MCX
Multi Commodity Exchange
Historical option data for MCX
06 Mar 2026 04:10 PM IST
| MCX 30-MAR-2026 2460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 2.36
Theta: -2.33
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 2533.90 | 155.05 | -7.3 | 38.85 | 28 | 1 | 254 | |||||||||
| 5 Mar | 2553.50 | 169 | 39.35 | 37.68 | 252 | -74 | 256 | |||||||||
| 4 Mar | 2478.50 | 130.15 | -9.45 | 41.35 | 1,487 | 81 | 333 | |||||||||
| 2 Mar | 2501.20 | 143.45 | 42.1 | 39.55 | 1,548 | -74 | 258 | |||||||||
| 27 Feb | 2443.30 | 101.55 | -9.05 | 34.37 | 1,415 | 75 | 337 | |||||||||
| 26 Feb | 2458.90 | 107.05 | -3.3 | 34.53 | 1,133 | 75 | 268 | |||||||||
| 25 Feb | 2449.20 | 109 | 18.4 | 35.46 | 1,531 | 88 | 193 | |||||||||
| 24 Feb | 2395.80 | 91.5 | -0.6 | 36.6 | 148 | 33 | 107 | |||||||||
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| 23 Feb | 2396.20 | 92.2 | -5.3 | 36.99 | 158 | 48 | 73 | |||||||||
| 20 Feb | 2395.90 | 96.1 | 5.2 | 36.95 | 72 | 9 | 24 | |||||||||
| 19 Feb | 2361.20 | 88.55 | -4.85 | 38.47 | 38 | 15 | 16 | |||||||||
| 18 Feb | 2341.30 | 93.4 | -79.85 | - | 0 | 0 | 1 | |||||||||
| 17 Feb | 2283.20 | 93.4 | -79.85 | 50.06 | 1 | 0 | 0 | |||||||||
| 16 Feb | 2339.70 | 173.25 | 0 | 2.66 | 0 | 0 | 0 | |||||||||
| 13 Feb | 2340.60 | 173.25 | 0 | 2.86 | 0 | 0 | 0 | |||||||||
| 12 Feb | 2441.90 | 173.25 | 0 | 0.33 | 0 | 0 | 0 | |||||||||
| 11 Feb | 2372.80 | 173.25 | 0 | 2.05 | 0 | 0 | 0 | |||||||||
| 10 Feb | 2470.70 | 173.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 2434.90 | 173.25 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
| 6 Feb | 2380.40 | 173.25 | 0 | 1.52 | 0 | 0 | 0 | |||||||||
| 5 Feb | 2410.40 | 173.25 | 0 | 0.54 | 0 | 0 | 0 | |||||||||
| 4 Feb | 2543.30 | 173.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2434.10 | 173.25 | 0 | 0 | 0 | 0 | 0 | |||||||||
| 2 Feb | 2321.80 | 173.25 | 0 | 2.23 | 0 | 0 | 0 | |||||||||
| 1 Feb | 2233.30 | 173.25 | 0 | 5.46 | 0 | 0 | 0 | |||||||||
| 30 Jan | 2528.00 | 173.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 2686.00 | 173.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 2593.00 | 173.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 2460 expiring on 30MAR2026
Delta for 2460 CE is 0.67
Historical price for 2460 CE is as follows
On 6 Mar MCX was trading at 2533.90. The strike last trading price was 155.05, which was -7.3 lower than the previous day. The implied volatity was 38.85, the open interest changed by 1 which increased total open position to 254
On 5 Mar MCX was trading at 2553.50. The strike last trading price was 169, which was 39.35 higher than the previous day. The implied volatity was 37.68, the open interest changed by -74 which decreased total open position to 256
On 4 Mar MCX was trading at 2478.50. The strike last trading price was 130.15, which was -9.45 lower than the previous day. The implied volatity was 41.35, the open interest changed by 81 which increased total open position to 333
On 2 Mar MCX was trading at 2501.20. The strike last trading price was 143.45, which was 42.1 higher than the previous day. The implied volatity was 39.55, the open interest changed by -74 which decreased total open position to 258
On 27 Feb MCX was trading at 2443.30. The strike last trading price was 101.55, which was -9.05 lower than the previous day. The implied volatity was 34.37, the open interest changed by 75 which increased total open position to 337
On 26 Feb MCX was trading at 2458.90. The strike last trading price was 107.05, which was -3.3 lower than the previous day. The implied volatity was 34.53, the open interest changed by 75 which increased total open position to 268
On 25 Feb MCX was trading at 2449.20. The strike last trading price was 109, which was 18.4 higher than the previous day. The implied volatity was 35.46, the open interest changed by 88 which increased total open position to 193
On 24 Feb MCX was trading at 2395.80. The strike last trading price was 91.5, which was -0.6 lower than the previous day. The implied volatity was 36.6, the open interest changed by 33 which increased total open position to 107
On 23 Feb MCX was trading at 2396.20. The strike last trading price was 92.2, which was -5.3 lower than the previous day. The implied volatity was 36.99, the open interest changed by 48 which increased total open position to 73
On 20 Feb MCX was trading at 2395.90. The strike last trading price was 96.1, which was 5.2 higher than the previous day. The implied volatity was 36.95, the open interest changed by 9 which increased total open position to 24
On 19 Feb MCX was trading at 2361.20. The strike last trading price was 88.55, which was -4.85 lower than the previous day. The implied volatity was 38.47, the open interest changed by 15 which increased total open position to 16
On 18 Feb MCX was trading at 2341.30. The strike last trading price was 93.4, which was -79.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Feb MCX was trading at 2283.20. The strike last trading price was 93.4, which was -79.85 lower than the previous day. The implied volatity was 50.06, 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 173.25, which was 0 lower than the previous day. The implied volatity was 2.66, 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 173.25, which was 0 lower than the previous day. The implied volatity was 2.86, 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 173.25, which was 0 lower than the previous day. The implied volatity was 0.33, 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 173.25, which was 0 lower than the previous day. The implied volatity was 2.05, 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 173.25, 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 Feb MCX was trading at 2434.90. The strike last trading price was 173.25, 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 6 Feb MCX was trading at 2380.40. The strike last trading price was 173.25, which was 0 lower than the previous day. The implied volatity was 1.52, 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 173.25, which was 0 lower than the previous day. The implied volatity was 0.54, 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 173.25, 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 173.25, 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
On 2 Feb MCX was trading at 2321.80. The strike last trading price was 173.25, which was 0 lower than the previous day. The implied volatity was 2.23, 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 173.25, which was 0 lower than the previous day. The implied volatity was 5.46, 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 173.25, 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 173.25, 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 173.25, 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 30MAR2026 2460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 2.4
Theta: -1.93
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 2533.90 | 69.8 | 6.4 | 43.84 | 202 | 3 | 245 |
| 5 Mar | 2553.50 | 62.25 | -39.25 | 42.8 | 348 | 23 | 244 |
| 4 Mar | 2478.50 | 100.5 | 15.9 | 45.75 | 1,327 | 31 | 223 |
| 2 Mar | 2501.20 | 82.45 | -27.6 | 40.94 | 820 | 30 | 198 |
| 27 Feb | 2443.30 | 109.6 | 12.5 | 39.97 | 903 | -3 | 164 |
| 26 Feb | 2458.90 | 101.55 | -0.7 | 37.61 | 505 | 35 | 169 |
| 25 Feb | 2449.20 | 103.6 | -39.75 | 37.08 | 689 | 104 | 132 |
| 24 Feb | 2395.80 | 143.35 | 4.25 | 42.61 | 13 | 5 | 27 |
| 23 Feb | 2396.20 | 138.5 | -10.5 | 39.62 | 42 | 10 | 24 |
| 20 Feb | 2395.90 | 149 | -11.4 | 41.3 | 4 | 2 | 13 |
| 19 Feb | 2361.20 | 160.4 | -23.2 | 39.13 | 16 | -3 | 12 |
| 18 Feb | 2341.30 | 183.6 | -60 | 41.37 | 4 | 2 | 16 |
| 17 Feb | 2283.20 | 239.95 | 50.4 | 48.52 | 14 | 0 | 0 |
| 16 Feb | 2339.70 | 189.55 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 2340.60 | 189.55 | 0 | 0.45 | 0 | 0 | 0 |
| 12 Feb | 2441.90 | 189.55 | 0 | 0.46 | 0 | 0 | 0 |
| 11 Feb | 2372.80 | 189.55 | 0 | 1.38 | 0 | 0 | 0 |
| 10 Feb | 2470.70 | 189.55 | 0 | 1.4 | 0 | 0 | 0 |
| 9 Feb | 2434.90 | 189.55 | 0 | 0.38 | 0 | 0 | 0 |
| 6 Feb | 2380.40 | 189.55 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 2410.40 | 189.55 | 0 | 0.02 | 0 | 0 | 0 |
| 4 Feb | 2543.30 | 189.55 | 0 | 3.28 | 0 | 0 | 0 |
| 3 Feb | 2434.10 | 189.55 | 0 | 0.54 | 0 | 0 | 0 |
| 2 Feb | 2321.80 | 189.55 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 2233.30 | 189.55 | 0 | 2.85 | 0 | 0 | 0 |
| 30 Jan | 2528.00 | 189.55 | 0 | 2.54 | 0 | 0 | 0 |
| 29 Jan | 2686.00 | 189.55 | 0 | 6.87 | 0 | 0 | 0 |
| 28 Jan | 2593.00 | 189.55 | 0 | 4.6 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 2460 expiring on 30MAR2026
Delta for 2460 PE is -0.34
Historical price for 2460 PE is as follows
On 6 Mar MCX was trading at 2533.90. The strike last trading price was 69.8, which was 6.4 higher than the previous day. The implied volatity was 43.84, the open interest changed by 3 which increased total open position to 245
On 5 Mar MCX was trading at 2553.50. The strike last trading price was 62.25, which was -39.25 lower than the previous day. The implied volatity was 42.8, the open interest changed by 23 which increased total open position to 244
On 4 Mar MCX was trading at 2478.50. The strike last trading price was 100.5, which was 15.9 higher than the previous day. The implied volatity was 45.75, the open interest changed by 31 which increased total open position to 223
On 2 Mar MCX was trading at 2501.20. The strike last trading price was 82.45, which was -27.6 lower than the previous day. The implied volatity was 40.94, the open interest changed by 30 which increased total open position to 198
On 27 Feb MCX was trading at 2443.30. The strike last trading price was 109.6, which was 12.5 higher than the previous day. The implied volatity was 39.97, the open interest changed by -3 which decreased total open position to 164
On 26 Feb MCX was trading at 2458.90. The strike last trading price was 101.55, which was -0.7 lower than the previous day. The implied volatity was 37.61, the open interest changed by 35 which increased total open position to 169
On 25 Feb MCX was trading at 2449.20. The strike last trading price was 103.6, which was -39.75 lower than the previous day. The implied volatity was 37.08, the open interest changed by 104 which increased total open position to 132
On 24 Feb MCX was trading at 2395.80. The strike last trading price was 143.35, which was 4.25 higher than the previous day. The implied volatity was 42.61, the open interest changed by 5 which increased total open position to 27
On 23 Feb MCX was trading at 2396.20. The strike last trading price was 138.5, which was -10.5 lower than the previous day. The implied volatity was 39.62, the open interest changed by 10 which increased total open position to 24
On 20 Feb MCX was trading at 2395.90. The strike last trading price was 149, which was -11.4 lower than the previous day. The implied volatity was 41.3, the open interest changed by 2 which increased total open position to 13
On 19 Feb MCX was trading at 2361.20. The strike last trading price was 160.4, which was -23.2 lower than the previous day. The implied volatity was 39.13, the open interest changed by -3 which decreased total open position to 12
On 18 Feb MCX was trading at 2341.30. The strike last trading price was 183.6, which was -60 lower than the previous day. The implied volatity was 41.37, the open interest changed by 2 which increased total open position to 16
On 17 Feb MCX was trading at 2283.20. The strike last trading price was 239.95, which was 50.4 higher than the previous day. The implied volatity was 48.52, 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 189.55, 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 Feb MCX was trading at 2340.60. The strike last trading price was 189.55, which was 0 lower than the previous day. The implied volatity was 0.45, 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 189.55, which was 0 lower than the previous day. The implied volatity was 0.46, 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 189.55, which was 0 lower than the previous day. The implied volatity was 1.38, 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 189.55, which was 0 lower than the previous day. The implied volatity was 1.4, 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 189.55, which was 0 lower than the previous day. The implied volatity was 0.38, 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 189.55, 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 Feb MCX was trading at 2410.40. The strike last trading price was 189.55, which was 0 lower than the previous day. The implied volatity was 0.02, 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 189.55, 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 3 Feb MCX was trading at 2434.10. The strike last trading price was 189.55, which was 0 lower than the previous day. The implied volatity was 0.54, 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 189.55, 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 1 Feb MCX was trading at 2233.30. The strike last trading price was 189.55, which was 0 lower than the previous day. The implied volatity was 2.85, 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 189.55, which was 0 lower than the previous day. The implied volatity was 2.54, 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 189.55, which was 0 lower than the previous day. The implied volatity was 6.87, 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 189.55, which was 0 lower than the previous day. The implied volatity was 4.6, the open interest changed by 0 which decreased total open position to 0
