MCX
Multi Commodity Exchange
Historical option data for MCX
04 Mar 2026 04:10 PM IST
| MCX 30-MAR-2026 2420 CE | ||||||||||||||||
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Delta: 0.64
Vega: 2.49
Theta: -2.42
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 2478.50 | 155.35 | -7.85 | 42.42 | 140 | -1 | 193 | |||||||||
| 2 Mar | 2501.20 | 167.5 | 46.05 | 39.05 | 299 | -5 | 196 | |||||||||
| 27 Feb | 2443.30 | 122.3 | -9 | 34.34 | 315 | -6 | 202 | |||||||||
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| 26 Feb | 2458.90 | 127.4 | -3.3 | 34.23 | 1,294 | 65 | 214 | |||||||||
| 25 Feb | 2449.20 | 129.6 | 21.95 | 35.38 | 1,080 | -91 | 148 | |||||||||
| 24 Feb | 2395.80 | 110 | -1.05 | 36.74 | 548 | 62 | 236 | |||||||||
| 23 Feb | 2396.20 | 111.5 | -3.1 | 37.48 | 441 | 63 | 174 | |||||||||
| 20 Feb | 2395.90 | 114.65 | 10.55 | 37.2 | 247 | 39 | 113 | |||||||||
| 19 Feb | 2361.20 | 106 | 2.3 | 38.88 | 210 | 55 | 73 | |||||||||
| 18 Feb | 2341.30 | 103.7 | 5.75 | 41.59 | 8 | 4 | 18 | |||||||||
| 17 Feb | 2283.20 | 97.95 | -18.55 | 47.1 | 4 | 3 | 14 | |||||||||
| 16 Feb | 2339.70 | 116.5 | -23.2 | 42.61 | 5 | 0 | 10 | |||||||||
| 13 Feb | 2340.60 | 139.7 | -3.85 | 49.63 | 2 | 1 | 9 | |||||||||
| 12 Feb | 2441.90 | 143.55 | -68.45 | - | 0 | 0 | 8 | |||||||||
| 11 Feb | 2372.80 | 143.55 | -68.45 | 45.53 | 8 | 4 | 7 | |||||||||
| 10 Feb | 2470.70 | 212 | 31.6 | 47.65 | 4 | 0 | 3 | |||||||||
| 9 Feb | 2434.90 | 180.4 | -11.3 | 44.17 | 4 | 2 | 2 | |||||||||
| 6 Feb | 2380.40 | 191.7 | 0 | 0.31 | 0 | 0 | 0 | |||||||||
| 5 Feb | 2410.40 | 191.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 2543.30 | 191.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2434.10 | 191.7 | 0 | 1.92 | 0 | 0 | 0 | |||||||||
| 2 Feb | 2321.80 | 191.7 | 0 | 1.21 | 0 | 0 | 0 | |||||||||
| 1 Feb | 2233.30 | 191.7 | 0 | 4.45 | 0 | 0 | 0 | |||||||||
| 30 Jan | 2528.00 | 191.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 2686.00 | 191.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 2593.00 | 191.7 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 2420 expiring on 30MAR2026
Delta for 2420 CE is 0.64
Historical price for 2420 CE is as follows
On 4 Mar MCX was trading at 2478.50. The strike last trading price was 155.35, which was -7.85 lower than the previous day. The implied volatity was 42.42, the open interest changed by -1 which decreased total open position to 193
On 2 Mar MCX was trading at 2501.20. The strike last trading price was 167.5, which was 46.05 higher than the previous day. The implied volatity was 39.05, the open interest changed by -5 which decreased total open position to 196
On 27 Feb MCX was trading at 2443.30. The strike last trading price was 122.3, which was -9 lower than the previous day. The implied volatity was 34.34, the open interest changed by -6 which decreased total open position to 202
On 26 Feb MCX was trading at 2458.90. The strike last trading price was 127.4, which was -3.3 lower than the previous day. The implied volatity was 34.23, the open interest changed by 65 which increased total open position to 214
On 25 Feb MCX was trading at 2449.20. The strike last trading price was 129.6, which was 21.95 higher than the previous day. The implied volatity was 35.38, the open interest changed by -91 which decreased total open position to 148
On 24 Feb MCX was trading at 2395.80. The strike last trading price was 110, which was -1.05 lower than the previous day. The implied volatity was 36.74, the open interest changed by 62 which increased total open position to 236
On 23 Feb MCX was trading at 2396.20. The strike last trading price was 111.5, which was -3.1 lower than the previous day. The implied volatity was 37.48, the open interest changed by 63 which increased total open position to 174
On 20 Feb MCX was trading at 2395.90. The strike last trading price was 114.65, which was 10.55 higher than the previous day. The implied volatity was 37.2, the open interest changed by 39 which increased total open position to 113
On 19 Feb MCX was trading at 2361.20. The strike last trading price was 106, which was 2.3 higher than the previous day. The implied volatity was 38.88, the open interest changed by 55 which increased total open position to 73
On 18 Feb MCX was trading at 2341.30. The strike last trading price was 103.7, which was 5.75 higher than the previous day. The implied volatity was 41.59, the open interest changed by 4 which increased total open position to 18
On 17 Feb MCX was trading at 2283.20. The strike last trading price was 97.95, which was -18.55 lower than the previous day. The implied volatity was 47.1, the open interest changed by 3 which increased total open position to 14
On 16 Feb MCX was trading at 2339.70. The strike last trading price was 116.5, which was -23.2 lower than the previous day. The implied volatity was 42.61, the open interest changed by 0 which decreased total open position to 10
On 13 Feb MCX was trading at 2340.60. The strike last trading price was 139.7, which was -3.85 lower than the previous day. The implied volatity was 49.63, the open interest changed by 1 which increased total open position to 9
On 12 Feb MCX was trading at 2441.90. The strike last trading price was 143.55, which was -68.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 11 Feb MCX was trading at 2372.80. The strike last trading price was 143.55, which was -68.45 lower than the previous day. The implied volatity was 45.53, the open interest changed by 4 which increased total open position to 7
On 10 Feb MCX was trading at 2470.70. The strike last trading price was 212, which was 31.6 higher than the previous day. The implied volatity was 47.65, the open interest changed by 0 which decreased total open position to 3
On 9 Feb MCX was trading at 2434.90. The strike last trading price was 180.4, which was -11.3 lower than the previous day. The implied volatity was 44.17, the open interest changed by 2 which increased total open position to 2
On 6 Feb MCX was trading at 2380.40. The strike last trading price was 191.7, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 5 Feb MCX was trading at 2410.40. The strike last trading price was 191.7, 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 Feb MCX was trading at 2543.30. The strike last trading price was 191.7, 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 3 Feb MCX was trading at 2434.10. The strike last trading price was 191.7, 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 2 Feb MCX was trading at 2321.80. The strike last trading price was 191.7, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 1 Feb MCX was trading at 2233.30. The strike last trading price was 191.7, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0
On 30 Jan MCX was trading at 2528.00. The strike last trading price was 191.7, 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 191.7, 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 191.7, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| MCX 30MAR2026 2420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 2.5
Theta: -1.91
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 2478.50 | 82.15 | 12.75 | 45.46 | 437 | -23 | 178 |
| 2 Mar | 2501.20 | 67.2 | -24.2 | 41.2 | 349 | 6 | 201 |
| 27 Feb | 2443.30 | 89.5 | 9.2 | 39.65 | 459 | 3 | 188 |
| 26 Feb | 2458.90 | 82.55 | -2.05 | 37.5 | 1,000 | 16 | 195 |
| 25 Feb | 2449.20 | 84.05 | -32.1 | 36.87 | 935 | 41 | 180 |
| 24 Feb | 2395.80 | 110.8 | -7.5 | 38.84 | 218 | 4 | 138 |
| 23 Feb | 2396.20 | 117.8 | -9.65 | 39.98 | 465 | 96 | 133 |
| 20 Feb | 2395.90 | 128.05 | -21.45 | 41.58 | 107 | 36 | 38 |
| 19 Feb | 2361.20 | 149.5 | -18.9 | 43.17 | 2 | 0 | 0 |
| 18 Feb | 2341.30 | 168.4 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 2283.20 | 168.4 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 2339.70 | 168.4 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 2340.60 | 168.4 | 0 | 1.74 | 0 | 0 | 0 |
| 12 Feb | 2441.90 | 168.4 | 0 | 1.74 | 0 | 0 | 0 |
| 11 Feb | 2372.80 | 168.4 | 0 | 0.29 | 0 | 0 | 0 |
| 10 Feb | 2470.70 | 168.4 | 0 | 2.48 | 0 | 0 | 0 |
| 9 Feb | 2434.90 | 168.4 | 0 | 1.62 | 0 | 0 | 0 |
| 6 Feb | 2380.40 | 168.4 | 0 | 0.2 | 0 | 0 | 0 |
| 5 Feb | 2410.40 | 168.4 | 0 | 1.03 | 0 | 0 | 0 |
| 4 Feb | 2543.30 | 168.4 | 0 | 4.34 | 0 | 0 | 0 |
| 3 Feb | 2434.10 | 168.4 | 0 | 1.74 | 0 | 0 | 0 |
| 2 Feb | 2321.80 | 168.4 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 2233.30 | 168.4 | 0 | 3.9 | 0 | 0 | 0 |
| 30 Jan | 2528.00 | 168.4 | 0 | 3.55 | 0 | 0 | 0 |
| 29 Jan | 2686.00 | 168.4 | 0 | 7.7 | 0 | 0 | 0 |
| 28 Jan | 2593.00 | 168.4 | 0 | 5.57 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 2420 expiring on 30MAR2026
Delta for 2420 PE is -0.37
Historical price for 2420 PE is as follows
On 4 Mar MCX was trading at 2478.50. The strike last trading price was 82.15, which was 12.75 higher than the previous day. The implied volatity was 45.46, the open interest changed by -23 which decreased total open position to 178
On 2 Mar MCX was trading at 2501.20. The strike last trading price was 67.2, which was -24.2 lower than the previous day. The implied volatity was 41.2, the open interest changed by 6 which increased total open position to 201
On 27 Feb MCX was trading at 2443.30. The strike last trading price was 89.5, which was 9.2 higher than the previous day. The implied volatity was 39.65, the open interest changed by 3 which increased total open position to 188
On 26 Feb MCX was trading at 2458.90. The strike last trading price was 82.55, which was -2.05 lower than the previous day. The implied volatity was 37.5, the open interest changed by 16 which increased total open position to 195
On 25 Feb MCX was trading at 2449.20. The strike last trading price was 84.05, which was -32.1 lower than the previous day. The implied volatity was 36.87, the open interest changed by 41 which increased total open position to 180
On 24 Feb MCX was trading at 2395.80. The strike last trading price was 110.8, which was -7.5 lower than the previous day. The implied volatity was 38.84, the open interest changed by 4 which increased total open position to 138
On 23 Feb MCX was trading at 2396.20. The strike last trading price was 117.8, which was -9.65 lower than the previous day. The implied volatity was 39.98, the open interest changed by 96 which increased total open position to 133
On 20 Feb MCX was trading at 2395.90. The strike last trading price was 128.05, which was -21.45 lower than the previous day. The implied volatity was 41.58, the open interest changed by 36 which increased total open position to 38
On 19 Feb MCX was trading at 2361.20. The strike last trading price was 149.5, which was -18.9 lower than the previous day. The implied volatity was 43.17, the open interest changed by 0 which decreased total open position to 0
On 18 Feb MCX was trading at 2341.30. The strike last trading price was 168.4, 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 Feb MCX was trading at 2283.20. The strike last trading price was 168.4, 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 Feb MCX was trading at 2339.70. The strike last trading price was 168.4, 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 Feb MCX was trading at 2340.60. The strike last trading price was 168.4, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 12 Feb MCX was trading at 2441.90. The strike last trading price was 168.4, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 11 Feb MCX was trading at 2372.80. The strike last trading price was 168.4, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
On 10 Feb MCX was trading at 2470.70. The strike last trading price was 168.4, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0
On 9 Feb MCX was trading at 2434.90. The strike last trading price was 168.4, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
On 6 Feb MCX was trading at 2380.40. The strike last trading price was 168.4, which was 0 lower than the previous day. The implied volatity was 0.2, the open interest changed by 0 which decreased total open position to 0
On 5 Feb MCX was trading at 2410.40. The strike last trading price was 168.4, 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 4 Feb MCX was trading at 2543.30. The strike last trading price was 168.4, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
On 3 Feb MCX was trading at 2434.10. The strike last trading price was 168.4, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 2 Feb MCX was trading at 2321.80. The strike last trading price was 168.4, 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 1 Feb MCX was trading at 2233.30. The strike last trading price was 168.4, which was 0 lower than the previous day. The implied volatity was 3.9, the open interest changed by 0 which decreased total open position to 0
On 30 Jan MCX was trading at 2528.00. The strike last trading price was 168.4, which was 0 lower than the previous day. The implied volatity was 3.55, 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 168.4, which was 0 lower than the previous day. The implied volatity was 7.7, 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 168.4, which was 0 lower than the previous day. The implied volatity was 5.57, the open interest changed by 0 which decreased total open position to 0
