MCX
Multi Commodity Exchange
Historical option data for MCX
22 Sep 2025 08:01 PM IST
| MCX 30SEP2025 9200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.57
Theta: -1.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7989.50 | 3.85 | -2.5 | 45.86 | 319 | 100 | 160 | |||||||||
| 21 Sept | 8051.50 | 6.15 | -811.2 | 39.92 | 132 | 60 | 58 | |||||||||
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| 14 Sept | 7728.50 | 817.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 9200 expiring on 30SEP2025
Delta for 9200 CE is 0.02
Historical price for 9200 CE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 3.85, which was -2.5 lower than the previous day. The implied volatity was 45.86, the open interest changed by 100 which increased total open position to 160
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 6.15, which was -811.2 lower than the previous day. The implied volatity was 39.92, the open interest changed by 60 which increased total open position to 58
On 14 Sept MCX was trading at 7728.50. The strike last trading price was 817.35, 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 9200 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 | 1146 | -179 | - | 2 | 0 | 8 |
| 21 Sept | 8051.50 | 1325 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 7728.50 | 1460 | -90 | 54.50 | 1 | -1 | 9 |
For Multi Commodity Exchange - strike price 9200 expiring on 30SEP2025
Delta for 9200 PE is -
Historical price for 9200 PE is as follows
On 22 Sept MCX was trading at 7989.50. The strike last trading price was 1146, which was -179 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 21 Sept MCX was trading at 8051.50. The strike last trading price was 1325, 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 14 Sept MCX was trading at 7728.50. The strike last trading price was 1460, which was -90 lower than the previous day. The implied volatity was 54.50, the open interest changed by -1 which decreased total open position to 9
