MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 7000 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 | 1109.7 | 0 | 0.00 | 0 | -1 | 0 | |||||||||
| 21 Sept | 8051.50 | 1109.7 | 125.15 | 72.14 | 4 | -1 | 66 | |||||||||
| 18 Sept | 7999.00 | 984.55 | 0 | 0.00 | 0 | 5 | 0 | |||||||||
| 14 Sept | 7728.50 | 771 | 133.2 | 21.19 | 7 | -1 | 58 | |||||||||
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| 17 Aug | 8148.50 | 2130.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 7000 expiring on 30SEP2025
Delta for 7000 CE is 0.00
Historical price for 7000 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 1109.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 1109.7, which was 125.15 higher than the previous day. The implied volatity was 72.14, the open interest changed by -1 which decreased total open position to 66
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 984.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 771, which was 133.2 higher than the previous day. The implied volatity was 21.19, the open interest changed by -1 which decreased total open position to 58
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 2130.4, 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 7000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.96
Theta: -2.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 9.25 | -0.05 | 50.90 | 719 | -154 | 1,378 |
| 21 Sept | 8051.50 | 9.05 | -1.15 | 45.47 | 1,583 | 132 | 1,527 |
| 18 Sept | 7999.00 | 9.15 | -4.1 | 42.60 | 730 | 42 | 1,392 |
| 14 Sept | 7728.50 | 27.1 | -22.65 | 36.36 | 1,846 | -99 | 1,194 |
| 17 Aug | 8148.50 | 179.25 | 0 | 10.83 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 7000 expiring on 30SEP2025
Delta for 7000 PE is -0.04
Historical price for 7000 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 9.25, which was -0.05 lower than the previous day. The implied volatity was 50.90, the open interest changed by -154 which decreased total open position to 1378
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 9.05, which was -1.15 lower than the previous day. The implied volatity was 45.47, the open interest changed by 132 which increased total open position to 1527
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 9.15, which was -4.1 lower than the previous day. The implied volatity was 42.60, the open interest changed by 42 which increased total open position to 1392
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 27.1, which was -22.65 lower than the previous day. The implied volatity was 36.36, the open interest changed by -99 which decreased total open position to 1194
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 179.25, which was 0 lower than the previous day. The implied volatity was 10.83, the open interest changed by 0 which decreased total open position to 0
