MCX
Multi Commodity Exchange
Historical option data for MCX
24 Dec 2025 04:10 PM IST
| MCX 30-DEC-2025 10600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 2.91
Theta: -6.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 10825.00 | 260.8 | -7.05 | 15.99 | 962 | -5 | 935 | |||||||||
| 23 Dec | 10828.00 | 253.5 | -48.7 | 12.57 | 1,686 | -118 | 942 | |||||||||
| 22 Dec | 10821.00 | 290.05 | 207.6 | 21.21 | 17,805 | 35 | 1,177 | |||||||||
| 19 Dec | 10307.00 | 79 | 11.55 | 25.74 | 2,955 | -41 | 1,155 | |||||||||
| 18 Dec | 10172.00 | 66 | 4.5 | 27.28 | 2,573 | -295 | 1,198 | |||||||||
| 17 Dec | 10025.00 | 63 | -31.15 | 30.69 | 2,195 | 268 | 1,494 | |||||||||
| 16 Dec | 10164.00 | 86.35 | -20.3 | 30.04 | 2,931 | 22 | 1,228 | |||||||||
| 15 Dec | 10186.00 | 106.3 | -6.15 | 29.93 | 2,471 | 54 | 1,214 | |||||||||
| 12 Dec | 10162.00 | 102.85 | 18.55 | 27.05 | 3,267 | -43 | 1,161 | |||||||||
| 11 Dec | 9938.00 | 81.35 | -2.45 | 30.94 | 2,169 | 111 | 1,204 | |||||||||
| 10 Dec | 9864.00 | 73 | -124.5 | 33.62 | 2,236 | 237 | 1,076 | |||||||||
| 9 Dec | 10358.00 | 187.45 | 25.75 | 27.43 | 2,331 | -112 | 843 | |||||||||
| 8 Dec | 10183.00 | 160.65 | -40 | 30.03 | 1,844 | 88 | 962 | |||||||||
| 5 Dec | 10343.00 | 199 | 40.8 | 26.02 | 990 | -45 | 874 | |||||||||
| 4 Dec | 10121.00 | 153.1 | -11.95 | 29.00 | 1,850 | 39 | 919 | |||||||||
| 3 Dec | 10138.00 | 172.35 | -22.5 | 28.65 | 1,199 | 30 | 879 | |||||||||
| 2 Dec | 10219.00 | 196 | -0.65 | 28.34 | 832 | -30 | 850 | |||||||||
| 1 Dec | 10210.00 | 199 | 27.05 | 28.17 | 1,306 | 19 | 884 | |||||||||
| 28 Nov | 10073.50 | 173.3 | -124.25 | 27.75 | 2,559 | -37 | 865 | |||||||||
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| 27 Nov | 10424.50 | 302.45 | 66.15 | 26.92 | 2,056 | -87 | 899 | |||||||||
| 26 Nov | 10283.00 | 250 | 129.15 | 26.61 | 3,845 | 251 | 994 | |||||||||
| 25 Nov | 9867.00 | 125.6 | -6.4 | 27.76 | 573 | 68 | 743 | |||||||||
| 24 Nov | 9865.50 | 132.75 | 25.1 | 28.99 | 552 | -38 | 674 | |||||||||
| 21 Nov | 9683.00 | 109 | -52.45 | 28.87 | 732 | 211 | 694 | |||||||||
| 20 Nov | 9858.50 | 158 | 9.1 | 29.39 | 806 | 85 | 492 | |||||||||
| 19 Nov | 9799.00 | 148.2 | 20.25 | 29.31 | 560 | 207 | 409 | |||||||||
| 18 Nov | 9665.00 | 129.05 | -17.2 | 30.39 | 240 | 106 | 205 | |||||||||
| 17 Nov | 9698.00 | 145.5 | -1.15 | 30.84 | 74 | 36 | 98 | |||||||||
| 14 Nov | 9666.50 | 144 | -6.95 | 30.31 | 49 | 19 | 61 | |||||||||
| 13 Nov | 9597.00 | 154 | 34 | 32.31 | 33 | 9 | 41 | |||||||||
| 12 Nov | 9432.00 | 120 | -20 | 32.33 | 10 | 5 | 31 | |||||||||
| 11 Nov | 9495.00 | 140 | -7.5 | 32.87 | 33 | 26 | 26 | |||||||||
For Multi Commodity Exchange - strike price 10600 expiring on 30DEC2025
Delta for 10600 CE is 0.87
Historical price for 10600 CE is as follows
On 24 Dec MCX was trading at 10825.00. The strike last trading price was 260.8, which was -7.05 lower than the previous day. The implied volatity was 15.99, the open interest changed by -5 which decreased total open position to 935
On 23 Dec MCX was trading at 10828.00. The strike last trading price was 253.5, which was -48.7 lower than the previous day. The implied volatity was 12.57, the open interest changed by -118 which decreased total open position to 942
On 22 Dec MCX was trading at 10821.00. The strike last trading price was 290.05, which was 207.6 higher than the previous day. The implied volatity was 21.21, the open interest changed by 35 which increased total open position to 1177
On 19 Dec MCX was trading at 10307.00. The strike last trading price was 79, which was 11.55 higher than the previous day. The implied volatity was 25.74, the open interest changed by -41 which decreased total open position to 1155
On 18 Dec MCX was trading at 10172.00. The strike last trading price was 66, which was 4.5 higher than the previous day. The implied volatity was 27.28, the open interest changed by -295 which decreased total open position to 1198
On 17 Dec MCX was trading at 10025.00. The strike last trading price was 63, which was -31.15 lower than the previous day. The implied volatity was 30.69, the open interest changed by 268 which increased total open position to 1494
On 16 Dec MCX was trading at 10164.00. The strike last trading price was 86.35, which was -20.3 lower than the previous day. The implied volatity was 30.04, the open interest changed by 22 which increased total open position to 1228
On 15 Dec MCX was trading at 10186.00. The strike last trading price was 106.3, which was -6.15 lower than the previous day. The implied volatity was 29.93, the open interest changed by 54 which increased total open position to 1214
On 12 Dec MCX was trading at 10162.00. The strike last trading price was 102.85, which was 18.55 higher than the previous day. The implied volatity was 27.05, the open interest changed by -43 which decreased total open position to 1161
On 11 Dec MCX was trading at 9938.00. The strike last trading price was 81.35, which was -2.45 lower than the previous day. The implied volatity was 30.94, the open interest changed by 111 which increased total open position to 1204
On 10 Dec MCX was trading at 9864.00. The strike last trading price was 73, which was -124.5 lower than the previous day. The implied volatity was 33.62, the open interest changed by 237 which increased total open position to 1076
On 9 Dec MCX was trading at 10358.00. The strike last trading price was 187.45, which was 25.75 higher than the previous day. The implied volatity was 27.43, the open interest changed by -112 which decreased total open position to 843
On 8 Dec MCX was trading at 10183.00. The strike last trading price was 160.65, which was -40 lower than the previous day. The implied volatity was 30.03, the open interest changed by 88 which increased total open position to 962
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 199, which was 40.8 higher than the previous day. The implied volatity was 26.02, the open interest changed by -45 which decreased total open position to 874
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 153.1, which was -11.95 lower than the previous day. The implied volatity was 29.00, the open interest changed by 39 which increased total open position to 919
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 172.35, which was -22.5 lower than the previous day. The implied volatity was 28.65, the open interest changed by 30 which increased total open position to 879
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 196, which was -0.65 lower than the previous day. The implied volatity was 28.34, the open interest changed by -30 which decreased total open position to 850
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 199, which was 27.05 higher than the previous day. The implied volatity was 28.17, the open interest changed by 19 which increased total open position to 884
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 173.3, which was -124.25 lower than the previous day. The implied volatity was 27.75, the open interest changed by -37 which decreased total open position to 865
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 302.45, which was 66.15 higher than the previous day. The implied volatity was 26.92, the open interest changed by -87 which decreased total open position to 899
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 250, which was 129.15 higher than the previous day. The implied volatity was 26.61, the open interest changed by 251 which increased total open position to 994
On 25 Nov MCX was trading at 9867.00. The strike last trading price was 125.6, which was -6.4 lower than the previous day. The implied volatity was 27.76, the open interest changed by 68 which increased total open position to 743
On 24 Nov MCX was trading at 9865.50. The strike last trading price was 132.75, which was 25.1 higher than the previous day. The implied volatity was 28.99, the open interest changed by -38 which decreased total open position to 674
On 21 Nov MCX was trading at 9683.00. The strike last trading price was 109, which was -52.45 lower than the previous day. The implied volatity was 28.87, the open interest changed by 211 which increased total open position to 694
On 20 Nov MCX was trading at 9858.50. The strike last trading price was 158, which was 9.1 higher than the previous day. The implied volatity was 29.39, the open interest changed by 85 which increased total open position to 492
On 19 Nov MCX was trading at 9799.00. The strike last trading price was 148.2, which was 20.25 higher than the previous day. The implied volatity was 29.31, the open interest changed by 207 which increased total open position to 409
On 18 Nov MCX was trading at 9665.00. The strike last trading price was 129.05, which was -17.2 lower than the previous day. The implied volatity was 30.39, the open interest changed by 106 which increased total open position to 205
On 17 Nov MCX was trading at 9698.00. The strike last trading price was 145.5, which was -1.15 lower than the previous day. The implied volatity was 30.84, the open interest changed by 36 which increased total open position to 98
On 14 Nov MCX was trading at 9666.50. The strike last trading price was 144, which was -6.95 lower than the previous day. The implied volatity was 30.31, the open interest changed by 19 which increased total open position to 61
On 13 Nov MCX was trading at 9597.00. The strike last trading price was 154, which was 34 higher than the previous day. The implied volatity was 32.31, the open interest changed by 9 which increased total open position to 41
On 12 Nov MCX was trading at 9432.00. The strike last trading price was 120, which was -20 lower than the previous day. The implied volatity was 32.33, the open interest changed by 5 which increased total open position to 31
On 11 Nov MCX was trading at 9495.00. The strike last trading price was 140, which was -7.5 lower than the previous day. The implied volatity was 32.87, the open interest changed by 26 which increased total open position to 26
| MCX 30DEC2025 10600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 3.77
Theta: -5.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 10825.00 | 30.45 | -31.25 | 20.69 | 3,733 | 185 | 1,522 |
| 23 Dec | 10828.00 | 64 | -24.7 | 25.88 | 6,385 | 103 | 1,338 |
| 22 Dec | 10821.00 | 88.6 | -265.4 | 29.18 | 7,530 | 1,144 | 1,247 |
| 19 Dec | 10307.00 | 348.15 | -111.85 | 24.24 | 84 | 12 | 101 |
| 18 Dec | 10172.00 | 466.65 | -97.55 | 29.10 | 54 | -15 | 90 |
| 17 Dec | 10025.00 | 564.2 | 52.15 | 26.88 | 3 | 0 | 105 |
| 16 Dec | 10164.00 | 512.05 | 12.75 | - | 0 | 0 | 105 |
| 15 Dec | 10186.00 | 512.05 | 12.75 | 34.01 | 1 | 0 | 105 |
| 12 Dec | 10162.00 | 499.3 | -268.35 | 29.08 | 91 | -1 | 109 |
| 11 Dec | 9938.00 | 833.1 | 419.5 | - | 0 | 0 | 110 |
| 10 Dec | 9864.00 | 833.1 | 419.5 | 33.62 | 41 | -4 | 112 |
| 9 Dec | 10358.00 | 419.8 | -98.8 | 31.29 | 23 | 0 | 116 |
| 8 Dec | 10183.00 | 514.3 | 86.55 | 30.29 | 167 | 37 | 117 |
| 5 Dec | 10343.00 | 418.8 | -173.25 | 28.97 | 50 | -2 | 79 |
| 4 Dec | 10121.00 | 592.05 | 18.8 | 31.49 | 30 | 5 | 82 |
| 3 Dec | 10138.00 | 558.55 | 20.45 | 30.66 | 54 | -3 | 78 |
| 2 Dec | 10219.00 | 539.2 | -20 | 32.25 | 23 | 3 | 81 |
| 1 Dec | 10210.00 | 559.2 | -69.75 | 33.45 | 4 | 0 | 74 |
| 28 Nov | 10073.50 | 615.55 | 204.5 | 31.19 | 153 | 1 | 75 |
| 27 Nov | 10424.50 | 408.45 | -100.25 | 29.52 | 146 | 47 | 75 |
| 26 Nov | 10283.00 | 502.5 | -331.25 | 31.55 | 39 | 28 | 29 |
| 25 Nov | 9867.00 | 833.75 | -1617.45 | 36.82 | 1 | 0 | 0 |
| 24 Nov | 9865.50 | 2451.2 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 9683.00 | 2451.2 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 9858.50 | 2451.2 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 9799.00 | 2451.2 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 9665.00 | 2451.2 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 9698.00 | 2451.2 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 9666.50 | 2451.2 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 9597.00 | 2451.2 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 9432.00 | 2451.2 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 9495.00 | 2451.2 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 10600 expiring on 30DEC2025
Delta for 10600 PE is -0.19
Historical price for 10600 PE is as follows
On 24 Dec MCX was trading at 10825.00. The strike last trading price was 30.45, which was -31.25 lower than the previous day. The implied volatity was 20.69, the open interest changed by 185 which increased total open position to 1522
On 23 Dec MCX was trading at 10828.00. The strike last trading price was 64, which was -24.7 lower than the previous day. The implied volatity was 25.88, the open interest changed by 103 which increased total open position to 1338
On 22 Dec MCX was trading at 10821.00. The strike last trading price was 88.6, which was -265.4 lower than the previous day. The implied volatity was 29.18, the open interest changed by 1144 which increased total open position to 1247
On 19 Dec MCX was trading at 10307.00. The strike last trading price was 348.15, which was -111.85 lower than the previous day. The implied volatity was 24.24, the open interest changed by 12 which increased total open position to 101
On 18 Dec MCX was trading at 10172.00. The strike last trading price was 466.65, which was -97.55 lower than the previous day. The implied volatity was 29.10, the open interest changed by -15 which decreased total open position to 90
On 17 Dec MCX was trading at 10025.00. The strike last trading price was 564.2, which was 52.15 higher than the previous day. The implied volatity was 26.88, the open interest changed by 0 which decreased total open position to 105
On 16 Dec MCX was trading at 10164.00. The strike last trading price was 512.05, which was 12.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 105
On 15 Dec MCX was trading at 10186.00. The strike last trading price was 512.05, which was 12.75 higher than the previous day. The implied volatity was 34.01, the open interest changed by 0 which decreased total open position to 105
On 12 Dec MCX was trading at 10162.00. The strike last trading price was 499.3, which was -268.35 lower than the previous day. The implied volatity was 29.08, the open interest changed by -1 which decreased total open position to 109
On 11 Dec MCX was trading at 9938.00. The strike last trading price was 833.1, which was 419.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 110
On 10 Dec MCX was trading at 9864.00. The strike last trading price was 833.1, which was 419.5 higher than the previous day. The implied volatity was 33.62, the open interest changed by -4 which decreased total open position to 112
On 9 Dec MCX was trading at 10358.00. The strike last trading price was 419.8, which was -98.8 lower than the previous day. The implied volatity was 31.29, the open interest changed by 0 which decreased total open position to 116
On 8 Dec MCX was trading at 10183.00. The strike last trading price was 514.3, which was 86.55 higher than the previous day. The implied volatity was 30.29, the open interest changed by 37 which increased total open position to 117
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 418.8, which was -173.25 lower than the previous day. The implied volatity was 28.97, the open interest changed by -2 which decreased total open position to 79
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 592.05, which was 18.8 higher than the previous day. The implied volatity was 31.49, the open interest changed by 5 which increased total open position to 82
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 558.55, which was 20.45 higher than the previous day. The implied volatity was 30.66, the open interest changed by -3 which decreased total open position to 78
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 539.2, which was -20 lower than the previous day. The implied volatity was 32.25, the open interest changed by 3 which increased total open position to 81
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 559.2, which was -69.75 lower than the previous day. The implied volatity was 33.45, the open interest changed by 0 which decreased total open position to 74
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 615.55, which was 204.5 higher than the previous day. The implied volatity was 31.19, the open interest changed by 1 which increased total open position to 75
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 408.45, which was -100.25 lower than the previous day. The implied volatity was 29.52, the open interest changed by 47 which increased total open position to 75
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 502.5, which was -331.25 lower than the previous day. The implied volatity was 31.55, the open interest changed by 28 which increased total open position to 29
On 25 Nov MCX was trading at 9867.00. The strike last trading price was 833.75, which was -1617.45 lower than the previous day. The implied volatity was 36.82, the open interest changed by 0 which decreased total open position to 0
On 24 Nov MCX was trading at 9865.50. The strike last trading price was 2451.2, 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 21 Nov MCX was trading at 9683.00. The strike last trading price was 2451.2, 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 2451.2, 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 2451.2, 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 2451.2, 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 2451.2, 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 2451.2, 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 2451.2, 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 2451.2, 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 2451.2, 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































































































































































































































