MCX
Multi Commodity Exchange
Historical option data for MCX
26 Dec 2024 04:11 PM IST
| MCX 30JAN2025 7100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 5.02
Theta: -2.64
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6352.65 | 56.95 | -10.15 | 32.87 | 121 | 50 | 127 | |||
| 24 Dec | 6342.35 | 67.1 | -10.75 | 34.06 | 33 | 21 | 77 | |||
| 23 Dec | 6373.30 | 77.85 | -47.15 | 34.66 | 50 | 16 | 56 | |||
| 20 Dec | 6397.40 | 125 | -59.10 | 39.80 | 82 | 36 | 40 | |||
| 19 Dec | 6686.35 | 184.1 | -14.60 | 35.90 | 8 | 2 | 5 | |||
| 18 Dec | 6698.00 | 198.7 | -35.25 | 36.39 | 5 | 2 | 3 | |||
| 17 Dec | 6750.55 | 233.95 | 51.50 | 36.90 | 1 | 0 | 0 | |||
| 16 Dec | 6706.75 | 182.45 | 0.00 | 3.06 | 0 | 0 | 0 | |||
| 13 Dec | 6569.35 | 182.45 | 0.00 | 4.47 | 0 | 0 | 0 | |||
| 12 Dec | 6674.05 | 182.45 | 0.00 | 3.25 | 0 | 0 | 0 | |||
| 11 Dec | 6706.45 | 182.45 | 0.00 | 2.93 | 0 | 0 | 0 | |||
| 10 Dec | 6676.10 | 182.45 | 0.00 | 3.09 | 0 | 0 | 0 | |||
|
|
||||||||||
| 9 Dec | 6849.40 | 182.45 | 0.00 | 1.50 | 0 | 0 | 0 | |||
| 6 Dec | 6920.00 | 182.45 | 0.85 | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 7100 expiring on 30JAN2025
Delta for 7100 CE is 0.17
Historical price for 7100 CE is as follows
On 26 Dec MCX was trading at 6352.65. The strike last trading price was 56.95, which was -10.15 lower than the previous day. The implied volatity was 32.87, the open interest changed by 50 which increased total open position to 127
On 24 Dec MCX was trading at 6342.35. The strike last trading price was 67.1, which was -10.75 lower than the previous day. The implied volatity was 34.06, the open interest changed by 21 which increased total open position to 77
On 23 Dec MCX was trading at 6373.30. The strike last trading price was 77.85, which was -47.15 lower than the previous day. The implied volatity was 34.66, the open interest changed by 16 which increased total open position to 56
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 125, which was -59.10 lower than the previous day. The implied volatity was 39.80, the open interest changed by 36 which increased total open position to 40
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 184.1, which was -14.60 lower than the previous day. The implied volatity was 35.90, the open interest changed by 2 which increased total open position to 5
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 198.7, which was -35.25 lower than the previous day. The implied volatity was 36.39, the open interest changed by 2 which increased total open position to 3
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 233.95, which was 51.50 higher than the previous day. The implied volatity was 36.90, the open interest changed by 0 which decreased total open position to 0
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 182.45, which was 0.00 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 182.45, which was 0.00 lower than the previous day. The implied volatity was 4.47, the open interest changed by 0 which decreased total open position to 0
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 182.45, which was 0.00 lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 182.45, which was 0.00 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 182.45, which was 0.00 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 182.45, which was 0.00 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 182.45, which was lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
| MCX 30JAN2025 7100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6352.65 | 1089.9 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 6342.35 | 1089.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 6373.30 | 1089.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 6397.40 | 1089.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 6686.35 | 1089.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 6698.00 | 1089.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 6750.55 | 1089.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 6706.75 | 1089.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 6569.35 | 1089.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 6674.05 | 1089.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 6706.45 | 1089.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 6676.10 | 1089.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 6849.40 | 1089.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 6920.00 | 1089.9 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 7100 expiring on 30JAN2025
Delta for 7100 PE is -
Historical price for 7100 PE is as follows
On 26 Dec MCX was trading at 6352.65. The strike last trading price was 1089.9, 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 24 Dec MCX was trading at 6342.35. The strike last trading price was 1089.9, 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 23 Dec MCX was trading at 6373.30. The strike last trading price was 1089.9, 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 Dec MCX was trading at 6397.40. The strike last trading price was 1089.9, 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 Dec MCX was trading at 6686.35. The strike last trading price was 1089.9, 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 Dec MCX was trading at 6698.00. The strike last trading price was 1089.9, 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 17 Dec MCX was trading at 6750.55. The strike last trading price was 1089.9, 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 16 Dec MCX was trading at 6706.75. The strike last trading price was 1089.9, 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 Dec MCX was trading at 6569.35. The strike last trading price was 1089.9, 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 Dec MCX was trading at 6674.05. The strike last trading price was 1089.9, 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 11 Dec MCX was trading at 6706.45. The strike last trading price was 1089.9, 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 10 Dec MCX was trading at 6676.10. The strike last trading price was 1089.9, 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 9 Dec MCX was trading at 6849.40. The strike last trading price was 1089.9, 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 6 Dec MCX was trading at 6920.00. The strike last trading price was 1089.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
