MCX
Multi Commodity Exchange
Historical option data for MCX
21 Nov 2024 04:11 PM IST
| MCX 28NOV2024 7700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6166.50 | 2.45 | -0.55 | - | 239.5 | -127.5 | 362 | |||
| 20 Nov | 6106.35 | 3 | 0.00 | - | 93.5 | 8.5 | 489 | |||
| 19 Nov | 6106.35 | 3 | 0.45 | - | 93.5 | 8 | 489 | |||
| 18 Nov | 5909.30 | 2.55 | -1.00 | - | 110 | -55.5 | 482 | |||
| 14 Nov | 5950.65 | 3.55 | 0.25 | - | 15 | -5 | 538 | |||
| 13 Nov | 5949.15 | 3.3 | -2.95 | - | 39 | -10 | 544.5 | |||
| 12 Nov | 6104.35 | 6.25 | -0.45 | 54.42 | 100 | 6.5 | 554.5 | |||
| 11 Nov | 6405.05 | 6.7 | -3.80 | 43.62 | 48 | -5.5 | 548.5 | |||
| 8 Nov | 6413.10 | 10.5 | -1.90 | 43.59 | 133.5 | -25 | 554 | |||
| 7 Nov | 6422.60 | 12.4 | -8.15 | 42.83 | 406 | 9.5 | 579 | |||
| 6 Nov | 6456.75 | 20.55 | -6.90 | 44.63 | 341.5 | 56.5 | 568.5 | |||
|
|
||||||||||
| 5 Nov | 6538.80 | 27.45 | -1.55 | 45.73 | 465.5 | 43.5 | 512 | |||
| 4 Nov | 6457.25 | 29 | -22.00 | 46.49 | 503 | 53.5 | 467.5 | |||
| 1 Nov | 6489.35 | 51 | -7.05 | 49.98 | 102 | -4.5 | 411.5 | |||
| 31 Oct | 6515.90 | 58.05 | 3.00 | - | 307 | 18 | 416 | |||
| 30 Oct | 6390.35 | 55.05 | -68.95 | - | 1,116 | 339 | 399 | |||
| 29 Oct | 6824.75 | 124 | 51.10 | - | 111 | 32 | 60 | |||
| 28 Oct | 6565.40 | 72.9 | - | 54 | 18 | 18 | ||||
For Multi Commodity Exchange - strike price 7700 expiring on 28NOV2024
Delta for 7700 CE is -
Historical price for 7700 CE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -255 which decreased total open position to 724
On 20 Nov MCX was trading at 6106.35. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 978
On 19 Nov MCX was trading at 6106.35. The strike last trading price was 3, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 978
On 18 Nov MCX was trading at 5909.30. The strike last trading price was 2.55, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -111 which decreased total open position to 964
On 14 Nov MCX was trading at 5950.65. The strike last trading price was 3.55, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 1076
On 13 Nov MCX was trading at 5949.15. The strike last trading price was 3.3, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 1089
On 12 Nov MCX was trading at 6104.35. The strike last trading price was 6.25, which was -0.45 lower than the previous day. The implied volatity was 54.42, the open interest changed by 13 which increased total open position to 1109
On 11 Nov MCX was trading at 6405.05. The strike last trading price was 6.7, which was -3.80 lower than the previous day. The implied volatity was 43.62, the open interest changed by -11 which decreased total open position to 1097
On 8 Nov MCX was trading at 6413.10. The strike last trading price was 10.5, which was -1.90 lower than the previous day. The implied volatity was 43.59, the open interest changed by -50 which decreased total open position to 1108
On 7 Nov MCX was trading at 6422.60. The strike last trading price was 12.4, which was -8.15 lower than the previous day. The implied volatity was 42.83, the open interest changed by 19 which increased total open position to 1158
On 6 Nov MCX was trading at 6456.75. The strike last trading price was 20.55, which was -6.90 lower than the previous day. The implied volatity was 44.63, the open interest changed by 113 which increased total open position to 1137
On 5 Nov MCX was trading at 6538.80. The strike last trading price was 27.45, which was -1.55 lower than the previous day. The implied volatity was 45.73, the open interest changed by 87 which increased total open position to 1024
On 4 Nov MCX was trading at 6457.25. The strike last trading price was 29, which was -22.00 lower than the previous day. The implied volatity was 46.49, the open interest changed by 107 which increased total open position to 935
On 1 Nov MCX was trading at 6489.35. The strike last trading price was 51, which was -7.05 lower than the previous day. The implied volatity was 49.98, the open interest changed by -9 which decreased total open position to 823
On 31 Oct MCX was trading at 6515.90. The strike last trading price was 58.05, which was 3.00 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 55.05, which was -68.95 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 124, which was 51.10 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 72.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MCX 28NOV2024 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6166.50 | 1502.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 6106.35 | 1502.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 6106.35 | 1502.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 5909.30 | 1502.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 5950.65 | 1502.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 5949.15 | 1502.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 6104.35 | 1502.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 6405.05 | 1502.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 6413.10 | 1502.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 6422.60 | 1502.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 6456.75 | 1502.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 6538.80 | 1502.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6457.25 | 1502.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 6489.35 | 1502.5 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 6515.90 | 1502.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 6390.35 | 1502.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 6824.75 | 1502.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6565.40 | 1502.5 | - | 0 | 0 | 0 | |
For Multi Commodity Exchange - strike price 7700 expiring on 28NOV2024
Delta for 7700 PE is 0.00
Historical price for 7700 PE is as follows
On 21 Nov MCX was trading at 6166.50. The strike last trading price was 1502.5, 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 20 Nov MCX was trading at 6106.35. The strike last trading price was 1502.5, 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 Nov MCX was trading at 6106.35. The strike last trading price was 1502.5, 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 Nov MCX was trading at 5909.30. The strike last trading price was 1502.5, 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 14 Nov MCX was trading at 5950.65. The strike last trading price was 1502.5, 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 13 Nov MCX was trading at 5949.15. The strike last trading price was 1502.5, 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 12 Nov MCX was trading at 6104.35. The strike last trading price was 1502.5, 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 11 Nov MCX was trading at 6405.05. The strike last trading price was 1502.5, 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 8 Nov MCX was trading at 6413.10. The strike last trading price was 1502.5, 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 7 Nov MCX was trading at 6422.60. The strike last trading price was 1502.5, 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 6 Nov MCX was trading at 6456.75. The strike last trading price was 1502.5, 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 5 Nov MCX was trading at 6538.80. The strike last trading price was 1502.5, 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 4 Nov MCX was trading at 6457.25. The strike last trading price was 1502.5, 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 1 Nov MCX was trading at 6489.35. The strike last trading price was 1502.5, 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 31 Oct MCX was trading at 6515.90. The strike last trading price was 1502.5, 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 1502.5, 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 29 Oct MCX was trading at 6824.75. The strike last trading price was 1502.5, 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 1502.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
