MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
| MCX 26DEC2024 7100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.79
Theta: -3.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6397.40 | 7.2 | -22.40 | 47.49 | 1,940 | 58 | 872 | |||
| 19 Dec | 6686.35 | 29.6 | -5.95 | 41.95 | 1,489 | -79 | 816 | |||
| 18 Dec | 6698.00 | 35.55 | -18.65 | 40.46 | 1,362 | 155 | 894 | |||
| 17 Dec | 6750.55 | 54.2 | 1.60 | 39.76 | 1,682 | -66 | 737 | |||
| 16 Dec | 6706.75 | 52.6 | 18.50 | 39.34 | 1,777 | 71 | 808 | |||
| 13 Dec | 6569.35 | 34.1 | -31.90 | 37.31 | 1,340 | 105 | 746 | |||
| 12 Dec | 6674.05 | 66 | -8.00 | 38.24 | 2,003 | -14 | 638 | |||
| 11 Dec | 6706.45 | 74 | -7.00 | 37.35 | 1,042 | 13 | 653 | |||
| 10 Dec | 6676.10 | 81 | -62.95 | 38.56 | 1,398 | 151 | 643 | |||
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| 9 Dec | 6849.40 | 143.95 | -28.05 | 38.20 | 3,061 | 212 | 496 | |||
| 6 Dec | 6920.00 | 172 | 172.00 | 37.21 | 2,140 | 287 | 287 | |||
| 5 Dec | 6488.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 6315.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 6216.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 6323.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 6185.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 6103.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 6113.25 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 7100 expiring on 26DEC2024
Delta for 7100 CE is 0.05
Historical price for 7100 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 7.2, which was -22.40 lower than the previous day. The implied volatity was 47.49, the open interest changed by 58 which increased total open position to 872
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 29.6, which was -5.95 lower than the previous day. The implied volatity was 41.95, the open interest changed by -79 which decreased total open position to 816
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 35.55, which was -18.65 lower than the previous day. The implied volatity was 40.46, the open interest changed by 155 which increased total open position to 894
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 54.2, which was 1.60 higher than the previous day. The implied volatity was 39.76, the open interest changed by -66 which decreased total open position to 737
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 52.6, which was 18.50 higher than the previous day. The implied volatity was 39.34, the open interest changed by 71 which increased total open position to 808
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 34.1, which was -31.90 lower than the previous day. The implied volatity was 37.31, the open interest changed by 105 which increased total open position to 746
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 66, which was -8.00 lower than the previous day. The implied volatity was 38.24, the open interest changed by -14 which decreased total open position to 638
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 74, which was -7.00 lower than the previous day. The implied volatity was 37.35, the open interest changed by 13 which increased total open position to 653
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 81, which was -62.95 lower than the previous day. The implied volatity was 38.56, the open interest changed by 151 which increased total open position to 643
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 143.95, which was -28.05 lower than the previous day. The implied volatity was 38.20, the open interest changed by 212 which increased total open position to 496
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 172, which was 172.00 higher than the previous day. The implied volatity was 37.21, the open interest changed by 287 which increased total open position to 287
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 29 Nov MCX was trading at 6185.35. The strike last trading price was 0, 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 28 Nov MCX was trading at 6103.65. The strike last trading price was 0, 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 27 Nov MCX was trading at 6113.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| MCX 26DEC2024 7100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6397.40 | 384.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 6686.35 | 384.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 6698.00 | 384.2 | 0.00 | 0.00 | 0 | -1 | 0 |
| 17 Dec | 6750.55 | 384.2 | -162.25 | 38.34 | 1 | 0 | 39 |
| 16 Dec | 6706.75 | 546.45 | 0.00 | 0.00 | 0 | -35 | 0 |
| 13 Dec | 6569.35 | 546.45 | 102.90 | 34.97 | 61 | -34 | 40 |
| 12 Dec | 6674.05 | 443.55 | 16.40 | 34.31 | 39 | 24 | 74 |
| 11 Dec | 6706.45 | 427.15 | -37.50 | 34.12 | 10 | 1 | 52 |
| 10 Dec | 6676.10 | 464.65 | 98.75 | 39.04 | 66 | -8 | 51 |
| 9 Dec | 6849.40 | 365.9 | 40.90 | 42.59 | 141 | 24 | 57 |
| 6 Dec | 6920.00 | 325 | 325.00 | 36.54 | 72 | 33 | 33 |
| 5 Dec | 6488.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 6315.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 6216.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 6323.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 6185.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 6103.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 6113.25 | 0 | 0.00 | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 7100 expiring on 26DEC2024
Delta for 7100 PE is 0.00
Historical price for 7100 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 384.2, 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 19 Dec MCX was trading at 6686.35. The strike last trading price was 384.2, 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 18 Dec MCX was trading at 6698.00. The strike last trading price was 384.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 384.2, which was -162.25 lower than the previous day. The implied volatity was 38.34, the open interest changed by 0 which decreased total open position to 39
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 546.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -35 which decreased total open position to 0
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 546.45, which was 102.90 higher than the previous day. The implied volatity was 34.97, the open interest changed by -34 which decreased total open position to 40
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 443.55, which was 16.40 higher than the previous day. The implied volatity was 34.31, the open interest changed by 24 which increased total open position to 74
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 427.15, which was -37.50 lower than the previous day. The implied volatity was 34.12, the open interest changed by 1 which increased total open position to 52
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 464.65, which was 98.75 higher than the previous day. The implied volatity was 39.04, the open interest changed by -8 which decreased total open position to 51
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 365.9, which was 40.90 higher than the previous day. The implied volatity was 42.59, the open interest changed by 24 which increased total open position to 57
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 325, which was 325.00 higher than the previous day. The implied volatity was 36.54, the open interest changed by 33 which increased total open position to 33
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 29 Nov MCX was trading at 6185.35. The strike last trading price was 0, 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 28 Nov MCX was trading at 6103.65. The strike last trading price was 0, 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 27 Nov MCX was trading at 6113.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
