[--[65.84.65.76]--]

MCX

Multi Commodity Exchange
10825 -3.00 (-0.03%)
L: 10802 H: 10934

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Historical option data for MCX

24 Dec 2025 04:10 PM IST
MCX 27-JAN-2026 10000 CE
Delta: 0.84
Vega: 7.92
Theta: -5.75
Gamma: 0.00
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
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
Delta: -0.17
Vega: 8.31
Theta: -3.38
Gamma: 0.00
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