MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 8600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 1.98
Theta: -4.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 7989.50 | 19 | -10.15 | 37.46 | 2,906 | -56 | 635 | |||||||||
| 21 Sept | 8051.50 | 28.25 | -2.45 | 32.61 | 2,319 | -96 | 694 | |||||||||
| 18 Sept | 7999.00 | 30 | -8.55 | 32.87 | 1,605 | -136 | 791 | |||||||||
| 14 Sept | 7728.50 | 22.45 | 3.55 | 32.85 | 379 | -13 | 398 | |||||||||
| 17 Aug | 8148.50 | 216 | -81.65 | 30.33 | 22 | -3 | 57 | |||||||||
For Multi Commodity Exchange - strike price 8600 expiring on 30SEP2025
Delta for 8600 CE is 0.09
Historical price for 8600 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 19, which was -10.15 lower than the previous day. The implied volatity was 37.46, the open interest changed by -56 which decreased total open position to 635
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 28.25, which was -2.45 lower than the previous day. The implied volatity was 32.61, the open interest changed by -96 which decreased total open position to 694
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 30, which was -8.55 lower than the previous day. The implied volatity was 32.87, the open interest changed by -136 which decreased total open position to 791
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 22.45, which was 3.55 higher than the previous day. The implied volatity was 32.85, the open interest changed by -13 which decreased total open position to 398
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 216, which was -81.65 lower than the previous day. The implied volatity was 30.33, the open interest changed by -3 which decreased total open position to 57
| MCX 30SEP2025 8600 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 | 555 | -2.65 | - | 1 | 0 | 41 |
| 21 Sept | 8051.50 | 557.65 | -53.85 | 24.98 | 29 | 10 | 41 |
| 18 Sept | 7999.00 | 612.6 | -13 | 33.94 | 11 | 0 | 31 |
| 14 Sept | 7728.50 | 805 | -125 | - | 4 | 0 | 19 |
| 17 Aug | 8148.50 | 714.05 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 8600 expiring on 30SEP2025
Delta for 8600 PE is -
Historical price for 8600 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 555, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 557.65, which was -53.85 lower than the previous day. The implied volatity was 24.98, the open interest changed by 10 which increased total open position to 41
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 612.6, which was -13 lower than the previous day. The implied volatity was 33.94, the open interest changed by 0 which decreased total open position to 31
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 805, which was -125 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 714.05, 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
