MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
| MCX 26DEC2024 7500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6397.40 | 4.1 | -5.70 | - | 461 | -67 | 636 | |||
| 19 Dec | 6686.35 | 9.8 | -1.50 | 50.46 | 324 | -21 | 709 | |||
| 18 Dec | 6698.00 | 11.3 | -6.00 | 47.64 | 581 | -8 | 737 | |||
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| 17 Dec | 6750.55 | 17.3 | 0.25 | 45.78 | 389 | 20 | 745 | |||
| 16 Dec | 6706.75 | 17.05 | 5.50 | 44.78 | 796 | 70 | 724 | |||
| 13 Dec | 6569.35 | 11.55 | -9.65 | 42.12 | 672 | -110 | 655 | |||
| 12 Dec | 6674.05 | 21.2 | -1.90 | 41.07 | 1,626 | -35 | 767 | |||
| 11 Dec | 6706.45 | 23.1 | -7.40 | 39.47 | 2,339 | -374 | 810 | |||
| 10 Dec | 6676.10 | 30.5 | -26.55 | 41.76 | 2,089 | 204 | 1,179 | |||
| 9 Dec | 6849.40 | 57.05 | -14.95 | 40.46 | 3,926 | 386 | 973 | |||
| 6 Dec | 6920.00 | 72 | 38.92 | 4,493 | 587 | 587 | ||||
For Multi Commodity Exchange - strike price 7500 expiring on 26DEC2024
Delta for 7500 CE is -
Historical price for 7500 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 4.1, which was -5.70 lower than the previous day. The implied volatity was -, the open interest changed by -67 which decreased total open position to 636
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 9.8, which was -1.50 lower than the previous day. The implied volatity was 50.46, the open interest changed by -21 which decreased total open position to 709
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 11.3, which was -6.00 lower than the previous day. The implied volatity was 47.64, the open interest changed by -8 which decreased total open position to 737
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 17.3, which was 0.25 higher than the previous day. The implied volatity was 45.78, the open interest changed by 20 which increased total open position to 745
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 17.05, which was 5.50 higher than the previous day. The implied volatity was 44.78, the open interest changed by 70 which increased total open position to 724
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 11.55, which was -9.65 lower than the previous day. The implied volatity was 42.12, the open interest changed by -110 which decreased total open position to 655
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 21.2, which was -1.90 lower than the previous day. The implied volatity was 41.07, the open interest changed by -35 which decreased total open position to 767
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 23.1, which was -7.40 lower than the previous day. The implied volatity was 39.47, the open interest changed by -374 which decreased total open position to 810
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 30.5, which was -26.55 lower than the previous day. The implied volatity was 41.76, the open interest changed by 204 which increased total open position to 1179
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 57.05, which was -14.95 lower than the previous day. The implied volatity was 40.46, the open interest changed by 386 which increased total open position to 973
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 72, which was lower than the previous day. The implied volatity was 38.92, the open interest changed by 587 which increased total open position to 587
| MCX 26DEC2024 7500 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 | 1046.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 6686.35 | 1046.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 6698.00 | 1046.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 6750.55 | 1046.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 6706.75 | 1046.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 13 Dec | 6569.35 | 1046.5 | 246.50 | 84.55 | 2 | -1 | 13 |
| 12 Dec | 6674.05 | 800 | 89.75 | 33.78 | 9 | 0 | 7 |
| 11 Dec | 6706.45 | 710.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 6676.10 | 710.25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 6849.40 | 710.25 | 90.20 | 53.70 | 12 | 2 | 8 |
| 6 Dec | 6920.00 | 620.05 | 37.40 | 19 | 7 | 7 | |
For Multi Commodity Exchange - strike price 7500 expiring on 26DEC2024
Delta for 7500 PE is 0.00
Historical price for 7500 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 1046.5, 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 1046.5, 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 1046.5, 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 17 Dec MCX was trading at 6750.55. The strike last trading price was 1046.5, 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 1046.5, 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 13 Dec MCX was trading at 6569.35. The strike last trading price was 1046.5, which was 246.50 higher than the previous day. The implied volatity was 84.55, the open interest changed by -1 which decreased total open position to 13
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 800, which was 89.75 higher than the previous day. The implied volatity was 33.78, the open interest changed by 0 which decreased total open position to 7
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 710.25, 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 10 Dec MCX was trading at 6676.10. The strike last trading price was 710.25, 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 9 Dec MCX was trading at 6849.40. The strike last trading price was 710.25, which was 90.20 higher than the previous day. The implied volatity was 53.70, the open interest changed by 2 which increased total open position to 8
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 620.05, which was lower than the previous day. The implied volatity was 37.40, the open interest changed by 7 which increased total open position to 7
