MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
| MCX 26DEC2024 7200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.67
Theta: -2.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6397.40 | 6.05 | -16.15 | 50.88 | 1,628 | -78 | 1,478 | |||
| 19 Dec | 6686.35 | 22.2 | -4.60 | 44.26 | 1,760 | -82 | 1,557 | |||
| 18 Dec | 6698.00 | 26.8 | -15.00 | 42.39 | 1,465 | 37 | 1,646 | |||
| 17 Dec | 6750.55 | 41.8 | 3.95 | 41.80 | 2,296 | -13 | 1,609 | |||
| 16 Dec | 6706.75 | 37.85 | 12.35 | 40.16 | 2,313 | -74 | 1,622 | |||
| 13 Dec | 6569.35 | 25.5 | -24.05 | 38.42 | 2,471 | 148 | 1,692 | |||
| 12 Dec | 6674.05 | 49.55 | -5.20 | 38.84 | 3,725 | 55 | 1,546 | |||
| 11 Dec | 6706.45 | 54.75 | -8.25 | 37.59 | 2,151 | -16 | 1,491 | |||
| 10 Dec | 6676.10 | 63 | -50.00 | 39.23 | 2,463 | 89 | 1,507 | |||
| 9 Dec | 6849.40 | 113 | -26.30 | 38.42 | 5,150 | 244 | 1,416 | |||
| 6 Dec | 6920.00 | 139.3 | 96.90 | 37.58 | 18,050 | 1,036 | 1,208 | |||
| 5 Dec | 6488.25 | 42.4 | 29.80 | 37.04 | 1,074 | 164 | 175 | |||
| 4 Dec | 6315.75 | 12.6 | -1.80 | 32.16 | 4 | 3 | 12 | |||
| 3 Dec | 6216.50 | 14.4 | -146.80 | 35.31 | 41 | 11 | 11 | |||
| 2 Dec | 6323.00 | 161.2 | 0.00 | 12.68 | 0 | 0 | 0 | |||
| 29 Nov | 6185.35 | 161.2 | 0.00 | 12.68 | 0 | 0 | 0 | |||
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| 28 Nov | 6103.65 | 161.2 | 0.00 | 13.50 | 0 | 0 | 0 | |||
| 27 Nov | 6113.25 | 161.2 | 0.00 | 13.14 | 0 | 0 | 0 | |||
| 31 Oct | 6515.90 | 161.2 | 161.20 | - | 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 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 7200 expiring on 26DEC2024
Delta for 7200 CE is 0.04
Historical price for 7200 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 6.05, which was -16.15 lower than the previous day. The implied volatity was 50.88, the open interest changed by -78 which decreased total open position to 1478
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 22.2, which was -4.60 lower than the previous day. The implied volatity was 44.26, the open interest changed by -82 which decreased total open position to 1557
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 26.8, which was -15.00 lower than the previous day. The implied volatity was 42.39, the open interest changed by 37 which increased total open position to 1646
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 41.8, which was 3.95 higher than the previous day. The implied volatity was 41.80, the open interest changed by -13 which decreased total open position to 1609
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 37.85, which was 12.35 higher than the previous day. The implied volatity was 40.16, the open interest changed by -74 which decreased total open position to 1622
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 25.5, which was -24.05 lower than the previous day. The implied volatity was 38.42, the open interest changed by 148 which increased total open position to 1692
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 49.55, which was -5.20 lower than the previous day. The implied volatity was 38.84, the open interest changed by 55 which increased total open position to 1546
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 54.75, which was -8.25 lower than the previous day. The implied volatity was 37.59, the open interest changed by -16 which decreased total open position to 1491
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 63, which was -50.00 lower than the previous day. The implied volatity was 39.23, the open interest changed by 89 which increased total open position to 1507
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 113, which was -26.30 lower than the previous day. The implied volatity was 38.42, the open interest changed by 244 which increased total open position to 1416
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 139.3, which was 96.90 higher than the previous day. The implied volatity was 37.58, the open interest changed by 1036 which increased total open position to 1208
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 42.4, which was 29.80 higher than the previous day. The implied volatity was 37.04, the open interest changed by 164 which increased total open position to 175
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 12.6, which was -1.80 lower than the previous day. The implied volatity was 32.16, the open interest changed by 3 which increased total open position to 12
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 14.4, which was -146.80 lower than the previous day. The implied volatity was 35.31, the open interest changed by 11 which increased total open position to 11
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 161.2, which was 0.00 lower than the previous day. The implied volatity was 12.68, 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 161.2, which was 0.00 lower than the previous day. The implied volatity was 12.68, 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 161.2, which was 0.00 lower than the previous day. The implied volatity was 13.50, 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 161.2, which was 0.00 lower than the previous day. The implied volatity was 13.14, 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 161.2, which was 161.20 higher 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 26DEC2024 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 |
| 20 Dec | 6397.40 | 513 | 0.00 | 0.00 | 0 | -1 | 0 |
| 19 Dec | 6686.35 | 513 | -116.90 | - | 1 | 0 | 78 |
| 18 Dec | 6698.00 | 629.9 | 178.80 | 77.75 | 2 | 0 | 80 |
| 17 Dec | 6750.55 | 451.1 | -35.95 | 31.40 | 35 | -21 | 80 |
| 16 Dec | 6706.75 | 487.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 6569.35 | 487.05 | 0.00 | 0.00 | 0 | -3 | 0 |
| 12 Dec | 6674.05 | 487.05 | -83.90 | - | 11 | -3 | 101 |
| 11 Dec | 6706.45 | 570.95 | 0.00 | 0.00 | 0 | -1 | 0 |
| 10 Dec | 6676.10 | 570.95 | 137.70 | 45.57 | 39 | -1 | 104 |
| 9 Dec | 6849.40 | 433.25 | 38.25 | 42.78 | 113 | 5 | 105 |
| 6 Dec | 6920.00 | 395 | -1120.70 | 37.42 | 532 | 99 | 99 |
| 5 Dec | 6488.25 | 1515.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 6315.75 | 1515.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 6216.50 | 1515.7 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 6323.00 | 1515.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 6185.35 | 1515.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 6103.65 | 1515.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 6113.25 | 1515.7 | 1515.70 | - | 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 | 0 | 0 | |
For Multi Commodity Exchange - strike price 7200 expiring on 26DEC2024
Delta for 7200 PE is 0.00
Historical price for 7200 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 513, 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 19 Dec MCX was trading at 6686.35. The strike last trading price was 513, which was -116.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 629.9, which was 178.80 higher than the previous day. The implied volatity was 77.75, the open interest changed by 0 which decreased total open position to 80
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 451.1, which was -35.95 lower than the previous day. The implied volatity was 31.40, the open interest changed by -21 which decreased total open position to 80
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 487.05, 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 Dec MCX was trading at 6569.35. The strike last trading price was 487.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 487.05, which was -83.90 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 101
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 570.95, 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 10 Dec MCX was trading at 6676.10. The strike last trading price was 570.95, which was 137.70 higher than the previous day. The implied volatity was 45.57, the open interest changed by -1 which decreased total open position to 104
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 433.25, which was 38.25 higher than the previous day. The implied volatity was 42.78, the open interest changed by 5 which increased total open position to 105
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 395, which was -1120.70 lower than the previous day. The implied volatity was 37.42, the open interest changed by 99 which increased total open position to 99
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 1515.7, 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 Dec MCX was trading at 6315.75. The strike last trading price was 1515.7, 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 3 Dec MCX was trading at 6216.50. The strike last trading price was 1515.7, 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 2 Dec MCX was trading at 6323.00. The strike last trading price was 1515.7, 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 29 Nov MCX was trading at 6185.35. The strike last trading price was 1515.7, 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 28 Nov MCX was trading at 6103.65. The strike last trading price was 1515.7, 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 27 Nov MCX was trading at 6113.25. The strike last trading price was 1515.7, which was 1515.70 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
