MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 7900 CE | ||||||||||||||||
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Delta: 0.59
Vega: 4.58
Theta: -11.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 7989.50 | 205.4 | -58.7 | 34.39 | 1,233 | -2 | 591 | |||||||||
| 21 Sept | 8051.50 | 257 | 5.75 | 30.45 | 2,732 | -284 | 592 | |||||||||
| 18 Sept | 7999.00 | 252 | 18 | 32.67 | 4,155 | -91 | 897 | |||||||||
| 14 Sept | 7728.50 | 148.25 | 38.6 | 29.71 | 3,579 | 18 | 636 | |||||||||
| 17 Aug | 8148.50 | 555 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 7900 expiring on 30SEP2025
Delta for 7900 CE is 0.59
Historical price for 7900 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 205.4, which was -58.7 lower than the previous day. The implied volatity was 34.39, the open interest changed by -2 which decreased total open position to 591
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 257, which was 5.75 higher than the previous day. The implied volatity was 30.45, the open interest changed by -284 which decreased total open position to 592
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 252, which was 18 higher than the previous day. The implied volatity was 32.67, the open interest changed by -91 which decreased total open position to 897
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 148.25, which was 38.6 higher than the previous day. The implied volatity was 29.71, the open interest changed by 18 which increased total open position to 636
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 555, 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 7900 PE | |||||||
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Delta: -0.41
Vega: 4.57
Theta: -8.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 116.35 | 11.35 | 32.91 | 2,727 | -55 | 684 |
| 21 Sept | 8051.50 | 104.5 | -27.85 | 30.72 | 3,755 | 51 | 750 |
| 18 Sept | 7999.00 | 131 | -45.05 | 32.03 | 2,973 | 117 | 693 |
| 14 Sept | 7728.50 | 289.25 | -130.75 | 31.92 | 327 | 96 | 298 |
| 17 Aug | 8148.50 | 225 | 50 | 32.84 | 4 | 0 | 8 |
For Multi Commodity Exchange - strike price 7900 expiring on 30SEP2025
Delta for 7900 PE is -0.41
Historical price for 7900 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 116.35, which was 11.35 higher than the previous day. The implied volatity was 32.91, the open interest changed by -55 which decreased total open position to 684
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 104.5, which was -27.85 lower than the previous day. The implied volatity was 30.72, the open interest changed by 51 which increased total open position to 750
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 131, which was -45.05 lower than the previous day. The implied volatity was 32.03, the open interest changed by 117 which increased total open position to 693
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 289.25, which was -130.75 lower than the previous day. The implied volatity was 31.92, the open interest changed by 96 which increased total open position to 298
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 225, which was 50 higher than the previous day. The implied volatity was 32.84, the open interest changed by 0 which decreased total open position to 8
