MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 7600 CE | ||||||||||||||||
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Delta: 0.83
Vega: 3.02
Theta: -8.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 7989.50 | 422.6 | -71.85 | 36.32 | 28 | -4 | 477 | |||||||||
| 21 Sept | 8051.50 | 493.5 | 24.6 | 35.18 | 147 | -50 | 482 | |||||||||
| 18 Sept | 7999.00 | 469 | 40.2 | 34.39 | 108 | -8 | 537 | |||||||||
| 14 Sept | 7728.50 | 303.4 | 80.65 | 30.38 | 3,602 | -456 | 678 | |||||||||
| 17 Aug | 8148.50 | 535 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 7600 expiring on 30SEP2025
Delta for 7600 CE is 0.83
Historical price for 7600 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 422.6, which was -71.85 lower than the previous day. The implied volatity was 36.32, the open interest changed by -4 which decreased total open position to 477
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 493.5, which was 24.6 higher than the previous day. The implied volatity was 35.18, the open interest changed by -50 which decreased total open position to 482
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 469, which was 40.2 higher than the previous day. The implied volatity was 34.39, the open interest changed by -8 which decreased total open position to 537
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 303.4, which was 80.65 higher than the previous day. The implied volatity was 30.38, the open interest changed by -456 which decreased total open position to 678
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 535, 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
| MCX 30SEP2025 7600 PE | |||||||
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Delta: -0.17
Vega: 2.98
Theta: -6.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 39.15 | -0.1 | 35.72 | 1,922 | -66 | 1,206 |
| 21 Sept | 8051.50 | 41.2 | -9.85 | 34.32 | 2,212 | -164 | 1,274 |
| 18 Sept | 7999.00 | 50.95 | -21.95 | 33.98 | 1,706 | 59 | 1,438 |
| 14 Sept | 7728.50 | 140 | -91.2 | 31.78 | 2,337 | 35 | 983 |
| 17 Aug | 8148.50 | 327.55 | 0 | 5.54 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 7600 expiring on 30SEP2025
Delta for 7600 PE is -0.17
Historical price for 7600 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 39.15, which was -0.1 lower than the previous day. The implied volatity was 35.72, the open interest changed by -66 which decreased total open position to 1206
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 41.2, which was -9.85 lower than the previous day. The implied volatity was 34.32, the open interest changed by -164 which decreased total open position to 1274
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 50.95, which was -21.95 lower than the previous day. The implied volatity was 33.98, the open interest changed by 59 which increased total open position to 1438
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 140, which was -91.2 lower than the previous day. The implied volatity was 31.78, the open interest changed by 35 which increased total open position to 983
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 327.55, which was 0 lower than the previous day. The implied volatity was 5.54, the open interest changed by 0 which decreased total open position to 0
