MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
| MCX 26DEC2024 7700 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 | 1.65 | -5.60 | - | 212 | -38 | 405 | |||
| 19 Dec | 6686.35 | 7.25 | -0.95 | 56.14 | 127 | -1 | 443 | |||
| 18 Dec | 6698.00 | 8.2 | -1.50 | 52.81 | 218 | -30 | 445 | |||
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| 17 Dec | 6750.55 | 9.7 | -0.95 | 48.21 | 177 | 11 | 471 | |||
| 16 Dec | 6706.75 | 10.65 | 2.30 | 47.93 | 238 | 30 | 461 | |||
| 13 Dec | 6569.35 | 8.35 | -4.80 | 45.83 | 241 | -26 | 432 | |||
| 12 Dec | 6674.05 | 13.15 | 0.80 | 43.32 | 423 | 14 | 456 | |||
| 11 Dec | 6706.45 | 12.35 | -5.70 | 40.39 | 436 | -46 | 442 | |||
| 10 Dec | 6676.10 | 18.05 | -17.45 | 42.95 | 786 | -129 | 488 | |||
| 9 Dec | 6849.40 | 35.5 | -11.50 | 41.72 | 2,264 | 197 | 614 | |||
| 6 Dec | 6920.00 | 47 | 40.26 | 2,256 | 422 | 422 | ||||
For Multi Commodity Exchange - strike price 7700 expiring on 26DEC2024
Delta for 7700 CE is -
Historical price for 7700 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 1.65, which was -5.60 lower than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 405
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 7.25, which was -0.95 lower than the previous day. The implied volatity was 56.14, the open interest changed by -1 which decreased total open position to 443
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 8.2, which was -1.50 lower than the previous day. The implied volatity was 52.81, the open interest changed by -30 which decreased total open position to 445
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 9.7, which was -0.95 lower than the previous day. The implied volatity was 48.21, the open interest changed by 11 which increased total open position to 471
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 10.65, which was 2.30 higher than the previous day. The implied volatity was 47.93, the open interest changed by 30 which increased total open position to 461
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 8.35, which was -4.80 lower than the previous day. The implied volatity was 45.83, the open interest changed by -26 which decreased total open position to 432
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 13.15, which was 0.80 higher than the previous day. The implied volatity was 43.32, the open interest changed by 14 which increased total open position to 456
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 12.35, which was -5.70 lower than the previous day. The implied volatity was 40.39, the open interest changed by -46 which decreased total open position to 442
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 18.05, which was -17.45 lower than the previous day. The implied volatity was 42.95, the open interest changed by -129 which decreased total open position to 488
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 35.5, which was -11.50 lower than the previous day. The implied volatity was 41.72, the open interest changed by 197 which increased total open position to 614
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 47, which was lower than the previous day. The implied volatity was 40.26, the open interest changed by 422 which increased total open position to 422
| MCX 26DEC2024 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6397.40 | 1254.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 6686.35 | 1254.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 6698.00 | 1254.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 6750.55 | 1254.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 6706.75 | 1254.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 6569.35 | 1254.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 6674.05 | 1254.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 6706.45 | 1254.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 6676.10 | 1254.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 6849.40 | 1254.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 6920.00 | 1254.35 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 7700 expiring on 26DEC2024
Delta for 7700 PE is -
Historical price for 7700 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 1254.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 1254.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 1254.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 1254.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 1254.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 1254.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 1254.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 1254.35, which was 0.00 lower than the previous day. The implied volatity was -, 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 1254.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 1254.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec MCX was trading at 6920.00. The strike last trading price was 1254.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
