[--[65.84.65.76]--]

MCX

Multi Commodity Exchange
2446 +29.00 (1.20%)
L: 2423 H: 2499

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Historical option data for MCX

16 Jan 2026 04:10 PM IST
MCX 27-JAN-2026 2360 CE
Delta: 0.73
Vega: 1.4
Theta: -2.87
Gamma: 0
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
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
Delta: -0.28
Vega: 1.44
Theta: -2.49
Gamma: 0
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