[--[65.84.65.76]--]

MCX

Multi Commodity Exchange
11052 +227.00 (2.10%)
L: 10808 H: 11110

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Historical option data for MCX

26 Dec 2025 04:10 PM IST
MCX 30-DEC-2025 10800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
26 Dec 11052.00 249.1 121.6 - 3,773 -413 717
24 Dec 10825.00 123.45 -20.65 17.90 3,482 -387 1,131
23 Dec 10828.00 140 -45.9 20.62 12,613 -470 1,624
22 Dec 10821.00 178.35 135.4 24.31 33,418 982 2,122
19 Dec 10307.00 40.5 3.5 26.29 1,972 -101 1,144
18 Dec 10172.00 37.1 0.9 28.32 2,230 17 1,401
17 Dec 10025.00 37 -17.55 31.43 1,227 136 1,374
16 Dec 10164.00 50 -13.9 30.23 1,617 80 1,242
15 Dec 10186.00 64 -6.4 30.11 945 -63 1,163
12 Dec 10162.00 69.85 16.6 28.58 2,058 -62 1,228
11 Dec 9938.00 54.2 -2.2 31.77 1,873 47 1,287
10 Dec 9864.00 48.4 -85.35 33.44 2,372 400 1,240
9 Dec 10358.00 126.05 17 27.81 3,039 -38 836
8 Dec 10183.00 109 -28.95 30.20 2,430 -24 860
5 Dec 10343.00 138.35 26.2 26.57 1,694 -169 884
4 Dec 10121.00 107.85 -7.9 29.50 3,007 43 1,052
3 Dec 10138.00 120 -17.8 28.84 2,779 56 1,008
2 Dec 10219.00 139.5 0.45 28.42 1,507 5 939
1 Dec 10210.00 142.85 21.2 28.51 2,187 -225 934
28 Nov 10073.50 123.3 -96.8 27.99 3,741 402 1,164
27 Nov 10424.50 224 51.7 27.06 7,602 515 761
26 Nov 10283.00 182.7 89.35 26.81 1,983 246 246
25 Nov 9867.00 93.35 0 6.07 0 0 0
24 Nov 9865.50 93.35 0 6.24 0 0 0
21 Nov 9683.00 93.35 0 6.99 0 0 0
20 Nov 9858.50 93.35 0 5.86 0 0 0


For Multi Commodity Exchange - strike price 10800 expiring on 30DEC2025

Delta for 10800 CE is -

Historical price for 10800 CE is as follows

On 26 Dec MCX was trading at 11052.00. The strike last trading price was 249.1, which was 121.6 higher than the previous day. The implied volatity was -, the open interest changed by -413 which decreased total open position to 717


On 24 Dec MCX was trading at 10825.00. The strike last trading price was 123.45, which was -20.65 lower than the previous day. The implied volatity was 17.90, the open interest changed by -387 which decreased total open position to 1131


On 23 Dec MCX was trading at 10828.00. The strike last trading price was 140, which was -45.9 lower than the previous day. The implied volatity was 20.62, the open interest changed by -470 which decreased total open position to 1624


On 22 Dec MCX was trading at 10821.00. The strike last trading price was 178.35, which was 135.4 higher than the previous day. The implied volatity was 24.31, the open interest changed by 982 which increased total open position to 2122


On 19 Dec MCX was trading at 10307.00. The strike last trading price was 40.5, which was 3.5 higher than the previous day. The implied volatity was 26.29, the open interest changed by -101 which decreased total open position to 1144


On 18 Dec MCX was trading at 10172.00. The strike last trading price was 37.1, which was 0.9 higher than the previous day. The implied volatity was 28.32, the open interest changed by 17 which increased total open position to 1401


On 17 Dec MCX was trading at 10025.00. The strike last trading price was 37, which was -17.55 lower than the previous day. The implied volatity was 31.43, the open interest changed by 136 which increased total open position to 1374


On 16 Dec MCX was trading at 10164.00. The strike last trading price was 50, which was -13.9 lower than the previous day. The implied volatity was 30.23, the open interest changed by 80 which increased total open position to 1242


On 15 Dec MCX was trading at 10186.00. The strike last trading price was 64, which was -6.4 lower than the previous day. The implied volatity was 30.11, the open interest changed by -63 which decreased total open position to 1163


On 12 Dec MCX was trading at 10162.00. The strike last trading price was 69.85, which was 16.6 higher than the previous day. The implied volatity was 28.58, the open interest changed by -62 which decreased total open position to 1228


On 11 Dec MCX was trading at 9938.00. The strike last trading price was 54.2, which was -2.2 lower than the previous day. The implied volatity was 31.77, the open interest changed by 47 which increased total open position to 1287


On 10 Dec MCX was trading at 9864.00. The strike last trading price was 48.4, which was -85.35 lower than the previous day. The implied volatity was 33.44, the open interest changed by 400 which increased total open position to 1240


On 9 Dec MCX was trading at 10358.00. The strike last trading price was 126.05, which was 17 higher than the previous day. The implied volatity was 27.81, the open interest changed by -38 which decreased total open position to 836


On 8 Dec MCX was trading at 10183.00. The strike last trading price was 109, which was -28.95 lower than the previous day. The implied volatity was 30.20, the open interest changed by -24 which decreased total open position to 860


On 5 Dec MCX was trading at 10343.00. The strike last trading price was 138.35, which was 26.2 higher than the previous day. The implied volatity was 26.57, the open interest changed by -169 which decreased total open position to 884


On 4 Dec MCX was trading at 10121.00. The strike last trading price was 107.85, which was -7.9 lower than the previous day. The implied volatity was 29.50, the open interest changed by 43 which increased total open position to 1052


On 3 Dec MCX was trading at 10138.00. The strike last trading price was 120, which was -17.8 lower than the previous day. The implied volatity was 28.84, the open interest changed by 56 which increased total open position to 1008


On 2 Dec MCX was trading at 10219.00. The strike last trading price was 139.5, which was 0.45 higher than the previous day. The implied volatity was 28.42, the open interest changed by 5 which increased total open position to 939


On 1 Dec MCX was trading at 10210.00. The strike last trading price was 142.85, which was 21.2 higher than the previous day. The implied volatity was 28.51, the open interest changed by -225 which decreased total open position to 934


On 28 Nov MCX was trading at 10073.50. The strike last trading price was 123.3, which was -96.8 lower than the previous day. The implied volatity was 27.99, the open interest changed by 402 which increased total open position to 1164


On 27 Nov MCX was trading at 10424.50. The strike last trading price was 224, which was 51.7 higher than the previous day. The implied volatity was 27.06, the open interest changed by 515 which increased total open position to 761


On 26 Nov MCX was trading at 10283.00. The strike last trading price was 182.7, which was 89.35 higher than the previous day. The implied volatity was 26.81, the open interest changed by 246 which increased total open position to 246


On 25 Nov MCX was trading at 9867.00. The strike last trading price was 93.35, which was 0 lower than the previous day. The implied volatity was 6.07, 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 93.35, which was 0 lower than the previous day. The implied volatity was 6.24, 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 93.35, which was 0 lower than the previous day. The implied volatity was 6.99, 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 93.35, which was 0 lower than the previous day. The implied volatity was 5.86, the open interest changed by 0 which decreased total open position to 0


MCX 30DEC2025 10800 PE
Delta: -0.14
Vega: 2.63
Theta: -6.73
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
26 Dec 11052.00 18.9 -72.65 21.83 18,738 549 1,922
24 Dec 10825.00 88 -47.75 19.79 7,924 186 1,395
23 Dec 10828.00 140 -28.3 26.12 9,856 98 1,231
22 Dec 10821.00 168 -357 29.43 5,947 1,076 1,142
19 Dec 10307.00 525 -105.6 27.82 14 0 66
18 Dec 10172.00 630.6 -121.7 - 0 0 66
17 Dec 10025.00 630.6 -121.7 - 0 0 66
16 Dec 10164.00 630.6 -121.7 - 0 0 66
15 Dec 10186.00 630.6 -121.7 28.46 3 0 68
12 Dec 10162.00 752.3 -97.7 - 0 0 68
11 Dec 9938.00 752.3 -97.7 - 0 0 68
10 Dec 9864.00 752.3 -97.7 - 63 53 69
9 Dec 10358.00 850 194.15 62.88 8 -2 17
8 Dec 10183.00 655.8 -121.15 29.79 35 16 20
5 Dec 10343.00 776.95 -2156.85 - 0 4 0
4 Dec 10121.00 776.95 -2156.85 34.72 4 0 0
3 Dec 10138.00 2933.8 0 - 0 0 0
2 Dec 10219.00 2933.8 0 - 0 0 0
1 Dec 10210.00 2933.8 0 - 0 0 0
28 Nov 10073.50 2933.8 0 - 0 0 0
27 Nov 10424.50 2933.8 0 - 0 0 0
26 Nov 10283.00 2933.8 0 - 0 0 0
25 Nov 9867.00 2933.8 0 - 0 0 0
24 Nov 9865.50 2933.8 0 - 0 0 0
21 Nov 9683.00 2933.8 0 - 0 0 0
20 Nov 9858.50 2933.8 0 - 0 0 0


For Multi Commodity Exchange - strike price 10800 expiring on 30DEC2025

Delta for 10800 PE is -0.14

Historical price for 10800 PE is as follows

On 26 Dec MCX was trading at 11052.00. The strike last trading price was 18.9, which was -72.65 lower than the previous day. The implied volatity was 21.83, the open interest changed by 549 which increased total open position to 1922


On 24 Dec MCX was trading at 10825.00. The strike last trading price was 88, which was -47.75 lower than the previous day. The implied volatity was 19.79, the open interest changed by 186 which increased total open position to 1395


On 23 Dec MCX was trading at 10828.00. The strike last trading price was 140, which was -28.3 lower than the previous day. The implied volatity was 26.12, the open interest changed by 98 which increased total open position to 1231


On 22 Dec MCX was trading at 10821.00. The strike last trading price was 168, which was -357 lower than the previous day. The implied volatity was 29.43, the open interest changed by 1076 which increased total open position to 1142


On 19 Dec MCX was trading at 10307.00. The strike last trading price was 525, which was -105.6 lower than the previous day. The implied volatity was 27.82, the open interest changed by 0 which decreased total open position to 66


On 18 Dec MCX was trading at 10172.00. The strike last trading price was 630.6, which was -121.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66


On 17 Dec MCX was trading at 10025.00. The strike last trading price was 630.6, which was -121.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66


On 16 Dec MCX was trading at 10164.00. The strike last trading price was 630.6, which was -121.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66


On 15 Dec MCX was trading at 10186.00. The strike last trading price was 630.6, which was -121.7 lower than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 68


On 12 Dec MCX was trading at 10162.00. The strike last trading price was 752.3, which was -97.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68


On 11 Dec MCX was trading at 9938.00. The strike last trading price was 752.3, which was -97.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68


On 10 Dec MCX was trading at 9864.00. The strike last trading price was 752.3, which was -97.7 lower than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 69


On 9 Dec MCX was trading at 10358.00. The strike last trading price was 850, which was 194.15 higher than the previous day. The implied volatity was 62.88, the open interest changed by -2 which decreased total open position to 17


On 8 Dec MCX was trading at 10183.00. The strike last trading price was 655.8, which was -121.15 lower than the previous day. The implied volatity was 29.79, the open interest changed by 16 which increased total open position to 20


On 5 Dec MCX was trading at 10343.00. The strike last trading price was 776.95, which was -2156.85 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 4 Dec MCX was trading at 10121.00. The strike last trading price was 776.95, which was -2156.85 lower than the previous day. The implied volatity was 34.72, 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 2933.8, 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 2933.8, 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 2933.8, 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 2933.8, 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 2933.8, 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 26 Nov MCX was trading at 10283.00. The strike last trading price was 2933.8, 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 2933.8, 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 2933.8, 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 2933.8, 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 2933.8, 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