[--[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 10500 CE
Delta: 0.69
Vega: 11.74
Theta: -7.07
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
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
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