MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 8400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 3.01
Theta: -7.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7989.50 | 37.75 | -21 | 35.46 | 3,878 | 160 | 1,190 | |||||||||
| 21 Sept | 8051.50 | 56.5 | -3.4 | 31.59 | 4,553 | 35 | 1,031 | |||||||||
| 18 Sept | 7999.00 | 58 | -9.05 | 32.28 | 2,371 | 39 | 987 | |||||||||
| 14 Sept | 7728.50 | 37.4 | 6.7 | 31.36 | 1,374 | -11 | 710 | |||||||||
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| 17 Aug | 8148.50 | 279.5 | -112.5 | 29.42 | 61 | 29 | 108 | |||||||||
For Multi Commodity Exchange - strike price 8400 expiring on 30SEP2025
Delta for 8400 CE is 0.17
Historical price for 8400 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 37.75, which was -21 lower than the previous day. The implied volatity was 35.46, the open interest changed by 160 which increased total open position to 1190
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 56.5, which was -3.4 lower than the previous day. The implied volatity was 31.59, the open interest changed by 35 which increased total open position to 1031
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 58, which was -9.05 lower than the previous day. The implied volatity was 32.28, the open interest changed by 39 which increased total open position to 987
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 37.4, which was 6.7 higher than the previous day. The implied volatity was 31.36, the open interest changed by -11 which decreased total open position to 710
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 279.5, which was -112.5 lower than the previous day. The implied volatity was 29.42, the open interest changed by 29 which increased total open position to 108
| MCX 30SEP2025 8400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 414.05 | 18 | - | 78 | -8 | 55 |
| 21 Sept | 8051.50 | 393.8 | -49.3 | 28.92 | 54 | 18 | 64 |
| 18 Sept | 7999.00 | 443.1 | -66.7 | 33.24 | 5 | 1 | 46 |
| 14 Sept | 7728.50 | 904.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 8148.50 | 622.3 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 8400 expiring on 30SEP2025
Delta for 8400 PE is -
Historical price for 8400 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 414.05, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 55
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 393.8, which was -49.3 lower than the previous day. The implied volatity was 28.92, the open interest changed by 18 which increased total open position to 64
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 443.1, which was -66.7 lower than the previous day. The implied volatity was 33.24, the open interest changed by 1 which increased total open position to 46
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 904.5, 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
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 622.3, 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
