MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 7200 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 | |||||||||
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| 22 Sept | 7989.50 | 833.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 8051.50 | 833.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 7999.00 | 833.5 | 0 | 0.00 | 0 | 7 | 0 | |||||||||
| 14 Sept | 7728.50 | 585 | 112.7 | 24.50 | 69 | -14 | 66 | |||||||||
| 17 Aug | 8148.50 | 1190 | -786.45 | 46.66 | 2 | 2 | 0 | |||||||||
For Multi Commodity Exchange - strike price 7200 expiring on 30SEP2025
Delta for 7200 CE is 0.00
Historical price for 7200 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 833.5, 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 833.5, 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 833.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 585, which was 112.7 higher than the previous day. The implied volatity was 24.50, the open interest changed by -14 which decreased total open position to 66
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 1190, which was -786.45 lower than the previous day. The implied volatity was 46.66, the open interest changed by 2 which increased total open position to 0
| MCX 30SEP2025 7200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 1.16
Theta: -2.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 10 | -3.75 | 42.44 | 995 | 219 | 1,154 |
| 21 Sept | 8051.50 | 13.5 | -2.7 | 41.00 | 1,351 | 124 | 932 |
| 18 Sept | 7999.00 | 17 | -4.75 | 40.16 | 714 | 82 | 809 |
| 14 Sept | 7728.50 | 48.35 | -38.55 | 34.71 | 1,316 | -31 | 495 |
| 17 Aug | 8148.50 | 222.1 | 0 | 8.77 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 7200 expiring on 30SEP2025
Delta for 7200 PE is -0.05
Historical price for 7200 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 10, which was -3.75 lower than the previous day. The implied volatity was 42.44, the open interest changed by 219 which increased total open position to 1154
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 13.5, which was -2.7 lower than the previous day. The implied volatity was 41.00, the open interest changed by 124 which increased total open position to 932
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 17, which was -4.75 lower than the previous day. The implied volatity was 40.16, the open interest changed by 82 which increased total open position to 809
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 48.35, which was -38.55 lower than the previous day. The implied volatity was 34.71, the open interest changed by -31 which decreased total open position to 495
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 222.1, which was 0 lower than the previous day. The implied volatity was 8.77, the open interest changed by 0 which decreased total open position to 0
