[--[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 30-DEC-2025 10600 CE
Delta: 0.87
Vega: 2.91
Theta: -6.40
Gamma: 0.00
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
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
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