[--[65.84.65.76]--]

MCX

Multi Commodity Exchange
10306 +185.00 (1.83%)
L: 10134 H: 10345

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Historical option data for MCX

05 Dec 2025 02:45 PM IST
MCX 30-DEC-2025 10100 CE
Delta: 0.67
Vega: 9.80
Theta: -6.79
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 10304.00 430.5 67.9 25.66 1,578 -554 1,044
4 Dec 10121.00 355.7 -14 29.22 2,701 186 1,593
3 Dec 10138.00 384.4 -30.85 28.55 877 51 1,406
2 Dec 10219.00 415.1 0.3 27.12 1,661 956 1,358
1 Dec 10210.00 415 41.2 27.11 1,098 -100 407
28 Nov 10073.50 377 -190.6 27.74 3,570 337 508
27 Nov 10424.50 575 101.05 26.19 233 -25 172
26 Nov 10283.00 495.3 213.05 25.92 3,166 103 195
25 Nov 9867.00 286 -0.15 27.74 279 50 93
24 Nov 9865.50 286.05 48.95 28.67 91 0 42
21 Nov 9683.00 240 -87.85 28.67 39 8 42
20 Nov 9858.50 324.7 25.3 29.53 54 20 33
19 Nov 9799.00 300 85 28.93 13 8 12
18 Nov 9665.00 215 -172.6 - 0 0 0
17 Nov 9698.00 215 -172.6 - 0 0 0
14 Nov 9666.50 215 -172.6 - 0 0 0
13 Nov 9597.00 215 -172.6 - 0 0 0
12 Nov 9432.00 215 -172.6 - 0 0 0
11 Nov 9495.00 215 -172.6 - 0 0 0
10 Nov 9530.50 215 -172.6 - 0 0 0
7 Nov 9430.50 215 -172.6 - 0 4 0
6 Nov 9250.50 215 -172.6 33.61 4 3 3
4 Nov 9325.50 387.6 0 4.00 0 0 0
3 Nov 9526.50 0 0 - 0 0 0
29 Oct 9175.50 0 0 0.00 0 0 0


For Multi Commodity Exchange - strike price 10100 expiring on 30DEC2025

Delta for 10100 CE is 0.67

Historical price for 10100 CE is as follows

On 5 Dec MCX was trading at 10304.00. The strike last trading price was 430.5, which was 67.9 higher than the previous day. The implied volatity was 25.66, the open interest changed by -554 which decreased total open position to 1044


On 4 Dec MCX was trading at 10121.00. The strike last trading price was 355.7, which was -14 lower than the previous day. The implied volatity was 29.22, the open interest changed by 186 which increased total open position to 1593


On 3 Dec MCX was trading at 10138.00. The strike last trading price was 384.4, which was -30.85 lower than the previous day. The implied volatity was 28.55, the open interest changed by 51 which increased total open position to 1406


On 2 Dec MCX was trading at 10219.00. The strike last trading price was 415.1, which was 0.3 higher than the previous day. The implied volatity was 27.12, the open interest changed by 956 which increased total open position to 1358


On 1 Dec MCX was trading at 10210.00. The strike last trading price was 415, which was 41.2 higher than the previous day. The implied volatity was 27.11, the open interest changed by -100 which decreased total open position to 407


On 28 Nov MCX was trading at 10073.50. The strike last trading price was 377, which was -190.6 lower than the previous day. The implied volatity was 27.74, the open interest changed by 337 which increased total open position to 508


On 27 Nov MCX was trading at 10424.50. The strike last trading price was 575, which was 101.05 higher than the previous day. The implied volatity was 26.19, the open interest changed by -25 which decreased total open position to 172


On 26 Nov MCX was trading at 10283.00. The strike last trading price was 495.3, which was 213.05 higher than the previous day. The implied volatity was 25.92, the open interest changed by 103 which increased total open position to 195


On 25 Nov MCX was trading at 9867.00. The strike last trading price was 286, which was -0.15 lower than the previous day. The implied volatity was 27.74, the open interest changed by 50 which increased total open position to 93


On 24 Nov MCX was trading at 9865.50. The strike last trading price was 286.05, which was 48.95 higher than the previous day. The implied volatity was 28.67, the open interest changed by 0 which decreased total open position to 42


On 21 Nov MCX was trading at 9683.00. The strike last trading price was 240, which was -87.85 lower than the previous day. The implied volatity was 28.67, the open interest changed by 8 which increased total open position to 42


On 20 Nov MCX was trading at 9858.50. The strike last trading price was 324.7, which was 25.3 higher than the previous day. The implied volatity was 29.53, the open interest changed by 20 which increased total open position to 33


On 19 Nov MCX was trading at 9799.00. The strike last trading price was 300, which was 85 higher than the previous day. The implied volatity was 28.93, the open interest changed by 8 which increased total open position to 12


On 18 Nov MCX was trading at 9665.00. The strike last trading price was 215, which was -172.6 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 215, which was -172.6 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 215, which was -172.6 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 215, which was -172.6 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 215, which was -172.6 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 215, which was -172.6 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 215, which was -172.6 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 215, which was -172.6 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 6 Nov MCX was trading at 9250.50. The strike last trading price was 215, which was -172.6 lower than the previous day. The implied volatity was 33.61, the open interest changed by 3 which increased total open position to 3


On 4 Nov MCX was trading at 9325.50. The strike last trading price was 387.6, which was 0 lower than the previous day. The implied volatity was 4.00, 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 0, 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 0, 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 30DEC2025 10100 PE
Delta: -0.35
Vega: 9.97
Theta: -4.75
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 10304.00 190.65 -97.65 29.01 836 -32 618
4 Dec 10121.00 290.65 -9.6 30.78 2,291 25 656
3 Dec 10138.00 277.6 22.9 30.88 1,224 168 615
2 Dec 10219.00 254.2 -14.8 30.93 622 33 450
1 Dec 10210.00 255.8 -71.4 30.26 893 78 422
28 Nov 10073.50 315 123.7 30.21 4,050 -131 346
27 Nov 10424.50 187.7 -64 29.38 769 -1 479
26 Nov 10283.00 240.15 -188.45 30.14 1,873 477 483
25 Nov 9867.00 428.6 -76.4 30.26 7 4 7
24 Nov 9865.50 505 -760.15 - 0 0 0
21 Nov 9683.00 505 -760.15 - 0 3 0
20 Nov 9858.50 505 -760.15 33.29 7 3 3
19 Nov 9799.00 1265.15 0 - 0 0 0
18 Nov 9665.00 1265.15 0 - 0 0 0
17 Nov 9698.00 1265.15 0 - 0 0 0
14 Nov 9666.50 1265.15 0 - 0 0 0
13 Nov 9597.00 1265.15 0 - 0 0 0
12 Nov 9432.00 1265.15 0 - 0 0 0
11 Nov 9495.00 1265.15 0 - 0 0 0
10 Nov 9530.50 1265.15 0 - 0 0 0
7 Nov 9430.50 1265.15 0 - 0 0 0
6 Nov 9250.50 1265.15 0 - 0 0 0
4 Nov 9325.50 1265.15 0 - 0 0 0
3 Nov 9526.50 0 0 - 0 0 0
29 Oct 9175.50 0 0 0.00 0 0 0


For Multi Commodity Exchange - strike price 10100 expiring on 30DEC2025

Delta for 10100 PE is -0.35

Historical price for 10100 PE is as follows

On 5 Dec MCX was trading at 10304.00. The strike last trading price was 190.65, which was -97.65 lower than the previous day. The implied volatity was 29.01, the open interest changed by -32 which decreased total open position to 618


On 4 Dec MCX was trading at 10121.00. The strike last trading price was 290.65, which was -9.6 lower than the previous day. The implied volatity was 30.78, the open interest changed by 25 which increased total open position to 656


On 3 Dec MCX was trading at 10138.00. The strike last trading price was 277.6, which was 22.9 higher than the previous day. The implied volatity was 30.88, the open interest changed by 168 which increased total open position to 615


On 2 Dec MCX was trading at 10219.00. The strike last trading price was 254.2, which was -14.8 lower than the previous day. The implied volatity was 30.93, the open interest changed by 33 which increased total open position to 450


On 1 Dec MCX was trading at 10210.00. The strike last trading price was 255.8, which was -71.4 lower than the previous day. The implied volatity was 30.26, the open interest changed by 78 which increased total open position to 422


On 28 Nov MCX was trading at 10073.50. The strike last trading price was 315, which was 123.7 higher than the previous day. The implied volatity was 30.21, the open interest changed by -131 which decreased total open position to 346


On 27 Nov MCX was trading at 10424.50. The strike last trading price was 187.7, which was -64 lower than the previous day. The implied volatity was 29.38, the open interest changed by -1 which decreased total open position to 479


On 26 Nov MCX was trading at 10283.00. The strike last trading price was 240.15, which was -188.45 lower than the previous day. The implied volatity was 30.14, the open interest changed by 477 which increased total open position to 483


On 25 Nov MCX was trading at 9867.00. The strike last trading price was 428.6, which was -76.4 lower than the previous day. The implied volatity was 30.26, the open interest changed by 4 which increased total open position to 7


On 24 Nov MCX was trading at 9865.50. The strike last trading price was 505, which was -760.15 lower than the previous day. The implied volatity was -, 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 505, which was -760.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 20 Nov MCX was trading at 9858.50. The strike last trading price was 505, which was -760.15 lower than the previous day. The implied volatity was 33.29, the open interest changed by 3 which increased total open position to 3


On 19 Nov MCX was trading at 9799.00. The strike last trading price was 1265.15, 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 1265.15, 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 1265.15, 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 1265.15, 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 1265.15, 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 1265.15, 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 11 Nov MCX was trading at 9495.00. The strike last trading price was 1265.15, 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 1265.15, 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 1265.15, 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 1265.15, 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 1265.15, 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 0, 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 0, 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