MCX
Multi Commodity Exchange
Historical option data for MCX
05 Dec 2025 02:45 PM IST
| MCX 30-DEC-2025 10100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 9.80
Theta: -6.79
Gamma: 0.00
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| 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 | |||||||||
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| 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
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| 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































































































































































































































