MCX
Multi Commodity Exchange
Historical option data for MCX
04 Feb 2026 11:10 AM IST
| MCX 24-FEB-2026 2400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 2.12
Theta: -2.86
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Feb | 2491.60 | 167 | 27.7 | 46.6 | 747 | -39 | 1,580 | |||||||||
| 3 Feb | 2434.10 | 142.2 | 50.8 | 48.83 | 5,174 | -136 | 1,637 | |||||||||
| 2 Feb | 2321.80 | 99.05 | 27.75 | 51.28 | 8,463 | 191 | 1,790 | |||||||||
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| 1 Feb | 2233.30 | 71.55 | -129.4 | 59.39 | 11,726 | 1,045 | 1,599 | |||||||||
| 30 Jan | 2528.00 | 208.9 | -115.45 | 52.07 | 379 | -38 | 552 | |||||||||
| 29 Jan | 2686.00 | 333 | 91.9 | 37.05 | 565 | -127 | 595 | |||||||||
| 28 Jan | 2593.00 | 245.95 | 110.85 | 37.01 | 2,019 | -223 | 724 | |||||||||
| 27 Jan | 2418.00 | 141.05 | 51.4 | 46.05 | 8,046 | 55 | 972 | |||||||||
| 23 Jan | 2282.00 | 93.7 | -5.85 | 47.19 | 1,739 | 301 | 923 | |||||||||
| 22 Jan | 2314.00 | 100.95 | 5.25 | 45.31 | 1,742 | 133 | 625 | |||||||||
| 21 Jan | 2320.00 | 99.3 | -13.4 | 42.16 | 1,238 | 171 | 505 | |||||||||
| 20 Jan | 2373.00 | 113.9 | -28.8 | 39.54 | 721 | 127 | 336 | |||||||||
| 19 Jan | 2429.00 | 145.05 | -1 | 38.66 | 157 | 45 | 209 | |||||||||
| 16 Jan | 2446.00 | 148.3 | 17.05 | 34.85 | 207 | -25 | 166 | |||||||||
| 14 Jan | 2417.00 | 126.5 | 55.85 | 32.59 | 574 | 42 | 192 | |||||||||
| 13 Jan | 2293.00 | 69.35 | 10.85 | 33.07 | 83 | 18 | 151 | |||||||||
| 12 Jan | 2235.00 | 58.5 | 13 | 35.73 | 54 | -1 | 129 | |||||||||
| 9 Jan | 2191.00 | 45 | -10.35 | 35.64 | 117 | 6 | 132 | |||||||||
| 8 Jan | 2231.00 | 55.35 | -20.15 | 33.76 | 115 | 17 | 126 | |||||||||
| 7 Jan | 2305.00 | 74.15 | 16.15 | 30.18 | 97 | 42 | 110 | |||||||||
| 6 Jan | 2246.00 | 58 | 15.3 | 31.78 | 34 | 6 | 68 | |||||||||
| 5 Jan | 2199.00 | 42 | -8.05 | 31.42 | 21 | 6 | 58 | |||||||||
| 2 Jan | 2216.00 | 51 | -194 | 31.28 | 97 | 48.2 | 52 | |||||||||
For Multi Commodity Exchange - strike price 2400 expiring on 24FEB2026
Delta for 2400 CE is 0.67
Historical price for 2400 CE is as follows
On 4 Feb MCX was trading at 2491.60. The strike last trading price was 167, which was 27.7 higher than the previous day. The implied volatity was 46.6, the open interest changed by -39 which decreased total open position to 1580
On 3 Feb MCX was trading at 2434.10. The strike last trading price was 142.2, which was 50.8 higher than the previous day. The implied volatity was 48.83, the open interest changed by -136 which decreased total open position to 1637
On 2 Feb MCX was trading at 2321.80. The strike last trading price was 99.05, which was 27.75 higher than the previous day. The implied volatity was 51.28, the open interest changed by 191 which increased total open position to 1790
On 1 Feb MCX was trading at 2233.30. The strike last trading price was 71.55, which was -129.4 lower than the previous day. The implied volatity was 59.39, the open interest changed by 1045 which increased total open position to 1599
On 30 Jan MCX was trading at 2528.00. The strike last trading price was 208.9, which was -115.45 lower than the previous day. The implied volatity was 52.07, the open interest changed by -38 which decreased total open position to 552
On 29 Jan MCX was trading at 2686.00. The strike last trading price was 333, which was 91.9 higher than the previous day. The implied volatity was 37.05, the open interest changed by -127 which decreased total open position to 595
On 28 Jan MCX was trading at 2593.00. The strike last trading price was 245.95, which was 110.85 higher than the previous day. The implied volatity was 37.01, the open interest changed by -223 which decreased total open position to 724
On 27 Jan MCX was trading at 2418.00. The strike last trading price was 141.05, which was 51.4 higher than the previous day. The implied volatity was 46.05, the open interest changed by 55 which increased total open position to 972
On 23 Jan MCX was trading at 2282.00. The strike last trading price was 93.7, which was -5.85 lower than the previous day. The implied volatity was 47.19, the open interest changed by 301 which increased total open position to 923
On 22 Jan MCX was trading at 2314.00. The strike last trading price was 100.95, which was 5.25 higher than the previous day. The implied volatity was 45.31, the open interest changed by 133 which increased total open position to 625
On 21 Jan MCX was trading at 2320.00. The strike last trading price was 99.3, which was -13.4 lower than the previous day. The implied volatity was 42.16, the open interest changed by 171 which increased total open position to 505
On 20 Jan MCX was trading at 2373.00. The strike last trading price was 113.9, which was -28.8 lower than the previous day. The implied volatity was 39.54, the open interest changed by 127 which increased total open position to 336
On 19 Jan MCX was trading at 2429.00. The strike last trading price was 145.05, which was -1 lower than the previous day. The implied volatity was 38.66, the open interest changed by 45 which increased total open position to 209
On 16 Jan MCX was trading at 2446.00. The strike last trading price was 148.3, which was 17.05 higher than the previous day. The implied volatity was 34.85, the open interest changed by -25 which decreased total open position to 166
On 14 Jan MCX was trading at 2417.00. The strike last trading price was 126.5, which was 55.85 higher than the previous day. The implied volatity was 32.59, the open interest changed by 42 which increased total open position to 192
On 13 Jan MCX was trading at 2293.00. The strike last trading price was 69.35, which was 10.85 higher than the previous day. The implied volatity was 33.07, the open interest changed by 18 which increased total open position to 151
On 12 Jan MCX was trading at 2235.00. The strike last trading price was 58.5, which was 13 higher than the previous day. The implied volatity was 35.73, the open interest changed by -1 which decreased total open position to 129
On 9 Jan MCX was trading at 2191.00. The strike last trading price was 45, which was -10.35 lower than the previous day. The implied volatity was 35.64, the open interest changed by 6 which increased total open position to 132
On 8 Jan MCX was trading at 2231.00. The strike last trading price was 55.35, which was -20.15 lower than the previous day. The implied volatity was 33.76, the open interest changed by 17 which increased total open position to 126
On 7 Jan MCX was trading at 2305.00. The strike last trading price was 74.15, which was 16.15 higher than the previous day. The implied volatity was 30.18, the open interest changed by 42 which increased total open position to 110
On 6 Jan MCX was trading at 2246.00. The strike last trading price was 58, which was 15.3 higher than the previous day. The implied volatity was 31.78, the open interest changed by 6 which increased total open position to 68
On 5 Jan MCX was trading at 2199.00. The strike last trading price was 42, which was -8.05 lower than the previous day. The implied volatity was 31.42, the open interest changed by 6 which increased total open position to 58
On 2 Jan MCX was trading at 2216.00. The strike last trading price was 51, which was -194 lower than the previous day. The implied volatity was 31.28, the open interest changed by 48 which increased total open position to 52
| MCX 24FEB2026 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 2.14
Theta: -2.48
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Feb | 2491.60 | 72.5 | -20.7 | 51.62 | 866 | 98 | 1,536 |
| 3 Feb | 2434.10 | 89 | -66.8 | 49.52 | 4,021 | 437 | 1,659 |
| 2 Feb | 2321.80 | 145.05 | -87.15 | 53.21 | 437 | -2 | 1,221 |
| 1 Feb | 2233.30 | 236.95 | 163.5 | 62.34 | 2,172 | -317 | 1,280 |
| 30 Jan | 2528.00 | 85.45 | 60.65 | 55.41 | 5,253 | 190 | 1,718 |
| 29 Jan | 2686.00 | 22.4 | -17.15 | 44.65 | 1,958 | 279 | 1,524 |
| 28 Jan | 2593.00 | 37.1 | -59.65 | 42.62 | 4,438 | 629 | 1,245 |
| 27 Jan | 2418.00 | 87.15 | -103.55 | 39.36 | 2,151 | 279 | 611 |
| 23 Jan | 2282.00 | 183.3 | 17.95 | 50.38 | 221 | 15 | 334 |
| 22 Jan | 2314.00 | 164.2 | 6.75 | 47.42 | 419 | -10 | 321 |
| 21 Jan | 2320.00 | 153.8 | 34 | 45.25 | 392 | 65 | 333 |
| 20 Jan | 2373.00 | 123.25 | 30.1 | 41.33 | 256 | -3 | 267 |
| 19 Jan | 2429.00 | 92.1 | 6.8 | 38.86 | 233 | 29 | 272 |
| 16 Jan | 2446.00 | 84.8 | -12.1 | 37.16 | 301 | 121 | 242 |
| 14 Jan | 2417.00 | 100 | -78.6 | 37.43 | 250 | 109 | 122 |
| 13 Jan | 2293.00 | 178.6 | 21.6 | 42.84 | 11 | 10 | 12 |
| 12 Jan | 2235.00 | 157 | -2095.1 | - | 0 | 0 | 2 |
| 9 Jan | 2191.00 | 157 | -2095.1 | - | 0 | 0 | 2 |
| 8 Jan | 2231.00 | 157 | -2095.1 | - | 0 | 0 | 2 |
| 7 Jan | 2305.00 | 157 | -2095.1 | 36.62 | 2 | 0 | 0 |
| 6 Jan | 2246.00 | 2252.1 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 2199.00 | 2252.1 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 2216.00 | 2252.1 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 2400 expiring on 24FEB2026
Delta for 2400 PE is -0.33
Historical price for 2400 PE is as follows
On 4 Feb MCX was trading at 2491.60. The strike last trading price was 72.5, which was -20.7 lower than the previous day. The implied volatity was 51.62, the open interest changed by 98 which increased total open position to 1536
On 3 Feb MCX was trading at 2434.10. The strike last trading price was 89, which was -66.8 lower than the previous day. The implied volatity was 49.52, the open interest changed by 437 which increased total open position to 1659
On 2 Feb MCX was trading at 2321.80. The strike last trading price was 145.05, which was -87.15 lower than the previous day. The implied volatity was 53.21, the open interest changed by -2 which decreased total open position to 1221
On 1 Feb MCX was trading at 2233.30. The strike last trading price was 236.95, which was 163.5 higher than the previous day. The implied volatity was 62.34, the open interest changed by -317 which decreased total open position to 1280
On 30 Jan MCX was trading at 2528.00. The strike last trading price was 85.45, which was 60.65 higher than the previous day. The implied volatity was 55.41, the open interest changed by 190 which increased total open position to 1718
On 29 Jan MCX was trading at 2686.00. The strike last trading price was 22.4, which was -17.15 lower than the previous day. The implied volatity was 44.65, the open interest changed by 279 which increased total open position to 1524
On 28 Jan MCX was trading at 2593.00. The strike last trading price was 37.1, which was -59.65 lower than the previous day. The implied volatity was 42.62, the open interest changed by 629 which increased total open position to 1245
On 27 Jan MCX was trading at 2418.00. The strike last trading price was 87.15, which was -103.55 lower than the previous day. The implied volatity was 39.36, the open interest changed by 279 which increased total open position to 611
On 23 Jan MCX was trading at 2282.00. The strike last trading price was 183.3, which was 17.95 higher than the previous day. The implied volatity was 50.38, the open interest changed by 15 which increased total open position to 334
On 22 Jan MCX was trading at 2314.00. The strike last trading price was 164.2, which was 6.75 higher than the previous day. The implied volatity was 47.42, the open interest changed by -10 which decreased total open position to 321
On 21 Jan MCX was trading at 2320.00. The strike last trading price was 153.8, which was 34 higher than the previous day. The implied volatity was 45.25, the open interest changed by 65 which increased total open position to 333
On 20 Jan MCX was trading at 2373.00. The strike last trading price was 123.25, which was 30.1 higher than the previous day. The implied volatity was 41.33, the open interest changed by -3 which decreased total open position to 267
On 19 Jan MCX was trading at 2429.00. The strike last trading price was 92.1, which was 6.8 higher than the previous day. The implied volatity was 38.86, the open interest changed by 29 which increased total open position to 272
On 16 Jan MCX was trading at 2446.00. The strike last trading price was 84.8, which was -12.1 lower than the previous day. The implied volatity was 37.16, the open interest changed by 121 which increased total open position to 242
On 14 Jan MCX was trading at 2417.00. The strike last trading price was 100, which was -78.6 lower than the previous day. The implied volatity was 37.43, the open interest changed by 109 which increased total open position to 122
On 13 Jan MCX was trading at 2293.00. The strike last trading price was 178.6, which was 21.6 higher than the previous day. The implied volatity was 42.84, the open interest changed by 10 which increased total open position to 12
On 12 Jan MCX was trading at 2235.00. The strike last trading price was 157, which was -2095.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jan MCX was trading at 2191.00. The strike last trading price was 157, which was -2095.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jan MCX was trading at 2231.00. The strike last trading price was 157, which was -2095.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Jan MCX was trading at 2305.00. The strike last trading price was 157, which was -2095.1 lower than the previous day. The implied volatity was 36.62, 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 2252.1, 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 2252.1, 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 2252.1, 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






























































































































































































































