MCX
Multi Commodity Exchange
Historical option data for MCX
14 Nov 2024 04:11 PM IST
| MCX 28NOV2024 7300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.77
Theta: -1.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 5950.65 | 6.5 | 0.40 | 51.76 | 9 | -2 | 155 | |||
| 13 Nov | 5949.15 | 6.1 | -4.60 | 48.70 | 35.5 | -1 | 157 | |||
| 12 Nov | 6104.35 | 10.7 | -5.20 | 48.31 | 154 | 52 | 160.5 | |||
| 11 Nov | 6405.05 | 15.9 | -7.85 | 39.05 | 79 | -17.5 | 108.5 | |||
| 8 Nov | 6413.10 | 23.75 | -6.25 | 39.69 | 149.5 | -4.5 | 126 | |||
| 7 Nov | 6422.60 | 30 | -16.00 | 39.86 | 203 | 23.5 | 130.5 | |||
| 6 Nov | 6456.75 | 46 | -15.95 | 41.84 | 139.5 | 33.5 | 107 | |||
| 5 Nov | 6538.80 | 61.95 | -1.05 | 43.95 | 193.5 | 16.5 | 74.5 | |||
| 4 Nov | 6457.25 | 63 | -33.80 | 44.66 | 112 | 11.5 | 58 | |||
| 1 Nov | 6489.35 | 96.8 | -23.20 | 47.86 | 11 | -2.5 | 46.5 | |||
| 31 Oct | 6515.90 | 120 | 8.55 | - | 49 | 20 | 51 | |||
| 30 Oct | 6390.35 | 111.45 | 30.00 | - | 127 | 33 | 33 | |||
| 29 Oct | 6824.75 | 81.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6565.40 | 81.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6487.55 | 81.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 6649.30 | 81.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6686.05 | 81.45 | 81.45 | - | 0 | 0 | 0 | |||
| 22 Oct | 6431.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Oct | 6629.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 6561.15 | 0 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 7300 expiring on 28NOV2024
Delta for 7300 CE is 0.03
Historical price for 7300 CE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 6.5, which was 0.40 higher than the previous day. The implied volatity was 51.76, the open interest changed by -4 which decreased total open position to 310
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 6.1, which was -4.60 lower than the previous day. The implied volatity was 48.70, the open interest changed by -2 which decreased total open position to 314
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 10.7, which was -5.20 lower than the previous day. The implied volatity was 48.31, the open interest changed by 104 which increased total open position to 321
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 15.9, which was -7.85 lower than the previous day. The implied volatity was 39.05, the open interest changed by -35 which decreased total open position to 217
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 23.75, which was -6.25 lower than the previous day. The implied volatity was 39.69, the open interest changed by -9 which decreased total open position to 252
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 30, which was -16.00 lower than the previous day. The implied volatity was 39.86, the open interest changed by 47 which increased total open position to 261
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 46, which was -15.95 lower than the previous day. The implied volatity was 41.84, the open interest changed by 67 which increased total open position to 214
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 61.95, which was -1.05 lower than the previous day. The implied volatity was 43.95, the open interest changed by 33 which increased total open position to 149
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 63, which was -33.80 lower than the previous day. The implied volatity was 44.66, the open interest changed by 23 which increased total open position to 116
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 96.8, which was -23.20 lower than the previous day. The implied volatity was 47.86, the open interest changed by -5 which decreased total open position to 93
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 120, which was 8.55 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 111.45, which was 30.00 higher 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 81.45, 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 81.45, 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 81.45, 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 81.45, 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 81.45, which was 81.45 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 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 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 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 |
| 14 Nov | 5950.65 | 899.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 5949.15 | 899.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 6104.35 | 899.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 6405.05 | 899.1 | 0.00 | 0.00 | 0 | -3 | 0 |
| 8 Nov | 6413.10 | 899.1 | 37.75 | 38.14 | 10 | -3 | 4.5 |
| 7 Nov | 6422.60 | 861.35 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 6 Nov | 6456.75 | 861.35 | -85.90 | 48.09 | 5 | -0.5 | 7.5 |
| 5 Nov | 6538.80 | 947.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 6457.25 | 947.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 6489.35 | 947.25 | 0.00 | 0.00 | 0 | -3 | 0 |
| 31 Oct | 6515.90 | 947.25 | -42.05 | - | 15 | -5 | 6 |
| 30 Oct | 6390.35 | 989.3 | 375.95 | - | 34 | -14 | 12 |
| 29 Oct | 6824.75 | 613.35 | -198.00 | - | 5 | 0 | 25 |
| 28 Oct | 6565.40 | 811.35 | -95.15 | - | 25 | 8 | 20 |
| 25 Oct | 6487.55 | 906.5 | -563.70 | - | 44 | 12 | 12 |
| 24 Oct | 6649.30 | 1470.2 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6686.05 | 1470.2 | 1470.20 | - | 0 | 0 | 0 |
| 22 Oct | 6431.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 6629.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6561.15 | 0 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 7300 expiring on 28NOV2024
Delta for 7300 PE is 0.00
Historical price for 7300 PE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 899.1, 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 899.1, 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 899.1, 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 899.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 899.1, which was 37.75 higher than the previous day. The implied volatity was 38.14, the open interest changed by -6 which decreased total open position to 9
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 861.35, 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 6 Nov MCX was trading at 6456.75. The strike last trading price was 861.35, which was -85.90 lower than the previous day. The implied volatity was 48.09, the open interest changed by -1 which decreased total open position to 15
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 947.25, 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 Nov MCX was trading at 6457.25. The strike last trading price was 947.25, 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 1 Nov MCX was trading at 6489.35. The strike last trading price was 947.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 947.25, which was -42.05 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 989.3, which was 375.95 higher 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 613.35, which was -198.00 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 811.35, which was -95.15 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 906.5, which was -563.70 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 1470.2, 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 1470.2, which was 1470.20 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 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 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
