MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 7800 CE | ||||||||||||||||
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Delta: 0.69
Vega: 4.18
Theta: -10.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7989.50 | 264.4 | -69.45 | 33.73 | 425 | -62 | 752 | |||||||||
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| 21 Sept | 8051.50 | 321.85 | 6.85 | 30.73 | 881 | -90 | 814 | |||||||||
| 18 Sept | 7999.00 | 315 | 24.9 | 32.75 | 1,204 | -96 | 908 | |||||||||
| 14 Sept | 7728.50 | 191.2 | 49.9 | 29.76 | 8,036 | -521 | 1,646 | |||||||||
| 17 Aug | 8148.50 | 586 | -149 | 27.44 | 11 | 5 | 30 | |||||||||
For Multi Commodity Exchange - strike price 7800 expiring on 30SEP2025
Delta for 7800 CE is 0.69
Historical price for 7800 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 264.4, which was -69.45 lower than the previous day. The implied volatity was 33.73, the open interest changed by -62 which decreased total open position to 752
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 321.85, which was 6.85 higher than the previous day. The implied volatity was 30.73, the open interest changed by -90 which decreased total open position to 814
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 315, which was 24.9 higher than the previous day. The implied volatity was 32.75, the open interest changed by -96 which decreased total open position to 908
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 191.2, which was 49.9 higher than the previous day. The implied volatity was 29.76, the open interest changed by -521 which decreased total open position to 1646
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 586, which was -149 lower than the previous day. The implied volatity was 27.44, the open interest changed by 5 which increased total open position to 30
| MCX 30SEP2025 7800 PE | |||||||
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Delta: -0.31
Vega: 4.18
Theta: -8.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 83 | 8.65 | 33.89 | 2,731 | -59 | 762 |
| 21 Sept | 8051.50 | 73.65 | -23 | 31.11 | 3,329 | 23 | 820 |
| 18 Sept | 7999.00 | 95.4 | -36.6 | 32.26 | 2,096 | 14 | 801 |
| 14 Sept | 7728.50 | 227.1 | -120.5 | 31.11 | 1,715 | 176 | 747 |
| 17 Aug | 8148.50 | 189 | 49.65 | 32.75 | 31 | 16 | 45 |
For Multi Commodity Exchange - strike price 7800 expiring on 30SEP2025
Delta for 7800 PE is -0.31
Historical price for 7800 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 83, which was 8.65 higher than the previous day. The implied volatity was 33.89, the open interest changed by -59 which decreased total open position to 762
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 73.65, which was -23 lower than the previous day. The implied volatity was 31.11, the open interest changed by 23 which increased total open position to 820
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 95.4, which was -36.6 lower than the previous day. The implied volatity was 32.26, the open interest changed by 14 which increased total open position to 801
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 227.1, which was -120.5 lower than the previous day. The implied volatity was 31.11, the open interest changed by 176 which increased total open position to 747
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 189, which was 49.65 higher than the previous day. The implied volatity was 32.75, the open interest changed by 16 which increased total open position to 45
