MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 9000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.85
Theta: -2.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 7989.50 | 6.2 | -3 | 43.01 | 2,387 | -105 | 1,542 | |||||||||
| 21 Sept | 8051.50 | 9.15 | -0.9 | 37.01 | 2,771 | -8 | 1,645 | |||||||||
| 18 Sept | 7999.00 | 10.2 | -3.05 | 37.27 | 2,472 | -80 | 1,655 | |||||||||
| 14 Sept | 7728.50 | 7.8 | 0.4 | 35.30 | 1,489 | -128 | 757 | |||||||||
For Multi Commodity Exchange - strike price 9000 expiring on 30SEP2025
Delta for 9000 CE is 0.03
Historical price for 9000 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 6.2, which was -3 lower than the previous day. The implied volatity was 43.01, the open interest changed by -105 which decreased total open position to 1542
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 9.15, which was -0.9 lower than the previous day. The implied volatity was 37.01, the open interest changed by -8 which decreased total open position to 1645
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 10.2, which was -3.05 lower than the previous day. The implied volatity was 37.27, the open interest changed by -80 which decreased total open position to 1655
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 7.8, which was 0.4 higher than the previous day. The implied volatity was 35.30, the open interest changed by -128 which decreased total open position to 757
| MCX 30SEP2025 9000 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 | 945 | 20 | - | 1 | 0 | 4 |
| 21 Sept | 8051.50 | 925 | -125 | - | 2 | 1 | 3 |
| 18 Sept | 7999.00 | 1050 | 0 | 0.00 | 0 | -1 | 0 |
| 14 Sept | 7728.50 | 1570 | 0 | 0.00 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 9000 expiring on 30SEP2025
Delta for 9000 PE is -
Historical price for 9000 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 945, which was 20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 925, which was -125 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 1050, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 1570, 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
