MCX
Multi Commodity Exchange
Historical option data for MCX
26 Dec 2025 04:10 PM IST
| MCX 30-DEC-2025 10800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.14
Vega: 2.63
Theta: -6.73
Gamma: 0.00
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| 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































































































































































































































