MCX
Multi Commodity Exchange
Historical option data for MCX
14 Nov 2024 04:11 PM IST
| MCX 28NOV2024 7500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.61
Theta: -1.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 5950.65 | 5.05 | 0.10 | 55.33 | 52 | -7.5 | 497.5 | |||
| 13 Nov | 5949.15 | 4.95 | -3.55 | 52.34 | 88.5 | -23.5 | 504 | |||
| 12 Nov | 6104.35 | 8.5 | -2.50 | 51.79 | 312 | 29 | 523 | |||
| 11 Nov | 6405.05 | 11 | -4.90 | 41.99 | 120.5 | -1.5 | 493.5 | |||
| 8 Nov | 6413.10 | 15.9 | -3.10 | 41.82 | 400 | 35 | 495 | |||
| 7 Nov | 6422.60 | 19 | -11.00 | 41.27 | 363 | 65 | 460.5 | |||
| 6 Nov | 6456.75 | 30 | -9.65 | 43.01 | 332.5 | -8 | 397.5 | |||
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| 5 Nov | 6538.80 | 39.65 | -1.35 | 44.32 | 896.5 | -152.5 | 405.5 | |||
| 4 Nov | 6457.25 | 41 | -19.00 | 45.04 | 645.5 | 62.5 | 558.5 | |||
| 1 Nov | 6489.35 | 60 | -22.95 | 46.66 | 160 | 37 | 495 | |||
| 31 Oct | 6515.90 | 82.95 | 2.95 | - | 660 | 45 | 457 | |||
| 30 Oct | 6390.35 | 80 | -87.00 | - | 1,129 | 293 | 408 | |||
| 29 Oct | 6824.75 | 167 | 72.00 | - | 227 | 68 | 115 | |||
| 28 Oct | 6565.40 | 95 | - | 72 | 46 | 46 | ||||
For Multi Commodity Exchange - strike price 7500 expiring on 28NOV2024
Delta for 7500 CE is 0.02
Historical price for 7500 CE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 5.05, which was 0.10 higher than the previous day. The implied volatity was 55.33, the open interest changed by -15 which decreased total open position to 995
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 4.95, which was -3.55 lower than the previous day. The implied volatity was 52.34, the open interest changed by -47 which decreased total open position to 1008
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 8.5, which was -2.50 lower than the previous day. The implied volatity was 51.79, the open interest changed by 58 which increased total open position to 1046
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 11, which was -4.90 lower than the previous day. The implied volatity was 41.99, the open interest changed by -3 which decreased total open position to 987
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 15.9, which was -3.10 lower than the previous day. The implied volatity was 41.82, the open interest changed by 70 which increased total open position to 990
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 19, which was -11.00 lower than the previous day. The implied volatity was 41.27, the open interest changed by 130 which increased total open position to 921
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 30, which was -9.65 lower than the previous day. The implied volatity was 43.01, the open interest changed by -16 which decreased total open position to 795
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 39.65, which was -1.35 lower than the previous day. The implied volatity was 44.32, the open interest changed by -305 which decreased total open position to 811
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 41, which was -19.00 lower than the previous day. The implied volatity was 45.04, the open interest changed by 125 which increased total open position to 1117
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 60, which was -22.95 lower than the previous day. The implied volatity was 46.66, the open interest changed by 74 which increased total open position to 990
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 82.95, which was 2.95 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 80, which was -87.00 lower 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 167, which was 72.00 higher 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 95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 28NOV2024 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 |
| 14 Nov | 5950.65 | 1540 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 5949.15 | 1540 | 240.00 | - | 1.5 | 0 | 17.5 |
| 12 Nov | 6104.35 | 1300 | 250.65 | - | 1 | 0 | 17.5 |
| 11 Nov | 6405.05 | 1049.35 | 0.00 | 0.00 | 0 | 10 | 0 |
| 8 Nov | 6413.10 | 1049.35 | -20.65 | - | 17 | 10 | 17.5 |
| 7 Nov | 6422.60 | 1070 | -20.00 | 44.40 | 1 | 0.5 | 7.5 |
| 6 Nov | 6456.75 | 1090 | 88.55 | 62.21 | 3.5 | 2.5 | 7.5 |
| 5 Nov | 6538.80 | 1001.45 | -94.95 | 43.98 | 7.5 | 1.5 | 4 |
| 4 Nov | 6457.25 | 1096.4 | -141.60 | 59.78 | 4 | -1.5 | 1.5 |
| 1 Nov | 6489.35 | 1238 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 6515.90 | 1238 | 0.00 | - | 0 | 2 | 0 |
| 30 Oct | 6390.35 | 1238 | 388.00 | - | 4 | 1 | 2 |
| 29 Oct | 6824.75 | 850 | -640.70 | - | 1 | 0 | 0 |
| 28 Oct | 6565.40 | 1490.7 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 7500 expiring on 28NOV2024
Delta for 7500 PE is 0.00
Historical price for 7500 PE is as follows
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 1540, 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 1540, which was 240.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 1300, which was 250.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 1049.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 1049.35, which was -20.65 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 35
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 1070, which was -20.00 lower than the previous day. The implied volatity was 44.40, the open interest changed by 1 which increased total open position to 15
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 1090, which was 88.55 higher than the previous day. The implied volatity was 62.21, the open interest changed by 5 which increased total open position to 15
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 1001.45, which was -94.95 lower than the previous day. The implied volatity was 43.98, the open interest changed by 3 which increased total open position to 8
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 1096.4, which was -141.60 lower than the previous day. The implied volatity was 59.78, the open interest changed by -3 which decreased total open position to 3
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 1238, 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 31 Oct MCX was trading at 6515.90. The strike last trading price was 1238, 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 30 Oct MCX was trading at 6390.35. The strike last trading price was 1238, which was 388.00 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 850, which was -640.70 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 1490.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
