MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 7700 CE | ||||||||||||||||
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Delta: 0.76
Vega: 3.67
Theta: -9.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7989.50 | 343.1 | -69.35 | 35.79 | 154 | -7 | 566 | |||||||||
| 21 Sept | 8051.50 | 405.5 | 16.25 | 32.90 | 553 | -8 | 572 | |||||||||
| 18 Sept | 7999.00 | 384.95 | 34.65 | 32.66 | 739 | -93 | 583 | |||||||||
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| 14 Sept | 7728.50 | 245 | 66.2 | 30.29 | 7,579 | -619 | 836 | |||||||||
| 17 Aug | 8148.50 | 642.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 7700 expiring on 30SEP2025
Delta for 7700 CE is 0.76
Historical price for 7700 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 343.1, which was -69.35 lower than the previous day. The implied volatity was 35.79, the open interest changed by -7 which decreased total open position to 566
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 405.5, which was 16.25 higher than the previous day. The implied volatity was 32.90, the open interest changed by -8 which decreased total open position to 572
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 384.95, which was 34.65 higher than the previous day. The implied volatity was 32.66, the open interest changed by -93 which decreased total open position to 583
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 245, which was 66.2 higher than the previous day. The implied volatity was 30.29, the open interest changed by -619 which decreased total open position to 836
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 642.3, 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 7700 PE | |||||||
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Delta: -0.23
Vega: 3.61
Theta: -7.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 57.5 | 3.85 | 34.76 | 2,101 | -81 | 1,124 |
| 21 Sept | 8051.50 | 54 | -16.85 | 32.44 | 2,814 | 99 | 1,213 |
| 18 Sept | 7999.00 | 69.3 | -29.85 | 32.91 | 2,128 | -81 | 1,108 |
| 14 Sept | 7728.50 | 180 | -106.1 | 31.45 | 3,547 | 165 | 817 |
| 17 Aug | 8148.50 | 571.2 | 0 | 4.71 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 7700 expiring on 30SEP2025
Delta for 7700 PE is -0.23
Historical price for 7700 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 57.5, which was 3.85 higher than the previous day. The implied volatity was 34.76, the open interest changed by -81 which decreased total open position to 1124
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 54, which was -16.85 lower than the previous day. The implied volatity was 32.44, the open interest changed by 99 which increased total open position to 1213
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 69.3, which was -29.85 lower than the previous day. The implied volatity was 32.91, the open interest changed by -81 which decreased total open position to 1108
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 180, which was -106.1 lower than the previous day. The implied volatity was 31.45, the open interest changed by 165 which increased total open position to 817
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 571.2, which was 0 lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0
