MCX
Multi Commodity Exchange
Historical option data for MCX
26 Dec 2024 04:11 PM IST
| MCX 30JAN2025 7300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 3.81
Theta: -2.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 26 Dec | 6352.65 | 35 | -6.00 | 33.28 | 24 | 16 | 65 | |||
| 24 Dec | 6342.35 | 41 | -11.80 | 34.01 | 60 | 32 | 48 | |||
| 23 Dec | 6373.30 | 52.8 | -20.95 | 35.44 | 16 | 7 | 16 | |||
| 20 Dec | 6397.40 | 73.75 | -71.55 | 37.41 | 1 | 0 | 10 | |||
| 19 Dec | 6686.35 | 145.3 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Dec | 6698.00 | 145.3 | -40.70 | 36.78 | 2 | 0 | 9 | |||
| 17 Dec | 6750.55 | 186 | 16.00 | 38.64 | 3 | 1 | 8 | |||
| 16 Dec | 6706.75 | 170 | -39.15 | 37.53 | 13 | 6 | 7 | |||
| 13 Dec | 6569.35 | 209.15 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Dec | 6674.05 | 209.15 | 64.65 | 41.43 | 1 | 0 | 0 | |||
| 11 Dec | 6706.45 | 144.5 | 0.00 | 4.70 | 0 | 0 | 0 | |||
| 10 Dec | 6676.10 | 144.5 | 0.00 | 4.84 | 0 | 0 | 0 | |||
| 9 Dec | 6849.40 | 144.5 | 0.00 | 3.20 | 0 | 0 | 0 | |||
| 6 Dec | 6920.00 | 144.5 | 2.57 | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 7300 expiring on 30JAN2025
Delta for 7300 CE is 0.11
Historical price for 7300 CE is as follows
On 26 Dec MCX was trading at 6352.65. The strike last trading price was 35, which was -6.00 lower than the previous day. The implied volatity was 33.28, the open interest changed by 16 which increased total open position to 65
On 24 Dec MCX was trading at 6342.35. The strike last trading price was 41, which was -11.80 lower than the previous day. The implied volatity was 34.01, the open interest changed by 32 which increased total open position to 48
On 23 Dec MCX was trading at 6373.30. The strike last trading price was 52.8, which was -20.95 lower than the previous day. The implied volatity was 35.44, the open interest changed by 7 which increased total open position to 16
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 73.75, which was -71.55 lower than the previous day. The implied volatity was 37.41, the open interest changed by 0 which decreased total open position to 10
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 145.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 145.3, which was -40.70 lower than the previous day. The implied volatity was 36.78, the open interest changed by 0 which decreased total open position to 9
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 186, which was 16.00 higher than the previous day. The implied volatity was 38.64, the open interest changed by 1 which increased total open position to 8
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 170, which was -39.15 lower than the previous day. The implied volatity was 37.53, the open interest changed by 6 which increased total open position to 7
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 209.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 209.15, which was 64.65 higher than the previous day. The implied volatity was 41.43, 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 144.5, which was 0.00 lower than the previous day. The implied volatity was 4.70, 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 144.5, which was 0.00 lower than the previous day. The implied volatity was 4.84, 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 144.5, which was 0.00 lower than the previous day. The implied volatity was 3.20, 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 144.5, which was lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
| MCX 30JAN2025 7300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6352.65 | 1249.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 6342.35 | 1249.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 6373.30 | 1249.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 6397.40 | 1249.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 6686.35 | 1249.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 6698.00 | 1249.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 6750.55 | 1249.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 6706.75 | 1249.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 6569.35 | 1249.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 6674.05 | 1249.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 6706.45 | 1249.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 6676.10 | 1249.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 6849.40 | 1249.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 6920.00 | 1249.45 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 7300 expiring on 30JAN2025
Delta for 7300 PE is -
Historical price for 7300 PE is as follows
On 26 Dec MCX was trading at 6352.65. The strike last trading price was 1249.45, 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 1249.45, 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 1249.45, 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 1249.45, 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 1249.45, 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 1249.45, 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 1249.45, 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 1249.45, 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 1249.45, 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 1249.45, 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 1249.45, 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 1249.45, 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 1249.45, 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 1249.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
