[--[65.84.65.76]--]

MCX

Multi Commodity Exchange
10162 +224.00 (2.25%)
L: 9972 H: 10188

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Historical option data for MCX

12 Dec 2025 04:10 PM IST
MCX 30-DEC-2025 10700 CE
Delta: 0.24
Vega: 7.04
Theta: -6.18
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 10162.00 88.2 19.7 28.32 2,158 -1 731
11 Dec 9938.00 66 -3.8 31.28 1,196 37 732
10 Dec 9864.00 59.3 -103.5 33.79 1,993 167 695
9 Dec 10358.00 156 22.5 27.83 1,799 -49 528
8 Dec 10183.00 133.95 -32.95 30.25 1,689 68 579
5 Dec 10343.00 166 29.55 26.26 1,271 -237 512
4 Dec 10121.00 128.7 -11.15 29.24 1,796 128 749
3 Dec 10138.00 141.5 -23.05 28.64 928 -6 615
2 Dec 10219.00 165.5 -0.5 28.46 1,003 5 622
1 Dec 10210.00 168 22.55 28.24 1,442 -31 617
28 Nov 10073.50 148 -106.6 28.02 2,480 406 650
27 Nov 10424.50 262 56 27.07 845 72 244
26 Nov 10283.00 215 -31.65 26.77 578 178 178
25 Nov 9867.00 246.65 0 5.39 0 0 0
24 Nov 9865.50 246.65 0 5.58 0 0 0
21 Nov 9683.00 246.65 0 6.49 0 0 0
20 Nov 9858.50 0 0 - 0 0 0


For Multi Commodity Exchange - strike price 10700 expiring on 30DEC2025

Delta for 10700 CE is 0.24

Historical price for 10700 CE is as follows

On 12 Dec MCX was trading at 10162.00. The strike last trading price was 88.2, which was 19.7 higher than the previous day. The implied volatity was 28.32, the open interest changed by -1 which decreased total open position to 731


On 11 Dec MCX was trading at 9938.00. The strike last trading price was 66, which was -3.8 lower than the previous day. The implied volatity was 31.28, the open interest changed by 37 which increased total open position to 732


On 10 Dec MCX was trading at 9864.00. The strike last trading price was 59.3, which was -103.5 lower than the previous day. The implied volatity was 33.79, the open interest changed by 167 which increased total open position to 695


On 9 Dec MCX was trading at 10358.00. The strike last trading price was 156, which was 22.5 higher than the previous day. The implied volatity was 27.83, the open interest changed by -49 which decreased total open position to 528


On 8 Dec MCX was trading at 10183.00. The strike last trading price was 133.95, which was -32.95 lower than the previous day. The implied volatity was 30.25, the open interest changed by 68 which increased total open position to 579


On 5 Dec MCX was trading at 10343.00. The strike last trading price was 166, which was 29.55 higher than the previous day. The implied volatity was 26.26, the open interest changed by -237 which decreased total open position to 512


On 4 Dec MCX was trading at 10121.00. The strike last trading price was 128.7, which was -11.15 lower than the previous day. The implied volatity was 29.24, the open interest changed by 128 which increased total open position to 749


On 3 Dec MCX was trading at 10138.00. The strike last trading price was 141.5, which was -23.05 lower than the previous day. The implied volatity was 28.64, the open interest changed by -6 which decreased total open position to 615


On 2 Dec MCX was trading at 10219.00. The strike last trading price was 165.5, which was -0.5 lower than the previous day. The implied volatity was 28.46, the open interest changed by 5 which increased total open position to 622


On 1 Dec MCX was trading at 10210.00. The strike last trading price was 168, which was 22.55 higher than the previous day. The implied volatity was 28.24, the open interest changed by -31 which decreased total open position to 617


On 28 Nov MCX was trading at 10073.50. The strike last trading price was 148, which was -106.6 lower than the previous day. The implied volatity was 28.02, the open interest changed by 406 which increased total open position to 650


On 27 Nov MCX was trading at 10424.50. The strike last trading price was 262, which was 56 higher than the previous day. The implied volatity was 27.07, the open interest changed by 72 which increased total open position to 244


On 26 Nov MCX was trading at 10283.00. The strike last trading price was 215, which was -31.65 lower than the previous day. The implied volatity was 26.77, the open interest changed by 178 which increased total open position to 178


On 25 Nov MCX was trading at 9867.00. The strike last trading price was 246.65, which was 0 lower than the previous day. The implied volatity was 5.39, 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 246.65, which was 0 lower than the previous day. The implied volatity was 5.58, 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 246.65, which was 0 lower than the previous day. The implied volatity was 6.49, 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 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


MCX 30DEC2025 10700 PE
Delta: -0.73
Vega: 7.53
Theta: -4.66
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 10162.00 600.75 -78.35 32.73 15 -6 51
11 Dec 9938.00 679.1 -165.9 - 6 -1 59
10 Dec 9864.00 845 369.9 - 5 2 60
9 Dec 10358.00 484.45 -101.75 31.44 25 -9 60
8 Dec 10183.00 586.15 95.8 30.42 66 19 71
5 Dec 10343.00 488 -192.35 29.60 18 3 52
4 Dec 10121.00 680.35 144.3 33.32 14 2 50
3 Dec 10138.00 536.05 -147.5 20.52 7 -2 47
2 Dec 10219.00 680 208.95 - 0 0 0
1 Dec 10210.00 680 208.95 - 0 13 0
28 Nov 10073.50 680 208.95 30.73 63 13 49
27 Nov 10424.50 460 -1257.9 29.12 57 34 34
26 Nov 10283.00 1717.9 0 - 0 0 0
25 Nov 9867.00 1717.9 0 - 0 0 0
24 Nov 9865.50 1717.9 0 - 0 0 0
21 Nov 9683.00 1717.9 0 - 0 0 0
20 Nov 9858.50 0 0 - 0 0 0


For Multi Commodity Exchange - strike price 10700 expiring on 30DEC2025

Delta for 10700 PE is -0.73

Historical price for 10700 PE is as follows

On 12 Dec MCX was trading at 10162.00. The strike last trading price was 600.75, which was -78.35 lower than the previous day. The implied volatity was 32.73, the open interest changed by -6 which decreased total open position to 51


On 11 Dec MCX was trading at 9938.00. The strike last trading price was 679.1, which was -165.9 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 59


On 10 Dec MCX was trading at 9864.00. The strike last trading price was 845, which was 369.9 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 60


On 9 Dec MCX was trading at 10358.00. The strike last trading price was 484.45, which was -101.75 lower than the previous day. The implied volatity was 31.44, the open interest changed by -9 which decreased total open position to 60


On 8 Dec MCX was trading at 10183.00. The strike last trading price was 586.15, which was 95.8 higher than the previous day. The implied volatity was 30.42, the open interest changed by 19 which increased total open position to 71


On 5 Dec MCX was trading at 10343.00. The strike last trading price was 488, which was -192.35 lower than the previous day. The implied volatity was 29.60, the open interest changed by 3 which increased total open position to 52


On 4 Dec MCX was trading at 10121.00. The strike last trading price was 680.35, which was 144.3 higher than the previous day. The implied volatity was 33.32, the open interest changed by 2 which increased total open position to 50


On 3 Dec MCX was trading at 10138.00. The strike last trading price was 536.05, which was -147.5 lower than the previous day. The implied volatity was 20.52, the open interest changed by -2 which decreased total open position to 47


On 2 Dec MCX was trading at 10219.00. The strike last trading price was 680, which was 208.95 higher 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 680, which was 208.95 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0


On 28 Nov MCX was trading at 10073.50. The strike last trading price was 680, which was 208.95 higher than the previous day. The implied volatity was 30.73, the open interest changed by 13 which increased total open position to 49


On 27 Nov MCX was trading at 10424.50. The strike last trading price was 460, which was -1257.9 lower than the previous day. The implied volatity was 29.12, the open interest changed by 34 which increased total open position to 34


On 26 Nov MCX was trading at 10283.00. The strike last trading price was 1717.9, 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 25 Nov MCX was trading at 9867.00. The strike last trading price was 1717.9, 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 24 Nov MCX was trading at 9865.50. The strike last trading price was 1717.9, 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 1717.9, 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 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