MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 8300 CE | ||||||||||||||||
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Delta: 0.23
Vega: 3.61
Theta: -8.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7989.50 | 55.05 | -26.85 | 35.04 | 5,038 | -103 | 1,132 | |||||||||
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| 21 Sept | 8051.50 | 80 | -2.2 | 31.06 | 6,337 | 159 | 1,229 | |||||||||
| 18 Sept | 7999.00 | 79.7 | -8.8 | 31.49 | 3,614 | -14 | 1,073 | |||||||||
| 14 Sept | 7728.50 | 49.85 | 10.45 | 30.94 | 1,962 | -132 | 709 | |||||||||
| 17 Aug | 8148.50 | 322.45 | -107.55 | 29.43 | 9 | 1 | 13 | |||||||||
For Multi Commodity Exchange - strike price 8300 expiring on 30SEP2025
Delta for 8300 CE is 0.23
Historical price for 8300 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 55.05, which was -26.85 lower than the previous day. The implied volatity was 35.04, the open interest changed by -103 which decreased total open position to 1132
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 80, which was -2.2 lower than the previous day. The implied volatity was 31.06, the open interest changed by 159 which increased total open position to 1229
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 79.7, which was -8.8 lower than the previous day. The implied volatity was 31.49, the open interest changed by -14 which decreased total open position to 1073
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 49.85, which was 10.45 higher than the previous day. The implied volatity was 30.94, the open interest changed by -132 which decreased total open position to 709
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 322.45, which was -107.55 lower than the previous day. The implied volatity was 29.43, the open interest changed by 1 which increased total open position to 13
| MCX 30SEP2025 8300 PE | |||||||
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Delta: -0.76
Vega: 3.65
Theta: -6.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 374.2 | 52.35 | 35.67 | 103 | 9 | 218 |
| 21 Sept | 8051.50 | 319.6 | -42.55 | 29.54 | 225 | 108 | 210 |
| 18 Sept | 7999.00 | 360.05 | -39.6 | 31.74 | 51 | 0 | 103 |
| 14 Sept | 7728.50 | 585.9 | -14.6 | 33.49 | 4 | 1 | 76 |
| 17 Aug | 8148.50 | 925 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 8300 expiring on 30SEP2025
Delta for 8300 PE is -0.76
Historical price for 8300 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 374.2, which was 52.35 higher than the previous day. The implied volatity was 35.67, the open interest changed by 9 which increased total open position to 218
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 319.6, which was -42.55 lower than the previous day. The implied volatity was 29.54, the open interest changed by 108 which increased total open position to 210
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 360.05, which was -39.6 lower than the previous day. The implied volatity was 31.74, the open interest changed by 0 which decreased total open position to 103
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 585.9, which was -14.6 lower than the previous day. The implied volatity was 33.49, the open interest changed by 1 which increased total open position to 76
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 925, 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
