MCX
Multi Commodity Exchange
Historical option data for MCX
12 Dec 2025 04:10 PM IST
| MCX 30-DEC-2025 9400 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 10162.00 | 674.85 | 59.85 | - | 0 | 0 | 213 | |||||||||
| 11 Dec | 9938.00 | 674.85 | 59.85 | 33.08 | 7 | 5 | 212 | |||||||||
| 10 Dec | 9864.00 | 615 | -386.15 | 40.02 | 2 | 0 | 209 | |||||||||
| 9 Dec | 10358.00 | 1001.15 | 43.05 | 20.28 | 5 | 1 | 210 | |||||||||
| 8 Dec | 10183.00 | 958.1 | 12.55 | 42.49 | 2 | 0 | 207 | |||||||||
| 5 Dec | 10343.00 | 945.55 | 23.9 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 10121.00 | 945.55 | 23.9 | - | 0 | -14 | 0 | |||||||||
| 3 Dec | 10138.00 | 945.55 | 23.9 | 38.69 | 39 | -14 | 207 | |||||||||
| 2 Dec | 10219.00 | 921.65 | 6.65 | 25.45 | 16 | -5 | 221 | |||||||||
| 1 Dec | 10210.00 | 915 | 159.45 | 23.85 | 4 | 0 | 230 | |||||||||
| 28 Nov | 10073.50 | 755.55 | -289.45 | - | 17 | 3 | 230 | |||||||||
| 27 Nov | 10424.50 | 1045 | 55.55 | - | 5 | 0 | 227 | |||||||||
| 26 Nov | 10283.00 | 996.1 | 307.85 | - | 1,357 | -970 | 228 | |||||||||
| 25 Nov | 9867.00 | 685.05 | 11 | 26.63 | 734 | 565 | 1,203 | |||||||||
| 24 Nov | 9865.50 | 674.05 | 101.9 | 27.97 | 207 | 176 | 639 | |||||||||
| 21 Nov | 9683.00 | 577.6 | -123.75 | 27.54 | 14 | -7 | 465 | |||||||||
| 20 Nov | 9858.50 | 699.5 | 18.45 | 27.67 | 22 | -2 | 472 | |||||||||
| 19 Nov | 9799.00 | 686.65 | 82.5 | 29.41 | 595 | 453 | 474 | |||||||||
| 18 Nov | 9665.00 | 604.15 | -61.85 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 9698.00 | 604.15 | -61.85 | - | 0 | -1 | 0 | |||||||||
| 14 Nov | 9666.50 | 604.15 | -61.85 | 28.38 | 3 | 0 | 22 | |||||||||
| 13 Nov | 9597.00 | 666 | 138 | 36.23 | 4 | 0 | 22 | |||||||||
| 12 Nov | 9432.00 | 528 | -162 | 33.09 | 17 | 0 | 22 | |||||||||
| 11 Nov | 9495.00 | 690 | 120 | 42.47 | 1 | 0 | 23 | |||||||||
| 10 Nov | 9530.50 | 570 | 14 | 30.93 | 1 | 0 | 23 | |||||||||
| 7 Nov | 9430.50 | 556 | 81.8 | 33.41 | 17 | 7 | 23 | |||||||||
| 6 Nov | 9250.50 | 474.2 | -165.8 | - | 0 | 2 | 0 | |||||||||
| 4 Nov | 9325.50 | 474.2 | -165.8 | 30.16 | 2 | 1 | 15 | |||||||||
| 3 Nov | 9526.50 | 640 | 120 | 33.05 | 2 | 1 | 15 | |||||||||
| 31 Oct | 9243.50 | 520 | 98.85 | - | 14 | 11 | 13 | |||||||||
| 30 Oct | 9101.50 | 421.15 | -37.7 | 32.77 | 3 | -1 | 0 | |||||||||
| 29 Oct | 9175.50 | 458.85 | 187.95 | - | 0 | 1 | 0 | |||||||||
| 28 Oct | 9116.50 | 458.85 | 187.95 | 33.67 | 1 | 0 | 0 | |||||||||
| 27 Oct | 9305.50 | 270.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 9003.50 | 270.9 | 0 | 1.50 | 0 | 0 | 0 | |||||||||
| 23 Oct | 9259.00 | 270.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 9187.00 | 270.9 | 0 | 0.37 | 0 | 0 | 0 | |||||||||
| 20 Oct | 9195.00 | 270.9 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
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| 17 Oct | 9328.50 | 270.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 9400 expiring on 30DEC2025
Delta for 9400 CE is -
Historical price for 9400 CE is as follows
On 12 Dec MCX was trading at 10162.00. The strike last trading price was 674.85, which was 59.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 213
On 11 Dec MCX was trading at 9938.00. The strike last trading price was 674.85, which was 59.85 higher than the previous day. The implied volatity was 33.08, the open interest changed by 5 which increased total open position to 212
On 10 Dec MCX was trading at 9864.00. The strike last trading price was 615, which was -386.15 lower than the previous day. The implied volatity was 40.02, the open interest changed by 0 which decreased total open position to 209
On 9 Dec MCX was trading at 10358.00. The strike last trading price was 1001.15, which was 43.05 higher than the previous day. The implied volatity was 20.28, the open interest changed by 1 which increased total open position to 210
On 8 Dec MCX was trading at 10183.00. The strike last trading price was 958.1, which was 12.55 higher than the previous day. The implied volatity was 42.49, the open interest changed by 0 which decreased total open position to 207
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 945.55, which was 23.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 945.55, which was 23.9 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 0
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 945.55, which was 23.9 higher than the previous day. The implied volatity was 38.69, the open interest changed by -14 which decreased total open position to 207
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 921.65, which was 6.65 higher than the previous day. The implied volatity was 25.45, the open interest changed by -5 which decreased total open position to 221
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 915, which was 159.45 higher than the previous day. The implied volatity was 23.85, the open interest changed by 0 which decreased total open position to 230
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 755.55, which was -289.45 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 230
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 1045, which was 55.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 227
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 996.1, which was 307.85 higher than the previous day. The implied volatity was -, the open interest changed by -970 which decreased total open position to 228
On 25 Nov MCX was trading at 9867.00. The strike last trading price was 685.05, which was 11 higher than the previous day. The implied volatity was 26.63, the open interest changed by 565 which increased total open position to 1203
On 24 Nov MCX was trading at 9865.50. The strike last trading price was 674.05, which was 101.9 higher than the previous day. The implied volatity was 27.97, the open interest changed by 176 which increased total open position to 639
On 21 Nov MCX was trading at 9683.00. The strike last trading price was 577.6, which was -123.75 lower than the previous day. The implied volatity was 27.54, the open interest changed by -7 which decreased total open position to 465
On 20 Nov MCX was trading at 9858.50. The strike last trading price was 699.5, which was 18.45 higher than the previous day. The implied volatity was 27.67, the open interest changed by -2 which decreased total open position to 472
On 19 Nov MCX was trading at 9799.00. The strike last trading price was 686.65, which was 82.5 higher than the previous day. The implied volatity was 29.41, the open interest changed by 453 which increased total open position to 474
On 18 Nov MCX was trading at 9665.00. The strike last trading price was 604.15, which was -61.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov MCX was trading at 9698.00. The strike last trading price was 604.15, which was -61.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 14 Nov MCX was trading at 9666.50. The strike last trading price was 604.15, which was -61.85 lower than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 22
On 13 Nov MCX was trading at 9597.00. The strike last trading price was 666, which was 138 higher than the previous day. The implied volatity was 36.23, the open interest changed by 0 which decreased total open position to 22
On 12 Nov MCX was trading at 9432.00. The strike last trading price was 528, which was -162 lower than the previous day. The implied volatity was 33.09, the open interest changed by 0 which decreased total open position to 22
On 11 Nov MCX was trading at 9495.00. The strike last trading price was 690, which was 120 higher than the previous day. The implied volatity was 42.47, the open interest changed by 0 which decreased total open position to 23
On 10 Nov MCX was trading at 9530.50. The strike last trading price was 570, which was 14 higher than the previous day. The implied volatity was 30.93, the open interest changed by 0 which decreased total open position to 23
On 7 Nov MCX was trading at 9430.50. The strike last trading price was 556, which was 81.8 higher than the previous day. The implied volatity was 33.41, the open interest changed by 7 which increased total open position to 23
On 6 Nov MCX was trading at 9250.50. The strike last trading price was 474.2, which was -165.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 4 Nov MCX was trading at 9325.50. The strike last trading price was 474.2, which was -165.8 lower than the previous day. The implied volatity was 30.16, the open interest changed by 1 which increased total open position to 15
On 3 Nov MCX was trading at 9526.50. The strike last trading price was 640, which was 120 higher than the previous day. The implied volatity was 33.05, the open interest changed by 1 which increased total open position to 15
On 31 Oct MCX was trading at 9243.50. The strike last trading price was 520, which was 98.85 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 13
On 30 Oct MCX was trading at 9101.50. The strike last trading price was 421.15, which was -37.7 lower than the previous day. The implied volatity was 32.77, the open interest changed by -1 which decreased total open position to 0
On 29 Oct MCX was trading at 9175.50. The strike last trading price was 458.85, which was 187.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Oct MCX was trading at 9116.50. The strike last trading price was 458.85, which was 187.95 higher than the previous day. The implied volatity was 33.67, the open interest changed by 0 which decreased total open position to 0
On 27 Oct MCX was trading at 9305.50. The strike last trading price was 270.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Oct MCX was trading at 9003.50. The strike last trading price was 270.9, which was 0 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0
On 23 Oct MCX was trading at 9259.00. The strike last trading price was 270.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Oct MCX was trading at 9187.00. The strike last trading price was 270.9, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 20 Oct MCX was trading at 9195.00. The strike last trading price was 270.9, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 17 Oct MCX was trading at 9328.50. The strike last trading price was 270.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MCX 30DEC2025 9400 PE | |||||||
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Delta: -0.10
Vega: 3.96
Theta: -3.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 10162.00 | 33 | -43.9 | 30.06 | 773 | -109 | 588 |
| 11 Dec | 9938.00 | 73 | -40.35 | 30.97 | 1,615 | 107 | 697 |
| 10 Dec | 9864.00 | 139.4 | 106.5 | 37.49 | 1,208 | 128 | 596 |
| 9 Dec | 10358.00 | 34 | -14.7 | 32.31 | 400 | -14 | 468 |
| 8 Dec | 10183.00 | 50.35 | 15.05 | 31.53 | 282 | -10 | 482 |
| 5 Dec | 10343.00 | 33.75 | -39.9 | 29.69 | 491 | -35 | 496 |
| 4 Dec | 10121.00 | 73.7 | -4.3 | 31.36 | 513 | 36 | 531 |
| 3 Dec | 10138.00 | 67.85 | 7.8 | 30.98 | 619 | -86 | 496 |
| 2 Dec | 10219.00 | 60 | -7.5 | 30.67 | 321 | 5 | 584 |
| 1 Dec | 10210.00 | 64 | -30.85 | 30.75 | 526 | 1 | 584 |
| 28 Nov | 10073.50 | 91.8 | 45.6 | 30.91 | 1,630 | 147 | 587 |
| 27 Nov | 10424.50 | 43.8 | -21.9 | 29.85 | 893 | 159 | 436 |
| 26 Nov | 10283.00 | 62.2 | -88.2 | 30.32 | 832 | 98 | 278 |
| 25 Nov | 9867.00 | 148.25 | -17 | 30.97 | 285 | 72 | 182 |
| 24 Nov | 9865.50 | 168.55 | -50.85 | 31.66 | 146 | 40 | 109 |
| 21 Nov | 9683.00 | 218.25 | 30.55 | 31.15 | 55 | 13 | 68 |
| 20 Nov | 9858.50 | 184.9 | -25.9 | 32.05 | 74 | 35 | 53 |
| 19 Nov | 9799.00 | 206.85 | -303.15 | 32.43 | 22 | 14 | 15 |
| 18 Nov | 9665.00 | 510 | -1222.55 | - | 0 | 0 | 0 |
| 17 Nov | 9698.00 | 510 | -1222.55 | - | 0 | 0 | 0 |
| 14 Nov | 9666.50 | 510 | -1222.55 | - | 0 | 0 | 0 |
| 13 Nov | 9597.00 | 510 | -1222.55 | - | 0 | 0 | 0 |
| 12 Nov | 9432.00 | 510 | -1222.55 | - | 0 | 0 | 0 |
| 11 Nov | 9495.00 | 510 | -1222.55 | - | 0 | 0 | 0 |
| 10 Nov | 9530.50 | 510 | -1222.55 | - | 0 | 0 | 0 |
| 7 Nov | 9430.50 | 510 | -1222.55 | - | 0 | 1 | 0 |
| 6 Nov | 9250.50 | 510 | -1222.55 | 34.94 | 1 | 0 | 0 |
| 4 Nov | 9325.50 | 1732.55 | 0 | 0.52 | 0 | 0 | 0 |
| 3 Nov | 9526.50 | 1732.55 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 9243.50 | 1732.55 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 9101.50 | 1732.55 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 9175.50 | 1732.55 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 9116.50 | 1732.55 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 9305.50 | 1732.55 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 9003.50 | 1732.55 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 9259.00 | 1732.55 | 0 | 0.14 | 0 | 0 | 0 |
| 21 Oct | 9187.00 | 1732.55 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 9195.00 | 1732.55 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 9328.50 | 1732.55 | 0 | 0.77 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 9400 expiring on 30DEC2025
Delta for 9400 PE is -0.10
Historical price for 9400 PE is as follows
On 12 Dec MCX was trading at 10162.00. The strike last trading price was 33, which was -43.9 lower than the previous day. The implied volatity was 30.06, the open interest changed by -109 which decreased total open position to 588
On 11 Dec MCX was trading at 9938.00. The strike last trading price was 73, which was -40.35 lower than the previous day. The implied volatity was 30.97, the open interest changed by 107 which increased total open position to 697
On 10 Dec MCX was trading at 9864.00. The strike last trading price was 139.4, which was 106.5 higher than the previous day. The implied volatity was 37.49, the open interest changed by 128 which increased total open position to 596
On 9 Dec MCX was trading at 10358.00. The strike last trading price was 34, which was -14.7 lower than the previous day. The implied volatity was 32.31, the open interest changed by -14 which decreased total open position to 468
On 8 Dec MCX was trading at 10183.00. The strike last trading price was 50.35, which was 15.05 higher than the previous day. The implied volatity was 31.53, the open interest changed by -10 which decreased total open position to 482
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 33.75, which was -39.9 lower than the previous day. The implied volatity was 29.69, the open interest changed by -35 which decreased total open position to 496
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 73.7, which was -4.3 lower than the previous day. The implied volatity was 31.36, the open interest changed by 36 which increased total open position to 531
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 67.85, which was 7.8 higher than the previous day. The implied volatity was 30.98, the open interest changed by -86 which decreased total open position to 496
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 60, which was -7.5 lower than the previous day. The implied volatity was 30.67, the open interest changed by 5 which increased total open position to 584
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 64, which was -30.85 lower than the previous day. The implied volatity was 30.75, the open interest changed by 1 which increased total open position to 584
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 91.8, which was 45.6 higher than the previous day. The implied volatity was 30.91, the open interest changed by 147 which increased total open position to 587
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 43.8, which was -21.9 lower than the previous day. The implied volatity was 29.85, the open interest changed by 159 which increased total open position to 436
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 62.2, which was -88.2 lower than the previous day. The implied volatity was 30.32, the open interest changed by 98 which increased total open position to 278
On 25 Nov MCX was trading at 9867.00. The strike last trading price was 148.25, which was -17 lower than the previous day. The implied volatity was 30.97, the open interest changed by 72 which increased total open position to 182
On 24 Nov MCX was trading at 9865.50. The strike last trading price was 168.55, which was -50.85 lower than the previous day. The implied volatity was 31.66, the open interest changed by 40 which increased total open position to 109
On 21 Nov MCX was trading at 9683.00. The strike last trading price was 218.25, which was 30.55 higher than the previous day. The implied volatity was 31.15, the open interest changed by 13 which increased total open position to 68
On 20 Nov MCX was trading at 9858.50. The strike last trading price was 184.9, which was -25.9 lower than the previous day. The implied volatity was 32.05, the open interest changed by 35 which increased total open position to 53
On 19 Nov MCX was trading at 9799.00. The strike last trading price was 206.85, which was -303.15 lower than the previous day. The implied volatity was 32.43, the open interest changed by 14 which increased total open position to 15
On 18 Nov MCX was trading at 9665.00. The strike last trading price was 510, which was -1222.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov MCX was trading at 9698.00. The strike last trading price was 510, which was -1222.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov MCX was trading at 9666.50. The strike last trading price was 510, which was -1222.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov MCX was trading at 9597.00. The strike last trading price was 510, which was -1222.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov MCX was trading at 9432.00. The strike last trading price was 510, which was -1222.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov MCX was trading at 9495.00. The strike last trading price was 510, which was -1222.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov MCX was trading at 9530.50. The strike last trading price was 510, which was -1222.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov MCX was trading at 9430.50. The strike last trading price was 510, which was -1222.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 6 Nov MCX was trading at 9250.50. The strike last trading price was 510, which was -1222.55 lower than the previous day. The implied volatity was 34.94, the open interest changed by 0 which decreased total open position to 0
On 4 Nov MCX was trading at 9325.50. The strike last trading price was 1732.55, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
On 3 Nov MCX was trading at 9526.50. The strike last trading price was 1732.55, which was 0 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 9243.50. The strike last trading price was 1732.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct MCX was trading at 9101.50. The strike last trading price was 1732.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct MCX was trading at 9175.50. The strike last trading price was 1732.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Oct MCX was trading at 9116.50. The strike last trading price was 1732.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Oct MCX was trading at 9305.50. The strike last trading price was 1732.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Oct MCX was trading at 9003.50. The strike last trading price was 1732.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Oct MCX was trading at 9259.00. The strike last trading price was 1732.55, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 21 Oct MCX was trading at 9187.00. The strike last trading price was 1732.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Oct MCX was trading at 9195.00. The strike last trading price was 1732.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Oct MCX was trading at 9328.50. The strike last trading price was 1732.55, which was 0 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0































































































































































































































