MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 8100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 4.54
Theta: -10.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7989.50 | 108 | -46.75 | 33.73 | 8,347 | 395 | 2,234 | |||||||||
| 21 Sept | 8051.50 | 149.35 | -0.25 | 30.53 | 12,969 | 488 | 1,835 | |||||||||
| 18 Sept | 7999.00 | 146.7 | -0.45 | 31.81 | 5,469 | -66 | 1,352 | |||||||||
| 14 Sept | 7728.50 | 87.5 | 21.6 | 30.24 | 2,281 | -52 | 519 | |||||||||
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| 17 Aug | 8148.50 | 547.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 8100 expiring on 30SEP2025
Delta for 8100 CE is 0.39
Historical price for 8100 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 108, which was -46.75 lower than the previous day. The implied volatity was 33.73, the open interest changed by 395 which increased total open position to 2234
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 149.35, which was -0.25 lower than the previous day. The implied volatity was 30.53, the open interest changed by 488 which increased total open position to 1835
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 146.7, which was -0.45 lower than the previous day. The implied volatity was 31.81, the open interest changed by -66 which decreased total open position to 1352
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 87.5, which was 21.6 higher than the previous day. The implied volatity was 30.24, the open interest changed by -52 which decreased total open position to 519
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 547.6, 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 8100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 4.52
Theta: -7.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 218.6 | 23.35 | 32.26 | 1,728 | 20 | 490 |
| 21 Sept | 8051.50 | 196.8 | -34.75 | 31.22 | 2,109 | 79 | 477 |
| 18 Sept | 7999.00 | 232.25 | -56.85 | 32.44 | 481 | 13 | 392 |
| 14 Sept | 7728.50 | 433.2 | -112.3 | 33.72 | 56 | 0 | 91 |
| 17 Aug | 8148.50 | 797.55 | 0 | 1.41 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 8100 expiring on 30SEP2025
Delta for 8100 PE is -0.61
Historical price for 8100 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 218.6, which was 23.35 higher than the previous day. The implied volatity was 32.26, the open interest changed by 20 which increased total open position to 490
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 196.8, which was -34.75 lower than the previous day. The implied volatity was 31.22, the open interest changed by 79 which increased total open position to 477
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 232.25, which was -56.85 lower than the previous day. The implied volatity was 32.44, the open interest changed by 13 which increased total open position to 392
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 433.2, which was -112.3 lower than the previous day. The implied volatity was 33.72, the open interest changed by 0 which decreased total open position to 91
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 797.55, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
