MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
| MCX 26DEC2024 7600 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 | 3.6 | -4.95 | - | 153 | -12 | 262 | |||
| 19 Dec | 6686.35 | 8.55 | -1.30 | 53.54 | 119 | -35 | 273 | |||
| 18 Dec | 6698.00 | 9.85 | -3.50 | 50.42 | 209 | -42 | 307 | |||
| 17 Dec | 6750.55 | 13.35 | 0.00 | 47.33 | 420 | -20 | 349 | |||
| 16 Dec | 6706.75 | 13.35 | 3.05 | 46.32 | 442 | -72 | 372 | |||
| 13 Dec | 6569.35 | 10.3 | -6.90 | 44.44 | 636 | 37 | 443 | |||
| 12 Dec | 6674.05 | 17.2 | -0.40 | 42.51 | 789 | 97 | 404 | |||
| 11 Dec | 6706.45 | 17.6 | -5.40 | 40.28 | 609 | -62 | 307 | |||
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| 10 Dec | 6676.10 | 23 | -21.00 | 42.14 | 1,079 | -164 | 369 | |||
| 9 Dec | 6849.40 | 44 | -13.60 | 40.79 | 1,585 | 331 | 533 | |||
| 6 Dec | 6920.00 | 57.6 | 57.60 | 39.45 | 1,043 | 202 | 202 | |||
| 24 Oct | 6649.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6686.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 6629.00 | 0 | - | 0 | 0 | 0 | ||||
For Multi Commodity Exchange - strike price 7600 expiring on 26DEC2024
Delta for 7600 CE is -
Historical price for 7600 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 3.6, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 262
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 8.55, which was -1.30 lower than the previous day. The implied volatity was 53.54, the open interest changed by -35 which decreased total open position to 273
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 9.85, which was -3.50 lower than the previous day. The implied volatity was 50.42, the open interest changed by -42 which decreased total open position to 307
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 13.35, which was 0.00 lower than the previous day. The implied volatity was 47.33, the open interest changed by -20 which decreased total open position to 349
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 13.35, which was 3.05 higher than the previous day. The implied volatity was 46.32, the open interest changed by -72 which decreased total open position to 372
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 10.3, which was -6.90 lower than the previous day. The implied volatity was 44.44, the open interest changed by 37 which increased total open position to 443
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 17.2, which was -0.40 lower than the previous day. The implied volatity was 42.51, the open interest changed by 97 which increased total open position to 404
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 17.6, which was -5.40 lower than the previous day. The implied volatity was 40.28, the open interest changed by -62 which decreased total open position to 307
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 23, which was -21.00 lower than the previous day. The implied volatity was 42.14, the open interest changed by -164 which decreased total open position to 369
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 44, which was -13.60 lower than the previous day. The implied volatity was 40.79, the open interest changed by 331 which increased total open position to 533
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 57.6, which was 57.60 higher than the previous day. The implied volatity was 39.45, the open interest changed by 202 which increased total open position to 202
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 21 Oct MCX was trading at 6629.00. 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 7600 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 950 | 0.00 | 0.00 | 0 | 1 | 0 |
| 19 Dec | 6686.35 | 950 | 88.85 | - | 1 | 0 | 17 |
| 18 Dec | 6698.00 | 861.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 6750.55 | 861.15 | 0.00 | 0.00 | 0 | 1 | 0 |
| 16 Dec | 6706.75 | 861.15 | -10.85 | - | 2 | 1 | 17 |
| 13 Dec | 6569.35 | 872 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 6674.05 | 872 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 6706.45 | 872 | 86.15 | 33.53 | 3 | 0 | 16 |
| 10 Dec | 6676.10 | 785.85 | 0.00 | 0.00 | 0 | 2 | 0 |
| 9 Dec | 6849.40 | 785.85 | 86.90 | 52.84 | 7 | -1 | 13 |
| 6 Dec | 6920.00 | 698.95 | 698.95 | 36.16 | 26 | 12 | 12 |
| 24 Oct | 6649.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6686.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 6629.00 | 0 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 7600 expiring on 26DEC2024
Delta for 7600 PE is 0.00
Historical price for 7600 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 950, 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 19 Dec MCX was trading at 6686.35. The strike last trading price was 950, which was 88.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 861.15, 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 861.15, 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 16 Dec MCX was trading at 6706.75. The strike last trading price was 861.15, which was -10.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 17
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 872, 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 Dec MCX was trading at 6674.05. The strike last trading price was 872, 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 872, which was 86.15 higher than the previous day. The implied volatity was 33.53, the open interest changed by 0 which decreased total open position to 16
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 785.85, 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 9 Dec MCX was trading at 6849.40. The strike last trading price was 785.85, which was 86.90 higher than the previous day. The implied volatity was 52.84, the open interest changed by -1 which decreased total open position to 13
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 698.95, which was 698.95 higher than the previous day. The implied volatity was 36.16, the open interest changed by 12 which increased total open position to 12
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 21 Oct MCX was trading at 6629.00. 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
