MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 7500 CE | ||||||||||||||||
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Delta: 0.88
Vega: 2.40
Theta: -7.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7989.50 | 508.8 | -79.25 | 37.21 | 27 | -10 | 376 | |||||||||
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| 21 Sept | 8051.50 | 582 | 29.35 | 36.66 | 192 | -39 | 386 | |||||||||
| 18 Sept | 7999.00 | 555 | 43.7 | 35.59 | 166 | -22 | 424 | |||||||||
| 14 Sept | 7728.50 | 373.15 | 98.35 | 31.17 | 923 | -206 | 601 | |||||||||
| 17 Aug | 8148.50 | 742.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 7500 expiring on 30SEP2025
Delta for 7500 CE is 0.88
Historical price for 7500 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 508.8, which was -79.25 lower than the previous day. The implied volatity was 37.21, the open interest changed by -10 which decreased total open position to 376
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 582, which was 29.35 higher than the previous day. The implied volatity was 36.66, the open interest changed by -39 which decreased total open position to 386
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 555, which was 43.7 higher than the previous day. The implied volatity was 35.59, the open interest changed by -22 which decreased total open position to 424
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 373.15, which was 98.35 higher than the previous day. The implied volatity was 31.17, the open interest changed by -206 which decreased total open position to 601
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 742.35, 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 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 2.42
Theta: -5.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 27.95 | -1.05 | 37.44 | 2,073 | 8 | 1,403 |
| 21 Sept | 8051.50 | 29 | -8.75 | 35.26 | 3,573 | 49 | 1,397 |
| 18 Sept | 7999.00 | 37 | -16.75 | 35.01 | 2,176 | -103 | 1,347 |
| 14 Sept | 7728.50 | 107 | -77 | 32.14 | 2,619 | -113 | 1,191 |
| 17 Aug | 8148.50 | 107.8 | 28.7 | 32.92 | 84 | 40 | 150 |
For Multi Commodity Exchange - strike price 7500 expiring on 30SEP2025
Delta for 7500 PE is -0.12
Historical price for 7500 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 27.95, which was -1.05 lower than the previous day. The implied volatity was 37.44, the open interest changed by 8 which increased total open position to 1403
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 29, which was -8.75 lower than the previous day. The implied volatity was 35.26, the open interest changed by 49 which increased total open position to 1397
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 37, which was -16.75 lower than the previous day. The implied volatity was 35.01, the open interest changed by -103 which decreased total open position to 1347
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 107, which was -77 lower than the previous day. The implied volatity was 32.14, the open interest changed by -113 which decreased total open position to 1191
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 107.8, which was 28.7 higher than the previous day. The implied volatity was 32.92, the open interest changed by 40 which increased total open position to 150
