MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 8900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 1.12
Theta: -3.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7989.50 | 9.15 | -2.55 | 42.63 | 428 | 62 | 203 | |||||||||
| 21 Sept | 8051.50 | 12.3 | -228.5 | 36.11 | 286 | 141 | 137 | |||||||||
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| 18 Sept | 7999.00 | 240.8 | 0 | 13.54 | 0 | 0 | 0 | |||||||||
| 14 Sept | 7728.50 | 240.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 8900 expiring on 30SEP2025
Delta for 8900 CE is 0.05
Historical price for 8900 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 9.15, which was -2.55 lower than the previous day. The implied volatity was 42.63, the open interest changed by 62 which increased total open position to 203
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 12.3, which was -228.5 lower than the previous day. The implied volatity was 36.11, the open interest changed by 141 which increased total open position to 137
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 240.8, which was 0 lower than the previous day. The implied volatity was 13.54, the open interest changed by 0 which decreased total open position to 0
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 240.8, 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
| MCX 30SEP2025 8900 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 | 1357.5 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 8051.50 | 1357.5 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 7999.00 | 1357.5 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 7728.50 | 1357.5 | 0 | 0.00 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 8900 expiring on 30SEP2025
Delta for 8900 PE is -
Historical price for 8900 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 1357.5, 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
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 1357.5, 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
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 1357.5, 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
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 1357.5, 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
