MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 7400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 2.58
Theta: -9.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 7989.50 | 622 | -57.8 | 48.33 | 6 | -2 | 193 | |||||||||
| 21 Sept | 8051.50 | 686.9 | 38.95 | 43.33 | 119 | -62 | 199 | |||||||||
| 18 Sept | 7999.00 | 643.5 | 38.5 | 36.46 | 38 | -12 | 257 | |||||||||
| 14 Sept | 7728.50 | 440 | 105.85 | 30.27 | 258 | -32 | 279 | |||||||||
| 17 Aug | 8148.50 | 1829.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 7400 expiring on 30SEP2025
Delta for 7400 CE is 0.86
Historical price for 7400 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 622, which was -57.8 lower than the previous day. The implied volatity was 48.33, the open interest changed by -2 which decreased total open position to 193
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 686.9, which was 38.95 higher than the previous day. The implied volatity was 43.33, the open interest changed by -62 which decreased total open position to 199
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 643.5, which was 38.5 higher than the previous day. The implied volatity was 36.46, the open interest changed by -12 which decreased total open position to 257
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 440, which was 105.85 higher than the previous day. The implied volatity was 30.27, the open interest changed by -32 which decreased total open position to 279
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 1829.2, 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 7400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 1.98
Theta: -4.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 21.1 | -0.85 | 39.75 | 726 | -78 | 523 |
| 21 Sept | 8051.50 | 21.8 | -6 | 36.95 | 1,109 | -20 | 603 |
| 18 Sept | 7999.00 | 29.1 | -10.15 | 36.97 | 652 | 16 | 619 |
| 14 Sept | 7728.50 | 82.7 | -62.3 | 32.97 | 1,483 | -4 | 470 |
| 17 Aug | 8148.50 | 271.65 | 0 | 7.17 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 7400 expiring on 30SEP2025
Delta for 7400 PE is -0.09
Historical price for 7400 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 21.1, which was -0.85 lower than the previous day. The implied volatity was 39.75, the open interest changed by -78 which decreased total open position to 523
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 21.8, which was -6 lower than the previous day. The implied volatity was 36.95, the open interest changed by -20 which decreased total open position to 603
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 29.1, which was -10.15 lower than the previous day. The implied volatity was 36.97, the open interest changed by 16 which increased total open position to 619
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 82.7, which was -62.3 lower than the previous day. The implied volatity was 32.97, the open interest changed by -4 which decreased total open position to 470
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 271.65, which was 0 lower than the previous day. The implied volatity was 7.17, the open interest changed by 0 which decreased total open position to 0
