MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 8700 CE | ||||||||||||||||
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Delta: 0.07
Vega: 1.57
Theta: -3.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7989.50 | 13.5 | -7 | 38.46 | 1,285 | -103 | 770 | |||||||||
| 21 Sept | 8051.50 | 19.95 | -2 | 33.25 | 1,985 | -61 | 873 | |||||||||
| 18 Sept | 7999.00 | 21.25 | -8.05 | 33.63 | 1,965 | -23 | 934 | |||||||||
| 14 Sept | 7728.50 | 17.55 | 2.8 | 33.62 | 908 | -91 | 853 | |||||||||
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| 17 Aug | 8148.50 | 177.95 | -87.15 | 29.65 | 29 | 15 | 34 | |||||||||
For Multi Commodity Exchange - strike price 8700 expiring on 30SEP2025
Delta for 8700 CE is 0.07
Historical price for 8700 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 13.5, which was -7 lower than the previous day. The implied volatity was 38.46, the open interest changed by -103 which decreased total open position to 770
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 19.95, which was -2 lower than the previous day. The implied volatity was 33.25, the open interest changed by -61 which decreased total open position to 873
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 21.25, which was -8.05 lower than the previous day. The implied volatity was 33.63, the open interest changed by -23 which decreased total open position to 934
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 17.55, which was 2.8 higher than the previous day. The implied volatity was 33.62, the open interest changed by -91 which decreased total open position to 853
On 17 Aug MCX was trading at 8148.50. The strike last trading price was 177.95, which was -87.15 lower than the previous day. The implied volatity was 29.65, the open interest changed by 15 which increased total open position to 34
| MCX 30SEP2025 8700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 660.55 | 1.95 | 0.00 | 0 | -12 | 0 |
| 21 Sept | 8051.50 | 660.55 | -69.45 | 30.10 | 41 | -12 | 56 |
| 18 Sept | 7999.00 | 730 | -37.45 | 43.20 | 2 | 1 | 66 |
| 14 Sept | 7728.50 | 907.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 8148.50 | 640.5 | 100 | 32.01 | 1 | 0 | 4 |
For Multi Commodity Exchange - strike price 8700 expiring on 30SEP2025
Delta for 8700 PE is 0.00
Historical price for 8700 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 660.55, which was 1.95 higher than the previous day. The implied volatity was 0.00, the open interest changed by -12 which decreased total open position to 0
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 660.55, which was -69.45 lower than the previous day. The implied volatity was 30.10, the open interest changed by -12 which decreased total open position to 56
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 730, which was -37.45 lower than the previous day. The implied volatity was 43.20, the open interest changed by 1 which increased total open position to 66
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 907.05, 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 640.5, which was 100 higher than the previous day. The implied volatity was 32.01, the open interest changed by 0 which decreased total open position to 4
