MCX
Multi Commodity Exchange
Historical option data for MCX
02 Apr 2026 04:00 PM IST
| MCX 28-Apr-2026 (26d) 2420 CE | ||||||||||||||||
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Delta: 0.57
Vega: 2.56
Theta: -2.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 2443.00 | 139.5 | -14.95 | 47.2 | 326 | 14 | 138 | |||||||||
| 1 Apr | 2469.70 | 153.85 | 33.4 | 43.98 | 108 | -9 | 127 | |||||||||
| 30 Mar | 2389.40 | 118.85 | -16.7 | 46.14 | 176 | 8 | 135 | |||||||||
| 27 Mar | 2398.20 | 135.6 | -45.4 | 47.68 | 221 | 112 | 127 | |||||||||
| 25 Mar | 2465.10 | 181 | 36.75 | 50.81 | 9 | -1 | 15 | |||||||||
| 24 Mar | 2419.00 | 146.65 | 42.5 | 44.51 | 11 | 6 | 16 | |||||||||
| 23 Mar | 2314.40 | 104.15 | -97.4 | 46.77 | 19 | 10 | 10 | |||||||||
| 20 Mar | 2414.50 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 2530.40 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Mar | 2603.10 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 2671.80 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 2555.60 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 2498.80 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 2526.10 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 2531.60 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 2578.20 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 2577.10 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 2533.90 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 2553.50 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2478.50 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 2501.20 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 2443.30 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 2458.90 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 2449.20 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 2420 expiring on 28APR2026
Delta for 2420 CE is 0.57
Historical price for 2420 CE is as follows
On 2 Apr MCX was trading at 2443.00. The strike last trading price was 139.5, which was -14.95 lower than the previous day. The implied volatity was 47.2, the open interest changed by 14 which increased total open position to 138
On 1 Apr MCX was trading at 2469.70. The strike last trading price was 153.85, which was 33.4 higher than the previous day. The implied volatity was 43.98, the open interest changed by -9 which decreased total open position to 127
On 30 Mar MCX was trading at 2389.40. The strike last trading price was 118.85, which was -16.7 lower than the previous day. The implied volatity was 46.14, the open interest changed by 8 which increased total open position to 135
On 27 Mar MCX was trading at 2398.20. The strike last trading price was 135.6, which was -45.4 lower than the previous day. The implied volatity was 47.68, the open interest changed by 112 which increased total open position to 127
On 25 Mar MCX was trading at 2465.10. The strike last trading price was 181, which was 36.75 higher than the previous day. The implied volatity was 50.81, the open interest changed by -1 which decreased total open position to 15
On 24 Mar MCX was trading at 2419.00. The strike last trading price was 146.65, which was 42.5 higher than the previous day. The implied volatity was 44.51, the open interest changed by 6 which increased total open position to 16
On 23 Mar MCX was trading at 2314.40. The strike last trading price was 104.15, which was -97.4 lower than the previous day. The implied volatity was 46.77, the open interest changed by 10 which increased total open position to 10
On 20 Mar MCX was trading at 2414.50. The strike last trading price was 201.55, 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 19 Mar MCX was trading at 2530.40. The strike last trading price was 201.55, 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 18 Mar MCX was trading at 2603.10. The strike last trading price was 201.55, 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 17 Mar MCX was trading at 2671.80. The strike last trading price was 201.55, 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 Mar MCX was trading at 2555.60. The strike last trading price was 201.55, 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 13 Mar MCX was trading at 2498.80. The strike last trading price was 201.55, 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 Mar MCX was trading at 2526.10. The strike last trading price was 201.55, 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 11 Mar MCX was trading at 2531.60. The strike last trading price was 201.55, 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 10 Mar MCX was trading at 2578.20. The strike last trading price was 201.55, 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 Mar MCX was trading at 2577.10. The strike last trading price was 201.55, 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 Mar MCX was trading at 2533.90. The strike last trading price was 201.55, 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 Mar MCX was trading at 2553.50. The strike last trading price was 201.55, 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 4 Mar MCX was trading at 2478.50. The strike last trading price was 201.55, 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 Mar MCX was trading at 2501.20. The strike last trading price was 201.55, 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 Feb MCX was trading at 2443.30. The strike last trading price was 201.55, 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 26 Feb MCX was trading at 2458.90. The strike last trading price was 201.55, 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 25 Feb MCX was trading at 2449.20. The strike last trading price was 201.55, 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
| MCX 28-Apr-2026 (26d) 2420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 2.56
Theta: -2.02
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 2443.00 | 106.1 | 13.45 | 47.58 | 420 | 33 | 174 |
| 1 Apr | 2469.70 | 92.3 | -53.25 | 46.82 | 304 | 34 | 140 |
| 30 Mar | 2389.40 | 145.35 | 3.15 | 51.97 | 93 | -2 | 106 |
| 27 Mar | 2398.20 | 142.95 | -55.15 | 50.68 | 177 | 108 | 108 |
| 25 Mar | 2465.10 | 198.1 | 0 | 2.24 | 0 | 0 | 0 |
| 24 Mar | 2419.00 | 198.1 | 0 | 1.06 | 0 | 0 | 0 |
| 23 Mar | 2314.40 | 198.1 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 2414.50 | 198.1 | 0 | 0.63 | 0 | 0 | 0 |
| 19 Mar | 2530.40 | 198.1 | 0 | 4.35 | 0 | 0 | 0 |
| 18 Mar | 2603.10 | 198.1 | 0 | 6.33 | 0 | 0 | 0 |
| 17 Mar | 2671.80 | 198.1 | 0 | 8.17 | 0 | 0 | 0 |
| 16 Mar | 2555.60 | 198.1 | 0 | 4.93 | 0 | 0 | 0 |
| 13 Mar | 2498.80 | 198.1 | 0 | 3.28 | 0 | 0 | 0 |
| 12 Mar | 2526.10 | 198.1 | 0 | 4.01 | 0 | 0 | 0 |
| 11 Mar | 2531.60 | 198.1 | 0 | 4.53 | 0 | 0 | 0 |
| 10 Mar | 2578.20 | 198.1 | 0 | 5.41 | 0 | 0 | 0 |
| 9 Mar | 2577.10 | 198.1 | 0 | 5.35 | 0 | 0 | 0 |
| 6 Mar | 2533.90 | 198.1 | 0 | 4.33 | 0 | 0 | 0 |
| 5 Mar | 2553.50 | 198.1 | 0 | 4.81 | 0 | 0 | 0 |
| 4 Mar | 2478.50 | 198.1 | 0 | 2.79 | 0 | 0 | 0 |
| 2 Mar | 2501.20 | 198.1 | 0 | 3.34 | 0 | 0 | 0 |
| 27 Feb | 2443.30 | 198.1 | 0 | 1.81 | 0 | 0 | 0 |
| 26 Feb | 2458.90 | 198.1 | 0 | 1.96 | 0 | 0 | 0 |
| 25 Feb | 2449.20 | 198.1 | 0 | 1.84 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 2420 expiring on 28APR2026
Delta for 2420 PE is -0.43
Historical price for 2420 PE is as follows
On 2 Apr MCX was trading at 2443.00. The strike last trading price was 106.1, which was 13.45 higher than the previous day. The implied volatity was 47.58, the open interest changed by 33 which increased total open position to 174
On 1 Apr MCX was trading at 2469.70. The strike last trading price was 92.3, which was -53.25 lower than the previous day. The implied volatity was 46.82, the open interest changed by 34 which increased total open position to 140
On 30 Mar MCX was trading at 2389.40. The strike last trading price was 145.35, which was 3.15 higher than the previous day. The implied volatity was 51.97, the open interest changed by -2 which decreased total open position to 106
On 27 Mar MCX was trading at 2398.20. The strike last trading price was 142.95, which was -55.15 lower than the previous day. The implied volatity was 50.68, the open interest changed by 108 which increased total open position to 108
On 25 Mar MCX was trading at 2465.10. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0
On 24 Mar MCX was trading at 2419.00. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0
On 23 Mar MCX was trading at 2314.40. The strike last trading price was 198.1, 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 20 Mar MCX was trading at 2414.50. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 19 Mar MCX was trading at 2530.40. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0
On 18 Mar MCX was trading at 2603.10. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 6.33, the open interest changed by 0 which decreased total open position to 0
On 17 Mar MCX was trading at 2671.80. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 8.17, the open interest changed by 0 which decreased total open position to 0
On 16 Mar MCX was trading at 2555.60. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 4.93, the open interest changed by 0 which decreased total open position to 0
On 13 Mar MCX was trading at 2498.80. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0
On 12 Mar MCX was trading at 2526.10. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
On 11 Mar MCX was trading at 2531.60. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 4.53, the open interest changed by 0 which decreased total open position to 0
On 10 Mar MCX was trading at 2578.20. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
On 9 Mar MCX was trading at 2577.10. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0
On 6 Mar MCX was trading at 2533.90. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 4.33, the open interest changed by 0 which decreased total open position to 0
On 5 Mar MCX was trading at 2553.50. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 4.81, the open interest changed by 0 which decreased total open position to 0
On 4 Mar MCX was trading at 2478.50. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0
On 2 Mar MCX was trading at 2501.20. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
On 27 Feb MCX was trading at 2443.30. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
On 26 Feb MCX was trading at 2458.90. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0
On 25 Feb MCX was trading at 2449.20. The strike last trading price was 198.1, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0
