MCX
Multi Commodity Exchange
Historical option data for MCX
24 Dec 2025 04:10 PM IST
| MCX 27-JAN-2026 10500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 11.74
Theta: -7.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 24 Dec | 10825.00 | 639.7 | 7.45 | 30.19 | 254 | 108 | 852 | |||||||||
| 23 Dec | 10828.00 | 636.95 | -11.1 | 30.34 | 817 | 473 | 745 | |||||||||
| 22 Dec | 10821.00 | 639.35 | 285.4 | 29.68 | 824 | 107 | 275 | |||||||||
| 19 Dec | 10307.00 | 355 | 56.1 | 29.85 | 223 | 2 | 168 | |||||||||
| 18 Dec | 10172.00 | 301.1 | 38.1 | 29.29 | 109 | 49 | 165 | |||||||||
| 17 Dec | 10025.00 | 264 | -43.05 | 30.20 | 24 | 9 | 116 | |||||||||
| 16 Dec | 10164.00 | 305 | -38.15 | 30.11 | 74 | 5 | 103 | |||||||||
| 15 Dec | 10186.00 | 343.15 | 2.7 | 30.89 | 31 | 7 | 100 | |||||||||
| 12 Dec | 10162.00 | 338 | 61.25 | 29.67 | 39 | -5 | 93 | |||||||||
| 11 Dec | 9938.00 | 280 | 29 | 31.81 | 44 | 3 | 98 | |||||||||
| 10 Dec | 9864.00 | 240 | -197.6 | 32.03 | 48 | 5 | 85 | |||||||||
| 9 Dec | 10358.00 | 431 | 45.5 | 29.02 | 47 | 2 | 80 | |||||||||
| 8 Dec | 10183.00 | 385.5 | -53.1 | 30.59 | 35 | 15 | 78 | |||||||||
| 5 Dec | 10343.00 | 441.95 | 89.85 | 28.42 | 25 | -8 | 63 | |||||||||
| 4 Dec | 10121.00 | 352.1 | -19.9 | 29.76 | 20 | 7 | 71 | |||||||||
| 3 Dec | 10138.00 | 372 | -35 | 29.02 | 2 | 0 | 64 | |||||||||
| 2 Dec | 10219.00 | 407 | 0 | 29.00 | 9 | -1 | 61 | |||||||||
| 1 Dec | 10210.00 | 407 | 35.1 | 28.79 | 8 | 3 | 62 | |||||||||
| 28 Nov | 10073.50 | 370 | -116 | 28.73 | 47 | 13 | 59 | |||||||||
| 27 Nov | 10424.50 | 486 | 8.6 | 25.50 | 27 | 8 | 40 | |||||||||
| 26 Nov | 10283.00 | 475.5 | -56.7 | 28.42 | 41 | 32 | 32 | |||||||||
For Multi Commodity Exchange - strike price 10500 expiring on 27JAN2026
Delta for 10500 CE is 0.69
Historical price for 10500 CE is as follows
On 24 Dec MCX was trading at 10825.00. The strike last trading price was 639.7, which was 7.45 higher than the previous day. The implied volatity was 30.19, the open interest changed by 108 which increased total open position to 852
On 23 Dec MCX was trading at 10828.00. The strike last trading price was 636.95, which was -11.1 lower than the previous day. The implied volatity was 30.34, the open interest changed by 473 which increased total open position to 745
On 22 Dec MCX was trading at 10821.00. The strike last trading price was 639.35, which was 285.4 higher than the previous day. The implied volatity was 29.68, the open interest changed by 107 which increased total open position to 275
On 19 Dec MCX was trading at 10307.00. The strike last trading price was 355, which was 56.1 higher than the previous day. The implied volatity was 29.85, the open interest changed by 2 which increased total open position to 168
On 18 Dec MCX was trading at 10172.00. The strike last trading price was 301.1, which was 38.1 higher than the previous day. The implied volatity was 29.29, the open interest changed by 49 which increased total open position to 165
On 17 Dec MCX was trading at 10025.00. The strike last trading price was 264, which was -43.05 lower than the previous day. The implied volatity was 30.20, the open interest changed by 9 which increased total open position to 116
On 16 Dec MCX was trading at 10164.00. The strike last trading price was 305, which was -38.15 lower than the previous day. The implied volatity was 30.11, the open interest changed by 5 which increased total open position to 103
On 15 Dec MCX was trading at 10186.00. The strike last trading price was 343.15, which was 2.7 higher than the previous day. The implied volatity was 30.89, the open interest changed by 7 which increased total open position to 100
On 12 Dec MCX was trading at 10162.00. The strike last trading price was 338, which was 61.25 higher than the previous day. The implied volatity was 29.67, the open interest changed by -5 which decreased total open position to 93
On 11 Dec MCX was trading at 9938.00. The strike last trading price was 280, which was 29 higher than the previous day. The implied volatity was 31.81, the open interest changed by 3 which increased total open position to 98
On 10 Dec MCX was trading at 9864.00. The strike last trading price was 240, which was -197.6 lower than the previous day. The implied volatity was 32.03, the open interest changed by 5 which increased total open position to 85
On 9 Dec MCX was trading at 10358.00. The strike last trading price was 431, which was 45.5 higher than the previous day. The implied volatity was 29.02, the open interest changed by 2 which increased total open position to 80
On 8 Dec MCX was trading at 10183.00. The strike last trading price was 385.5, which was -53.1 lower than the previous day. The implied volatity was 30.59, the open interest changed by 15 which increased total open position to 78
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 441.95, which was 89.85 higher than the previous day. The implied volatity was 28.42, the open interest changed by -8 which decreased total open position to 63
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 352.1, which was -19.9 lower than the previous day. The implied volatity was 29.76, the open interest changed by 7 which increased total open position to 71
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 372, which was -35 lower than the previous day. The implied volatity was 29.02, the open interest changed by 0 which decreased total open position to 64
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 407, which was 0 lower than the previous day. The implied volatity was 29.00, the open interest changed by -1 which decreased total open position to 61
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 407, which was 35.1 higher than the previous day. The implied volatity was 28.79, the open interest changed by 3 which increased total open position to 62
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 370, which was -116 lower than the previous day. The implied volatity was 28.73, the open interest changed by 13 which increased total open position to 59
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 486, which was 8.6 higher than the previous day. The implied volatity was 25.50, the open interest changed by 8 which increased total open position to 40
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 475.5, which was -56.7 lower than the previous day. The implied volatity was 28.42, the open interest changed by 32 which increased total open position to 32
| MCX 27JAN2026 10500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 11.81
Theta: -4.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 10825.00 | 225 | -15.9 | 31.18 | 341 | 65 | 520 |
| 23 Dec | 10828.00 | 243.65 | -13.55 | 31.90 | 577 | 120 | 455 |
| 22 Dec | 10821.00 | 255.45 | -189.05 | 32.64 | 686 | 264 | 334 |
| 19 Dec | 10307.00 | 442 | -358.2 | 29.00 | 103 | 44 | 45 |
| 18 Dec | 10172.00 | 800.2 | -255.2 | - | 0 | 0 | 1 |
| 17 Dec | 10025.00 | 800.2 | -255.2 | - | 0 | 0 | 1 |
| 16 Dec | 10164.00 | 800.2 | -255.2 | - | 0 | 0 | 1 |
| 15 Dec | 10186.00 | 800.2 | -255.2 | - | 0 | 0 | 0 |
| 12 Dec | 10162.00 | 800.2 | -255.2 | - | 0 | 0 | 1 |
| 11 Dec | 9938.00 | 800.2 | -255.2 | 39.12 | 3 | 2 | 2 |
| 10 Dec | 9864.00 | 1055.4 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 10358.00 | 1055.4 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 10183.00 | 1055.4 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 10343.00 | 1055.4 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 10121.00 | 1055.4 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 10138.00 | 1055.4 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 10219.00 | 1055.4 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 10210.00 | 1055.4 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 10073.50 | 1055.4 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 10424.50 | 1055.4 | 0 | 0.78 | 0 | 0 | 0 |
| 26 Nov | 10283.00 | 1055.4 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 10500 expiring on 27JAN2026
Delta for 10500 PE is -0.32
Historical price for 10500 PE is as follows
On 24 Dec MCX was trading at 10825.00. The strike last trading price was 225, which was -15.9 lower than the previous day. The implied volatity was 31.18, the open interest changed by 65 which increased total open position to 520
On 23 Dec MCX was trading at 10828.00. The strike last trading price was 243.65, which was -13.55 lower than the previous day. The implied volatity was 31.90, the open interest changed by 120 which increased total open position to 455
On 22 Dec MCX was trading at 10821.00. The strike last trading price was 255.45, which was -189.05 lower than the previous day. The implied volatity was 32.64, the open interest changed by 264 which increased total open position to 334
On 19 Dec MCX was trading at 10307.00. The strike last trading price was 442, which was -358.2 lower than the previous day. The implied volatity was 29.00, the open interest changed by 44 which increased total open position to 45
On 18 Dec MCX was trading at 10172.00. The strike last trading price was 800.2, which was -255.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Dec MCX was trading at 10025.00. The strike last trading price was 800.2, which was -255.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Dec MCX was trading at 10164.00. The strike last trading price was 800.2, which was -255.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Dec MCX was trading at 10186.00. The strike last trading price was 800.2, which was -255.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec MCX was trading at 10162.00. The strike last trading price was 800.2, which was -255.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec MCX was trading at 9938.00. The strike last trading price was 800.2, which was -255.2 lower than the previous day. The implied volatity was 39.12, the open interest changed by 2 which increased total open position to 2
On 10 Dec MCX was trading at 9864.00. The strike last trading price was 1055.4, 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 9 Dec MCX was trading at 10358.00. The strike last trading price was 1055.4, 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 8 Dec MCX was trading at 10183.00. The strike last trading price was 1055.4, 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 5 Dec MCX was trading at 10343.00. The strike last trading price was 1055.4, 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 Dec MCX was trading at 10121.00. The strike last trading price was 1055.4, 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 Dec MCX was trading at 10138.00. The strike last trading price was 1055.4, 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 2 Dec MCX was trading at 10219.00. The strike last trading price was 1055.4, 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 1 Dec MCX was trading at 10210.00. The strike last trading price was 1055.4, 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 Nov MCX was trading at 10073.50. The strike last trading price was 1055.4, 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 Nov MCX was trading at 10424.50. The strike last trading price was 1055.4, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 1055.4, 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































































































































































































































