MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 8200 CE | ||||||||||||||||
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Delta: 0.31
Vega: 4.14
Theta: -9.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7989.50 | 77 | -37.6 | 34.20 | 9,095 | 24 | 2,226 | |||||||||
| 21 Sept | 8051.50 | 110.8 | -1.5 | 30.85 | 14,036 | 404 | 2,204 | |||||||||
| 18 Sept | 7999.00 | 111 | -3.8 | 32.16 | 7,509 | -652 | 1,807 | |||||||||
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| 14 Sept | 7728.50 | 64.65 | 13.7 | 30.25 | 2,378 | 13 | 1,110 | |||||||||
| 17 Aug | 8148.50 | 356.8 | -125.75 | 28.30 | 20 | 8 | 28 | |||||||||
For Multi Commodity Exchange - strike price 8200 expiring on 30SEP2025
Delta for 8200 CE is 0.31
Historical price for 8200 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 77, which was -37.6 lower than the previous day. The implied volatity was 34.20, the open interest changed by 24 which increased total open position to 2226
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 110.8, which was -1.5 lower than the previous day. The implied volatity was 30.85, the open interest changed by 404 which increased total open position to 2204
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 111, which was -3.8 lower than the previous day. The implied volatity was 32.16, the open interest changed by -652 which decreased total open position to 1807
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 64.65, which was 13.7 higher than the previous day. The implied volatity was 30.25, the open interest changed by 13 which increased total open position to 1110
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 356.8, which was -125.75 lower than the previous day. The implied volatity was 28.30, the open interest changed by 8 which increased total open position to 28
| MCX 30SEP2025 8200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 4.14
Theta: -7.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 293.85 | 39.55 | 34.15 | 389 | 45 | 308 |
| 21 Sept | 8051.50 | 251.3 | -42.1 | 29.66 | 450 | -3 | 263 |
| 18 Sept | 7999.00 | 291 | -66.9 | 31.87 | 199 | 38 | 266 |
| 14 Sept | 7728.50 | 505 | -147 | 33.23 | 36 | 7 | 94 |
| 17 Aug | 8148.50 | 364.85 | 93.8 | 33.69 | 11 | 8 | 10 |
For Multi Commodity Exchange - strike price 8200 expiring on 30SEP2025
Delta for 8200 PE is -0.69
Historical price for 8200 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 293.85, which was 39.55 higher than the previous day. The implied volatity was 34.15, the open interest changed by 45 which increased total open position to 308
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 251.3, which was -42.1 lower than the previous day. The implied volatity was 29.66, the open interest changed by -3 which decreased total open position to 263
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 291, which was -66.9 lower than the previous day. The implied volatity was 31.87, the open interest changed by 38 which increased total open position to 266
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 505, which was -147 lower than the previous day. The implied volatity was 33.23, the open interest changed by 7 which increased total open position to 94
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 364.85, which was 93.8 higher than the previous day. The implied volatity was 33.69, the open interest changed by 8 which increased total open position to 10
