MCX
Multi Commodity Exchange
Historical option data for MCX
24 Dec 2025 04:10 PM IST
| MCX 27-JAN-2026 10000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 7.92
Theta: -5.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 10825.00 | 1007.05 | 5.65 | 30.25 | 70 | 19 | 713 | |||||||||
| 23 Dec | 10828.00 | 1009.5 | 1.8 | 31.56 | 57 | 23 | 694 | |||||||||
| 22 Dec | 10821.00 | 988.9 | 348.7 | 27.84 | 1,187 | -179 | 671 | |||||||||
| 19 Dec | 10307.00 | 643 | 96.5 | 31.56 | 1,069 | 728 | 830 | |||||||||
| 18 Dec | 10172.00 | 546.5 | 68.85 | 29.30 | 55 | -1 | 102 | |||||||||
| 17 Dec | 10025.00 | 477.65 | -80.9 | 29.74 | 38 | 18 | 102 | |||||||||
| 16 Dec | 10164.00 | 554.35 | -35.65 | 31.05 | 52 | 4 | 84 | |||||||||
| 15 Dec | 10186.00 | 590 | 3.9 | 30.96 | 24 | 10 | 74 | |||||||||
| 12 Dec | 10162.00 | 591.55 | 111.55 | 30.30 | 25 | 1 | 66 | |||||||||
| 11 Dec | 9938.00 | 480 | 45.5 | 31.02 | 27 | 6 | 67 | |||||||||
| 10 Dec | 9864.00 | 429.6 | -269.4 | 32.42 | 19 | 13 | 61 | |||||||||
| 9 Dec | 10358.00 | 699 | 69 | 28.29 | 10 | 1 | 48 | |||||||||
| 8 Dec | 10183.00 | 630 | -69 | 30.25 | 6 | 3 | 47 | |||||||||
| 5 Dec | 10343.00 | 699 | 105 | 26.94 | 2 | 1 | 45 | |||||||||
| 4 Dec | 10121.00 | 594 | -76 | 30.07 | 9 | 3 | 43 | |||||||||
| 3 Dec | 10138.00 | 670 | 5 | - | 0 | 5 | 0 | |||||||||
| 2 Dec | 10219.00 | 670 | 5 | 29.10 | 8 | 2 | 37 | |||||||||
| 1 Dec | 10210.00 | 665 | 65 | 28.92 | 3 | 1 | 35 | |||||||||
| 28 Nov | 10073.50 | 600 | -229.85 | 28.21 | 43 | 21 | 34 | |||||||||
| 27 Nov | 10424.50 | 829.85 | 103.95 | 28.63 | 8 | -7 | 13 | |||||||||
| 26 Nov | 10283.00 | 725.9 | 226.85 | 26.96 | 19 | 12 | 21 | |||||||||
| 25 Nov | 9867.00 | 499.05 | -0.95 | 29.00 | 1 | 0 | 8 | |||||||||
| 24 Nov | 9865.50 | 500 | -36.4 | 29.48 | 9 | 6 | 7 | |||||||||
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| 21 Nov | 9683.00 | 536.4 | -33.9 | 35.62 | 1 | 0 | 0 | |||||||||
| 20 Nov | 9858.50 | 570.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 9799.00 | 570.3 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 18 Nov | 9665.00 | 570.3 | 0 | 0.89 | 0 | 0 | 0 | |||||||||
| 17 Nov | 9698.00 | 570.3 | 0 | 0.67 | 0 | 0 | 0 | |||||||||
| 14 Nov | 9666.50 | 570.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 9597.00 | 570.3 | 0 | 1.22 | 0 | 0 | 0 | |||||||||
| 12 Nov | 9432.00 | 570.3 | 0 | 2.07 | 0 | 0 | 0 | |||||||||
| 10 Nov | 9530.50 | 570.3 | 0 | 1.45 | 0 | 0 | 0 | |||||||||
| 7 Nov | 9430.50 | 570.3 | 0 | 2.01 | 0 | 0 | 0 | |||||||||
| 6 Nov | 9250.50 | 570.3 | 0 | 3.02 | 0 | 0 | 0 | |||||||||
| 4 Nov | 9325.50 | 570.3 | 0 | 2.41 | 0 | 0 | 0 | |||||||||
| 3 Nov | 9526.50 | 570.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 9243.50 | 570.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 9101.50 | 570.3 | 0 | 3.50 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 10000 expiring on 27JAN2026
Delta for 10000 CE is 0.84
Historical price for 10000 CE is as follows
On 24 Dec MCX was trading at 10825.00. The strike last trading price was 1007.05, which was 5.65 higher than the previous day. The implied volatity was 30.25, the open interest changed by 19 which increased total open position to 713
On 23 Dec MCX was trading at 10828.00. The strike last trading price was 1009.5, which was 1.8 higher than the previous day. The implied volatity was 31.56, the open interest changed by 23 which increased total open position to 694
On 22 Dec MCX was trading at 10821.00. The strike last trading price was 988.9, which was 348.7 higher than the previous day. The implied volatity was 27.84, the open interest changed by -179 which decreased total open position to 671
On 19 Dec MCX was trading at 10307.00. The strike last trading price was 643, which was 96.5 higher than the previous day. The implied volatity was 31.56, the open interest changed by 728 which increased total open position to 830
On 18 Dec MCX was trading at 10172.00. The strike last trading price was 546.5, which was 68.85 higher than the previous day. The implied volatity was 29.30, the open interest changed by -1 which decreased total open position to 102
On 17 Dec MCX was trading at 10025.00. The strike last trading price was 477.65, which was -80.9 lower than the previous day. The implied volatity was 29.74, the open interest changed by 18 which increased total open position to 102
On 16 Dec MCX was trading at 10164.00. The strike last trading price was 554.35, which was -35.65 lower than the previous day. The implied volatity was 31.05, the open interest changed by 4 which increased total open position to 84
On 15 Dec MCX was trading at 10186.00. The strike last trading price was 590, which was 3.9 higher than the previous day. The implied volatity was 30.96, the open interest changed by 10 which increased total open position to 74
On 12 Dec MCX was trading at 10162.00. The strike last trading price was 591.55, which was 111.55 higher than the previous day. The implied volatity was 30.30, the open interest changed by 1 which increased total open position to 66
On 11 Dec MCX was trading at 9938.00. The strike last trading price was 480, which was 45.5 higher than the previous day. The implied volatity was 31.02, the open interest changed by 6 which increased total open position to 67
On 10 Dec MCX was trading at 9864.00. The strike last trading price was 429.6, which was -269.4 lower than the previous day. The implied volatity was 32.42, the open interest changed by 13 which increased total open position to 61
On 9 Dec MCX was trading at 10358.00. The strike last trading price was 699, which was 69 higher than the previous day. The implied volatity was 28.29, the open interest changed by 1 which increased total open position to 48
On 8 Dec MCX was trading at 10183.00. The strike last trading price was 630, which was -69 lower than the previous day. The implied volatity was 30.25, the open interest changed by 3 which increased total open position to 47
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 699, which was 105 higher than the previous day. The implied volatity was 26.94, the open interest changed by 1 which increased total open position to 45
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 594, which was -76 lower than the previous day. The implied volatity was 30.07, the open interest changed by 3 which increased total open position to 43
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 670, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 670, which was 5 higher than the previous day. The implied volatity was 29.10, the open interest changed by 2 which increased total open position to 37
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 665, which was 65 higher than the previous day. The implied volatity was 28.92, the open interest changed by 1 which increased total open position to 35
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 600, which was -229.85 lower than the previous day. The implied volatity was 28.21, the open interest changed by 21 which increased total open position to 34
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 829.85, which was 103.95 higher than the previous day. The implied volatity was 28.63, the open interest changed by -7 which decreased total open position to 13
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 725.9, which was 226.85 higher than the previous day. The implied volatity was 26.96, the open interest changed by 12 which increased total open position to 21
On 25 Nov MCX was trading at 9867.00. The strike last trading price was 499.05, which was -0.95 lower than the previous day. The implied volatity was 29.00, the open interest changed by 0 which decreased total open position to 8
On 24 Nov MCX was trading at 9865.50. The strike last trading price was 500, which was -36.4 lower than the previous day. The implied volatity was 29.48, the open interest changed by 6 which increased total open position to 7
On 21 Nov MCX was trading at 9683.00. The strike last trading price was 536.4, which was -33.9 lower than the previous day. The implied volatity was 35.62, the open interest changed by 0 which decreased total open position to 0
On 20 Nov MCX was trading at 9858.50. The strike last trading price was 570.3, 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 19 Nov MCX was trading at 9799.00. The strike last trading price was 570.3, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MCX was trading at 9665.00. The strike last trading price was 570.3, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0
On 17 Nov MCX was trading at 9698.00. The strike last trading price was 570.3, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
On 14 Nov MCX was trading at 9666.50. The strike last trading price was 570.3, 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 13 Nov MCX was trading at 9597.00. The strike last trading price was 570.3, which was 0 lower than the previous day. The implied volatity was 1.22, 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 570.3, which was 0 lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0
On 10 Nov MCX was trading at 9530.50. The strike last trading price was 570.3, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0
On 7 Nov MCX was trading at 9430.50. The strike last trading price was 570.3, which was 0 lower than the previous day. The implied volatity was 2.01, 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 570.3, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
On 4 Nov MCX was trading at 9325.50. The strike last trading price was 570.3, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
On 3 Nov MCX was trading at 9526.50. The strike last trading price was 570.3, 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 31 Oct MCX was trading at 9243.50. The strike last trading price was 570.3, 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 30 Oct MCX was trading at 9101.50. The strike last trading price was 570.3, which was 0 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
| MCX 27JAN2026 10000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 8.31
Theta: -3.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 10825.00 | 99.15 | -10.35 | 31.96 | 341 | 67 | 888 |
| 23 Dec | 10828.00 | 109.8 | -8.65 | 32.46 | 577 | 221 | 821 |
| 22 Dec | 10821.00 | 120 | -110.25 | 33.31 | 1,103 | 225 | 599 |
| 19 Dec | 10307.00 | 230 | -55.6 | 30.19 | 446 | 185 | 359 |
| 18 Dec | 10172.00 | 285.1 | -57.4 | 31.08 | 107 | 18 | 166 |
| 17 Dec | 10025.00 | 340 | 39.95 | 30.96 | 85 | 15 | 147 |
| 16 Dec | 10164.00 | 305 | 18.3 | 30.75 | 77 | 3 | 127 |
| 15 Dec | 10186.00 | 280 | -19 | 29.98 | 73 | 25 | 124 |
| 12 Dec | 10162.00 | 293.95 | -121.05 | 29.90 | 39 | 5 | 99 |
| 11 Dec | 9938.00 | 415 | -53.7 | 31.62 | 25 | 1 | 92 |
| 10 Dec | 9864.00 | 506.3 | 242 | 33.29 | 58 | 18 | 89 |
| 9 Dec | 10358.00 | 270 | -48.9 | 31.89 | 52 | 5 | 71 |
| 8 Dec | 10183.00 | 322 | 50.1 | 31.44 | 54 | 12 | 65 |
| 5 Dec | 10343.00 | 270.05 | -89.95 | 30.83 | 12 | 2 | 53 |
| 4 Dec | 10121.00 | 360 | 13.35 | 31.19 | 21 | 8 | 49 |
| 3 Dec | 10138.00 | 380 | 69.15 | 33.45 | 7 | 2 | 40 |
| 2 Dec | 10219.00 | 310.85 | -33.15 | 30.20 | 2 | 0 | 38 |
| 1 Dec | 10210.00 | 344 | -62 | 32.11 | 23 | 6 | 39 |
| 28 Nov | 10073.50 | 400 | 122.75 | 32.41 | 49 | 14 | 34 |
| 27 Nov | 10424.50 | 276.95 | -74.05 | 31.62 | 57 | 13 | 20 |
| 26 Nov | 10283.00 | 351 | -199 | 33.74 | 6 | 3 | 7 |
| 25 Nov | 9867.00 | 550 | 38.8 | 35.47 | 2 | 1 | 3 |
| 24 Nov | 9865.50 | 511.2 | -791.45 | 31.85 | 2 | 0 | 0 |
| 21 Nov | 9683.00 | 1302.65 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 9858.50 | 1302.65 | 0 | 0.29 | 0 | 0 | 0 |
| 19 Nov | 9799.00 | 1302.65 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 9665.00 | 1302.65 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 9698.00 | 1302.65 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 9666.50 | 1302.65 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 9597.00 | 1302.65 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 9432.00 | 1302.65 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 9530.50 | 1302.65 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 9430.50 | 1302.65 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 9250.50 | 1302.65 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 9325.50 | 1302.65 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 9526.50 | 1302.65 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 9243.50 | 1302.65 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 9101.50 | 1302.65 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 10000 expiring on 27JAN2026
Delta for 10000 PE is -0.17
Historical price for 10000 PE is as follows
On 24 Dec MCX was trading at 10825.00. The strike last trading price was 99.15, which was -10.35 lower than the previous day. The implied volatity was 31.96, the open interest changed by 67 which increased total open position to 888
On 23 Dec MCX was trading at 10828.00. The strike last trading price was 109.8, which was -8.65 lower than the previous day. The implied volatity was 32.46, the open interest changed by 221 which increased total open position to 821
On 22 Dec MCX was trading at 10821.00. The strike last trading price was 120, which was -110.25 lower than the previous day. The implied volatity was 33.31, the open interest changed by 225 which increased total open position to 599
On 19 Dec MCX was trading at 10307.00. The strike last trading price was 230, which was -55.6 lower than the previous day. The implied volatity was 30.19, the open interest changed by 185 which increased total open position to 359
On 18 Dec MCX was trading at 10172.00. The strike last trading price was 285.1, which was -57.4 lower than the previous day. The implied volatity was 31.08, the open interest changed by 18 which increased total open position to 166
On 17 Dec MCX was trading at 10025.00. The strike last trading price was 340, which was 39.95 higher than the previous day. The implied volatity was 30.96, the open interest changed by 15 which increased total open position to 147
On 16 Dec MCX was trading at 10164.00. The strike last trading price was 305, which was 18.3 higher than the previous day. The implied volatity was 30.75, the open interest changed by 3 which increased total open position to 127
On 15 Dec MCX was trading at 10186.00. The strike last trading price was 280, which was -19 lower than the previous day. The implied volatity was 29.98, the open interest changed by 25 which increased total open position to 124
On 12 Dec MCX was trading at 10162.00. The strike last trading price was 293.95, which was -121.05 lower than the previous day. The implied volatity was 29.90, the open interest changed by 5 which increased total open position to 99
On 11 Dec MCX was trading at 9938.00. The strike last trading price was 415, which was -53.7 lower than the previous day. The implied volatity was 31.62, the open interest changed by 1 which increased total open position to 92
On 10 Dec MCX was trading at 9864.00. The strike last trading price was 506.3, which was 242 higher than the previous day. The implied volatity was 33.29, the open interest changed by 18 which increased total open position to 89
On 9 Dec MCX was trading at 10358.00. The strike last trading price was 270, which was -48.9 lower than the previous day. The implied volatity was 31.89, the open interest changed by 5 which increased total open position to 71
On 8 Dec MCX was trading at 10183.00. The strike last trading price was 322, which was 50.1 higher than the previous day. The implied volatity was 31.44, the open interest changed by 12 which increased total open position to 65
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 270.05, which was -89.95 lower than the previous day. The implied volatity was 30.83, the open interest changed by 2 which increased total open position to 53
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 360, which was 13.35 higher than the previous day. The implied volatity was 31.19, the open interest changed by 8 which increased total open position to 49
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 380, which was 69.15 higher than the previous day. The implied volatity was 33.45, the open interest changed by 2 which increased total open position to 40
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 310.85, which was -33.15 lower than the previous day. The implied volatity was 30.20, the open interest changed by 0 which decreased total open position to 38
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 344, which was -62 lower than the previous day. The implied volatity was 32.11, the open interest changed by 6 which increased total open position to 39
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 400, which was 122.75 higher than the previous day. The implied volatity was 32.41, the open interest changed by 14 which increased total open position to 34
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 276.95, which was -74.05 lower than the previous day. The implied volatity was 31.62, the open interest changed by 13 which increased total open position to 20
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 351, which was -199 lower than the previous day. The implied volatity was 33.74, the open interest changed by 3 which increased total open position to 7
On 25 Nov MCX was trading at 9867.00. The strike last trading price was 550, which was 38.8 higher than the previous day. The implied volatity was 35.47, the open interest changed by 1 which increased total open position to 3
On 24 Nov MCX was trading at 9865.50. The strike last trading price was 511.2, which was -791.45 lower than the previous day. The implied volatity was 31.85, the open interest changed by 0 which decreased total open position to 0
On 21 Nov MCX was trading at 9683.00. The strike last trading price was 1302.65, 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 20 Nov MCX was trading at 9858.50. The strike last trading price was 1302.65, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MCX was trading at 9799.00. The strike last trading price was 1302.65, 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 Nov MCX was trading at 9665.00. The strike last trading price was 1302.65, 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 Nov MCX was trading at 9698.00. The strike last trading price was 1302.65, 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 Nov MCX was trading at 9666.50. The strike last trading price was 1302.65, 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 13 Nov MCX was trading at 9597.00. The strike last trading price was 1302.65, 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 12 Nov MCX was trading at 9432.00. The strike last trading price was 1302.65, 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 10 Nov MCX was trading at 9530.50. The strike last trading price was 1302.65, 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 7 Nov MCX was trading at 9430.50. The strike last trading price was 1302.65, 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 6 Nov MCX was trading at 9250.50. The strike last trading price was 1302.65, 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 4 Nov MCX was trading at 9325.50. The strike last trading price was 1302.65, 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 3 Nov MCX was trading at 9526.50. The strike last trading price was 1302.65, 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 31 Oct MCX was trading at 9243.50. The strike last trading price was 1302.65, 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 30 Oct MCX was trading at 9101.50. The strike last trading price was 1302.65, 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































































































































































































































