MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 8800 CE | ||||||||||||||||
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Delta: 0.05
Vega: 1.26
Theta: -3.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7989.50 | 10.1 | -4.95 | 39.84 | 1,653 | -72 | 735 | |||||||||
| 21 Sept | 8051.50 | 15.1 | -1.35 | 34.44 | 2,261 | 111 | 797 | |||||||||
| 18 Sept | 7999.00 | 15.65 | -6.35 | 34.44 | 1,610 | 131 | 692 | |||||||||
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| 14 Sept | 7728.50 | 13.5 | -42.3 | 34.25 | 92 | 72 | 73 | |||||||||
For Multi Commodity Exchange - strike price 8800 expiring on 30SEP2025
Delta for 8800 CE is 0.05
Historical price for 8800 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 10.1, which was -4.95 lower than the previous day. The implied volatity was 39.84, the open interest changed by -72 which decreased total open position to 735
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 15.1, which was -1.35 lower than the previous day. The implied volatity was 34.44, the open interest changed by 111 which increased total open position to 797
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 15.65, which was -6.35 lower than the previous day. The implied volatity was 34.44, the open interest changed by 131 which increased total open position to 692
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 13.5, which was -42.3 lower than the previous day. The implied volatity was 34.25, the open interest changed by 72 which increased total open position to 73
| MCX 30SEP2025 8800 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 | 817.5 | 0 | 0.00 | 0 | -2 | 0 |
| 21 Sept | 8051.50 | 817.5 | -34.2 | 53.57 | 2 | -2 | 9 |
| 18 Sept | 7999.00 | 851.7 | 0 | 0.00 | 0 | 5 | 0 |
| 14 Sept | 7728.50 | 1235 | 0 | 0.00 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 8800 expiring on 30SEP2025
Delta for 8800 PE is 0.00
Historical price for 8800 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 817.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 817.5, which was -34.2 lower than the previous day. The implied volatity was 53.57, the open interest changed by -2 which decreased total open position to 9
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 851.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 1235, 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
