MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 7100 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 | 711.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 8051.50 | 711.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 7999.00 | 711.35 | 0 | 0.00 | 0 | -1 | 0 | |||||||||
| 14 Sept | 7728.50 | 694 | 104.25 | 31.60 | 2 | 2 | 5 | |||||||||
| 17 Aug | 8148.50 | 974.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 7100 expiring on 30SEP2025
Delta for 7100 CE is 0.00
Historical price for 7100 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 711.35, 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 711.35, 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 711.35, 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 14 Sept MCX was trading at 7728.50. The strike last trading price was 694, which was 104.25 higher than the previous day. The implied volatity was 31.60, the open interest changed by 2 which increased total open position to 5
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 974.15, 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 7100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.92
Theta: -2.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 7.55 | -3.6 | 44.60 | 53 | 2 | 186 |
| 21 Sept | 8051.50 | 10.85 | -1.7 | 43.11 | 302 | 3 | 183 |
| 18 Sept | 7999.00 | 14 | -3.15 | 42.38 | 271 | 1 | 181 |
| 14 Sept | 7728.50 | 36.25 | -28.5 | 35.50 | 360 | 12 | 148 |
| 17 Aug | 8148.50 | 309.15 | 0 | 10.04 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 7100 expiring on 30SEP2025
Delta for 7100 PE is -0.04
Historical price for 7100 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 7.55, which was -3.6 lower than the previous day. The implied volatity was 44.60, the open interest changed by 2 which increased total open position to 186
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 10.85, which was -1.7 lower than the previous day. The implied volatity was 43.11, the open interest changed by 3 which increased total open position to 183
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 14, which was -3.15 lower than the previous day. The implied volatity was 42.38, the open interest changed by 1 which increased total open position to 181
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 36.25, which was -28.5 lower than the previous day. The implied volatity was 35.50, the open interest changed by 12 which increased total open position to 148
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 309.15, which was 0 lower than the previous day. The implied volatity was 10.04, the open interest changed by 0 which decreased total open position to 0
