MCX
Multi Commodity Exchange
Historical option data for MCX
20 Dec 2024 04:11 PM IST
MCX 26DEC2024 7800 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 | 3.35 | -2.65 | - | 72 | 8 | 290 | |||
19 Dec | 6686.35 | 6 | -0.50 | 58.34 | 93 | -9 | 280 | |||
18 Dec | 6698.00 | 6.5 | -2.00 | 54.46 | 88 | -21 | 288 | |||
17 Dec | 6750.55 | 8.5 | 0.55 | 50.74 | 79 | 1 | 309 | |||
16 Dec | 6706.75 | 7.95 | 1.15 | 48.85 | 279 | -4 | 309 | |||
13 Dec | 6569.35 | 6.8 | -4.05 | 47.16 | 194 | 21 | 314 | |||
12 Dec | 6674.05 | 10.85 | 0.25 | 44.74 | 273 | 3 | 287 | |||
11 Dec | 6706.45 | 10.6 | -3.80 | 42.13 | 191 | 24 | 283 | |||
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10 Dec | 6676.10 | 14.4 | -14.45 | 43.87 | 744 | -72 | 258 | |||
9 Dec | 6849.40 | 28.85 | 42.68 | 896 | 331 | 331 |
For Multi Commodity Exchange - strike price 7800 expiring on 26DEC2024
Delta for 7800 CE is -
Historical price for 7800 CE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 3.35, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 290
On 19 Dec MCX was trading at 6686.35. The strike last trading price was 6, which was -0.50 lower than the previous day. The implied volatity was 58.34, the open interest changed by -9 which decreased total open position to 280
On 18 Dec MCX was trading at 6698.00. The strike last trading price was 6.5, which was -2.00 lower than the previous day. The implied volatity was 54.46, the open interest changed by -21 which decreased total open position to 288
On 17 Dec MCX was trading at 6750.55. The strike last trading price was 8.5, which was 0.55 higher than the previous day. The implied volatity was 50.74, the open interest changed by 1 which increased total open position to 309
On 16 Dec MCX was trading at 6706.75. The strike last trading price was 7.95, which was 1.15 higher than the previous day. The implied volatity was 48.85, the open interest changed by -4 which decreased total open position to 309
On 13 Dec MCX was trading at 6569.35. The strike last trading price was 6.8, which was -4.05 lower than the previous day. The implied volatity was 47.16, the open interest changed by 21 which increased total open position to 314
On 12 Dec MCX was trading at 6674.05. The strike last trading price was 10.85, which was 0.25 higher than the previous day. The implied volatity was 44.74, the open interest changed by 3 which increased total open position to 287
On 11 Dec MCX was trading at 6706.45. The strike last trading price was 10.6, which was -3.80 lower than the previous day. The implied volatity was 42.13, the open interest changed by 24 which increased total open position to 283
On 10 Dec MCX was trading at 6676.10. The strike last trading price was 14.4, which was -14.45 lower than the previous day. The implied volatity was 43.87, the open interest changed by -72 which decreased total open position to 258
On 9 Dec MCX was trading at 6849.40. The strike last trading price was 28.85, which was lower than the previous day. The implied volatity was 42.68, the open interest changed by 331 which increased total open position to 331
MCX 26DEC2024 7800 PE | |||||||
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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 | 1778.55 | 0.00 | - | 0 | 0 | 0 |
19 Dec | 6686.35 | 1778.55 | 0.00 | - | 0 | 0 | 0 |
18 Dec | 6698.00 | 1778.55 | 0.00 | - | 0 | 0 | 0 |
17 Dec | 6750.55 | 1778.55 | 0.00 | - | 0 | 0 | 0 |
16 Dec | 6706.75 | 1778.55 | 0.00 | - | 0 | 0 | 0 |
13 Dec | 6569.35 | 1778.55 | 0.00 | - | 0 | 0 | 0 |
12 Dec | 6674.05 | 1778.55 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 6706.45 | 1778.55 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 6676.10 | 1778.55 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 6849.40 | 1778.55 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 7800 expiring on 26DEC2024
Delta for 7800 PE is -
Historical price for 7800 PE is as follows
On 20 Dec MCX was trading at 6397.40. The strike last trading price was 1778.55, 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 1778.55, 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 1778.55, 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 1778.55, 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 1778.55, 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 1778.55, 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 1778.55, 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 1778.55, 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 1778.55, 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 1778.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0