MCX
Multi Commodity Exchange
Historical option data for MCX
09 Jan 2026 04:10 PM IST
| MCX 27-JAN-2026 2200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 1.93
Theta: -2.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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|
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| 9 Jan | 2191.00 | 70.3 | -22.4 | 37.62 | 2,697 | 268 | 1,166 | |||||||||
| 8 Jan | 2231.00 | 93 | -41.9 | 34.69 | 1,351 | -132 | 898 | |||||||||
| 7 Jan | 2305.00 | 133.5 | 30.65 | 25.99 | 2,522 | -534 | 1,033 | |||||||||
| 6 Jan | 2246.00 | 103.7 | 30.95 | 32.29 | 3,449 | -433 | 1,576 | |||||||||
| 5 Jan | 2199.00 | 71 | -10.3 | 30.39 | 3,440 | 229 | 2,012 | |||||||||
| 2 Jan | 2216.00 | 82.5 | -320.5 | 27.87 | 6,175 | 1,350.6 | 1,789 | |||||||||
For Multi Commodity Exchange - strike price 2200 expiring on 27JAN2026
Delta for 2200 CE is 0.51
Historical price for 2200 CE is as follows
On 9 Jan MCX was trading at 2191.00. The strike last trading price was 70.3, which was -22.4 lower than the previous day. The implied volatity was 37.62, the open interest changed by 268 which increased total open position to 1166
On 8 Jan MCX was trading at 2231.00. The strike last trading price was 93, which was -41.9 lower than the previous day. The implied volatity was 34.69, the open interest changed by -132 which decreased total open position to 898
On 7 Jan MCX was trading at 2305.00. The strike last trading price was 133.5, which was 30.65 higher than the previous day. The implied volatity was 25.99, the open interest changed by -534 which decreased total open position to 1033
On 6 Jan MCX was trading at 2246.00. The strike last trading price was 103.7, which was 30.95 higher than the previous day. The implied volatity was 32.29, the open interest changed by -433 which decreased total open position to 1576
On 5 Jan MCX was trading at 2199.00. The strike last trading price was 71, which was -10.3 lower than the previous day. The implied volatity was 30.39, the open interest changed by 229 which increased total open position to 2012
On 2 Jan MCX was trading at 2216.00. The strike last trading price was 82.5, which was -320.5 lower than the previous day. The implied volatity was 27.87, the open interest changed by 1350.6 which increased total open position to 1789
| MCX 27JAN2026 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 1.93
Theta: -1.67
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 2191.00 | 74.35 | 20.1 | 37.04 | 3,757 | -69 | 1,581 |
| 8 Jan | 2231.00 | 56.05 | 30.15 | 37.48 | 4,067 | 414 | 1,950 |
| 7 Jan | 2305.00 | 25.2 | -17.7 | 32.88 | 3,270 | 283 | 1,535 |
| 6 Jan | 2246.00 | 43.6 | -18.4 | 33.06 | 2,201 | 13 | 1,262 |
| 5 Jan | 2199.00 | 63.25 | 4.9 | 32.01 | 2,309 | -56 | 1,254 |
| 2 Jan | 2216.00 | 57.05 | -277.6 | 31.67 | 4,055 | 1,043 | 1,321 |
For Multi Commodity Exchange - strike price 2200 expiring on 27JAN2026
Delta for 2200 PE is -0.50
Historical price for 2200 PE is as follows
On 9 Jan MCX was trading at 2191.00. The strike last trading price was 74.35, which was 20.1 higher than the previous day. The implied volatity was 37.04, the open interest changed by -69 which decreased total open position to 1581
On 8 Jan MCX was trading at 2231.00. The strike last trading price was 56.05, which was 30.15 higher than the previous day. The implied volatity was 37.48, the open interest changed by 414 which increased total open position to 1950
On 7 Jan MCX was trading at 2305.00. The strike last trading price was 25.2, which was -17.7 lower than the previous day. The implied volatity was 32.88, the open interest changed by 283 which increased total open position to 1535
On 6 Jan MCX was trading at 2246.00. The strike last trading price was 43.6, which was -18.4 lower than the previous day. The implied volatity was 33.06, the open interest changed by 13 which increased total open position to 1262
On 5 Jan MCX was trading at 2199.00. The strike last trading price was 63.25, which was 4.9 higher than the previous day. The implied volatity was 32.01, the open interest changed by -56 which decreased total open position to 1254
On 2 Jan MCX was trading at 2216.00. The strike last trading price was 57.05, which was -277.6 lower than the previous day. The implied volatity was 31.67, the open interest changed by 1043 which increased total open position to 1321































































































































































































































