MCX
Multi Commodity Exchange
Historical option data for MCX
05 Dec 2025 04:10 PM IST
| MCX 30-DEC-2025 10000 CE | ||||||||||||||||
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Delta: 0.74
Vega: 8.73
Theta: -6.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 10343.00 | 514.8 | 98.1 | 24.81 | 1,035 | -256 | 1,188 | |||||||||
| 4 Dec | 10121.00 | 407.1 | -15.15 | 28.90 | 3,056 | 300 | 1,443 | |||||||||
| 3 Dec | 10138.00 | 438 | -35.55 | 28.19 | 1,178 | -14 | 1,128 | |||||||||
| 2 Dec | 10219.00 | 475 | -1.35 | 27.46 | 758 | -130 | 1,140 | |||||||||
| 1 Dec | 10210.00 | 478.95 | 52.1 | 27.45 | 1,597 | -149 | 1,286 | |||||||||
| 28 Nov | 10073.50 | 430 | -202.55 | 27.54 | 5,906 | 596 | 1,435 | |||||||||
| 27 Nov | 10424.50 | 646 | 104.95 | 26.27 | 1,017 | -148 | 840 | |||||||||
| 26 Nov | 10283.00 | 562.75 | 240.8 | 26.15 | 5,809 | -142 | 991 | |||||||||
| 25 Nov | 9867.00 | 329 | -3.65 | 27.30 | 2,508 | 238 | 1,132 | |||||||||
| 24 Nov | 9865.50 | 330 | 60 | 28.73 | 1,492 | 137 | 897 | |||||||||
| 21 Nov | 9683.00 | 268.75 | -96.15 | 27.98 | 873 | 156 | 758 | |||||||||
| 20 Nov | 9858.50 | 363.1 | 19.5 | 29.08 | 1,291 | 10 | 605 | |||||||||
| 19 Nov | 9799.00 | 349.45 | 49.1 | 29.48 | 719 | 138 | 597 | |||||||||
| 18 Nov | 9665.00 | 300 | -29.3 | 30.17 | 265 | 53 | 460 | |||||||||
| 17 Nov | 9698.00 | 326.95 | -0.35 | 30.74 | 330 | 59 | 406 | |||||||||
| 14 Nov | 9666.50 | 334.55 | 16.8 | 31.19 | 528 | 91 | 348 | |||||||||
| 13 Nov | 9597.00 | 315 | 42 | 31.42 | 95 | -3 | 255 | |||||||||
| 12 Nov | 9432.00 | 267 | -27.8 | 32.49 | 65 | -4 | 257 | |||||||||
| 11 Nov | 9495.00 | 288.35 | -31.05 | 32.26 | 225 | 35 | 261 | |||||||||
| 10 Nov | 9530.50 | 317 | 39.65 | 32.52 | 232 | 124 | 228 | |||||||||
| 7 Nov | 9430.50 | 276.85 | 20.7 | 31.59 | 182 | 35 | 90 | |||||||||
| 6 Nov | 9250.50 | 259.15 | -37.3 | 34.89 | 31 | -4 | 54 | |||||||||
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| 4 Nov | 9325.50 | 287.75 | -85.25 | 33.79 | 24 | 9 | 57 | |||||||||
| 3 Nov | 9526.50 | 373 | 93 | 33.72 | 28 | 11 | 48 | |||||||||
| 31 Oct | 9243.50 | 280 | 47.55 | - | 23 | 18 | 36 | |||||||||
| 30 Oct | 9101.50 | 232.45 | -20.15 | 33.74 | 6 | 3 | 17 | |||||||||
| 29 Oct | 9175.50 | 265 | 14.05 | 34.31 | 23 | 5 | 13 | |||||||||
| 28 Oct | 9116.50 | 250.95 | -89.05 | 33.70 | 5 | -3 | 8 | |||||||||
| 27 Oct | 9305.50 | 340 | 85 | 34.87 | 3 | -2 | 10 | |||||||||
| 24 Oct | 9003.50 | 255 | -91 | 35.84 | 9 | -6 | 15 | |||||||||
| 23 Oct | 9259.00 | 346 | 172.25 | 35.83 | 21 | 6 | 6 | |||||||||
| 21 Oct | 9187.00 | 173.75 | 0 | 3.78 | 0 | 0 | 0 | |||||||||
| 17 Oct | 9328.50 | 173.75 | 0 | 2.69 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 10000 expiring on 30DEC2025
Delta for 10000 CE is 0.74
Historical price for 10000 CE is as follows
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 514.8, which was 98.1 higher than the previous day. The implied volatity was 24.81, the open interest changed by -256 which decreased total open position to 1188
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 407.1, which was -15.15 lower than the previous day. The implied volatity was 28.90, the open interest changed by 300 which increased total open position to 1443
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 438, which was -35.55 lower than the previous day. The implied volatity was 28.19, the open interest changed by -14 which decreased total open position to 1128
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 475, which was -1.35 lower than the previous day. The implied volatity was 27.46, the open interest changed by -130 which decreased total open position to 1140
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 478.95, which was 52.1 higher than the previous day. The implied volatity was 27.45, the open interest changed by -149 which decreased total open position to 1286
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 430, which was -202.55 lower than the previous day. The implied volatity was 27.54, the open interest changed by 596 which increased total open position to 1435
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 646, which was 104.95 higher than the previous day. The implied volatity was 26.27, the open interest changed by -148 which decreased total open position to 840
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 562.75, which was 240.8 higher than the previous day. The implied volatity was 26.15, the open interest changed by -142 which decreased total open position to 991
On 25 Nov MCX was trading at 9867.00. The strike last trading price was 329, which was -3.65 lower than the previous day. The implied volatity was 27.30, the open interest changed by 238 which increased total open position to 1132
On 24 Nov MCX was trading at 9865.50. The strike last trading price was 330, which was 60 higher than the previous day. The implied volatity was 28.73, the open interest changed by 137 which increased total open position to 897
On 21 Nov MCX was trading at 9683.00. The strike last trading price was 268.75, which was -96.15 lower than the previous day. The implied volatity was 27.98, the open interest changed by 156 which increased total open position to 758
On 20 Nov MCX was trading at 9858.50. The strike last trading price was 363.1, which was 19.5 higher than the previous day. The implied volatity was 29.08, the open interest changed by 10 which increased total open position to 605
On 19 Nov MCX was trading at 9799.00. The strike last trading price was 349.45, which was 49.1 higher than the previous day. The implied volatity was 29.48, the open interest changed by 138 which increased total open position to 597
On 18 Nov MCX was trading at 9665.00. The strike last trading price was 300, which was -29.3 lower than the previous day. The implied volatity was 30.17, the open interest changed by 53 which increased total open position to 460
On 17 Nov MCX was trading at 9698.00. The strike last trading price was 326.95, which was -0.35 lower than the previous day. The implied volatity was 30.74, the open interest changed by 59 which increased total open position to 406
On 14 Nov MCX was trading at 9666.50. The strike last trading price was 334.55, which was 16.8 higher than the previous day. The implied volatity was 31.19, the open interest changed by 91 which increased total open position to 348
On 13 Nov MCX was trading at 9597.00. The strike last trading price was 315, which was 42 higher than the previous day. The implied volatity was 31.42, the open interest changed by -3 which decreased total open position to 255
On 12 Nov MCX was trading at 9432.00. The strike last trading price was 267, which was -27.8 lower than the previous day. The implied volatity was 32.49, the open interest changed by -4 which decreased total open position to 257
On 11 Nov MCX was trading at 9495.00. The strike last trading price was 288.35, which was -31.05 lower than the previous day. The implied volatity was 32.26, the open interest changed by 35 which increased total open position to 261
On 10 Nov MCX was trading at 9530.50. The strike last trading price was 317, which was 39.65 higher than the previous day. The implied volatity was 32.52, the open interest changed by 124 which increased total open position to 228
On 7 Nov MCX was trading at 9430.50. The strike last trading price was 276.85, which was 20.7 higher than the previous day. The implied volatity was 31.59, the open interest changed by 35 which increased total open position to 90
On 6 Nov MCX was trading at 9250.50. The strike last trading price was 259.15, which was -37.3 lower than the previous day. The implied volatity was 34.89, the open interest changed by -4 which decreased total open position to 54
On 4 Nov MCX was trading at 9325.50. The strike last trading price was 287.75, which was -85.25 lower than the previous day. The implied volatity was 33.79, the open interest changed by 9 which increased total open position to 57
On 3 Nov MCX was trading at 9526.50. The strike last trading price was 373, which was 93 higher than the previous day. The implied volatity was 33.72, the open interest changed by 11 which increased total open position to 48
On 31 Oct MCX was trading at 9243.50. The strike last trading price was 280, which was 47.55 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 36
On 30 Oct MCX was trading at 9101.50. The strike last trading price was 232.45, which was -20.15 lower than the previous day. The implied volatity was 33.74, the open interest changed by 3 which increased total open position to 17
On 29 Oct MCX was trading at 9175.50. The strike last trading price was 265, which was 14.05 higher than the previous day. The implied volatity was 34.31, the open interest changed by 5 which increased total open position to 13
On 28 Oct MCX was trading at 9116.50. The strike last trading price was 250.95, which was -89.05 lower than the previous day. The implied volatity was 33.70, the open interest changed by -3 which decreased total open position to 8
On 27 Oct MCX was trading at 9305.50. The strike last trading price was 340, which was 85 higher than the previous day. The implied volatity was 34.87, the open interest changed by -2 which decreased total open position to 10
On 24 Oct MCX was trading at 9003.50. The strike last trading price was 255, which was -91 lower than the previous day. The implied volatity was 35.84, the open interest changed by -6 which decreased total open position to 15
On 23 Oct MCX was trading at 9259.00. The strike last trading price was 346, which was 172.25 higher than the previous day. The implied volatity was 35.83, the open interest changed by 6 which increased total open position to 6
On 21 Oct MCX was trading at 9187.00. The strike last trading price was 173.75, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0
On 17 Oct MCX was trading at 9328.50. The strike last trading price was 173.75, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
| MCX 30DEC2025 10000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 9.17
Theta: -4.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 10343.00 | 143.05 | -99.85 | 28.77 | 3,070 | -12 | 1,559 |
| 4 Dec | 10121.00 | 242.75 | -11.1 | 29.96 | 5,811 | 288 | 1,573 |
| 3 Dec | 10138.00 | 237 | 23.8 | 31.32 | 3,258 | -45 | 1,285 |
| 2 Dec | 10219.00 | 212.8 | -13.55 | 30.56 | 1,890 | -17 | 1,335 |
| 1 Dec | 10210.00 | 217.55 | -64.7 | 30.44 | 3,234 | -127 | 1,353 |
| 28 Nov | 10073.50 | 270.15 | 112.3 | 30.23 | 12,317 | -385 | 1,486 |
| 27 Nov | 10424.50 | 152 | -59.5 | 28.95 | 4,478 | 443 | 1,870 |
| 26 Nov | 10283.00 | 201.9 | -189.25 | 29.99 | 5,735 | 1,112 | 1,420 |
| 25 Nov | 9867.00 | 381 | -30.3 | 30.49 | 666 | 136 | 306 |
| 24 Nov | 9865.50 | 415.25 | -97.7 | 31.43 | 167 | 48 | 168 |
| 21 Nov | 9683.00 | 517.5 | 76 | 32.38 | 98 | 12 | 121 |
| 20 Nov | 9858.50 | 450.7 | -22.5 | 33.32 | 194 | 64 | 110 |
| 19 Nov | 9799.00 | 481.45 | -34.5 | 33.46 | 70 | 39 | 46 |
| 18 Nov | 9665.00 | 515.95 | -5.5 | 30.12 | 9 | 5 | 7 |
| 17 Nov | 9698.00 | 521.45 | -0.15 | 31.62 | 1 | 0 | 1 |
| 14 Nov | 9666.50 | 521.6 | -153.4 | 29.35 | 1 | 0 | 0 |
| 13 Nov | 9597.00 | 675 | -88.4 | - | 0 | 0 | 0 |
| 12 Nov | 9432.00 | 675 | -88.4 | - | 0 | 0 | 0 |
| 11 Nov | 9495.00 | 675 | -88.4 | - | 0 | -1 | 0 |
| 10 Nov | 9530.50 | 675 | -88.4 | 34.25 | 1 | 0 | 1 |
| 7 Nov | 9430.50 | 763.4 | 38.4 | - | 0 | 0 | 0 |
| 6 Nov | 9250.50 | 763.4 | 38.4 | - | 0 | -2 | 0 |
| 4 Nov | 9325.50 | 763.4 | 38.4 | 30.55 | 2 | 0 | 3 |
| 3 Nov | 9526.50 | 725 | -208.6 | 36.32 | 1 | 0 | 2 |
| 31 Oct | 9243.50 | 933.6 | -1292.7 | - | 2 | 0 | 0 |
| 30 Oct | 9101.50 | 2226.3 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 9175.50 | 2226.3 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 9116.50 | 2226.3 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 9305.50 | 2226.3 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 9003.50 | 2226.3 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 9259.00 | 2226.3 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 9187.00 | 2226.3 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 9328.50 | 2226.3 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 10000 expiring on 30DEC2025
Delta for 10000 PE is -0.28
Historical price for 10000 PE is as follows
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 143.05, which was -99.85 lower than the previous day. The implied volatity was 28.77, the open interest changed by -12 which decreased total open position to 1559
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 242.75, which was -11.1 lower than the previous day. The implied volatity was 29.96, the open interest changed by 288 which increased total open position to 1573
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 237, which was 23.8 higher than the previous day. The implied volatity was 31.32, the open interest changed by -45 which decreased total open position to 1285
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 212.8, which was -13.55 lower than the previous day. The implied volatity was 30.56, the open interest changed by -17 which decreased total open position to 1335
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 217.55, which was -64.7 lower than the previous day. The implied volatity was 30.44, the open interest changed by -127 which decreased total open position to 1353
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 270.15, which was 112.3 higher than the previous day. The implied volatity was 30.23, the open interest changed by -385 which decreased total open position to 1486
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 152, which was -59.5 lower than the previous day. The implied volatity was 28.95, the open interest changed by 443 which increased total open position to 1870
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 201.9, which was -189.25 lower than the previous day. The implied volatity was 29.99, the open interest changed by 1112 which increased total open position to 1420
On 25 Nov MCX was trading at 9867.00. The strike last trading price was 381, which was -30.3 lower than the previous day. The implied volatity was 30.49, the open interest changed by 136 which increased total open position to 306
On 24 Nov MCX was trading at 9865.50. The strike last trading price was 415.25, which was -97.7 lower than the previous day. The implied volatity was 31.43, the open interest changed by 48 which increased total open position to 168
On 21 Nov MCX was trading at 9683.00. The strike last trading price was 517.5, which was 76 higher than the previous day. The implied volatity was 32.38, the open interest changed by 12 which increased total open position to 121
On 20 Nov MCX was trading at 9858.50. The strike last trading price was 450.7, which was -22.5 lower than the previous day. The implied volatity was 33.32, the open interest changed by 64 which increased total open position to 110
On 19 Nov MCX was trading at 9799.00. The strike last trading price was 481.45, which was -34.5 lower than the previous day. The implied volatity was 33.46, the open interest changed by 39 which increased total open position to 46
On 18 Nov MCX was trading at 9665.00. The strike last trading price was 515.95, which was -5.5 lower than the previous day. The implied volatity was 30.12, the open interest changed by 5 which increased total open position to 7
On 17 Nov MCX was trading at 9698.00. The strike last trading price was 521.45, which was -0.15 lower than the previous day. The implied volatity was 31.62, the open interest changed by 0 which decreased total open position to 1
On 14 Nov MCX was trading at 9666.50. The strike last trading price was 521.6, which was -153.4 lower than the previous day. The implied volatity was 29.35, the open interest changed by 0 which decreased total open position to 0
On 13 Nov MCX was trading at 9597.00. The strike last trading price was 675, which was -88.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov MCX was trading at 9432.00. The strike last trading price was 675, which was -88.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov MCX was trading at 9495.00. The strike last trading price was 675, which was -88.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 10 Nov MCX was trading at 9530.50. The strike last trading price was 675, which was -88.4 lower than the previous day. The implied volatity was 34.25, the open interest changed by 0 which decreased total open position to 1
On 7 Nov MCX was trading at 9430.50. The strike last trading price was 763.4, which was 38.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov MCX was trading at 9250.50. The strike last trading price was 763.4, which was 38.4 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 4 Nov MCX was trading at 9325.50. The strike last trading price was 763.4, which was 38.4 higher than the previous day. The implied volatity was 30.55, the open interest changed by 0 which decreased total open position to 3
On 3 Nov MCX was trading at 9526.50. The strike last trading price was 725, which was -208.6 lower than the previous day. The implied volatity was 36.32, the open interest changed by 0 which decreased total open position to 2
On 31 Oct MCX was trading at 9243.50. The strike last trading price was 933.6, which was -1292.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct MCX was trading at 9101.50. The strike last trading price was 2226.3, 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 29 Oct MCX was trading at 9175.50. The strike last trading price was 2226.3, 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 28 Oct MCX was trading at 9116.50. The strike last trading price was 2226.3, 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 27 Oct MCX was trading at 9305.50. The strike last trading price was 2226.3, 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 24 Oct MCX was trading at 9003.50. The strike last trading price was 2226.3, 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 23 Oct MCX was trading at 9259.00. The strike last trading price was 2226.3, 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 Oct MCX was trading at 9187.00. The strike last trading price was 2226.3, 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 17 Oct MCX was trading at 9328.50. The strike last trading price was 2226.3, 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































































































































































































































