MCX
Multi Commodity Exchange
Historical option data for MCX
09 Apr 2026 09:36 AM IST
| MCX 28-Apr-2026 (19d) 2500 CE | ||||||||||||||||
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Delta: 0.73
Vega: 2
Theta: -2.95
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 2646.30 | 208.7 | 27.8 | 47.62 | 60 | -15 | 605 | |||||||||
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| 8 Apr | 2596.30 | 182.4 | 33.85 | 49.86 | 798 | -104 | 634 | |||||||||
| 7 Apr | 2541.90 | 148 | -6.35 | 50.06 | 1,599 | 64 | 741 | |||||||||
| 6 Apr | 2549.00 | 149.45 | 50.7 | 48.77 | 3,618 | -134 | 686 | |||||||||
| 2 Apr | 2443.00 | 99 | -12.35 | 45.92 | 1,603 | -13 | 822 | |||||||||
| 1 Apr | 2469.70 | 109.65 | 23.25 | 42.77 | 3,559 | 65 | 836 | |||||||||
| 30 Mar | 2389.40 | 86.5 | -13.55 | 46.24 | 1,583 | 179 | 760 | |||||||||
| 27 Mar | 2398.20 | 100 | -27.65 | 47.08 | 1,477 | 130 | 571 | |||||||||
| 25 Mar | 2465.10 | 126.55 | 19.25 | 45.56 | 1,110 | 71 | 433 | |||||||||
| 24 Mar | 2419.00 | 109.9 | 32.15 | 44.37 | 722 | 44 | 353 | |||||||||
| 23 Mar | 2314.40 | 81.1 | -36.9 | 48.34 | 480 | -19 | 308 | |||||||||
| 20 Mar | 2414.50 | 113.1 | -64.75 | 44.82 | 657 | 151 | 326 | |||||||||
| 19 Mar | 2530.40 | 180 | -37 | 45.29 | 338 | 53 | 171 | |||||||||
| 18 Mar | 2603.10 | 217 | -48.35 | 40.45 | 137 | 61 | 119 | |||||||||
| 17 Mar | 2671.80 | 265 | 73 | 39.84 | 158 | 4 | 63 | |||||||||
| 16 Mar | 2555.60 | 190 | 29 | 41.34 | 65 | -4 | 58 | |||||||||
| 13 Mar | 2498.80 | 161 | -24 | 41.37 | 23 | 9 | 62 | |||||||||
| 12 Mar | 2526.10 | 185 | -6.25 | 43.37 | 27 | 4 | 52 | |||||||||
| 11 Mar | 2531.60 | 186 | -36 | 39.71 | 9 | 6 | 49 | |||||||||
| 10 Mar | 2578.20 | 222 | 0.95 | 43.15 | 3 | 1 | 42 | |||||||||
| 9 Mar | 2577.10 | 225 | 35.15 | 43.62 | 30 | 2 | 40 | |||||||||
| 6 Mar | 2533.90 | 189.85 | -10.25 | 38.98 | 3 | 1 | 38 | |||||||||
| 5 Mar | 2553.50 | 200.1 | 40.1 | 37.76 | 15 | -6 | 37 | |||||||||
| 4 Mar | 2478.50 | 160 | -15 | 39.01 | 82 | 15 | 43 | |||||||||
| 2 Mar | 2501.20 | 175 | 47 | 38.81 | 44 | 23 | 28 | |||||||||
| 27 Feb | 2443.30 | 128 | -4.65 | 33.81 | 3 | 0 | 2 | |||||||||
| 26 Feb | 2458.90 | 132.65 | -10.35 | 33.85 | 3 | 2 | 3 | |||||||||
| 25 Feb | 2449.20 | 143 | -24.55 | 36.78 | 2 | 1 | 1 | |||||||||
For Multi Commodity Exchange - strike price 2500 expiring on 28APR2026
Delta for 2500 CE is 0.73
Historical price for 2500 CE is as follows
On 9 Apr MCX was trading at 2646.30. The strike last trading price was 208.7, which was 27.8 higher than the previous day. The implied volatity was 47.62, the open interest changed by -15 which decreased total open position to 605
On 8 Apr MCX was trading at 2596.30. The strike last trading price was 182.4, which was 33.85 higher than the previous day. The implied volatity was 49.86, the open interest changed by -104 which decreased total open position to 634
On 7 Apr MCX was trading at 2541.90. The strike last trading price was 148, which was -6.35 lower than the previous day. The implied volatity was 50.06, the open interest changed by 64 which increased total open position to 741
On 6 Apr MCX was trading at 2549.00. The strike last trading price was 149.45, which was 50.7 higher than the previous day. The implied volatity was 48.77, the open interest changed by -134 which decreased total open position to 686
On 2 Apr MCX was trading at 2443.00. The strike last trading price was 99, which was -12.35 lower than the previous day. The implied volatity was 45.92, the open interest changed by -13 which decreased total open position to 822
On 1 Apr MCX was trading at 2469.70. The strike last trading price was 109.65, which was 23.25 higher than the previous day. The implied volatity was 42.77, the open interest changed by 65 which increased total open position to 836
On 30 Mar MCX was trading at 2389.40. The strike last trading price was 86.5, which was -13.55 lower than the previous day. The implied volatity was 46.24, the open interest changed by 179 which increased total open position to 760
On 27 Mar MCX was trading at 2398.20. The strike last trading price was 100, which was -27.65 lower than the previous day. The implied volatity was 47.08, the open interest changed by 130 which increased total open position to 571
On 25 Mar MCX was trading at 2465.10. The strike last trading price was 126.55, which was 19.25 higher than the previous day. The implied volatity was 45.56, the open interest changed by 71 which increased total open position to 433
On 24 Mar MCX was trading at 2419.00. The strike last trading price was 109.9, which was 32.15 higher than the previous day. The implied volatity was 44.37, the open interest changed by 44 which increased total open position to 353
On 23 Mar MCX was trading at 2314.40. The strike last trading price was 81.1, which was -36.9 lower than the previous day. The implied volatity was 48.34, the open interest changed by -19 which decreased total open position to 308
On 20 Mar MCX was trading at 2414.50. The strike last trading price was 113.1, which was -64.75 lower than the previous day. The implied volatity was 44.82, the open interest changed by 151 which increased total open position to 326
On 19 Mar MCX was trading at 2530.40. The strike last trading price was 180, which was -37 lower than the previous day. The implied volatity was 45.29, the open interest changed by 53 which increased total open position to 171
On 18 Mar MCX was trading at 2603.10. The strike last trading price was 217, which was -48.35 lower than the previous day. The implied volatity was 40.45, the open interest changed by 61 which increased total open position to 119
On 17 Mar MCX was trading at 2671.80. The strike last trading price was 265, which was 73 higher than the previous day. The implied volatity was 39.84, the open interest changed by 4 which increased total open position to 63
On 16 Mar MCX was trading at 2555.60. The strike last trading price was 190, which was 29 higher than the previous day. The implied volatity was 41.34, the open interest changed by -4 which decreased total open position to 58
On 13 Mar MCX was trading at 2498.80. The strike last trading price was 161, which was -24 lower than the previous day. The implied volatity was 41.37, the open interest changed by 9 which increased total open position to 62
On 12 Mar MCX was trading at 2526.10. The strike last trading price was 185, which was -6.25 lower than the previous day. The implied volatity was 43.37, the open interest changed by 4 which increased total open position to 52
On 11 Mar MCX was trading at 2531.60. The strike last trading price was 186, which was -36 lower than the previous day. The implied volatity was 39.71, the open interest changed by 6 which increased total open position to 49
On 10 Mar MCX was trading at 2578.20. The strike last trading price was 222, which was 0.95 higher than the previous day. The implied volatity was 43.15, the open interest changed by 1 which increased total open position to 42
On 9 Mar MCX was trading at 2577.10. The strike last trading price was 225, which was 35.15 higher than the previous day. The implied volatity was 43.62, the open interest changed by 2 which increased total open position to 40
On 6 Mar MCX was trading at 2533.90. The strike last trading price was 189.85, which was -10.25 lower than the previous day. The implied volatity was 38.98, the open interest changed by 1 which increased total open position to 38
On 5 Mar MCX was trading at 2553.50. The strike last trading price was 200.1, which was 40.1 higher than the previous day. The implied volatity was 37.76, the open interest changed by -6 which decreased total open position to 37
On 4 Mar MCX was trading at 2478.50. The strike last trading price was 160, which was -15 lower than the previous day. The implied volatity was 39.01, the open interest changed by 15 which increased total open position to 43
On 2 Mar MCX was trading at 2501.20. The strike last trading price was 175, which was 47 higher than the previous day. The implied volatity was 38.81, the open interest changed by 23 which increased total open position to 28
On 27 Feb MCX was trading at 2443.30. The strike last trading price was 128, which was -4.65 lower than the previous day. The implied volatity was 33.81, the open interest changed by 0 which decreased total open position to 2
On 26 Feb MCX was trading at 2458.90. The strike last trading price was 132.65, which was -10.35 lower than the previous day. The implied volatity was 33.85, the open interest changed by 2 which increased total open position to 3
On 25 Feb MCX was trading at 2449.20. The strike last trading price was 143, which was -24.55 lower than the previous day. The implied volatity was 36.78, the open interest changed by 1 which increased total open position to 1
| MCX 28-Apr-2026 (19d) 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 2.03
Theta: -2.43
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 2646.30 | 55 | -14.05 | 50.13 | 247 | 36 | 798 |
| 8 Apr | 2596.30 | 65.75 | -27.75 | 47.59 | 1,715 | 4 | 764 |
| 7 Apr | 2541.90 | 93.25 | -0.25 | 48.88 | 3,597 | 161 | 755 |
| 6 Apr | 2549.00 | 96.4 | -48.05 | 49.59 | 1,551 | 208 | 599 |
| 2 Apr | 2443.00 | 145.2 | 16.2 | 46.36 | 212 | 9 | 390 |
| 1 Apr | 2469.70 | 128.95 | -60.7 | 46.03 | 1,285 | 161 | 381 |
| 30 Mar | 2389.40 | 193 | 6.55 | 52.42 | 90 | 2 | 221 |
| 27 Mar | 2398.20 | 185.75 | 40.1 | 49.78 | 275 | -4 | 220 |
| 25 Mar | 2465.10 | 147.25 | -29.65 | 45.52 | 495 | 44 | 230 |
| 24 Mar | 2419.00 | 174.35 | -70.4 | 48.62 | 44 | 3 | 186 |
| 23 Mar | 2314.40 | 243.95 | 59.2 | 51.75 | 46 | -16 | 180 |
| 20 Mar | 2414.50 | 187.35 | 62.25 | 48.28 | 338 | 7 | 196 |
| 19 Mar | 2530.40 | 120.6 | 26.8 | 44.72 | 219 | -15 | 191 |
| 18 Mar | 2603.10 | 92.5 | 17.1 | 44.65 | 354 | 88 | 207 |
| 17 Mar | 2671.80 | 75 | -36.1 | 45.09 | 136 | 31 | 118 |
| 16 Mar | 2555.60 | 109.4 | -32.65 | 43.31 | 75 | 25 | 87 |
| 13 Mar | 2498.80 | 141.55 | 18.25 | 44.45 | 45 | 8 | 61 |
| 12 Mar | 2526.10 | 123.3 | -7.05 | 42.03 | 16 | 2 | 50 |
| 11 Mar | 2531.60 | 132.5 | 26.65 | 46.53 | 22 | 7 | 47 |
| 10 Mar | 2578.20 | 106 | -4.55 | 42.39 | 30 | 7 | 40 |
| 9 Mar | 2577.10 | 109.1 | -0.9 | 42.81 | 25 | 12 | 34 |
| 6 Mar | 2533.90 | 110 | -5.7 | 38.23 | 5 | 0 | 23 |
| 5 Mar | 2553.50 | 115.7 | -44.25 | 41.61 | 13 | 4 | 20 |
| 4 Mar | 2478.50 | 159.95 | 19.95 | 44.51 | 16 | 7 | 16 |
| 2 Mar | 2501.20 | 140 | -20.15 | 41.22 | 3 | 0 | 8 |
| 27 Feb | 2443.30 | 160.15 | 10.15 | 38.84 | 1 | 0 | 8 |
| 26 Feb | 2458.90 | 150 | -4 | 36.78 | 4 | 3 | 7 |
| 25 Feb | 2449.20 | 154 | -89.15 | 36.98 | 4 | 3 | 3 |
For Multi Commodity Exchange - strike price 2500 expiring on 28APR2026
Delta for 2500 PE is -0.28
Historical price for 2500 PE is as follows
On 9 Apr MCX was trading at 2646.30. The strike last trading price was 55, which was -14.05 lower than the previous day. The implied volatity was 50.13, the open interest changed by 36 which increased total open position to 798
On 8 Apr MCX was trading at 2596.30. The strike last trading price was 65.75, which was -27.75 lower than the previous day. The implied volatity was 47.59, the open interest changed by 4 which increased total open position to 764
On 7 Apr MCX was trading at 2541.90. The strike last trading price was 93.25, which was -0.25 lower than the previous day. The implied volatity was 48.88, the open interest changed by 161 which increased total open position to 755
On 6 Apr MCX was trading at 2549.00. The strike last trading price was 96.4, which was -48.05 lower than the previous day. The implied volatity was 49.59, the open interest changed by 208 which increased total open position to 599
On 2 Apr MCX was trading at 2443.00. The strike last trading price was 145.2, which was 16.2 higher than the previous day. The implied volatity was 46.36, the open interest changed by 9 which increased total open position to 390
On 1 Apr MCX was trading at 2469.70. The strike last trading price was 128.95, which was -60.7 lower than the previous day. The implied volatity was 46.03, the open interest changed by 161 which increased total open position to 381
On 30 Mar MCX was trading at 2389.40. The strike last trading price was 193, which was 6.55 higher than the previous day. The implied volatity was 52.42, the open interest changed by 2 which increased total open position to 221
On 27 Mar MCX was trading at 2398.20. The strike last trading price was 185.75, which was 40.1 higher than the previous day. The implied volatity was 49.78, the open interest changed by -4 which decreased total open position to 220
On 25 Mar MCX was trading at 2465.10. The strike last trading price was 147.25, which was -29.65 lower than the previous day. The implied volatity was 45.52, the open interest changed by 44 which increased total open position to 230
On 24 Mar MCX was trading at 2419.00. The strike last trading price was 174.35, which was -70.4 lower than the previous day. The implied volatity was 48.62, the open interest changed by 3 which increased total open position to 186
On 23 Mar MCX was trading at 2314.40. The strike last trading price was 243.95, which was 59.2 higher than the previous day. The implied volatity was 51.75, the open interest changed by -16 which decreased total open position to 180
On 20 Mar MCX was trading at 2414.50. The strike last trading price was 187.35, which was 62.25 higher than the previous day. The implied volatity was 48.28, the open interest changed by 7 which increased total open position to 196
On 19 Mar MCX was trading at 2530.40. The strike last trading price was 120.6, which was 26.8 higher than the previous day. The implied volatity was 44.72, the open interest changed by -15 which decreased total open position to 191
On 18 Mar MCX was trading at 2603.10. The strike last trading price was 92.5, which was 17.1 higher than the previous day. The implied volatity was 44.65, the open interest changed by 88 which increased total open position to 207
On 17 Mar MCX was trading at 2671.80. The strike last trading price was 75, which was -36.1 lower than the previous day. The implied volatity was 45.09, the open interest changed by 31 which increased total open position to 118
On 16 Mar MCX was trading at 2555.60. The strike last trading price was 109.4, which was -32.65 lower than the previous day. The implied volatity was 43.31, the open interest changed by 25 which increased total open position to 87
On 13 Mar MCX was trading at 2498.80. The strike last trading price was 141.55, which was 18.25 higher than the previous day. The implied volatity was 44.45, the open interest changed by 8 which increased total open position to 61
On 12 Mar MCX was trading at 2526.10. The strike last trading price was 123.3, which was -7.05 lower than the previous day. The implied volatity was 42.03, the open interest changed by 2 which increased total open position to 50
On 11 Mar MCX was trading at 2531.60. The strike last trading price was 132.5, which was 26.65 higher than the previous day. The implied volatity was 46.53, the open interest changed by 7 which increased total open position to 47
On 10 Mar MCX was trading at 2578.20. The strike last trading price was 106, which was -4.55 lower than the previous day. The implied volatity was 42.39, the open interest changed by 7 which increased total open position to 40
On 9 Mar MCX was trading at 2577.10. The strike last trading price was 109.1, which was -0.9 lower than the previous day. The implied volatity was 42.81, the open interest changed by 12 which increased total open position to 34
On 6 Mar MCX was trading at 2533.90. The strike last trading price was 110, which was -5.7 lower than the previous day. The implied volatity was 38.23, the open interest changed by 0 which decreased total open position to 23
On 5 Mar MCX was trading at 2553.50. The strike last trading price was 115.7, which was -44.25 lower than the previous day. The implied volatity was 41.61, the open interest changed by 4 which increased total open position to 20
On 4 Mar MCX was trading at 2478.50. The strike last trading price was 159.95, which was 19.95 higher than the previous day. The implied volatity was 44.51, the open interest changed by 7 which increased total open position to 16
On 2 Mar MCX was trading at 2501.20. The strike last trading price was 140, which was -20.15 lower than the previous day. The implied volatity was 41.22, the open interest changed by 0 which decreased total open position to 8
On 27 Feb MCX was trading at 2443.30. The strike last trading price was 160.15, which was 10.15 higher than the previous day. The implied volatity was 38.84, the open interest changed by 0 which decreased total open position to 8
On 26 Feb MCX was trading at 2458.90. The strike last trading price was 150, which was -4 lower than the previous day. The implied volatity was 36.78, the open interest changed by 3 which increased total open position to 7
On 25 Feb MCX was trading at 2449.20. The strike last trading price was 154, which was -89.15 lower than the previous day. The implied volatity was 36.98, the open interest changed by 3 which increased total open position to 3
