day. The implied volatity was 65.11, the open interest changed by 0 which decreased total open position to 109
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 854.65, which was 225.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 110
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 628.75, which was -1.95 lower than the previous day. The implied volatity was 41.00, the open interest changed by -29 which decreased total open position to 112
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 630.7, which was -5.65 lower than the previous day. The implied volatity was 37.67, the open interest changed by -4 which decreased total open position to 138
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 636.35, which was 28.10 higher than the previous day. The implied volatity was 44.23, the open interest changed by -7 which decreased total open position to 142
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 608.25, which was -1.75 lower than the previous day. The implied volatity was 45.59, the open interest changed by -2 which decreased total open position to 150
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 610, which was -57.05 lower than the previous day. The implied volatity was 48.36, the open interest changed by 24 which increased total open position to 152
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 667.05, which was -50.95 lower than the previous day. The implied volatity was 53.08, the open interest changed by 1 which increased total open position to 133
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 718, which was 15.65 higher than the previous day. The implied volatity was 60.95, the open interest changed by 0 which decreased total open position to 130
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 702.35, which was -42.10 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 744.45, which was 318.35 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 426.1, which was -178.85 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 604.95, which was -42.05 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 647, which was 85.00 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 562, which was 109.00 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 453, which was -1330.05 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 1783.05, 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 1783.05, 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 1783.05, 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 1783.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
