MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 8500 CE | ||||||||||||||||
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Delta: 0.13
Vega: 2.47
Theta: -5.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7989.50 | 26.9 | -14.15 | 36.50 | 6,424 | 79 | 2,204 | |||||||||
| 21 Sept | 8051.50 | 39.8 | -3.15 | 31.73 | 7,792 | -23 | 2,128 | |||||||||
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| 18 Sept | 7999.00 | 42.45 | -8.5 | 32.87 | 4,406 | 16 | 2,154 | |||||||||
| 14 Sept | 7728.50 | 29.5 | 5.75 | 32.28 | 2,508 | 129 | 1,875 | |||||||||
| 17 Aug | 8148.50 | 263.9 | -79.1 | 31.47 | 2 | 1 | 1 | |||||||||
For Multi Commodity Exchange - strike price 8500 expiring on 30SEP2025
Delta for 8500 CE is 0.13
Historical price for 8500 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 26.9, which was -14.15 lower than the previous day. The implied volatity was 36.50, the open interest changed by 79 which increased total open position to 2204
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 39.8, which was -3.15 lower than the previous day. The implied volatity was 31.73, the open interest changed by -23 which decreased total open position to 2128
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 42.45, which was -8.5 lower than the previous day. The implied volatity was 32.87, the open interest changed by 16 which increased total open position to 2154
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 29.5, which was 5.75 higher than the previous day. The implied volatity was 32.28, the open interest changed by 129 which increased total open position to 1875
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 263.9, which was -79.1 lower than the previous day. The implied volatity was 31.47, the open interest changed by 1 which increased total open position to 1
| MCX 30SEP2025 8500 PE | |||||||
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Delta: -0.96
Vega: 0.94
Theta: 0.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 520.35 | 46.3 | 23.43 | 30 | -9 | 101 |
| 21 Sept | 8051.50 | 471.95 | -52.75 | 27.15 | 40 | -15 | 111 |
| 18 Sept | 7999.00 | 527.15 | -57.85 | 33.97 | 35 | -23 | 125 |
| 14 Sept | 7728.50 | 730 | -199.1 | 23.09 | 13 | 1 | 128 |
| 17 Aug | 8148.50 | 1061.2 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 8500 expiring on 30SEP2025
Delta for 8500 PE is -0.96
Historical price for 8500 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 520.35, which was 46.3 higher than the previous day. The implied volatity was 23.43, the open interest changed by -9 which decreased total open position to 101
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 471.95, which was -52.75 lower than the previous day. The implied volatity was 27.15, the open interest changed by -15 which decreased total open position to 111
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 527.15, which was -57.85 lower than the previous day. The implied volatity was 33.97, the open interest changed by -23 which decreased total open position to 125
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 730, which was -199.1 lower than the previous day. The implied volatity was 23.09, the open interest changed by 1 which increased total open position to 128
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 1061.2, 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
