[--[65.84.65.76]--]

MCX

Multi Commodity Exchange
2493 +58.90 (2.42%)
L: 2450 H: 2516

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Historical option data for MCX

04 Feb 2026 11:05 AM IST
MCX 24-FEB-2026 2400 CE
Delta: 0.68
Vega: 2.09
Theta: -2.77
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 2496.70 168 28.7 45.39 739 -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
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 0.68

Historical price for 2400 CE is as follows

On 4 Feb MCX was trading at 2496.70. The strike last trading price was 168, which was 28.7 higher than the previous day. The implied volatity was 45.39, 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
Delta: -0.33
Vega: 2.14
Theta: -2.48
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 2496.70 70 -23.2 51.62 852 103 1,541
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 2496.70. The strike last trading price was 70, which was -23.2 lower than the previous day. The implied volatity was 51.62, the open interest changed by 103 which increased total open position to 1541


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