MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 6900 CE | ||||||||||||||||
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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 | |||||||||
| 22 Sept | 7989.50 | 910 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 8051.50 | 910 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 7999.00 | 910 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 7728.50 | 868.95 | -237.25 | 14.64 | 1 | 1 | 0 | |||||||||
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| 17 Aug | 8148.50 | 1106.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 6900 expiring on 30SEP2025
Delta for 6900 CE is 0.00
Historical price for 6900 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 910, which was 0 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 21 Sept MCX was trading at 8051.50. The strike last trading price was 910, which was 0 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 Sept MCX was trading at 7999.00. The strike last trading price was 910, which was 0 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 Sept MCX was trading at 7728.50. The strike last trading price was 868.95, which was -237.25 lower than the previous day. The implied volatity was 14.64, the open interest changed by 1 which increased total open position to 0
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 1106.2, 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 30SEP2025 6900 PE | |||||||
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Delta: -0.03
Vega: 0.69
Theta: -2.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 5.9 | -1.4 | 51.28 | 56 | 11 | 156 |
| 21 Sept | 8051.50 | 7.3 | -1.9 | 47.49 | 43 | 10 | 145 |
| 18 Sept | 7999.00 | 9 | -1.1 | 46.17 | 83 | 53 | 134 |
| 14 Sept | 7728.50 | 22.05 | -16.45 | 38.05 | 25 | -3 | 36 |
| 17 Aug | 8148.50 | 243.2 | 0 | 11.60 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 6900 expiring on 30SEP2025
Delta for 6900 PE is -0.03
Historical price for 6900 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 5.9, which was -1.4 lower than the previous day. The implied volatity was 51.28, the open interest changed by 11 which increased total open position to 156
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 7.3, which was -1.9 lower than the previous day. The implied volatity was 47.49, the open interest changed by 10 which increased total open position to 145
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 9, which was -1.1 lower than the previous day. The implied volatity was 46.17, the open interest changed by 53 which increased total open position to 134
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 22.05, which was -16.45 lower than the previous day. The implied volatity was 38.05, the open interest changed by -3 which decreased total open position to 36
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 243.2, which was 0 lower than the previous day. The implied volatity was 11.60, the open interest changed by 0 which decreased total open position to 0
