[--[65.84.65.76]--]

MCX

Multi Commodity Exchange
2501.2 +57.90 (2.37%)
L: 2425.3 H: 2534.3

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Historical option data for MCX

02 Mar 2026 04:10 PM IST
MCX 30-MAR-2026 2440 CE
Delta: 0.64
Vega: 2.59
Theta: -2.22
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 2501.20 154.8 43.55 39.43 936 -42 315
27 Feb 2443.30 111.15 -9.65 34.2 1,190 -7 357
26 Feb 2458.90 118 -2.3 34.76 1,780 74 369
25 Feb 2449.20 119 20.7 35.42 2,010 79 296
24 Feb 2395.80 100.5 -0.6 36.68 265 36 219
23 Feb 2396.20 101.85 -2.7 37.33 389 53 181
20 Feb 2395.90 104.6 7.6 36.91 243 39 131
19 Feb 2361.20 99.55 2.15 39.5 171 50 94
18 Feb 2341.30 96.75 3.25 41.87 26 1 45
17 Feb 2283.20 94 -25.15 48.06 22 3 43
16 Feb 2339.70 125.7 -2.8 48.09 35 1 40
13 Feb 2340.60 128.5 -41.5 48.67 4 0 39
12 Feb 2441.90 170 33.35 44.63 5 -1 39
11 Feb 2372.80 136.65 -27.65 46.02 9 0 39
10 Feb 2470.70 164.3 19.45 - 0 0 39
9 Feb 2434.90 164.3 19.45 41.98 1 0 38
6 Feb 2380.40 144.85 -5.05 44.12 11 0 38
5 Feb 2410.40 149.9 0 38.05 1 0 37
4 Feb 2543.30 149.9 41.2 - 0 0 37
3 Feb 2434.10 149.9 41.2 34.92 1 0 37
2 Feb 2321.80 108.7 3.6 36.73 11 -1 38
1 Feb 2233.30 105.1 -129.9 49.34 2 0 38
30 Jan 2528.00 235 -63.7 43.68 4 0 38
29 Jan 2686.00 298.7 38.7 22.9 5 -1 37
28 Jan 2593.00 260 107.5 33.24 2 0 38
27 Jan 2418.00 152.5 8.25 32.94 5 2 37
23 Jan 2282.00 144.25 -30.75 47.64 1 0 35
22 Jan 2314.00 175 0 - 0 0 35
21 Jan 2320.00 175 0 50.46 1 0 35
20 Jan 2373.00 175 -5 - 0 0 35
19 Jan 2429.00 175 -5 37.1 1 0 35
16 Jan 2446.00 180 20.05 34.68 1 0 36
14 Jan 2417.00 159.95 88.95 33.94 3 -1 37
13 Jan 2293.00 71 4 - 0 0 0
12 Jan 2235.00 71 4 31.44 1 0 39
9 Jan 2191.00 67 -30 34.43 4 -3 39
8 Jan 2231.00 97 26.5 - 0 0 42
7 Jan 2305.00 97 26.5 29.93 1 0 42
6 Jan 2246.00 70.5 -8.75 - 0 0 42
5 Jan 2199.00 70.5 -8.75 - 1 0 42
2 Jan 2216.00 79.25 -474.4 32.8 61 42 42


For Multi Commodity Exchange - strike price 2440 expiring on 30MAR2026

Delta for 2440 CE is 0.64

Historical price for 2440 CE is as follows

On 2 Mar MCX was trading at 2501.20. The strike last trading price was 154.8, which was 43.55 higher than the previous day. The implied volatity was 39.43, the open interest changed by -42 which decreased total open position to 315


On 27 Feb MCX was trading at 2443.30. The strike last trading price was 111.15, which was -9.65 lower than the previous day. The implied volatity was 34.2, the open interest changed by -7 which decreased total open position to 357


On 26 Feb MCX was trading at 2458.90. The strike last trading price was 118, which was -2.3 lower than the previous day. The implied volatity was 34.76, the open interest changed by 74 which increased total open position to 369


On 25 Feb MCX was trading at 2449.20. The strike last trading price was 119, which was 20.7 higher than the previous day. The implied volatity was 35.42, the open interest changed by 79 which increased total open position to 296


On 24 Feb MCX was trading at 2395.80. The strike last trading price was 100.5, which was -0.6 lower than the previous day. The implied volatity was 36.68, the open interest changed by 36 which increased total open position to 219


On 23 Feb MCX was trading at 2396.20. The strike last trading price was 101.85, which was -2.7 lower than the previous day. The implied volatity was 37.33, the open interest changed by 53 which increased total open position to 181


On 20 Feb MCX was trading at 2395.90. The strike last trading price was 104.6, which was 7.6 higher than the previous day. The implied volatity was 36.91, the open interest changed by 39 which increased total open position to 131


On 19 Feb MCX was trading at 2361.20. The strike last trading price was 99.55, which was 2.15 higher than the previous day. The implied volatity was 39.5, the open interest changed by 50 which increased total open position to 94


On 18 Feb MCX was trading at 2341.30. The strike last trading price was 96.75, which was 3.25 higher than the previous day. The implied volatity was 41.87, the open interest changed by 1 which increased total open position to 45


On 17 Feb MCX was trading at 2283.20. The strike last trading price was 94, which was -25.15 lower than the previous day. The implied volatity was 48.06, the open interest changed by 3 which increased total open position to 43


On 16 Feb MCX was trading at 2339.70. The strike last trading price was 125.7, which was -2.8 lower than the previous day. The implied volatity was 48.09, the open interest changed by 1 which increased total open position to 40


On 13 Feb MCX was trading at 2340.60. The strike last trading price was 128.5, which was -41.5 lower than the previous day. The implied volatity was 48.67, the open interest changed by 0 which decreased total open position to 39


On 12 Feb MCX was trading at 2441.90. The strike last trading price was 170, which was 33.35 higher than the previous day. The implied volatity was 44.63, the open interest changed by -1 which decreased total open position to 39


On 11 Feb MCX was trading at 2372.80. The strike last trading price was 136.65, which was -27.65 lower than the previous day. The implied volatity was 46.02, the open interest changed by 0 which decreased total open position to 39


On 10 Feb MCX was trading at 2470.70. The strike last trading price was 164.3, which was 19.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39


On 9 Feb MCX was trading at 2434.90. The strike last trading price was 164.3, which was 19.45 higher than the previous day. The implied volatity was 41.98, the open interest changed by 0 which decreased total open position to 38


On 6 Feb MCX was trading at 2380.40. The strike last trading price was 144.85, which was -5.05 lower than the previous day. The implied volatity was 44.12, the open interest changed by 0 which decreased total open position to 38


On 5 Feb MCX was trading at 2410.40. The strike last trading price was 149.9, which was 0 lower than the previous day. The implied volatity was 38.05, the open interest changed by 0 which decreased total open position to 37


On 4 Feb MCX was trading at 2543.30. The strike last trading price was 149.9, which was 41.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37


On 3 Feb MCX was trading at 2434.10. The strike last trading price was 149.9, which was 41.2 higher than the previous day. The implied volatity was 34.92, the open interest changed by 0 which decreased total open position to 37


On 2 Feb MCX was trading at 2321.80. The strike last trading price was 108.7, which was 3.6 higher than the previous day. The implied volatity was 36.73, the open interest changed by -1 which decreased total open position to 38


On 1 Feb MCX was trading at 2233.30. The strike last trading price was 105.1, which was -129.9 lower than the previous day. The implied volatity was 49.34, the open interest changed by 0 which decreased total open position to 38


On 30 Jan MCX was trading at 2528.00. The strike last trading price was 235, which was -63.7 lower than the previous day. The implied volatity was 43.68, the open interest changed by 0 which decreased total open position to 38


On 29 Jan MCX was trading at 2686.00. The strike last trading price was 298.7, which was 38.7 higher than the previous day. The implied volatity was 22.9, the open interest changed by -1 which decreased total open position to 37


On 28 Jan MCX was trading at 2593.00. The strike last trading price was 260, which was 107.5 higher than the previous day. The implied volatity was 33.24, the open interest changed by 0 which decreased total open position to 38


On 27 Jan MCX was trading at 2418.00. The strike last trading price was 152.5, which was 8.25 higher than the previous day. The implied volatity was 32.94, the open interest changed by 2 which increased total open position to 37


On 23 Jan MCX was trading at 2282.00. The strike last trading price was 144.25, which was -30.75 lower than the previous day. The implied volatity was 47.64, the open interest changed by 0 which decreased total open position to 35


On 22 Jan MCX was trading at 2314.00. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35


On 21 Jan MCX was trading at 2320.00. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was 50.46, the open interest changed by 0 which decreased total open position to 35


On 20 Jan MCX was trading at 2373.00. The strike last trading price was 175, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35


On 19 Jan MCX was trading at 2429.00. The strike last trading price was 175, which was -5 lower than the previous day. The implied volatity was 37.1, the open interest changed by 0 which decreased total open position to 35


On 16 Jan MCX was trading at 2446.00. The strike last trading price was 180, which was 20.05 higher than the previous day. The implied volatity was 34.68, the open interest changed by 0 which decreased total open position to 36


On 14 Jan MCX was trading at 2417.00. The strike last trading price was 159.95, which was 88.95 higher than the previous day. The implied volatity was 33.94, the open interest changed by -1 which decreased total open position to 37


On 13 Jan MCX was trading at 2293.00. The strike last trading price was 71, which was 4 higher 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 71, which was 4 higher than the previous day. The implied volatity was 31.44, the open interest changed by 0 which decreased total open position to 39


On 9 Jan MCX was trading at 2191.00. The strike last trading price was 67, which was -30 lower than the previous day. The implied volatity was 34.43, the open interest changed by -3 which decreased total open position to 39


On 8 Jan MCX was trading at 2231.00. The strike last trading price was 97, which was 26.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42


On 7 Jan MCX was trading at 2305.00. The strike last trading price was 97, which was 26.5 higher than the previous day. The implied volatity was 29.93, the open interest changed by 0 which decreased total open position to 42


On 6 Jan MCX was trading at 2246.00. The strike last trading price was 70.5, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42


On 5 Jan MCX was trading at 2199.00. The strike last trading price was 70.5, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42


On 2 Jan MCX was trading at 2216.00. The strike last trading price was 79.25, which was -474.4 lower than the previous day. The implied volatity was 32.8, the open interest changed by 42 which increased total open position to 42


MCX 30MAR2026 2440 PE
Delta: -0.36
Vega: 2.6
Theta: -1.66
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 2501.20 75.6 -24.65 41.49 687 29 306
27 Feb 2443.30 99.4 11.15 39.85 1,090 -7 275
26 Feb 2458.90 91 -2.35 37.29 1,167 83 288
25 Feb 2449.20 93.85 -35.3 37.08 1,084 104 203
24 Feb 2395.80 128.35 -0.7 41.25 80 25 99
23 Feb 2396.20 130.2 -5.85 40.58 201 34 77
20 Feb 2395.90 137 -4.4 41.02 43 -1 44
19 Feb 2361.20 141.4 -44.15 36.82 53 12 45
18 Feb 2341.30 185.55 29.5 - 0 0 33
17 Feb 2283.20 185.55 29.5 - 0 0 33
16 Feb 2339.70 185.55 29.5 - 0 0 33
13 Feb 2340.60 185.55 29.5 44.29 1 0 33
12 Feb 2441.90 156.05 -22.35 50.09 1 0 32
11 Feb 2372.80 178.4 34.4 45.72 1 0 33
10 Feb 2470.70 144 -222.95 49.3 5 -1 32
9 Feb 2434.90 366.95 256.75 - 0 0 33
6 Feb 2380.40 366.95 256.75 - 0 0 33
5 Feb 2410.40 366.95 256.75 - 0 0 33
4 Feb 2543.30 366.95 256.75 - 0 0 33
3 Feb 2434.10 366.95 256.75 - 0 0 33
2 Feb 2321.80 366.95 256.75 91.27 1 0 33
1 Feb 2233.30 110.2 43.2 - 0 0 33
30 Jan 2528.00 110.2 43.2 41.23 1 0 32
29 Jan 2686.00 67 -13 43.58 8 0 34
28 Jan 2593.00 80 -45 39.64 5 0 34
27 Jan 2418.00 125 7.05 - 0 0 34
23 Jan 2282.00 125 7.05 - 0 0 34
22 Jan 2314.00 125 7.05 - 0 0 34
21 Jan 2320.00 125 7.05 - 0 0 34
20 Jan 2373.00 125 7.05 - 0 0 34
19 Jan 2429.00 125 7.05 33.84 1 0 33
16 Jan 2446.00 117.95 -32.05 33.57 6 1 34
14 Jan 2417.00 150 -65 37.33 4 2 31
13 Jan 2293.00 215 -1469 - 0 0 0
12 Jan 2235.00 215 -1469 - 0 0 29
9 Jan 2191.00 215 -1469 - 0 0 29
8 Jan 2231.00 215 -1469 - 0 0 29
7 Jan 2305.00 215 -1469 - 0 0 29
6 Jan 2246.00 215 -1469 - 0 0 29
5 Jan 2199.00 215 -1469 - 0 0 29
2 Jan 2216.00 215 -1469 - 29 12 12


For Multi Commodity Exchange - strike price 2440 expiring on 30MAR2026

Delta for 2440 PE is -0.36

Historical price for 2440 PE is as follows

On 2 Mar MCX was trading at 2501.20. The strike last trading price was 75.6, which was -24.65 lower than the previous day. The implied volatity was 41.49, the open interest changed by 29 which increased total open position to 306


On 27 Feb MCX was trading at 2443.30. The strike last trading price was 99.4, which was 11.15 higher than the previous day. The implied volatity was 39.85, the open interest changed by -7 which decreased total open position to 275


On 26 Feb MCX was trading at 2458.90. The strike last trading price was 91, which was -2.35 lower than the previous day. The implied volatity was 37.29, the open interest changed by 83 which increased total open position to 288


On 25 Feb MCX was trading at 2449.20. The strike last trading price was 93.85, which was -35.3 lower than the previous day. The implied volatity was 37.08, the open interest changed by 104 which increased total open position to 203


On 24 Feb MCX was trading at 2395.80. The strike last trading price was 128.35, which was -0.7 lower than the previous day. The implied volatity was 41.25, the open interest changed by 25 which increased total open position to 99


On 23 Feb MCX was trading at 2396.20. The strike last trading price was 130.2, which was -5.85 lower than the previous day. The implied volatity was 40.58, the open interest changed by 34 which increased total open position to 77


On 20 Feb MCX was trading at 2395.90. The strike last trading price was 137, which was -4.4 lower than the previous day. The implied volatity was 41.02, the open interest changed by -1 which decreased total open position to 44


On 19 Feb MCX was trading at 2361.20. The strike last trading price was 141.4, which was -44.15 lower than the previous day. The implied volatity was 36.82, the open interest changed by 12 which increased total open position to 45


On 18 Feb MCX was trading at 2341.30. The strike last trading price was 185.55, which was 29.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 17 Feb MCX was trading at 2283.20. The strike last trading price was 185.55, which was 29.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 16 Feb MCX was trading at 2339.70. The strike last trading price was 185.55, which was 29.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 13 Feb MCX was trading at 2340.60. The strike last trading price was 185.55, which was 29.5 higher than the previous day. The implied volatity was 44.29, the open interest changed by 0 which decreased total open position to 33


On 12 Feb MCX was trading at 2441.90. The strike last trading price was 156.05, which was -22.35 lower than the previous day. The implied volatity was 50.09, the open interest changed by 0 which decreased total open position to 32


On 11 Feb MCX was trading at 2372.80. The strike last trading price was 178.4, which was 34.4 higher than the previous day. The implied volatity was 45.72, the open interest changed by 0 which decreased total open position to 33


On 10 Feb MCX was trading at 2470.70. The strike last trading price was 144, which was -222.95 lower than the previous day. The implied volatity was 49.3, the open interest changed by -1 which decreased total open position to 32


On 9 Feb MCX was trading at 2434.90. The strike last trading price was 366.95, which was 256.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 6 Feb MCX was trading at 2380.40. The strike last trading price was 366.95, which was 256.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 5 Feb MCX was trading at 2410.40. The strike last trading price was 366.95, which was 256.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 4 Feb MCX was trading at 2543.30. The strike last trading price was 366.95, which was 256.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 3 Feb MCX was trading at 2434.10. The strike last trading price was 366.95, which was 256.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 2 Feb MCX was trading at 2321.80. The strike last trading price was 366.95, which was 256.75 higher than the previous day. The implied volatity was 91.27, the open interest changed by 0 which decreased total open position to 33


On 1 Feb MCX was trading at 2233.30. The strike last trading price was 110.2, which was 43.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 30 Jan MCX was trading at 2528.00. The strike last trading price was 110.2, which was 43.2 higher than the previous day. The implied volatity was 41.23, the open interest changed by 0 which decreased total open position to 32


On 29 Jan MCX was trading at 2686.00. The strike last trading price was 67, which was -13 lower than the previous day. The implied volatity was 43.58, the open interest changed by 0 which decreased total open position to 34


On 28 Jan MCX was trading at 2593.00. The strike last trading price was 80, which was -45 lower than the previous day. The implied volatity was 39.64, the open interest changed by 0 which decreased total open position to 34


On 27 Jan MCX was trading at 2418.00. The strike last trading price was 125, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34


On 23 Jan MCX was trading at 2282.00. The strike last trading price was 125, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34


On 22 Jan MCX was trading at 2314.00. The strike last trading price was 125, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34


On 21 Jan MCX was trading at 2320.00. The strike last trading price was 125, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34


On 20 Jan MCX was trading at 2373.00. The strike last trading price was 125, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34


On 19 Jan MCX was trading at 2429.00. The strike last trading price was 125, which was 7.05 higher than the previous day. The implied volatity was 33.84, the open interest changed by 0 which decreased total open position to 33


On 16 Jan MCX was trading at 2446.00. The strike last trading price was 117.95, which was -32.05 lower than the previous day. The implied volatity was 33.57, the open interest changed by 1 which increased total open position to 34


On 14 Jan MCX was trading at 2417.00. The strike last trading price was 150, which was -65 lower than the previous day. The implied volatity was 37.33, the open interest changed by 2 which increased total open position to 31


On 13 Jan MCX was trading at 2293.00. The strike last trading price was 215, which was -1469 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 215, which was -1469 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 9 Jan MCX was trading at 2191.00. The strike last trading price was 215, which was -1469 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 8 Jan MCX was trading at 2231.00. The strike last trading price was 215, which was -1469 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 7 Jan MCX was trading at 2305.00. The strike last trading price was 215, which was -1469 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 6 Jan MCX was trading at 2246.00. The strike last trading price was 215, which was -1469 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 5 Jan MCX was trading at 2199.00. The strike last trading price was 215, which was -1469 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 2 Jan MCX was trading at 2216.00. The strike last trading price was 215, which was -1469 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12