MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 9100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.72
Theta: -2.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 7989.50 | 5.2 | -1.65 | 44.93 | 99 | -8 | 172 | |||||||||
| 21 Sept | 8051.50 | 6.3 | -1.55 | 37.37 | 204 | 31 | 180 | |||||||||
| 18 Sept | 7999.00 | 7.55 | -2.7 | 37.95 | 350 | 90 | 150 | |||||||||
| 14 Sept | 7728.50 | 200.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 9100 expiring on 30SEP2025
Delta for 9100 CE is 0.03
Historical price for 9100 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 5.2, which was -1.65 lower than the previous day. The implied volatity was 44.93, the open interest changed by -8 which decreased total open position to 172
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 6.3, which was -1.55 lower than the previous day. The implied volatity was 37.37, the open interest changed by 31 which increased total open position to 180
On 18 Sept MCX was trading at 7999.00. The strike last trading price was 7.55, which was -2.7 lower than the previous day. The implied volatity was 37.95, the open interest changed by 90 which increased total open position to 150
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 200.75, 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 9100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7989.50 | 1515.45 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 8051.50 | 1515.45 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 7999.00 | 1515.45 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 7728.50 | 1515.45 | 0 | 0.00 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 9100 expiring on 30SEP2025
Delta for 9100 PE is -
Historical price for 9100 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 1515.45, 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 1515.45, 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 1515.45, 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 1515.45, 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
