MCX
Multi Commodity Exchange
Historical option data for MCX
14 Nov 2024 04:11 PM IST
| MCX 28NOV2024 7100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 1.00
Theta: -1.78
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 5950.65 | 8.7 | 0.20 | 48.11 | 46.5 | -11.5 | 91.5 | |||
| 13 Nov | 5949.15 | 8.5 | -7.55 | 45.43 | 57 | -7 | 104 | |||
| 12 Nov | 6104.35 | 16.05 | -14.20 | 45.68 | 243 | -6.5 | 111 | |||
| 11 Nov | 6405.05 | 30.25 | -9.75 | 38.39 | 175.5 | 13 | 117 | |||
| 8 Nov | 6413.10 | 40 | -9.00 | 38.63 | 93.5 | 2 | 105 | |||
| 7 Nov | 6422.60 | 49 | -25.00 | 38.78 | 163 | 7.5 | 104 | |||
| 6 Nov | 6456.75 | 74 | -18.95 | 41.45 | 155.5 | 3 | 96.5 | |||
| 5 Nov | 6538.80 | 92.95 | -0.85 | 43.22 | 279 | -9.5 | 94 | |||
| 4 Nov | 6457.25 | 93.8 | -36.20 | 44.06 | 100.5 | -1 | 103 | |||
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| 1 Nov | 6489.35 | 130 | -22.00 | 46.89 | 6.5 | -0.5 | 104.5 | |||
| 31 Oct | 6515.90 | 152 | -0.90 | - | 83 | 4 | 106 | |||
| 30 Oct | 6390.35 | 152.9 | -121.10 | - | 182 | 81 | 101 | |||
| 29 Oct | 6824.75 | 274 | 115.65 | - | 66 | 3 | 19 | |||
| 28 Oct | 6565.40 | 158.35 | -16.65 | - | 6 | 4 | 14 | |||
| 25 Oct | 6487.55 | 175 | -5.80 | - | 9 | 2 | 10 | |||
| 24 Oct | 6649.30 | 180.8 | -27.65 | - | 16 | 7 | 8 | |||
| 23 Oct | 6686.05 | 208.45 | 61.60 | - | 2 | 1 | 1 | |||
| 22 Oct | 6431.05 | 146.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 6629.00 | 146.85 | 146.85 | - | 0 | 0 | 0 | |||
| 18 Oct | 6561.15 | 0 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 7100 expiring on 28NOV2024
Delta for 7100 CE is 0.04
Historical price for 7100 CE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 8.7, which was 0.20 higher than the previous day. The implied volatity was 48.11, the open interest changed by -23 which decreased total open position to 183
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 8.5, which was -7.55 lower than the previous day. The implied volatity was 45.43, the open interest changed by -14 which decreased total open position to 208
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 16.05, which was -14.20 lower than the previous day. The implied volatity was 45.68, the open interest changed by -13 which decreased total open position to 222
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 30.25, which was -9.75 lower than the previous day. The implied volatity was 38.39, the open interest changed by 26 which increased total open position to 234
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 40, which was -9.00 lower than the previous day. The implied volatity was 38.63, the open interest changed by 4 which increased total open position to 210
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 49, which was -25.00 lower than the previous day. The implied volatity was 38.78, the open interest changed by 15 which increased total open position to 208
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 74, which was -18.95 lower than the previous day. The implied volatity was 41.45, the open interest changed by 6 which increased total open position to 193
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 92.95, which was -0.85 lower than the previous day. The implied volatity was 43.22, the open interest changed by -19 which decreased total open position to 188
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 93.8, which was -36.20 lower than the previous day. The implied volatity was 44.06, the open interest changed by -2 which decreased total open position to 206
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 130, which was -22.00 lower than the previous day. The implied volatity was 46.89, the open interest changed by -1 which decreased total open position to 209
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 152, which was -0.90 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 152.9, which was -121.10 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 274, which was 115.65 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 158.35, which was -16.65 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 175, which was -5.80 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 180.8, which was -27.65 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 208.45, which was 61.60 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 146.85, 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 146.85, which was 146.85 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 28NOV2024 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 |
| 14 Nov | 5950.65 | 1279.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 5949.15 | 1279.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 6104.35 | 1279.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 6405.05 | 1279.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 6413.10 | 1279.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 6422.60 | 1279.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 6456.75 | 1279.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 6538.80 | 1279.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6457.25 | 1279.15 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 6489.35 | 1279.15 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 6515.90 | 1279.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 6390.35 | 1279.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 6824.75 | 1279.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6565.40 | 1279.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 6487.55 | 1279.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 6649.30 | 1279.15 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6686.05 | 1279.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 6431.05 | 1279.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 6629.00 | 1279.15 | 1279.15 | - | 0 | 0 | 0 |
| 18 Oct | 6561.15 | 0 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 7100 expiring on 28NOV2024
Delta for 7100 PE is 0.00
Historical price for 7100 PE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 1279.15, 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 1279.15, 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 12 Nov MCX was trading at 6104.35. The strike last trading price was 1279.15, 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 11 Nov MCX was trading at 6405.05. The strike last trading price was 1279.15, 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 8 Nov MCX was trading at 6413.10. The strike last trading price was 1279.15, 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 7 Nov MCX was trading at 6422.60. The strike last trading price was 1279.15, 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 6 Nov MCX was trading at 6456.75. The strike last trading price was 1279.15, 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 5 Nov MCX was trading at 6538.80. The strike last trading price was 1279.15, 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 4 Nov MCX was trading at 6457.25. The strike last trading price was 1279.15, 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 1 Nov MCX was trading at 6489.35. The strike last trading price was 1279.15, 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 31 Oct MCX was trading at 6515.90. The strike last trading price was 1279.15, 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 1279.15, 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 29 Oct MCX was trading at 6824.75. The strike last trading price was 1279.15, 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 1279.15, 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 1279.15, 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 1279.15, 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 1279.15, 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 1279.15, 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 1279.15, which was 1279.15 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
