MCX
Multi Commodity Exchange
Historical option data for MCX
18 Mar 2026 04:10 PM IST
| MCX 30-MAR-2026 2340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Mar | 2603.10 | 247.75 | 54.65 | - | 0 | 0 | 69 | |||||||||
| 17 Mar | 2671.80 | 247.75 | 54.65 | - | 67 | 0 | 69 | |||||||||
| 16 Mar | 2555.60 | 247.75 | 54.65 | 49.13 | 67 | -1 | 71 | |||||||||
| 13 Mar | 2498.80 | 193.1 | -60.6 | 39.3 | 25 | 8 | 71 | |||||||||
| 12 Mar | 2526.10 | 253.7 | 14.65 | - | 0 | 0 | 63 | |||||||||
| 11 Mar | 2531.60 | 253.7 | 14.65 | 51.29 | 10 | -1 | 64 | |||||||||
| 10 Mar | 2578.20 | 239.05 | 36.7 | - | 0 | 0 | 65 | |||||||||
| 9 Mar | 2577.10 | 239.05 | 36.7 | - | 0 | 0 | 65 | |||||||||
| 6 Mar | 2533.90 | 239.05 | 36.7 | 37.7 | 1 | 0 | 65 | |||||||||
| 5 Mar | 2553.50 | 206.15 | -13.95 | - | 20 | 11 | 0 | |||||||||
| 4 Mar | 2478.50 | 206.15 | -13.95 | 42.08 | 20 | 11 | 65 | |||||||||
| 2 Mar | 2501.20 | 221.35 | 52.7 | 39.44 | 12 | 5 | 54 | |||||||||
| 27 Feb | 2443.30 | 168.65 | -14.85 | 33.09 | 6 | 1 | 49 | |||||||||
| 26 Feb | 2458.90 | 183.5 | 31.35 | - | 0 | 0 | 48 | |||||||||
| 25 Feb | 2449.20 | 183.5 | 31.35 | 37.38 | 47 | 10 | 46 | |||||||||
| 24 Feb | 2395.80 | 152.15 | 5.45 | 36.36 | 9 | -1 | 36 | |||||||||
| 23 Feb | 2396.20 | 146.7 | -10.8 | 34.87 | 8 | 1 | 36 | |||||||||
| 20 Feb | 2395.90 | 157.5 | 15.9 | 37.46 | 5 | -2 | 36 | |||||||||
| 19 Feb | 2361.20 | 140 | -1.4 | 37.36 | 114 | -26 | 38 | |||||||||
| 18 Feb | 2341.30 | 141.35 | 8.7 | 42.2 | 165 | 55 | 64 | |||||||||
| 17 Feb | 2283.20 | 132.8 | -100 | 48.36 | 9 | 5 | 5 | |||||||||
| 16 Feb | 2339.70 | 232.8 | 0 | 0.35 | 0 | 0 | 0 | |||||||||
| 13 Feb | 2340.60 | 232.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 2441.90 | 232.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 2372.80 | 232.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 2470.70 | 232.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 2434.90 | 232.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 2380.40 | 232.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 2410.40 | 232.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 2543.30 | 232.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2434.10 | 232.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 2321.80 | 232.8 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
| 1 Feb | 2233.30 | 232.8 | 0 | 2.3 | 0 | 0 | 0 | |||||||||
| 30 Jan | 2528.00 | 232.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 2686.00 | 232.8 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 28 Jan | 2593.00 | 232.8 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 2340 expiring on 30MAR2026
Delta for 2340 CE is -
Historical price for 2340 CE is as follows
On 18 Mar MCX was trading at 2603.10. The strike last trading price was 247.75, which was 54.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 17 Mar MCX was trading at 2671.80. The strike last trading price was 247.75, which was 54.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 16 Mar MCX was trading at 2555.60. The strike last trading price was 247.75, which was 54.65 higher than the previous day. The implied volatity was 49.13, the open interest changed by -1 which decreased total open position to 71
On 13 Mar MCX was trading at 2498.80. The strike last trading price was 193.1, which was -60.6 lower than the previous day. The implied volatity was 39.3, the open interest changed by 8 which increased total open position to 71
On 12 Mar MCX was trading at 2526.10. The strike last trading price was 253.7, which was 14.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 11 Mar MCX was trading at 2531.60. The strike last trading price was 253.7, which was 14.65 higher than the previous day. The implied volatity was 51.29, the open interest changed by -1 which decreased total open position to 64
On 10 Mar MCX was trading at 2578.20. The strike last trading price was 239.05, which was 36.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 65
On 9 Mar MCX was trading at 2577.10. The strike last trading price was 239.05, which was 36.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 65
On 6 Mar MCX was trading at 2533.90. The strike last trading price was 239.05, which was 36.7 higher than the previous day. The implied volatity was 37.7, the open interest changed by 0 which decreased total open position to 65
On 5 Mar MCX was trading at 2553.50. The strike last trading price was 206.15, which was -13.95 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0
On 4 Mar MCX was trading at 2478.50. The strike last trading price was 206.15, which was -13.95 lower than the previous day. The implied volatity was 42.08, the open interest changed by 11 which increased total open position to 65
On 2 Mar MCX was trading at 2501.20. The strike last trading price was 221.35, which was 52.7 higher than the previous day. The implied volatity was 39.44, the open interest changed by 5 which increased total open position to 54
On 27 Feb MCX was trading at 2443.30. The strike last trading price was 168.65, which was -14.85 lower than the previous day. The implied volatity was 33.09, the open interest changed by 1 which increased total open position to 49
On 26 Feb MCX was trading at 2458.90. The strike last trading price was 183.5, which was 31.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 25 Feb MCX was trading at 2449.20. The strike last trading price was 183.5, which was 31.35 higher than the previous day. The implied volatity was 37.38, the open interest changed by 10 which increased total open position to 46
On 24 Feb MCX was trading at 2395.80. The strike last trading price was 152.15, which was 5.45 higher than the previous day. The implied volatity was 36.36, the open interest changed by -1 which decreased total open position to 36
On 23 Feb MCX was trading at 2396.20. The strike last trading price was 146.7, which was -10.8 lower than the previous day. The implied volatity was 34.87, the open interest changed by 1 which increased total open position to 36
On 20 Feb MCX was trading at 2395.90. The strike last trading price was 157.5, which was 15.9 higher than the previous day. The implied volatity was 37.46, the open interest changed by -2 which decreased total open position to 36
On 19 Feb MCX was trading at 2361.20. The strike last trading price was 140, which was -1.4 lower than the previous day. The implied volatity was 37.36, the open interest changed by -26 which decreased total open position to 38
On 18 Feb MCX was trading at 2341.30. The strike last trading price was 141.35, which was 8.7 higher than the previous day. The implied volatity was 42.2, the open interest changed by 55 which increased total open position to 64
On 17 Feb MCX was trading at 2283.20. The strike last trading price was 132.8, which was -100 lower than the previous day. The implied volatity was 48.36, the open interest changed by 5 which increased total open position to 5
On 16 Feb MCX was trading at 2339.70. The strike last trading price was 232.8, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 13 Feb MCX was trading at 2340.60. The strike last trading price was 232.8, 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 12 Feb MCX was trading at 2441.90. The strike last trading price was 232.8, 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 11 Feb MCX was trading at 2372.80. The strike last trading price was 232.8, 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 10 Feb MCX was trading at 2470.70. The strike last trading price was 232.8, 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 9 Feb MCX was trading at 2434.90. The strike last trading price was 232.8, 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 6 Feb MCX was trading at 2380.40. The strike last trading price was 232.8, 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 5 Feb MCX was trading at 2410.40. The strike last trading price was 232.8, 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 4 Feb MCX was trading at 2543.30. The strike last trading price was 232.8, 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 3 Feb MCX was trading at 2434.10. The strike last trading price was 232.8, 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 Feb MCX was trading at 2321.80. The strike last trading price was 232.8, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 1 Feb MCX was trading at 2233.30. The strike last trading price was 232.8, which was 0 lower than the previous day. The implied volatity was 2.3, the open interest changed by 0 which decreased total open position to 0
On 30 Jan MCX was trading at 2528.00. The strike last trading price was 232.8, 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 29 Jan MCX was trading at 2686.00. The strike last trading price was 232.8, 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 Jan MCX was trading at 2593.00. The strike last trading price was 232.8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| MCX 30MAR2026 2340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.9
Theta: -1.89
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Mar | 2603.10 | 14 | 2 | 52.85 | 29 | -1 | 98 |
| 17 Mar | 2671.80 | 12 | -11.5 | 56.2 | 56 | 11 | 98 |
| 16 Mar | 2555.60 | 23.55 | -13.4 | 51.31 | 221 | -18 | 87 |
| 13 Mar | 2498.80 | 36.6 | 4.15 | 47.78 | 79 | 15 | 101 |
| 12 Mar | 2526.10 | 32.9 | -4.05 | 47.76 | 40 | 0 | 86 |
| 11 Mar | 2531.60 | 34.3 | 4.8 | 49.92 | 73 | 29 | 86 |
| 10 Mar | 2578.20 | 29.5 | -4.4 | 49.82 | 44 | -2 | 58 |
| 9 Mar | 2577.10 | 33.75 | -3.2 | 51.22 | 65 | -8 | 60 |
| 6 Mar | 2533.90 | 35.85 | 3.25 | 45.23 | 16 | 1 | 68 |
| 5 Mar | 2553.50 | 33.25 | -22.65 | 45.22 | 100 | -23 | 68 |
| 4 Mar | 2478.50 | 55.5 | 10.8 | 46.48 | 183 | -25 | 91 |
| 2 Mar | 2501.20 | 43.8 | -14.4 | 42.24 | 87 | -7 | 116 |
| 27 Feb | 2443.30 | 58.6 | 7.6 | 39.95 | 124 | -1 | 123 |
| 26 Feb | 2458.90 | 54 | -1.15 | 38.28 | 333 | 14 | 118 |
| 25 Feb | 2449.20 | 55.85 | -21.65 | 37.94 | 351 | -3 | 105 |
| 24 Feb | 2395.80 | 75 | -7 | 39.09 | 183 | 21 | 109 |
| 23 Feb | 2396.20 | 82 | -8.7 | 40.48 | 67 | 9 | 87 |
| 20 Feb | 2395.90 | 91.75 | -17.7 | 42.08 | 69 | -10 | 79 |
| 19 Feb | 2361.20 | 106.8 | -13 | 42.57 | 118 | 14 | 82 |
| 18 Feb | 2341.30 | 122 | -48.25 | 43.39 | 96 | 9 | 68 |
| 17 Feb | 2283.20 | 170.25 | 19.4 | 50.03 | 64 | 53 | 59 |
| 16 Feb | 2339.70 | 150.85 | 0.25 | 53.51 | 2 | 0 | 6 |
| 13 Feb | 2340.60 | 150.6 | 41.6 | 50.41 | 8 | 0 | 1 |
| 12 Feb | 2441.90 | 109 | -21 | 49.54 | 1 | 0 | 1 |
| 11 Feb | 2372.80 | 130 | -0.3 | 46.78 | 1 | 0 | 0 |
| 10 Feb | 2470.70 | 130.3 | 0 | 4.77 | 0 | 0 | 0 |
| 9 Feb | 2434.90 | 130.3 | 0 | 3.87 | 0 | 0 | 0 |
| 6 Feb | 2380.40 | 130.3 | 0 | 2.1 | 0 | 0 | 0 |
| 5 Feb | 2410.40 | 130.3 | 0 | 3.31 | 0 | 0 | 0 |
| 4 Feb | 2543.30 | 130.3 | 0 | 6.44 | 0 | 0 | 0 |
| 3 Feb | 2434.10 | 130.3 | 0 | 3.85 | 0 | 0 | 0 |
| 2 Feb | 2321.80 | 130.3 | 0 | 1.25 | 0 | 0 | 0 |
| 1 Feb | 2233.30 | 130.3 | 0 | 5.96 | 0 | 0 | 0 |
| 30 Jan | 2528.00 | 130.3 | 0 | 5.6 | 0 | 0 | 0 |
| 29 Jan | 2686.00 | 130.3 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 2593.00 | 130.3 | 0 | 7.48 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 2340 expiring on 30MAR2026
Delta for 2340 PE is -0.11
Historical price for 2340 PE is as follows
On 18 Mar MCX was trading at 2603.10. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was 52.85, the open interest changed by -1 which decreased total open position to 98
On 17 Mar MCX was trading at 2671.80. The strike last trading price was 12, which was -11.5 lower than the previous day. The implied volatity was 56.2, the open interest changed by 11 which increased total open position to 98
On 16 Mar MCX was trading at 2555.60. The strike last trading price was 23.55, which was -13.4 lower than the previous day. The implied volatity was 51.31, the open interest changed by -18 which decreased total open position to 87
On 13 Mar MCX was trading at 2498.80. The strike last trading price was 36.6, which was 4.15 higher than the previous day. The implied volatity was 47.78, the open interest changed by 15 which increased total open position to 101
On 12 Mar MCX was trading at 2526.10. The strike last trading price was 32.9, which was -4.05 lower than the previous day. The implied volatity was 47.76, the open interest changed by 0 which decreased total open position to 86
On 11 Mar MCX was trading at 2531.60. The strike last trading price was 34.3, which was 4.8 higher than the previous day. The implied volatity was 49.92, the open interest changed by 29 which increased total open position to 86
On 10 Mar MCX was trading at 2578.20. The strike last trading price was 29.5, which was -4.4 lower than the previous day. The implied volatity was 49.82, the open interest changed by -2 which decreased total open position to 58
On 9 Mar MCX was trading at 2577.10. The strike last trading price was 33.75, which was -3.2 lower than the previous day. The implied volatity was 51.22, the open interest changed by -8 which decreased total open position to 60
On 6 Mar MCX was trading at 2533.90. The strike last trading price was 35.85, which was 3.25 higher than the previous day. The implied volatity was 45.23, the open interest changed by 1 which increased total open position to 68
On 5 Mar MCX was trading at 2553.50. The strike last trading price was 33.25, which was -22.65 lower than the previous day. The implied volatity was 45.22, the open interest changed by -23 which decreased total open position to 68
On 4 Mar MCX was trading at 2478.50. The strike last trading price was 55.5, which was 10.8 higher than the previous day. The implied volatity was 46.48, the open interest changed by -25 which decreased total open position to 91
On 2 Mar MCX was trading at 2501.20. The strike last trading price was 43.8, which was -14.4 lower than the previous day. The implied volatity was 42.24, the open interest changed by -7 which decreased total open position to 116
On 27 Feb MCX was trading at 2443.30. The strike last trading price was 58.6, which was 7.6 higher than the previous day. The implied volatity was 39.95, the open interest changed by -1 which decreased total open position to 123
On 26 Feb MCX was trading at 2458.90. The strike last trading price was 54, which was -1.15 lower than the previous day. The implied volatity was 38.28, the open interest changed by 14 which increased total open position to 118
On 25 Feb MCX was trading at 2449.20. The strike last trading price was 55.85, which was -21.65 lower than the previous day. The implied volatity was 37.94, the open interest changed by -3 which decreased total open position to 105
On 24 Feb MCX was trading at 2395.80. The strike last trading price was 75, which was -7 lower than the previous day. The implied volatity was 39.09, the open interest changed by 21 which increased total open position to 109
On 23 Feb MCX was trading at 2396.20. The strike last trading price was 82, which was -8.7 lower than the previous day. The implied volatity was 40.48, the open interest changed by 9 which increased total open position to 87
On 20 Feb MCX was trading at 2395.90. The strike last trading price was 91.75, which was -17.7 lower than the previous day. The implied volatity was 42.08, the open interest changed by -10 which decreased total open position to 79
On 19 Feb MCX was trading at 2361.20. The strike last trading price was 106.8, which was -13 lower than the previous day. The implied volatity was 42.57, the open interest changed by 14 which increased total open position to 82
On 18 Feb MCX was trading at 2341.30. The strike last trading price was 122, which was -48.25 lower than the previous day. The implied volatity was 43.39, the open interest changed by 9 which increased total open position to 68
On 17 Feb MCX was trading at 2283.20. The strike last trading price was 170.25, which was 19.4 higher than the previous day. The implied volatity was 50.03, the open interest changed by 53 which increased total open position to 59
On 16 Feb MCX was trading at 2339.70. The strike last trading price was 150.85, which was 0.25 higher than the previous day. The implied volatity was 53.51, the open interest changed by 0 which decreased total open position to 6
On 13 Feb MCX was trading at 2340.60. The strike last trading price was 150.6, which was 41.6 higher than the previous day. The implied volatity was 50.41, the open interest changed by 0 which decreased total open position to 1
On 12 Feb MCX was trading at 2441.90. The strike last trading price was 109, which was -21 lower than the previous day. The implied volatity was 49.54, the open interest changed by 0 which decreased total open position to 1
On 11 Feb MCX was trading at 2372.80. The strike last trading price was 130, which was -0.3 lower than the previous day. The implied volatity was 46.78, the open interest changed by 0 which decreased total open position to 0
On 10 Feb MCX was trading at 2470.70. The strike last trading price was 130.3, which was 0 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0
On 9 Feb MCX was trading at 2434.90. The strike last trading price was 130.3, which was 0 lower than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0
On 6 Feb MCX was trading at 2380.40. The strike last trading price was 130.3, which was 0 lower than the previous day. The implied volatity was 2.1, the open interest changed by 0 which decreased total open position to 0
On 5 Feb MCX was trading at 2410.40. The strike last trading price was 130.3, which was 0 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0
On 4 Feb MCX was trading at 2543.30. The strike last trading price was 130.3, which was 0 lower than the previous day. The implied volatity was 6.44, the open interest changed by 0 which decreased total open position to 0
On 3 Feb MCX was trading at 2434.10. The strike last trading price was 130.3, which was 0 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0
On 2 Feb MCX was trading at 2321.80. The strike last trading price was 130.3, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 1 Feb MCX was trading at 2233.30. The strike last trading price was 130.3, which was 0 lower than the previous day. The implied volatity was 5.96, the open interest changed by 0 which decreased total open position to 0
On 30 Jan MCX was trading at 2528.00. The strike last trading price was 130.3, which was 0 lower than the previous day. The implied volatity was 5.6, the open interest changed by 0 which decreased total open position to 0
On 29 Jan MCX was trading at 2686.00. The strike last trading price was 130.3, 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 Jan MCX was trading at 2593.00. The strike last trading price was 130.3, which was 0 lower than the previous day. The implied volatity was 7.48, the open interest changed by 0 which decreased total open position to 0
