MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
| MCX 26DEC2024 7400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.50
Theta: -2.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6397.40 | 4.6 | -7.70 | 57.61 | 913 | -110 | 963 | |||
| 19 Dec | 6686.35 | 12.3 | -2.60 | 48.09 | 892 | -32 | 1,078 | |||
| 18 Dec | 6698.00 | 14.9 | -7.45 | 45.82 | 880 | 13 | 1,115 | |||
| 17 Dec | 6750.55 | 22.35 | 0.30 | 44.07 | 1,078 | -35 | 1,100 | |||
| 16 Dec | 6706.75 | 22.05 | 6.70 | 43.26 | 1,730 | -150 | 1,141 | |||
| 13 Dec | 6569.35 | 15.35 | -12.35 | 41.16 | 1,640 | 26 | 1,292 | |||
| 12 Dec | 6674.05 | 27.7 | -2.65 | 40.14 | 1,661 | 98 | 1,276 | |||
| 11 Dec | 6706.45 | 30.35 | -7.80 | 38.65 | 968 | -104 | 1,182 | |||
| 10 Dec | 6676.10 | 38.15 | -32.85 | 40.71 | 2,039 | -69 | 1,296 | |||
| 9 Dec | 6849.40 | 71 | -18.95 | 39.57 | 4,080 | 242 | 1,363 | |||
| 6 Dec | 6920.00 | 89.95 | 64.35 | 38.43 | 22,519 | 790 | 1,131 | |||
| 5 Dec | 6488.25 | 25.6 | 14.60 | 38.21 | 2,194 | 201 | 345 | |||
| 4 Dec | 6315.75 | 11 | -1.95 | 36.52 | 51 | -11 | 138 | |||
| 3 Dec | 6216.50 | 12.95 | -0.75 | 39.71 | 92 | 32 | 148 | |||
| 2 Dec | 6323.00 | 13.7 | 3.65 | 36.49 | 296 | 62 | 121 | |||
| 29 Nov | 6185.35 | 10.05 | -4.90 | 35.29 | 113 | 49 | 61 | |||
| 28 Nov | 6103.65 | 14.95 | 14.75 | 40.67 | 12 | 7 | 12 | |||
| 27 Nov | 6113.25 | 0.2 | 0.20 | 22.04 | 5 | 1 | 1 | |||
| 31 Oct | 6515.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 | |||
| 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 7400 expiring on 26DEC2024
Delta for 7400 CE is 0.03
Historical price for 7400 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 4.6, which was -7.70 lower than the previous day. The implied volatity was 57.61, the open interest changed by -110 which decreased total open position to 963
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 12.3, which was -2.60 lower than the previous day. The implied volatity was 48.09, the open interest changed by -32 which decreased total open position to 1078
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 14.9, which was -7.45 lower than the previous day. The implied volatity was 45.82, the open interest changed by 13 which increased total open position to 1115
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 22.35, which was 0.30 higher than the previous day. The implied volatity was 44.07, the open interest changed by -35 which decreased total open position to 1100
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 22.05, which was 6.70 higher than the previous day. The implied volatity was 43.26, the open interest changed by -150 which decreased total open position to 1141
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 15.35, which was -12.35 lower than the previous day. The implied volatity was 41.16, the open interest changed by 26 which increased total open position to 1292
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 27.7, which was -2.65 lower than the previous day. The implied volatity was 40.14, the open interest changed by 98 which increased total open position to 1276
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 30.35, which was -7.80 lower than the previous day. The implied volatity was 38.65, the open interest changed by -104 which decreased total open position to 1182
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 38.15, which was -32.85 lower than the previous day. The implied volatity was 40.71, the open interest changed by -69 which decreased total open position to 1296
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 71, which was -18.95 lower than the previous day. The implied volatity was 39.57, the open interest changed by 242 which increased total open position to 1363
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 89.95, which was 64.35 higher than the previous day. The implied volatity was 38.43, the open interest changed by 790 which increased total open position to 1131
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 25.6, which was 14.60 higher than the previous day. The implied volatity was 38.21, the open interest changed by 201 which increased total open position to 345
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 11, which was -1.95 lower than the previous day. The implied volatity was 36.52, the open interest changed by -11 which decreased total open position to 138
On 3 Dec MCX was trading at 6216.50. The strike last trading price was 12.95, which was -0.75 lower than the previous day. The implied volatity was 39.71, the open interest changed by 32 which increased total open position to 148
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 13.7, which was 3.65 higher than the previous day. The implied volatity was 36.49, the open interest changed by 62 which increased total open position to 121
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 10.05, which was -4.90 lower than the previous day. The implied volatity was 35.29, the open interest changed by 49 which increased total open position to 61
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 14.95, which was 14.75 higher than the previous day. The implied volatity was 40.67, the open interest changed by 7 which increased total open position to 12
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 0.2, which was 0.20 higher than the previous day. The implied volatity was 22.04, the open interest changed by 1 which increased total open position to 1
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 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 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 7400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6397.40 | 786.3 | 65.30 | - | 4 | 0 | 37 |
| 19 Dec | 6686.35 | 721 | 25.95 | - | 31 | -18 | 37 |
| 18 Dec | 6698.00 | 695.05 | -133.75 | - | 3 | 0 | 55 |
| 17 Dec | 6750.55 | 828.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 6706.75 | 828.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 6569.35 | 828.8 | 116.80 | 38.40 | 3 | 0 | 55 |
| 12 Dec | 6674.05 | 712 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 6706.45 | 712 | 0.00 | 0.00 | 0 | 6 | 0 |
| 10 Dec | 6676.10 | 712 | 100.75 | 38.59 | 18 | 4 | 53 |
| 9 Dec | 6849.40 | 611.25 | 85.15 | 49.11 | 9 | 1 | 47 |
| 6 Dec | 6920.00 | 526.1 | -426.85 | 34.56 | 77 | 30 | 46 |
| 5 Dec | 6488.25 | 952.95 | -72.05 | 57.02 | 3 | 0 | 13 |
| 4 Dec | 6315.75 | 1025 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 6216.50 | 1025 | 0.00 | 0.00 | 0 | 2 | 0 |
| 2 Dec | 6323.00 | 1025 | -190.00 | - | 2 | 0 | 11 |
| 29 Nov | 6185.35 | 1215 | 0.00 | 0.00 | 0 | 6 | 0 |
| 28 Nov | 6103.65 | 1215 | -25.00 | - | 6 | 3 | 8 |
| 27 Nov | 6113.25 | 1240 | 1240.00 | 36.23 | 5 | 1 | 1 |
| 31 Oct | 6515.90 | 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 |
| 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 7400 expiring on 26DEC2024
Delta for 7400 PE is -
Historical price for 7400 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 786.3, which was 65.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 721, which was 25.95 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 37
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 695.05, which was -133.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 828.8, 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 16 Dec MCX was trading at 6706.75. The strike last trading price was 828.8, 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 828.8, which was 116.80 higher than the previous day. The implied volatity was 38.40, the open interest changed by 0 which decreased total open position to 55
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 712, 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 Dec MCX was trading at 6706.45. The strike last trading price was 712, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 712, which was 100.75 higher than the previous day. The implied volatity was 38.59, the open interest changed by 4 which increased total open position to 53
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 611.25, which was 85.15 higher than the previous day. The implied volatity was 49.11, the open interest changed by 1 which increased total open position to 47
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 526.1, which was -426.85 lower than the previous day. The implied volatity was 34.56, the open interest changed by 30 which increased total open position to 46
On 5 Dec MCX was trading at 6488.25. The strike last trading price was 952.95, which was -72.05 lower than the previous day. The implied volatity was 57.02, the open interest changed by 0 which decreased total open position to 13
On 4 Dec MCX was trading at 6315.75. The strike last trading price was 1025, 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 1025, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 2 Dec MCX was trading at 6323.00. The strike last trading price was 1025, which was -190.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 29 Nov MCX was trading at 6185.35. The strike last trading price was 1215, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 28 Nov MCX was trading at 6103.65. The strike last trading price was 1215, which was -25.00 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 8
On 27 Nov MCX was trading at 6113.25. The strike last trading price was 1240, which was 1240.00 higher than the previous day. The implied volatity was 36.23, the open interest changed by 1 which increased total open position to 1
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 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 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
