[--[65.84.65.76]--]

MCX

Multi Commodity Exchange
2417 +124.00 (5.41%)
L: 2284 H: 2445

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Historical option data for MCX

14 Jan 2026 04:11 PM IST
MCX 27-JAN-2026 2300 CE
Delta: 0.8
Vega: 1.28
Theta: -2.19
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 2417.00 141.5 78.85 34.54 8,111 -1,347 1,032
13 Jan 2293.00 61.8 14.75 34.01 11,107 373 2,402
12 Jan 2235.00 47.3 12.65 38.28 4,103 -178 2,047
9 Jan 2191.00 33.25 -12.45 37.43 3,918 265 2,272
8 Jan 2231.00 47 -25.8 35 7,455 271 2,009
7 Jan 2305.00 72.3 20.75 28.92 10,882 245 1,734
6 Jan 2246.00 51.4 18.1 31.64 5,746 -222 1,499
5 Jan 2199.00 32.15 -7.45 30.63 3,260 71 1,721
2 Jan 2216.00 39.75 -154.35 28.69 7,827 1,359 1,670


For Multi Commodity Exchange - strike price 2300 expiring on 27JAN2026

Delta for 2300 CE is 0.8

Historical price for 2300 CE is as follows

On 14 Jan MCX was trading at 2417.00. The strike last trading price was 141.5, which was 78.85 higher than the previous day. The implied volatity was 34.54, the open interest changed by -1347 which decreased total open position to 1032


On 13 Jan MCX was trading at 2293.00. The strike last trading price was 61.8, which was 14.75 higher than the previous day. The implied volatity was 34.01, the open interest changed by 373 which increased total open position to 2402


On 12 Jan MCX was trading at 2235.00. The strike last trading price was 47.3, which was 12.65 higher than the previous day. The implied volatity was 38.28, the open interest changed by -178 which decreased total open position to 2047


On 9 Jan MCX was trading at 2191.00. The strike last trading price was 33.25, which was -12.45 lower than the previous day. The implied volatity was 37.43, the open interest changed by 265 which increased total open position to 2272


On 8 Jan MCX was trading at 2231.00. The strike last trading price was 47, which was -25.8 lower than the previous day. The implied volatity was 35, the open interest changed by 271 which increased total open position to 2009


On 7 Jan MCX was trading at 2305.00. The strike last trading price was 72.3, which was 20.75 higher than the previous day. The implied volatity was 28.92, the open interest changed by 245 which increased total open position to 1734


On 6 Jan MCX was trading at 2246.00. The strike last trading price was 51.4, which was 18.1 higher than the previous day. The implied volatity was 31.64, the open interest changed by -222 which decreased total open position to 1499


On 5 Jan MCX was trading at 2199.00. The strike last trading price was 32.15, which was -7.45 lower than the previous day. The implied volatity was 30.63, the open interest changed by 71 which increased total open position to 1721


On 2 Jan MCX was trading at 2216.00. The strike last trading price was 39.75, which was -154.35 lower than the previous day. The implied volatity was 28.69, the open interest changed by 1359 which increased total open position to 1670


MCX 27JAN2026 2300 PE
Delta: -0.22
Vega: 1.37
Theta: -1.87
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 2417.00 23.55 -43.65 38.48 6,582 141 1,235
13 Jan 2293.00 67.55 -32.65 38.23 2,277 484 1,094
12 Jan 2235.00 96 -35.9 36.64 330 13 609
9 Jan 2191.00 134.5 27.35 35.38 312 -90 597
8 Jan 2231.00 109.4 46.2 37.72 2,947 -142 691
7 Jan 2305.00 62.55 -29.8 33.53 2,828 560 841
6 Jan 2246.00 91.3 -31.85 32.63 433 63 282
5 Jan 2199.00 123 7.6 32.02 211 -12 221
2 Jan 2216.00 114 -526.9 32.76 1,096 207.6 231


For Multi Commodity Exchange - strike price 2300 expiring on 27JAN2026

Delta for 2300 PE is -0.22

Historical price for 2300 PE is as follows

On 14 Jan MCX was trading at 2417.00. The strike last trading price was 23.55, which was -43.65 lower than the previous day. The implied volatity was 38.48, the open interest changed by 141 which increased total open position to 1235


On 13 Jan MCX was trading at 2293.00. The strike last trading price was 67.55, which was -32.65 lower than the previous day. The implied volatity was 38.23, the open interest changed by 484 which increased total open position to 1094


On 12 Jan MCX was trading at 2235.00. The strike last trading price was 96, which was -35.9 lower than the previous day. The implied volatity was 36.64, the open interest changed by 13 which increased total open position to 609


On 9 Jan MCX was trading at 2191.00. The strike last trading price was 134.5, which was 27.35 higher than the previous day. The implied volatity was 35.38, the open interest changed by -90 which decreased total open position to 597


On 8 Jan MCX was trading at 2231.00. The strike last trading price was 109.4, which was 46.2 higher than the previous day. The implied volatity was 37.72, the open interest changed by -142 which decreased total open position to 691


On 7 Jan MCX was trading at 2305.00. The strike last trading price was 62.55, which was -29.8 lower than the previous day. The implied volatity was 33.53, the open interest changed by 560 which increased total open position to 841


On 6 Jan MCX was trading at 2246.00. The strike last trading price was 91.3, which was -31.85 lower than the previous day. The implied volatity was 32.63, the open interest changed by 63 which increased total open position to 282


On 5 Jan MCX was trading at 2199.00. The strike last trading price was 123, which was 7.6 higher than the previous day. The implied volatity was 32.02, the open interest changed by -12 which decreased total open position to 221


On 2 Jan MCX was trading at 2216.00. The strike last trading price was 114, which was -526.9 lower than the previous day. The implied volatity was 32.76, the open interest changed by 208 which increased total open position to 231