MCX
Multi Commodity Exchange
Historical option data for MCX
06 Apr 2026 04:10 PM IST
| MCX 28-Apr-2026 (21d) 2460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 2.32
Theta: -3.05
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Apr | 2549.00 | 175.5 | 56.9 | 50.14 | 298 | 1 | 203 | |||||||||
| 2 Apr | 2443.00 | 118.95 | -12.25 | 46.84 | 197 | 40 | 198 | |||||||||
| 1 Apr | 2469.70 | 129.9 | 28.1 | 43.08 | 829 | 5 | 158 | |||||||||
| 30 Mar | 2389.40 | 99.85 | -16.15 | 45.49 | 106 | 7 | 153 | |||||||||
| 27 Mar | 2398.20 | 115.95 | -31.9 | 47.05 | 289 | 76 | 146 | |||||||||
| 25 Mar | 2465.10 | 147.5 | 22.3 | 46.33 | 84 | 22 | 68 | |||||||||
| 24 Mar | 2419.00 | 126 | 33 | 43.99 | 51 | 21 | 47 | |||||||||
| 23 Mar | 2314.40 | 93 | -45.1 | 47.95 | 6 | 2 | 23 | |||||||||
| 20 Mar | 2414.50 | 138.1 | -45.85 | 47.45 | 34 | 21 | 21 | |||||||||
| 19 Mar | 2530.40 | 183.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 2603.10 | 183.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 2671.80 | 183.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 2555.60 | 183.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 2498.80 | 183.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 2526.10 | 183.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 2531.60 | 183.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 2578.20 | 183.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 2577.10 | 183.95 | 0 | - | 0 | 0 | 0 | |||||||||
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| 6 Mar | 2533.90 | 183.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 2553.50 | 183.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2478.50 | 183.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 2501.20 | 183.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 2443.30 | 183.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 2458.90 | 183.95 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
| 25 Feb | 2449.20 | 183.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 2460 expiring on 28APR2026
Delta for 2460 CE is 0.64
Historical price for 2460 CE is as follows
On 6 Apr MCX was trading at 2549.00. The strike last trading price was 175.5, which was 56.9 higher than the previous day. The implied volatity was 50.14, the open interest changed by 1 which increased total open position to 203
On 2 Apr MCX was trading at 2443.00. The strike last trading price was 118.95, which was -12.25 lower than the previous day. The implied volatity was 46.84, the open interest changed by 40 which increased total open position to 198
On 1 Apr MCX was trading at 2469.70. The strike last trading price was 129.9, which was 28.1 higher than the previous day. The implied volatity was 43.08, the open interest changed by 5 which increased total open position to 158
On 30 Mar MCX was trading at 2389.40. The strike last trading price was 99.85, which was -16.15 lower than the previous day. The implied volatity was 45.49, the open interest changed by 7 which increased total open position to 153
On 27 Mar MCX was trading at 2398.20. The strike last trading price was 115.95, which was -31.9 lower than the previous day. The implied volatity was 47.05, the open interest changed by 76 which increased total open position to 146
On 25 Mar MCX was trading at 2465.10. The strike last trading price was 147.5, which was 22.3 higher than the previous day. The implied volatity was 46.33, the open interest changed by 22 which increased total open position to 68
On 24 Mar MCX was trading at 2419.00. The strike last trading price was 126, which was 33 higher than the previous day. The implied volatity was 43.99, the open interest changed by 21 which increased total open position to 47
On 23 Mar MCX was trading at 2314.40. The strike last trading price was 93, which was -45.1 lower than the previous day. The implied volatity was 47.95, the open interest changed by 2 which increased total open position to 23
On 20 Mar MCX was trading at 2414.50. The strike last trading price was 138.1, which was -45.85 lower than the previous day. The implied volatity was 47.45, the open interest changed by 21 which increased total open position to 21
On 19 Mar MCX was trading at 2530.40. The strike last trading price was 183.95, 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 183.95, 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 183.95, 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 183.95, 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 183.95, 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 183.95, 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 183.95, 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 183.95, 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 183.95, 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 183.95, 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 183.95, 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 183.95, 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 183.95, 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 183.95, 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 183.95, which was 0 lower than the previous day. The implied volatity was 0.13, 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 183.95, 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 (21d) 2460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 2.32
Theta: -2.4
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Apr | 2549.00 | 81.55 | -43.6 | 50.5 | 249 | 42 | 157 |
| 2 Apr | 2443.00 | 124.85 | 15.1 | 47.05 | 139 | -29 | 117 |
| 1 Apr | 2469.70 | 108.9 | -57.45 | 46.15 | 731 | 86 | 149 |
| 30 Mar | 2389.40 | 163.8 | 0.35 | 50.51 | 58 | 12 | 64 |
| 27 Mar | 2398.20 | 162.75 | 34.95 | 49.97 | 179 | 35 | 52 |
| 25 Mar | 2465.10 | 128.1 | -91.95 | 46.13 | 31 | 11 | 11 |
| 24 Mar | 2419.00 | 220.05 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 2314.40 | 220.05 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 2414.50 | 220.05 | 0 | 0.61 | 0 | 0 | 0 |
| 19 Mar | 2530.40 | 220.05 | 0 | 3.1 | 0 | 0 | 0 |
| 18 Mar | 2603.10 | 220.05 | 0 | 5.37 | 0 | 0 | 0 |
| 17 Mar | 2671.80 | 220.05 | 0 | 7.09 | 0 | 0 | 0 |
| 16 Mar | 2555.60 | 220.05 | 0 | 3.86 | 0 | 0 | 0 |
| 13 Mar | 2498.80 | 220.05 | 0 | 2.11 | 0 | 0 | 0 |
| 12 Mar | 2526.10 | 220.05 | 0 | 2.91 | 0 | 0 | 0 |
| 11 Mar | 2531.60 | 220.05 | 0 | 3.4 | 0 | 0 | 0 |
| 10 Mar | 2578.20 | 220.05 | 0 | 4.32 | 0 | 0 | 0 |
| 9 Mar | 2577.10 | 220.05 | 0 | 4.37 | 0 | 0 | 0 |
| 6 Mar | 2533.90 | 220.05 | 0 | 3.23 | 0 | 0 | 0 |
| 5 Mar | 2553.50 | 220.05 | 0 | 3.76 | 0 | 0 | 0 |
| 4 Mar | 2478.50 | 220.05 | 0 | 1.81 | 0 | 0 | 0 |
| 2 Mar | 2501.20 | 220.05 | 0 | 2.3 | 0 | 0 | 0 |
| 27 Feb | 2443.30 | 220.05 | 0 | 0.71 | 0 | 0 | 0 |
| 26 Feb | 2458.90 | 220.05 | 0 | 0.97 | 0 | 0 | 0 |
| 25 Feb | 2449.20 | 220.05 | 0 | 0.84 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 2460 expiring on 28APR2026
Delta for 2460 PE is -0.36
Historical price for 2460 PE is as follows
On 6 Apr MCX was trading at 2549.00. The strike last trading price was 81.55, which was -43.6 lower than the previous day. The implied volatity was 50.5, the open interest changed by 42 which increased total open position to 157
On 2 Apr MCX was trading at 2443.00. The strike last trading price was 124.85, which was 15.1 higher than the previous day. The implied volatity was 47.05, the open interest changed by -29 which decreased total open position to 117
On 1 Apr MCX was trading at 2469.70. The strike last trading price was 108.9, which was -57.45 lower than the previous day. The implied volatity was 46.15, the open interest changed by 86 which increased total open position to 149
On 30 Mar MCX was trading at 2389.40. The strike last trading price was 163.8, which was 0.35 higher than the previous day. The implied volatity was 50.51, the open interest changed by 12 which increased total open position to 64
On 27 Mar MCX was trading at 2398.20. The strike last trading price was 162.75, which was 34.95 higher than the previous day. The implied volatity was 49.97, the open interest changed by 35 which increased total open position to 52
On 25 Mar MCX was trading at 2465.10. The strike last trading price was 128.1, which was -91.95 lower than the previous day. The implied volatity was 46.13, the open interest changed by 11 which increased total open position to 11
On 24 Mar MCX was trading at 2419.00. The strike last trading price was 220.05, 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 23 Mar MCX was trading at 2314.40. The strike last trading price was 220.05, 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 220.05, which was 0 lower than the previous day. The implied volatity was 0.61, 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 220.05, which was 0 lower than the previous day. The implied volatity was 3.1, 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 220.05, which was 0 lower than the previous day. The implied volatity was 5.37, 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 220.05, which was 0 lower than the previous day. The implied volatity was 7.09, 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 220.05, which was 0 lower than the previous day. The implied volatity was 3.86, 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 220.05, which was 0 lower than the previous day. The implied volatity was 2.11, 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 220.05, which was 0 lower than the previous day. The implied volatity was 2.91, 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 220.05, which was 0 lower than the previous day. The implied volatity was 3.4, 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 220.05, which was 0 lower than the previous day. The implied volatity was 4.32, 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 220.05, which was 0 lower than the previous day. The implied volatity was 4.37, 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 220.05, which was 0 lower than the previous day. The implied volatity was 3.23, 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 220.05, which was 0 lower than the previous day. The implied volatity was 3.76, 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 220.05, 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 2 Mar MCX was trading at 2501.20. The strike last trading price was 220.05, which was 0 lower than the previous day. The implied volatity was 2.3, 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 220.05, which was 0 lower than the previous day. The implied volatity was 0.71, 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 220.05, which was 0 lower than the previous day. The implied volatity was 0.97, 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 220.05, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
