MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 7300 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 | 785.2 | 0 | 0.00 | 0 | -4 | 0 | |||||||||
| 21 Sept | 8051.50 | 785.2 | 46.8 | 47.67 | 10 | -4 | 100 | |||||||||
| 18 Sept | 7999.00 | 743.65 | 40.1 | 41.09 | 8 | -1 | 105 | |||||||||
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| 14 Sept | 7728.50 | 521.75 | 71.75 | 31.05 | 28 | -3 | 84 | |||||||||
| 17 Aug | 8148.50 | 852.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 7300 expiring on 30SEP2025
Delta for 7300 CE is 0.00
Historical price for 7300 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 785.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 785.2, which was 46.8 higher than the previous day. The implied volatity was 47.67, the open interest changed by -4 which decreased total open position to 100
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 743.65, which was 40.1 higher than the previous day. The implied volatity was 41.09, the open interest changed by -1 which decreased total open position to 105
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 521.75, which was 71.75 higher than the previous day. The implied volatity was 31.05, the open interest changed by -3 which decreased total open position to 84
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 852.95, 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 7300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 1.60
Theta: -4.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 15.9 | -1.7 | 41.95 | 1,141 | -207 | 1,144 |
| 21 Sept | 8051.50 | 18.2 | -3.75 | 39.57 | 1,201 | 147 | 1,349 |
| 18 Sept | 7999.00 | 23.6 | -6.45 | 39.18 | 1,043 | 218 | 1,189 |
| 14 Sept | 7728.50 | 63 | -47.9 | 33.73 | 1,596 | 51 | 742 |
| 17 Aug | 8148.50 | 385.9 | 0 | 7.98 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 7300 expiring on 30SEP2025
Delta for 7300 PE is -0.07
Historical price for 7300 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 15.9, which was -1.7 lower than the previous day. The implied volatity was 41.95, the open interest changed by -207 which decreased total open position to 1144
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 18.2, which was -3.75 lower than the previous day. The implied volatity was 39.57, the open interest changed by 147 which increased total open position to 1349
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 23.6, which was -6.45 lower than the previous day. The implied volatity was 39.18, the open interest changed by 218 which increased total open position to 1189
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 63, which was -47.9 lower than the previous day. The implied volatity was 33.73, the open interest changed by 51 which increased total open position to 742
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 385.9, which was 0 lower than the previous day. The implied volatity was 7.98, the open interest changed by 0 which decreased total open position to 0
