MCX
Multi Commodity Exchange
Historical option data for MCX
14 Jan 2026 04:11 PM IST
| MCX 27-JAN-2026 2300 CE | ||||||||||||||||
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Delta: 0.8
Vega: 1.28
Theta: -2.19
Gamma: 0
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.22
Vega: 1.37
Theta: -1.87
Gamma: 0
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| 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































































































































































































































