MCX
Multi Commodity Exchange
Historical option data for MCX
21 Nov 2024 04:11 PM IST
| MCX 28NOV2024 7200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.57
Theta: -2.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6166.50 | 5.15 | -0.80 | 55.42 | 49.5 | 5.5 | 221.5 | |||
| 20 Nov | 6106.35 | 5.95 | 0.00 | 56.30 | 116.5 | -5.5 | 217 | |||
| 19 Nov | 6106.35 | 5.95 | 2.15 | 56.30 | 116.5 | -4.5 | 217 | |||
| 18 Nov | 5909.30 | 3.8 | -3.40 | - | 83 | -34.5 | 222.5 | |||
| 14 Nov | 5950.65 | 7.2 | 0.05 | 49.62 | 85 | -6.5 | 258 | |||
| 13 Nov | 5949.15 | 7.15 | -5.70 | 46.86 | 149.5 | -19.5 | 264.5 | |||
| 12 Nov | 6104.35 | 12.85 | -8.35 | 46.76 | 299 | -27.5 | 286.5 | |||
| 11 Nov | 6405.05 | 21.2 | -8.80 | 38.36 | 195.5 | -5 | 313 | |||
| 8 Nov | 6413.10 | 30 | -8.20 | 38.86 | 224.5 | 3.5 | 317.5 | |||
| 7 Nov | 6422.60 | 38.2 | -20.50 | 39.27 | 471.5 | -26 | 316.5 | |||
| 6 Nov | 6456.75 | 58.7 | -19.35 | 41.69 | 493.5 | 25.5 | 342.5 | |||
| 5 Nov | 6538.80 | 78.05 | 0.10 | 44.03 | 684 | -32.5 | 316 | |||
| 4 Nov | 6457.25 | 77.95 | -32.05 | 44.56 | 401.5 | 22.5 | 348.5 | |||
| 1 Nov | 6489.35 | 110 | -14.15 | 46.64 | 81.5 | 8.5 | 325.5 | |||
| 31 Oct | 6515.90 | 124.15 | -5.85 | - | 197 | 21 | 318 | |||
| 30 Oct | 6390.35 | 130 | -121.95 | - | 767 | 155 | 297 | |||
| 29 Oct | 6824.75 | 251.95 | 92.10 | - | 174 | 29 | 140 | |||
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| 28 Oct | 6565.40 | 159.85 | 10.35 | - | 193 | 73 | 110 | |||
| 25 Oct | 6487.55 | 149.5 | -10.05 | - | 54 | 12 | 37 | |||
| 24 Oct | 6649.30 | 159.55 | -12.45 | - | 20 | 6 | 25 | |||
| 23 Oct | 6686.05 | 172 | 52.15 | - | 19 | 0 | 19 | |||
| 22 Oct | 6431.05 | 119.85 | -42.15 | - | 6 | 2 | 19 | |||
| 21 Oct | 6629.00 | 162 | 10.05 | - | 22 | 10 | 16 | |||
| 18 Oct | 6561.15 | 151.95 | - | 8 | 5 | 6 | ||||
For Multi Commodity Exchange - strike price 7200 expiring on 28NOV2024
Delta for 7200 CE is 0.03
Historical price for 7200 CE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 5.15, which was -0.80 lower than the previous day. The implied volatity was 55.42, the open interest changed by 11 which increased total open position to 443
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was 56.30, the open interest changed by -11 which decreased total open position to 434
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 5.95, which was 2.15 higher than the previous day. The implied volatity was 56.30, the open interest changed by -9 which decreased total open position to 434
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 3.8, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by -69 which decreased total open position to 445
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 7.2, which was 0.05 higher than the previous day. The implied volatity was 49.62, the open interest changed by -13 which decreased total open position to 516
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 7.15, which was -5.70 lower than the previous day. The implied volatity was 46.86, the open interest changed by -39 which decreased total open position to 529
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 12.85, which was -8.35 lower than the previous day. The implied volatity was 46.76, the open interest changed by -55 which decreased total open position to 573
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 21.2, which was -8.80 lower than the previous day. The implied volatity was 38.36, the open interest changed by -10 which decreased total open position to 626
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 30, which was -8.20 lower than the previous day. The implied volatity was 38.86, the open interest changed by 7 which increased total open position to 635
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 38.2, which was -20.50 lower than the previous day. The implied volatity was 39.27, the open interest changed by -52 which decreased total open position to 633
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 58.7, which was -19.35 lower than the previous day. The implied volatity was 41.69, the open interest changed by 51 which increased total open position to 685
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 78.05, which was 0.10 higher than the previous day. The implied volatity was 44.03, the open interest changed by -65 which decreased total open position to 632
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 77.95, which was -32.05 lower than the previous day. The implied volatity was 44.56, the open interest changed by 45 which increased total open position to 697
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 110, which was -14.15 lower than the previous day. The implied volatity was 46.64, the open interest changed by 17 which increased total open position to 651
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 124.15, which was -5.85 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 130, which was -121.95 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 251.95, which was 92.10 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 159.85, which was 10.35 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 149.5, 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 24 Oct MCX was trading at 6649.30. The strike last trading price was 159.55, which was -12.45 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 172, which was 52.15 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 119.85, which was -42.15 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 162, which was 10.05 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 151.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 28NOV2024 7200 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 |
| 21 Nov | 6166.50 | 807.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 6106.35 | 807.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 6106.35 | 807.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 5909.30 | 807.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 5950.65 | 807.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 5949.15 | 807.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 6104.35 | 807.85 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 11 Nov | 6405.05 | 807.85 | -1.45 | 42.48 | 2.5 | -1.5 | 4.5 |
| 8 Nov | 6413.10 | 809.3 | -5.05 | 38.79 | 11 | 4 | 7.5 |
| 7 Nov | 6422.60 | 814.35 | -232.75 | 47.52 | 2 | 0.5 | 2 |
| 6 Nov | 6456.75 | 1047.1 | 0.00 | 0.00 | 0 | 1.5 | 0 |
| 5 Nov | 6538.80 | 1047.1 | -766.85 | 97.26 | 2.5 | 1 | 1 |
| 4 Nov | 6457.25 | 1813.95 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 6489.35 | 1813.95 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 6515.90 | 1813.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 6390.35 | 1813.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 6824.75 | 1813.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6565.40 | 1813.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 6487.55 | 1813.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 6649.30 | 1813.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6686.05 | 1813.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 6431.05 | 1813.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 6629.00 | 1813.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6561.15 | 1813.95 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 7200 expiring on 28NOV2024
Delta for 7200 PE is 0.00
Historical price for 7200 PE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 807.85, 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 20 Nov MCX was trading at 6106.35. The strike last trading price was 807.85, 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 Nov MCX was trading at 6106.35. The strike last trading price was 807.85, 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 Nov MCX was trading at 5909.30. The strike last trading price was 807.85, 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 807.85, 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 807.85, 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 807.85, 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 11 Nov MCX was trading at 6405.05. The strike last trading price was 807.85, which was -1.45 lower than the previous day. The implied volatity was 42.48, the open interest changed by -3 which decreased total open position to 9
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 809.3, which was -5.05 lower than the previous day. The implied volatity was 38.79, the open interest changed by 8 which increased total open position to 15
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 814.35, which was -232.75 lower than the previous day. The implied volatity was 47.52, the open interest changed by 1 which increased total open position to 4
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 1047.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 1047.1, which was -766.85 lower than the previous day. The implied volatity was 97.26, the open interest changed by 2 which increased total open position to 2
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 1813.95, 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 1813.95, 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 1813.95, 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 1813.95, 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 1813.95, 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 1813.95, 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 1813.95, 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 1813.95, 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 1813.95, 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 1813.95, 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 1813.95, 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 1813.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
