MCX
Multi Commodity Exchange
Historical option data for MCX
24 Feb 2026 04:10 PM IST
| MCX 30-MAR-2026 2400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 2.89
Theta: -1.91
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 2395.80 | 121 | 0.15 | 37.11 | 1,930 | 243 | 991 | |||||||||
| 23 Feb | 2396.20 | 121 | -3.55 | 37.39 | 1,410 | 190 | 763 | |||||||||
| 20 Feb | 2395.90 | 124.6 | 10.05 | 37.28 | 1,251 | 62 | 568 | |||||||||
| 19 Feb | 2361.20 | 120 | 7.35 | 40.54 | 1,401 | 80 | 506 | |||||||||
| 18 Feb | 2341.30 | 110.6 | 3.3 | 41.16 | 570 | 128 | 426 | |||||||||
| 17 Feb | 2283.20 | 108 | -27.9 | 48.07 | 358 | 89 | 294 | |||||||||
| 16 Feb | 2339.70 | 141.45 | 1.35 | 47.76 | 493 | 46 | 205 | |||||||||
| 13 Feb | 2340.60 | 139.25 | -56.75 | 46.93 | 205 | 40 | 158 | |||||||||
| 12 Feb | 2441.90 | 193.95 | 35.85 | 45.62 | 231 | -26 | 118 | |||||||||
| 11 Feb | 2372.80 | 155.5 | -51.5 | 46.42 | 343 | 80 | 133 | |||||||||
| 10 Feb | 2470.70 | 207 | 17 | 42.93 | 28 | 9 | 53 | |||||||||
| 9 Feb | 2434.90 | 190 | 25.9 | 43.45 | 65 | -9 | 47 | |||||||||
| 6 Feb | 2380.40 | 163.95 | -27.05 | 44.41 | 55 | 22 | 58 | |||||||||
| 5 Feb | 2410.40 | 190 | -75 | 43.56 | 46 | 20 | 37 | |||||||||
| 4 Feb | 2543.30 | 265 | 70 | 41.76 | 16 | -2 | 17 | |||||||||
| 3 Feb | 2434.10 | 195 | 52.2 | 41.3 | 37 | -10 | 19 | |||||||||
| 2 Feb | 2321.80 | 147.2 | 33.2 | 42.66 | 37 | 10 | 24 | |||||||||
|
|
||||||||||||||||
| 1 Feb | 2233.30 | 114 | -499.35 | 48.17 | 35 | 13 | 13 | |||||||||
| 30 Jan | 2528.00 | 613.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 2686.00 | 613.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 2593.00 | 613.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Jan | 2418.00 | 613.35 | 0 | 0.05 | 0 | 0 | 0 | |||||||||
| 23 Jan | 2282.00 | 613.35 | 0 | 1.7 | 0 | 0 | 0 | |||||||||
| 22 Jan | 2314.00 | 613.35 | 0 | 1.13 | 0 | 0 | 0 | |||||||||
| 21 Jan | 2320.00 | 613.35 | 0 | 0.67 | 0 | 0 | 0 | |||||||||
| 20 Jan | 2373.00 | 613.35 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
| 19 Jan | 2429.00 | 613.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 2446.00 | 613.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 2417.00 | 613.35 | 0 | 0.49 | 0 | 0 | 0 | |||||||||
| 13 Jan | 2293.00 | 613.35 | 0 | 1.53 | 0 | 0 | 0 | |||||||||
| 12 Jan | 2235.00 | 613.35 | 0 | 2.77 | 0 | 0 | 0 | |||||||||
| 9 Jan | 2191.00 | 613.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 2231.00 | 613.35 | 0 | 2.94 | 0 | 0 | 0 | |||||||||
| 7 Jan | 2305.00 | 613.35 | 0 | 1.03 | 0 | 0 | 0 | |||||||||
| 6 Jan | 2246.00 | 613.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 2199.00 | 613.35 | 0 | 3.49 | 0 | 0 | 0 | |||||||||
| 2 Jan | 2216.00 | 613.35 | - | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 2400 expiring on 30MAR2026
Delta for 2400 CE is 0.56
Historical price for 2400 CE is as follows
On 24 Feb MCX was trading at 2395.80. The strike last trading price was 121, which was 0.15 higher than the previous day. The implied volatity was 37.11, the open interest changed by 243 which increased total open position to 991
On 23 Feb MCX was trading at 2396.20. The strike last trading price was 121, which was -3.55 lower than the previous day. The implied volatity was 37.39, the open interest changed by 190 which increased total open position to 763
On 20 Feb MCX was trading at 2395.90. The strike last trading price was 124.6, which was 10.05 higher than the previous day. The implied volatity was 37.28, the open interest changed by 62 which increased total open position to 568
On 19 Feb MCX was trading at 2361.20. The strike last trading price was 120, which was 7.35 higher than the previous day. The implied volatity was 40.54, the open interest changed by 80 which increased total open position to 506
On 18 Feb MCX was trading at 2341.30. The strike last trading price was 110.6, which was 3.3 higher than the previous day. The implied volatity was 41.16, the open interest changed by 128 which increased total open position to 426
On 17 Feb MCX was trading at 2283.20. The strike last trading price was 108, which was -27.9 lower than the previous day. The implied volatity was 48.07, the open interest changed by 89 which increased total open position to 294
On 16 Feb MCX was trading at 2339.70. The strike last trading price was 141.45, which was 1.35 higher than the previous day. The implied volatity was 47.76, the open interest changed by 46 which increased total open position to 205
On 13 Feb MCX was trading at 2340.60. The strike last trading price was 139.25, which was -56.75 lower than the previous day. The implied volatity was 46.93, the open interest changed by 40 which increased total open position to 158
On 12 Feb MCX was trading at 2441.90. The strike last trading price was 193.95, which was 35.85 higher than the previous day. The implied volatity was 45.62, the open interest changed by -26 which decreased total open position to 118
On 11 Feb MCX was trading at 2372.80. The strike last trading price was 155.5, which was -51.5 lower than the previous day. The implied volatity was 46.42, the open interest changed by 80 which increased total open position to 133
On 10 Feb MCX was trading at 2470.70. The strike last trading price was 207, which was 17 higher than the previous day. The implied volatity was 42.93, the open interest changed by 9 which increased total open position to 53
On 9 Feb MCX was trading at 2434.90. The strike last trading price was 190, which was 25.9 higher than the previous day. The implied volatity was 43.45, the open interest changed by -9 which decreased total open position to 47
On 6 Feb MCX was trading at 2380.40. The strike last trading price was 163.95, which was -27.05 lower than the previous day. The implied volatity was 44.41, the open interest changed by 22 which increased total open position to 58
On 5 Feb MCX was trading at 2410.40. The strike last trading price was 190, which was -75 lower than the previous day. The implied volatity was 43.56, the open interest changed by 20 which increased total open position to 37
On 4 Feb MCX was trading at 2543.30. The strike last trading price was 265, which was 70 higher than the previous day. The implied volatity was 41.76, the open interest changed by -2 which decreased total open position to 17
On 3 Feb MCX was trading at 2434.10. The strike last trading price was 195, which was 52.2 higher than the previous day. The implied volatity was 41.3, the open interest changed by -10 which decreased total open position to 19
On 2 Feb MCX was trading at 2321.80. The strike last trading price was 147.2, which was 33.2 higher than the previous day. The implied volatity was 42.66, the open interest changed by 10 which increased total open position to 24
On 1 Feb MCX was trading at 2233.30. The strike last trading price was 114, which was -499.35 lower than the previous day. The implied volatity was 48.17, the open interest changed by 13 which increased total open position to 13
On 30 Jan MCX was trading at 2528.00. The strike last trading price was 613.35, 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 613.35, 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 613.35, 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 27 Jan MCX was trading at 2418.00. The strike last trading price was 613.35, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 23 Jan MCX was trading at 2282.00. The strike last trading price was 613.35, which was 0 lower than the previous day. The implied volatity was 1.7, the open interest changed by 0 which decreased total open position to 0
On 22 Jan MCX was trading at 2314.00. The strike last trading price was 613.35, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
On 21 Jan MCX was trading at 2320.00. The strike last trading price was 613.35, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
On 20 Jan MCX was trading at 2373.00. The strike last trading price was 613.35, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 19 Jan MCX was trading at 2429.00. The strike last trading price was 613.35, 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 16 Jan MCX was trading at 2446.00. The strike last trading price was 613.35, 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 14 Jan MCX was trading at 2417.00. The strike last trading price was 613.35, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
On 13 Jan MCX was trading at 2293.00. The strike last trading price was 613.35, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0
On 12 Jan MCX was trading at 2235.00. The strike last trading price was 613.35, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0
On 9 Jan MCX was trading at 2191.00. The strike last trading price was 613.35, 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 8 Jan MCX was trading at 2231.00. The strike last trading price was 613.35, which was 0 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0
On 7 Jan MCX was trading at 2305.00. The strike last trading price was 613.35, which was 0 lower than the previous day. The implied volatity was 1.03, 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 613.35, 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 613.35, which was 0 lower than the previous day. The implied volatity was 3.49, 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 613.35, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MCX 30MAR2026 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 2.89
Theta: -1.32
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 2395.80 | 99.8 | -8.25 | 38.48 | 919 | 104 | 573 |
| 23 Feb | 2396.20 | 106.7 | -10.25 | 39.64 | 778 | 76 | 477 |
| 20 Feb | 2395.90 | 118.3 | -21.5 | 41.72 | 538 | 99 | 402 |
| 19 Feb | 2361.20 | 141.75 | -8.8 | 44.2 | 556 | 141 | 306 |
| 18 Feb | 2341.30 | 152.2 | -52.5 | 42.87 | 45 | 0 | 164 |
| 17 Feb | 2283.20 | 207.35 | 34.3 | 50.61 | 27 | 3 | 163 |
| 16 Feb | 2339.70 | 174 | -6.95 | 50.91 | 37 | -6 | 161 |
| 13 Feb | 2340.60 | 180.95 | 50.5 | 49.96 | 58 | 5 | 168 |
| 12 Feb | 2441.90 | 130 | -39 | 48.05 | 54 | 9 | 163 |
| 11 Feb | 2372.80 | 168.7 | 52.7 | 49.35 | 80 | 41 | 156 |
| 10 Feb | 2470.70 | 116 | -16 | 46.39 | 11 | 1 | 115 |
| 9 Feb | 2434.90 | 132 | -30.55 | 46.93 | 23 | -1 | 114 |
| 6 Feb | 2380.40 | 160 | 4.4 | 46.38 | 116 | 66 | 115 |
| 5 Feb | 2410.40 | 155.6 | 59.5 | 50.58 | 38 | 15 | 49 |
| 4 Feb | 2543.30 | 95.2 | -35.45 | 45.51 | 46 | 3 | 34 |
| 3 Feb | 2434.10 | 131 | -50.75 | 44.85 | 29 | -1 | 29 |
| 2 Feb | 2321.80 | 180 | -82 | 46.31 | 15 | 0 | 24 |
| 1 Feb | 2233.30 | 262 | 159.75 | 51.42 | 6 | 2 | 25 |
| 30 Jan | 2528.00 | 118 | 72.65 | 47.31 | 18 | 6 | 22 |
| 29 Jan | 2686.00 | 50 | -23.8 | 41.36 | 21 | 11 | 16 |
| 28 Jan | 2593.00 | 73.8 | -1472.85 | 41.52 | 8 | 5 | 5 |
| 27 Jan | 2418.00 | 1546.65 | 0 | 1.69 | 0 | 0 | 0 |
| 23 Jan | 2282.00 | 1546.65 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 2314.00 | 1546.65 | 0 | 1.31 | 0 | 0 | 0 |
| 21 Jan | 2320.00 | 1546.65 | 0 | 0.15 | 0 | 0 | 0 |
| 20 Jan | 2373.00 | 1546.65 | 0 | 0.5 | 0 | 0 | 0 |
| 19 Jan | 2429.00 | 1546.65 | 0 | 1.92 | 0 | 0 | 0 |
| 16 Jan | 2446.00 | 1546.65 | 0 | 2.28 | 0 | 0 | 0 |
| 14 Jan | 2417.00 | 1546.65 | 0 | 1.57 | 0 | 0 | 0 |
| 13 Jan | 2293.00 | 1546.65 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 2235.00 | 1546.65 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 2191.00 | 1546.65 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 2231.00 | 1546.65 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 2305.00 | 1546.65 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 2246.00 | 1546.65 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 2199.00 | 1546.65 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 2216.00 | 1546.65 | - | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 2400 expiring on 30MAR2026
Delta for 2400 PE is -0.44
Historical price for 2400 PE is as follows
On 24 Feb MCX was trading at 2395.80. The strike last trading price was 99.8, which was -8.25 lower than the previous day. The implied volatity was 38.48, the open interest changed by 104 which increased total open position to 573
On 23 Feb MCX was trading at 2396.20. The strike last trading price was 106.7, which was -10.25 lower than the previous day. The implied volatity was 39.64, the open interest changed by 76 which increased total open position to 477
On 20 Feb MCX was trading at 2395.90. The strike last trading price was 118.3, which was -21.5 lower than the previous day. The implied volatity was 41.72, the open interest changed by 99 which increased total open position to 402
On 19 Feb MCX was trading at 2361.20. The strike last trading price was 141.75, which was -8.8 lower than the previous day. The implied volatity was 44.2, the open interest changed by 141 which increased total open position to 306
On 18 Feb MCX was trading at 2341.30. The strike last trading price was 152.2, which was -52.5 lower than the previous day. The implied volatity was 42.87, the open interest changed by 0 which decreased total open position to 164
On 17 Feb MCX was trading at 2283.20. The strike last trading price was 207.35, which was 34.3 higher than the previous day. The implied volatity was 50.61, the open interest changed by 3 which increased total open position to 163
On 16 Feb MCX was trading at 2339.70. The strike last trading price was 174, which was -6.95 lower than the previous day. The implied volatity was 50.91, the open interest changed by -6 which decreased total open position to 161
On 13 Feb MCX was trading at 2340.60. The strike last trading price was 180.95, which was 50.5 higher than the previous day. The implied volatity was 49.96, the open interest changed by 5 which increased total open position to 168
On 12 Feb MCX was trading at 2441.90. The strike last trading price was 130, which was -39 lower than the previous day. The implied volatity was 48.05, the open interest changed by 9 which increased total open position to 163
On 11 Feb MCX was trading at 2372.80. The strike last trading price was 168.7, which was 52.7 higher than the previous day. The implied volatity was 49.35, the open interest changed by 41 which increased total open position to 156
On 10 Feb MCX was trading at 2470.70. The strike last trading price was 116, which was -16 lower than the previous day. The implied volatity was 46.39, the open interest changed by 1 which increased total open position to 115
On 9 Feb MCX was trading at 2434.90. The strike last trading price was 132, which was -30.55 lower than the previous day. The implied volatity was 46.93, the open interest changed by -1 which decreased total open position to 114
On 6 Feb MCX was trading at 2380.40. The strike last trading price was 160, which was 4.4 higher than the previous day. The implied volatity was 46.38, the open interest changed by 66 which increased total open position to 115
On 5 Feb MCX was trading at 2410.40. The strike last trading price was 155.6, which was 59.5 higher than the previous day. The implied volatity was 50.58, the open interest changed by 15 which increased total open position to 49
On 4 Feb MCX was trading at 2543.30. The strike last trading price was 95.2, which was -35.45 lower than the previous day. The implied volatity was 45.51, the open interest changed by 3 which increased total open position to 34
On 3 Feb MCX was trading at 2434.10. The strike last trading price was 131, which was -50.75 lower than the previous day. The implied volatity was 44.85, the open interest changed by -1 which decreased total open position to 29
On 2 Feb MCX was trading at 2321.80. The strike last trading price was 180, which was -82 lower than the previous day. The implied volatity was 46.31, the open interest changed by 0 which decreased total open position to 24
On 1 Feb MCX was trading at 2233.30. The strike last trading price was 262, which was 159.75 higher than the previous day. The implied volatity was 51.42, the open interest changed by 2 which increased total open position to 25
On 30 Jan MCX was trading at 2528.00. The strike last trading price was 118, which was 72.65 higher than the previous day. The implied volatity was 47.31, the open interest changed by 6 which increased total open position to 22
On 29 Jan MCX was trading at 2686.00. The strike last trading price was 50, which was -23.8 lower than the previous day. The implied volatity was 41.36, the open interest changed by 11 which increased total open position to 16
On 28 Jan MCX was trading at 2593.00. The strike last trading price was 73.8, which was -1472.85 lower than the previous day. The implied volatity was 41.52, the open interest changed by 5 which increased total open position to 5
On 27 Jan MCX was trading at 2418.00. The strike last trading price was 1546.65, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0
On 23 Jan MCX was trading at 2282.00. The strike last trading price was 1546.65, 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 22 Jan MCX was trading at 2314.00. The strike last trading price was 1546.65, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
On 21 Jan MCX was trading at 2320.00. The strike last trading price was 1546.65, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 20 Jan MCX was trading at 2373.00. The strike last trading price was 1546.65, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0
On 19 Jan MCX was trading at 2429.00. The strike last trading price was 1546.65, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
On 16 Jan MCX was trading at 2446.00. The strike last trading price was 1546.65, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
On 14 Jan MCX was trading at 2417.00. The strike last trading price was 1546.65, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 13 Jan MCX was trading at 2293.00. The strike last trading price was 1546.65, 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 Jan MCX was trading at 2235.00. The strike last trading price was 1546.65, 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 Jan MCX was trading at 2191.00. The strike last trading price was 1546.65, 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 8 Jan MCX was trading at 2231.00. The strike last trading price was 1546.65, 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 7 Jan MCX was trading at 2305.00. The strike last trading price was 1546.65, 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 1546.65, 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 1546.65, 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 1546.65, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
