MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 8000 CE | ||||||||||||||||
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Delta: 0.49
Vega: 4.70
Theta: -11.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7989.50 | 151.85 | -51.75 | 34.07 | 8,486 | 89 | 2,920 | |||||||||
| 21 Sept | 8051.50 | 196 | 0.15 | 30.03 | 19,564 | -690 | 2,838 | |||||||||
| 18 Sept | 7999.00 | 194 | 8.3 | 32.04 | 14,289 | 488 | 3,539 | |||||||||
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| 14 Sept | 7728.50 | 113 | 27.8 | 29.71 | 13,490 | -88 | 2,314 | |||||||||
| 17 Aug | 8148.50 | 470 | -142 | 28.61 | 15 | 2 | 71 | |||||||||
For Multi Commodity Exchange - strike price 8000 expiring on 30SEP2025
Delta for 8000 CE is 0.49
Historical price for 8000 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 151.85, which was -51.75 lower than the previous day. The implied volatity was 34.07, the open interest changed by 89 which increased total open position to 2920
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 196, which was 0.15 higher than the previous day. The implied volatity was 30.03, the open interest changed by -690 which decreased total open position to 2838
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 194, which was 8.3 higher than the previous day. The implied volatity was 32.04, the open interest changed by 488 which increased total open position to 3539
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 113, which was 27.8 higher than the previous day. The implied volatity was 29.71, the open interest changed by -88 which decreased total open position to 2314
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 470, which was -142 lower than the previous day. The implied volatity was 28.61, the open interest changed by 2 which increased total open position to 71
| MCX 30SEP2025 8000 PE | |||||||
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Delta: -0.51
Vega: 4.70
Theta: -8.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 166 | 21.6 | 33.36 | 4,640 | 29 | 1,719 |
| 21 Sept | 8051.50 | 149 | -27.25 | 31.68 | 6,603 | 84 | 1,697 |
| 18 Sept | 7999.00 | 173 | -53.6 | 32.09 | 3,218 | -8 | 1,603 |
| 14 Sept | 7728.50 | 353.35 | -141.65 | 32.02 | 266 | -5 | 802 |
| 17 Aug | 8148.50 | 261 | 63.8 | 32.55 | 111 | 29 | 140 |
For Multi Commodity Exchange - strike price 8000 expiring on 30SEP2025
Delta for 8000 PE is -0.51
Historical price for 8000 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 166, which was 21.6 higher than the previous day. The implied volatity was 33.36, the open interest changed by 29 which increased total open position to 1719
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 149, which was -27.25 lower than the previous day. The implied volatity was 31.68, the open interest changed by 84 which increased total open position to 1697
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 173, which was -53.6 lower than the previous day. The implied volatity was 32.09, the open interest changed by -8 which decreased total open position to 1603
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 353.35, which was -141.65 lower than the previous day. The implied volatity was 32.02, the open interest changed by -5 which decreased total open position to 802
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 261, which was 63.8 higher than the previous day. The implied volatity was 32.55, the open interest changed by 29 which increased total open position to 140
