MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
| MCX 26DEC2024 7300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.56
Theta: -2.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6397.40 | 5.05 | -11.20 | 53.95 | 1,008 | 52 | 532 | |||
| 19 Dec | 6686.35 | 16.25 | -3.45 | 46.07 | 679 | -64 | 483 | |||
| 18 Dec | 6698.00 | 19.7 | -10.70 | 44.15 | 942 | 24 | 547 | |||
| 17 Dec | 6750.55 | 30.4 | 1.40 | 42.87 | 1,190 | 64 | 523 | |||
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| 16 Dec | 6706.75 | 29 | 9.75 | 41.81 | 762 | 29 | 464 | |||
| 13 Dec | 6569.35 | 19.25 | -19.05 | 39.57 | 787 | -18 | 437 | |||
| 12 Dec | 6674.05 | 38.3 | -2.70 | 39.89 | 846 | 81 | 457 | |||
| 11 Dec | 6706.45 | 41 | -8.45 | 38.15 | 983 | -19 | 378 | |||
| 10 Dec | 6676.10 | 49.45 | -42.20 | 40.08 | 1,132 | 127 | 396 | |||
| 9 Dec | 6849.40 | 91.65 | -21.35 | 39.35 | 1,137 | 120 | 272 | |||
| 6 Dec | 6920.00 | 113 | 113.00 | 38.13 | 772 | 152 | 152 | |||
| 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 7300 expiring on 26DEC2024
Delta for 7300 CE is 0.03
Historical price for 7300 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 5.05, which was -11.20 lower than the previous day. The implied volatity was 53.95, the open interest changed by 52 which increased total open position to 532
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 16.25, which was -3.45 lower than the previous day. The implied volatity was 46.07, the open interest changed by -64 which decreased total open position to 483
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 19.7, which was -10.70 lower than the previous day. The implied volatity was 44.15, the open interest changed by 24 which increased total open position to 547
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 30.4, which was 1.40 higher than the previous day. The implied volatity was 42.87, the open interest changed by 64 which increased total open position to 523
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 29, which was 9.75 higher than the previous day. The implied volatity was 41.81, the open interest changed by 29 which increased total open position to 464
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 19.25, which was -19.05 lower than the previous day. The implied volatity was 39.57, the open interest changed by -18 which decreased total open position to 437
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 38.3, which was -2.70 lower than the previous day. The implied volatity was 39.89, the open interest changed by 81 which increased total open position to 457
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 41, which was -8.45 lower than the previous day. The implied volatity was 38.15, the open interest changed by -19 which decreased total open position to 378
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 49.45, which was -42.20 lower than the previous day. The implied volatity was 40.08, the open interest changed by 127 which increased total open position to 396
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 91.65, which was -21.35 lower than the previous day. The implied volatity was 39.35, the open interest changed by 120 which increased total open position to 272
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 113, which was 113.00 higher than the previous day. The implied volatity was 38.13, the open interest changed by 152 which increased total open position to 152
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 7300 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 | 538.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 6686.35 | 538.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 6698.00 | 538.55 | 0.00 | 0.00 | 0 | 5 | 0 |
| 17 Dec | 6750.55 | 538.55 | -49.75 | 27.28 | 10 | 2 | 10 |
| 16 Dec | 6706.75 | 588.3 | -145.65 | 39.23 | 3 | 1 | 8 |
| 13 Dec | 6569.35 | 733.95 | 184.25 | 37.80 | 4 | 1 | 6 |
| 12 Dec | 6674.05 | 549.7 | -56.55 | - | 1 | 0 | 5 |
| 11 Dec | 6706.45 | 606.25 | -71.80 | 37.90 | 2 | 1 | 4 |
| 10 Dec | 6676.10 | 678.05 | -267.50 | 52.12 | 11 | 4 | 4 |
| 9 Dec | 6849.40 | 945.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 6920.00 | 945.55 | 945.55 | - | 0 | 0 | 0 |
| 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 7300 expiring on 26DEC2024
Delta for 7300 PE is 0.00
Historical price for 7300 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 538.55, 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 538.55, 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 538.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 538.55, which was -49.75 lower than the previous day. The implied volatity was 27.28, the open interest changed by 2 which increased total open position to 10
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 588.3, which was -145.65 lower than the previous day. The implied volatity was 39.23, the open interest changed by 1 which increased total open position to 8
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 733.95, which was 184.25 higher than the previous day. The implied volatity was 37.80, the open interest changed by 1 which increased total open position to 6
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 549.7, which was -56.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 606.25, which was -71.80 lower than the previous day. The implied volatity was 37.90, the open interest changed by 1 which increased total open position to 4
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 678.05, which was -267.50 lower than the previous day. The implied volatity was 52.12, the open interest changed by 4 which increased total open position to 4
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 945.55, 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 945.55, which was 945.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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
