MCX
Multi Commodity Exchange
Historical option data for MCX
16 Jan 2026 04:10 PM IST
| MCX 27-JAN-2026 2360 CE | ||||||||||||||||
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Delta: 0.73
Vega: 1.4
Theta: -2.87
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jan | 2446.00 | 119.45 | 17.3 | 37.92 | 197 | -17 | 166 | |||||||||
| 14 Jan | 2417.00 | 100 | 61.45 | 35.3 | 3,337 | -81 | 187 | |||||||||
| 13 Jan | 2293.00 | 37.75 | 9.3 | 34.46 | 994 | -31 | 270 | |||||||||
| 12 Jan | 2235.00 | 28.5 | 8.2 | 38.08 | 522 | 53 | 306 | |||||||||
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| 9 Jan | 2191.00 | 19.9 | -7.9 | 37.47 | 715 | -55 | 252 | |||||||||
| 8 Jan | 2231.00 | 29 | -17.8 | 35.05 | 1,282 | 33 | 308 | |||||||||
| 7 Jan | 2305.00 | 46.5 | 15.1 | 29.72 | 1,055 | 35 | 274 | |||||||||
| 6 Jan | 2246.00 | 31.85 | 12.95 | 31.88 | 659 | -16 | 239 | |||||||||
| 5 Jan | 2199.00 | 18 | -6.15 | 30.46 | 599 | 73 | 257 | |||||||||
| 2 Jan | 2216.00 | 24.5 | -93.9 | 29.36 | 961 | 149.2 | 185 | |||||||||
For Multi Commodity Exchange - strike price 2360 expiring on 27JAN2026
Delta for 2360 CE is 0.73
Historical price for 2360 CE is as follows
On 16 Jan MCX was trading at 2446.00. The strike last trading price was 119.45, which was 17.3 higher than the previous day. The implied volatity was 37.92, the open interest changed by -17 which decreased total open position to 166
On 14 Jan MCX was trading at 2417.00. The strike last trading price was 100, which was 61.45 higher than the previous day. The implied volatity was 35.3, the open interest changed by -81 which decreased total open position to 187
On 13 Jan MCX was trading at 2293.00. The strike last trading price was 37.75, which was 9.3 higher than the previous day. The implied volatity was 34.46, the open interest changed by -31 which decreased total open position to 270
On 12 Jan MCX was trading at 2235.00. The strike last trading price was 28.5, which was 8.2 higher than the previous day. The implied volatity was 38.08, the open interest changed by 53 which increased total open position to 306
On 9 Jan MCX was trading at 2191.00. The strike last trading price was 19.9, which was -7.9 lower than the previous day. The implied volatity was 37.47, the open interest changed by -55 which decreased total open position to 252
On 8 Jan MCX was trading at 2231.00. The strike last trading price was 29, which was -17.8 lower than the previous day. The implied volatity was 35.05, the open interest changed by 33 which increased total open position to 308
On 7 Jan MCX was trading at 2305.00. The strike last trading price was 46.5, which was 15.1 higher than the previous day. The implied volatity was 29.72, the open interest changed by 35 which increased total open position to 274
On 6 Jan MCX was trading at 2246.00. The strike last trading price was 31.85, which was 12.95 higher than the previous day. The implied volatity was 31.88, the open interest changed by -16 which decreased total open position to 239
On 5 Jan MCX was trading at 2199.00. The strike last trading price was 18, which was -6.15 lower than the previous day. The implied volatity was 30.46, the open interest changed by 73 which increased total open position to 257
On 2 Jan MCX was trading at 2216.00. The strike last trading price was 24.5, which was -93.9 lower than the previous day. The implied volatity was 29.36, the open interest changed by 149 which increased total open position to 185
| MCX 27JAN2026 2360 PE | |||||||
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Delta: -0.28
Vega: 1.44
Theta: -2.49
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jan | 2446.00 | 32 | -7.8 | 41.19 | 1,331 | -40 | 452 |
| 14 Jan | 2417.00 | 41.4 | -58.55 | 38.17 | 2,233 | 462 | 491 |
| 13 Jan | 2293.00 | 101.7 | -53.3 | 37.97 | 33 | 19 | 28 |
| 12 Jan | 2235.00 | 155 | 51.7 | - | 0 | 0 | 9 |
| 9 Jan | 2191.00 | 155 | 51.7 | - | 1 | 0 | 10 |
| 8 Jan | 2231.00 | 103.3 | -2250.8 | - | 17 | 10 | 10 |
| 7 Jan | 2305.00 | 2354.1 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 2246.00 | 2354.1 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 2199.00 | 2354.1 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 2216.00 | 2354.1 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 2360 expiring on 27JAN2026
Delta for 2360 PE is -0.28
Historical price for 2360 PE is as follows
On 16 Jan MCX was trading at 2446.00. The strike last trading price was 32, which was -7.8 lower than the previous day. The implied volatity was 41.19, the open interest changed by -40 which decreased total open position to 452
On 14 Jan MCX was trading at 2417.00. The strike last trading price was 41.4, which was -58.55 lower than the previous day. The implied volatity was 38.17, the open interest changed by 462 which increased total open position to 491
On 13 Jan MCX was trading at 2293.00. The strike last trading price was 101.7, which was -53.3 lower than the previous day. The implied volatity was 37.97, the open interest changed by 19 which increased total open position to 28
On 12 Jan MCX was trading at 2235.00. The strike last trading price was 155, which was 51.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 9 Jan MCX was trading at 2191.00. The strike last trading price was 155, which was 51.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 8 Jan MCX was trading at 2231.00. The strike last trading price was 103.3, which was -2250.8 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 7 Jan MCX was trading at 2305.00. The strike last trading price was 2354.1, 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 Jan MCX was trading at 2246.00. The strike last trading price was 2354.1, 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 Jan MCX was trading at 2199.00. The strike last trading price was 2354.1, 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 Jan MCX was trading at 2216.00. The strike last trading price was 2354.1, 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































































































































































































































