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[--[65.84.65.76]--]
MCX
Multi Commodity Exchange

6397.4 -288.95 (-4.32%)

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Historical option data for MCX

20 Dec 2024 04:11 PM IST
MCX 26DEC2024 7000 CE
Delta: 0.06
Vega: 0.91
Theta: -3.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 6397.40 8.15 -33.85 43.37 5,798 129 3,680
19 Dec 6686.35 42 -7.95 40.34 3,927 -214 3,555
18 Dec 6698.00 49.95 -24.00 38.87 4,509 37 3,769
17 Dec 6750.55 73.95 1.25 39.17 9,681 -265 3,736
16 Dec 6706.75 72.7 27.30 38.57 11,151 262 4,000
13 Dec 6569.35 45.4 -41.10 36.09 6,262 432 3,741
12 Dec 6674.05 86.5 -13.15 37.48 7,861 90 3,309
11 Dec 6706.45 99.65 -3.80 37.33 4,433 276 3,232
10 Dec 6676.10 103.45 -74.55 37.84 5,877 286 2,964
9 Dec 6849.40 178 -32.05 37.58 9,178 682 2,801
6 Dec 6920.00 210.05 140.55 36.74 36,935 592 2,177
5 Dec 6488.25 69.5 39.35 35.82 12,479 787 1,584
4 Dec 6315.75 30.15 3.15 33.06 749 31 794
3 Dec 6216.50 27 -14.75 34.71 1,180 63 757
2 Dec 6323.00 41.75 10.50 34.89 1,638 218 698
29 Nov 6185.35 31.25 -4.20 33.83 729 112 477
28 Nov 6103.65 35.45 -1.90 38.37 299 79 364
27 Nov 6113.25 37.35 -0.95 37.12 197 54 284
26 Nov 6033.60 38.3 -11.35 39.06 141 60 230
25 Nov 6116.10 49.65 -15.35 39.26 125 87 170
22 Nov 6196.00 65 1.00 38.17 90 35 118
21 Nov 6166.50 64 14.05 36.92 94 35 82
20 Nov 6106.35 49.95 0.00 37.77 34 16 46
19 Nov 6106.35 49.95 10.95 37.77 34 15 46
18 Nov 5909.30 39 -8.75 39.33 2 0 31
14 Nov 5950.65 47.75 -6.70 37.11 31 25 31
13 Nov 5949.15 54.45 -35.55 37.30 4 2 5
12 Nov 6104.35 90 -105.50 40.04 3 1 2
31 Oct 6515.90 195.5 0.00 - 0 0 0
30 Oct 6390.35 195.5 0.00 - 0 0 0
28 Oct 6565.40 195.5 0.00 - 0 0 0
25 Oct 6487.55 195.5 0.00 - 0 0 0
24 Oct 6649.30 195.5 0.00 - 0 0 0
23 Oct 6686.05 195.5 0.00 - 0 0 0
22 Oct 6431.05 195.5 0.00 - 0 0 0
21 Oct 6629.00 195.5 195.50 - 0 0 0
17 Oct 6341.45 0 0.00 - 0 0 0
16 Oct 6428.30 0 0.00 - 0 0 0
15 Oct 6511.00 0 0.00 - 0 0 0
14 Oct 6504.50 0 0.00 - 0 0 0
11 Oct 6410.55 0 0.00 - 0 0 0
10 Oct 6193.15 0 0.00 - 0 0 0
9 Oct 6101.40 0 0.00 - 0 0 0
8 Oct 6002.45 0 - 0 0 0


For Multi Commodity Exchange - strike price 7000 expiring on 26DEC2024

Delta for 7000 CE is 0.06

Historical price for 7000 CE is as follows

On 20 Dec MCX was trading at 6397.40. The strike last trading price was 8.15, which was -33.85 lower than the previous day. The implied volatity was 43.37, the open interest changed by 129 which increased total open position to 3680


On 19 Dec MCX was trading at 6686.35. The strike last trading price was 42, which was -7.95 lower than the previous day. The implied volatity was 40.34, the open interest changed by -214 which decreased total open position to 3555


On 18 Dec MCX was trading at 6698.00. The strike last trading price was 49.95, which was -24.00 lower than the previous day. The implied volatity was 38.87, the open interest changed by 37 which increased total open position to 3769


On 17 Dec MCX was trading at 6750.55. The strike last trading price was 73.95, which was 1.25 higher than the previous day. The implied volatity was 39.17, the open interest changed by -265 which decreased total open position to 3736


On 16 Dec MCX was trading at 6706.75. The strike last trading price was 72.7, which was 27.30 higher than the previous day. The implied volatity was 38.57, the open interest changed by 262 which increased total open position to 4000


On 13 Dec MCX was trading at 6569.35. The strike last trading price was 45.4, which was -41.10 lower than the previous day. The implied volatity was 36.09, the open interest changed by 432 which increased total open position to 3741


On 12 Dec MCX was trading at 6674.05. The strike last trading price was 86.5, which was -13.15 lower than the previous day. The implied volatity was 37.48, the open interest changed by 90 which increased total open position to 3309


On 11 Dec MCX was trading at 6706.45. The strike last trading price was 99.65, which was -3.80 lower than the previous day. The implied volatity was 37.33, the open interest changed by 276 which increased total open position to 3232


On 10 Dec MCX was trading at 6676.10. The strike last trading price was 103.45, which was -74.55 lower than the previous day. The implied volatity was 37.84, the open interest changed by 286 which increased total open position to 2964


On 9 Dec MCX was trading at 6849.40. The strike last trading price was 178, which was -32.05 lower than the previous day. The implied volatity was 37.58, the open interest changed by 682 which increased total open position to 2801


On 6 Dec MCX was trading at 6920.00. The strike last trading price was 210.05, which was 140.55 higher than the previous day. The implied volatity was 36.74, the open interest changed by 592 which increased total open position to 2177


On 5 Dec MCX was trading at 6488.25. The strike last trading price was 69.5, which was 39.35 higher than the previous day. The implied volatity was 35.82, the open interest changed by 787 which increased total open position to 1584


On 4 Dec MCX was trading at 6315.75. The strike last trading price was 30.15, which was 3.15 higher than the previous day. The implied volatity was 33.06, the open interest changed by 31 which increased total open position to 794


On 3 Dec MCX was trading at 6216.50. The strike last trading price was 27, which was -14.75 lower than the previous day. The implied volatity was 34.71, the open interest changed by 63 which increased total open position to 757


On 2 Dec MCX was trading at 6323.00. The strike last trading price was 41.75, which was 10.50 higher than the previous day. The implied volatity was 34.89, the open interest changed by 218 which increased total open position to 698


On 29 Nov MCX was trading at 6185.35. The strike last trading price was 31.25, which was -4.20 lower than the previous day. The implied volatity was 33.83, the open interest changed by 112 which increased total open position to 477


On 28 Nov MCX was trading at 6103.65. The strike last trading price was 35.45, which was -1.90 lower than the previous day. The implied volatity was 38.37, the open interest changed by 79 which increased total open position to 364


On 27 Nov MCX was trading at 6113.25. The strike last trading price was 37.35, which was -0.95 lower than the previous day. The implied volatity was 37.12, the open interest changed by 54 which increased total open position to 284


On 26 Nov MCX was trading at 6033.60. The strike last trading price was 38.3, which was -11.35 lower than the previous day. The implied volatity was 39.06, the open interest changed by 60 which increased total open position to 230


On 25 Nov MCX was trading at 6116.10. The strike last trading price was 49.65, which was -15.35 lower than the previous day. The implied volatity was 39.26, the open interest changed by 87 which increased total open position to 170


On 22 Nov MCX was trading at 6196.00. The strike last trading price was 65, which was 1.00 higher than the previous day. The implied volatity was 38.17, the open interest changed by 35 which increased total open position to 118


On 21 Nov MCX was trading at 6166.50. The strike last trading price was 64, which was 14.05 higher than the previous day. The implied volatity was 36.92, the open interest changed by 35 which increased total open position to 82


On 20 Nov MCX was trading at 6106.35. The strike last trading price was 49.95, which was 0.00 lower than the previous day. The implied volatity was 37.77, the open interest changed by 16 which increased total open position to 46


On 19 Nov MCX was trading at 6106.35. The strike last trading price was 49.95, which was 10.95 higher than the previous day. The implied volatity was 37.77, the open interest changed by 15 which increased total open position to 46


On 18 Nov MCX was trading at 5909.30. The strike last trading price was 39, which was -8.75 lower than the previous day. The implied volatity was 39.33, the open interest changed by 0 which decreased total open position to 31


On 14 Nov MCX was trading at 5950.65. The strike last trading price was 47.75, which was -6.70 lower than the previous day. The implied volatity was 37.11, the open interest changed by 25 which increased total open position to 31


On 13 Nov MCX was trading at 5949.15. The strike last trading price was 54.45, which was -35.55 lower than the previous day. The implied volatity was 37.30, the open interest changed by 2 which increased total open position to 5


On 12 Nov MCX was trading at 6104.35. The strike last trading price was 90, which was -105.50 lower than the previous day. The implied volatity was 40.04, the open interest changed by 1 which increased total open position to 2


On 31 Oct MCX was trading at 6515.90. The strike last trading price was 195.5, 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 30 Oct MCX was trading at 6390.35. The strike last trading price was 195.5, 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 28 Oct MCX was trading at 6565.40. The strike last trading price was 195.5, 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 195.5, 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 195.5, 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 23 Oct MCX was trading at 6686.05. The strike last trading price was 195.5, 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 22 Oct MCX was trading at 6431.05. The strike last trading price was 195.5, 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 195.5, which was 195.50 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 0, 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 16 Oct MCX was trading at 6428.30. The strike last trading price was 0, 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 15 Oct MCX was trading at 6511.00. The strike last trading price was 0, 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 14 Oct MCX was trading at 6504.50. The strike last trading price was 0, 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 11 Oct MCX was trading at 6410.55. The strike last trading price was 0, 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 10 Oct MCX was trading at 6193.15. The strike last trading price was 0, 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 9 Oct MCX was trading at 6101.40. The strike last trading price was 0, 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 8 Oct MCX was trading at 6002.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


MCX 26DEC2024 7000 PE
Delta: -0.91
Vega: 1.34
Theta: -3.99
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 6397.40 620.85 270.70 51.50 111 -21 406
19 Dec 6686.35 350.15 -24.60 34.07 75 -12 427
18 Dec 6698.00 374.75 68.65 46.08 12 -4 440
17 Dec 6750.55 306.1 -23.30 37.78 40 -4 447
16 Dec 6706.75 329.4 -131.45 36.08 55 -16 450
13 Dec 6569.35 460.85 86.40 34.98 127 -33 466
12 Dec 6674.05 374.45 16.80 36.30 158 -28 499
11 Dec 6706.45 357.65 -30.15 35.39 64 -20 531
10 Dec 6676.10 387.8 88.65 38.33 561 -67 550
9 Dec 6849.40 299.15 29.15 41.54 2,122 9 636
6 Dec 6920.00 270 -302.10 37.08 6,096 565 634
5 Dec 6488.25 572.1 -134.00 44.03 12 3 69
4 Dec 6315.75 706.1 -78.50 41.32 11 9 66
3 Dec 6216.50 784.6 128.55 41.25 11 5 57
2 Dec 6323.00 656.05 -131.85 24.97 43 36 52
29 Nov 6185.35 787.9 -77.10 36.19 10 1 16
28 Nov 6103.65 865 -20.00 25.62 4 -1 17
27 Nov 6113.25 885 -468.60 42.53 18 1 1
26 Nov 6033.60 1353.6 0.00 - 0 0 0
25 Nov 6116.10 1353.6 0.00 - 0 0 0
22 Nov 6196.00 1353.6 0.00 - 0 0 0
21 Nov 6166.50 1353.6 0.00 - 0 0 0
20 Nov 6106.35 1353.6 0.00 - 0 0 0
19 Nov 6106.35 1353.6 0.00 - 0 0 0
18 Nov 5909.30 1353.6 0.00 - 0 0 0
14 Nov 5950.65 1353.6 0.00 - 0 0 0
13 Nov 5949.15 1353.6 0.00 - 0 0 0
12 Nov 6104.35 1353.6 1353.60 - 0 0 0
31 Oct 6515.90 0 0.00 - 0 0 0
30 Oct 6390.35 0 0.00 - 0 0 0
28 Oct 6565.40 0 0.00 - 0 0 0
25 Oct 6487.55 0 0.00 - 0 0 0
24 Oct 6649.30 0 0.00 - 0 0 0
23 Oct 6686.05 0 0.00 - 0 0 0
22 Oct 6431.05 0 0.00 - 0 0 0
21 Oct 6629.00 0 0.00 - 0 0 0
17 Oct 6341.45 0 0.00 - 0 0 0
16 Oct 6428.30 0 0.00 - 0 0 0
15 Oct 6511.00 0 0.00 - 0 0 0
14 Oct 6504.50 0 0.00 - 0 0 0
11 Oct 6410.55 0 0.00 - 0 0 0
10 Oct 6193.15 0 0.00 - 0 0 0
9 Oct 6101.40 0 0.00 - 0 0 0
8 Oct 6002.45 0 - 0 0 0


For Multi Commodity Exchange - strike price 7000 expiring on 26DEC2024

Delta for 7000 PE is -0.91

Historical price for 7000 PE is as follows

On 20 Dec MCX was trading at 6397.40. The strike last trading price was 620.85, which was 270.70 higher than the previous day. The implied volatity was 51.50, the open interest changed by -21 which decreased total open position to 406


On 19 Dec MCX was trading at 6686.35. The strike last trading price was 350.15, which was -24.60 lower than the previous day. The implied volatity was 34.07, the open interest changed by -12 which decreased total open position to 427


On 18 Dec MCX was trading at 6698.00. The strike last trading price was 374.75, which was 68.65 higher than the previous day. The implied volatity was 46.08, the open interest changed by -4 which decreased total open position to 440


On 17 Dec MCX was trading at 6750.55. The strike last trading price was 306.1, which was -23.30 lower than the previous day. The implied volatity was 37.78, the open interest changed by -4 which decreased total open position to 447


On 16 Dec MCX was trading at 6706.75. The strike last trading price was 329.4, which was -131.45 lower than the previous day. The implied volatity was 36.08, the open interest changed by -16 which decreased total open position to 450


On 13 Dec MCX was trading at 6569.35. The strike last trading price was 460.85, which was 86.40 higher than the previous day. The implied volatity was 34.98, the open interest changed by -33 which decreased total open position to 466


On 12 Dec MCX was trading at 6674.05. The strike last trading price was 374.45, which was 16.80 higher than the previous day. The implied volatity was 36.30, the open interest changed by -28 which decreased total open position to 499


On 11 Dec MCX was trading at 6706.45. The strike last trading price was 357.65, which was -30.15 lower than the previous day. The implied volatity was 35.39, the open interest changed by -20 which decreased total open position to 531


On 10 Dec MCX was trading at 6676.10. The strike last trading price was 387.8, which was 88.65 higher than the previous day. The implied volatity was 38.33, the open interest changed by -67 which decreased total open position to 550


On 9 Dec MCX was trading at 6849.40. The strike last trading price was 299.15, which was 29.15 higher than the previous day. The implied volatity was 41.54, the open interest changed by 9 which increased total open position to 636


On 6 Dec MCX was trading at 6920.00. The strike last trading price was 270, which was -302.10 lower than the previous day. The implied volatity was 37.08, the open interest changed by 565 which increased total open position to 634


On 5 Dec MCX was trading at 6488.25. The strike last trading price was 572.1, which was -134.00 lower than the previous day. The implied volatity was 44.03, the open interest changed by 3 which increased total open position to 69


On 4 Dec MCX was trading at 6315.75. The strike last trading price was 706.1, which was -78.50 lower than the previous day. The implied volatity was 41.32, the open interest changed by 9 which increased total open position to 66


On 3 Dec MCX was trading at 6216.50. The strike last trading price was 784.6, which was 128.55 higher than the previous day. The implied volatity was 41.25, the open interest changed by 5 which increased total open position to 57


On 2 Dec MCX was trading at 6323.00. The strike last trading price was 656.05, which was -131.85 lower than the previous day. The implied volatity was 24.97, the open interest changed by 36 which increased total open position to 52


On 29 Nov MCX was trading at 6185.35. The strike last trading price was 787.9, which was -77.10 lower than the previous day. The implied volatity was 36.19, the open interest changed by 1 which increased total open position to 16


On 28 Nov MCX was trading at 6103.65. The strike last trading price was 865, which was -20.00 lower than the previous day. The implied volatity was 25.62, the open interest changed by -1 which decreased total open position to 17


On 27 Nov MCX was trading at 6113.25. The strike last trading price was 885, which was -468.60 lower than the previous day. The implied volatity was 42.53, the open interest changed by 1 which increased total open position to 1


On 26 Nov MCX was trading at 6033.60. The strike last trading price was 1353.6, 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 1353.6, 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 1353.6, 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 1353.6, 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 1353.6, 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 1353.6, 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 1353.6, 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 1353.6, 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 1353.6, 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 1353.6, which was 1353.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct MCX was trading at 6515.90. The strike last trading price was 0, 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 30 Oct MCX was trading at 6390.35. The strike last trading price was 0, 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 28 Oct MCX was trading at 6565.40. The strike last trading price was 0, 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 0, 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 0, 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 23 Oct MCX was trading at 6686.05. The strike last trading price was 0, 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 22 Oct MCX was trading at 6431.05. The strike last trading price was 0, 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 0, 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 0, 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 16 Oct MCX was trading at 6428.30. The strike last trading price was 0, 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 15 Oct MCX was trading at 6511.00. The strike last trading price was 0, 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 14 Oct MCX was trading at 6504.50. The strike last trading price was 0, 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 11 Oct MCX was trading at 6410.55. The strike last trading price was 0, 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 10 Oct MCX was trading at 6193.15. The strike last trading price was 0, 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 9 Oct MCX was trading at 6101.40. The strike last trading price was 0, 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 8 Oct MCX was trading at 6002.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to