MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 28OCT2025 8000 CE | ||||||||||||||||
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Delta: 0.54
Vega: 9.92
Theta: -6.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7989.50 | 377.25 | -30.9 | 35.70 | 470 | 76 | 372 | |||||||||
| 21 Sept | 8051.50 | 410.6 | 28.6 | 33.89 | 573 | 29 | 297 | |||||||||
| 18 Sept | 7999.00 | 386 | 20.3 | 32.89 | 290 | 55 | 267 | |||||||||
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| 14 Sept | 7728.50 | 282.9 | 59.9 | 32.47 | 152 | -8 | 64 | |||||||||
| 17 Aug | 8148.50 | 653.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 8000 expiring on 28OCT2025
Delta for 8000 CE is 0.54
Historical price for 8000 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 377.25, which was -30.9 lower than the previous day. The implied volatity was 35.70, the open interest changed by 76 which increased total open position to 372
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 410.6, which was 28.6 higher than the previous day. The implied volatity was 33.89, the open interest changed by 29 which increased total open position to 297
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 386, which was 20.3 higher than the previous day. The implied volatity was 32.89, the open interest changed by 55 which increased total open position to 267
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 282.9, which was 59.9 higher than the previous day. The implied volatity was 32.47, the open interest changed by -8 which decreased total open position to 64
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 653.3, 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 28OCT2025 8000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 9.92
Theta: -3.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 333.4 | 35.05 | 35.66 | 130 | 42 | 269 |
| 21 Sept | 8051.50 | 300 | -16.75 | 33.98 | 117 | 34 | 227 |
| 18 Sept | 7999.00 | 323.85 | -38.1 | 34.47 | 179 | 84 | 192 |
| 14 Sept | 7728.50 | 443.65 | -398.5 | 32.10 | 2 | 2 | 1 |
| 17 Aug | 8148.50 | 842.15 | 0 | 2.14 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 8000 expiring on 28OCT2025
Delta for 8000 PE is -0.46
Historical price for 8000 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 333.4, which was 35.05 higher than the previous day. The implied volatity was 35.66, the open interest changed by 42 which increased total open position to 269
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 300, which was -16.75 lower than the previous day. The implied volatity was 33.98, the open interest changed by 34 which increased total open position to 227
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 323.85, which was -38.1 lower than the previous day. The implied volatity was 34.47, the open interest changed by 84 which increased total open position to 192
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 443.65, which was -398.5 lower than the previous day. The implied volatity was 32.10, the open interest changed by 2 which increased total open position to 1
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 842.15, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0
