MCX
Multi Commodity Exchange
Historical option data for MCX
17 Aug 2025 12:55 AM IST
| MCX 30SEP2025 8000 CE | ||||||||||||||||
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Delta: 0.64
Vega: 10.94
Theta: -4.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.64
Historical price for 8000 CE is as follows
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: -0.37
Vega: 11.06
Theta: -2.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.37
Historical price for 8000 PE is as follows
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
