MCX
Multi Commodity Exchange
Historical option data for MCX
10 Mar 2026 01:02 PM IST
| MCX 30-MAR-2026 2500 CE | ||||||||||||||||
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Delta: 0.66
Vega: 2.23
Theta: -2.94
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 2581.80 | 162 | -3.15 | 45.54 | 686 | -35 | 1,524 | |||||||||
| 9 Mar | 2577.10 | 163 | 31.05 | 45.46 | 3,900 | -200 | 1,563 | |||||||||
| 6 Mar | 2533.90 | 133.65 | -5.35 | 39.87 | 1,284 | -5 | 1,769 | |||||||||
| 5 Mar | 2553.50 | 142 | 33.1 | 37 | 4,042 | -378 | 1,775 | |||||||||
| 4 Mar | 2478.50 | 110 | -8.85 | 41.37 | 4,087 | 117 | 2,171 | |||||||||
| 2 Mar | 2501.20 | 121.25 | 37.8 | 39.39 | 9,660 | 62 | 2,061 | |||||||||
| 27 Feb | 2443.30 | 83.8 | -8.55 | 34.56 | 2,660 | 332 | 1,998 | |||||||||
| 26 Feb | 2458.90 | 88.95 | -3.15 | 34.72 | 3,608 | 105 | 1,665 | |||||||||
| 25 Feb | 2449.20 | 90.5 | 16.8 | 35.42 | 5,688 | 652 | 1,567 | |||||||||
| 24 Feb | 2395.80 | 76 | -0.6 | 36.71 | 1,097 | 78 | 916 | |||||||||
| 23 Feb | 2396.20 | 77 | -3.35 | 37.4 | 1,197 | 206 | 834 | |||||||||
| 20 Feb | 2395.90 | 79.35 | 4.85 | 36.59 | 969 | 104 | 618 | |||||||||
| 19 Feb | 2361.20 | 77 | 1.4 | 39.38 | 1,653 | 48 | 516 | |||||||||
| 18 Feb | 2341.30 | 74.35 | -0.4 | 41.29 | 638 | -6 | 457 | |||||||||
| 17 Feb | 2283.20 | 75.15 | -19.2 | 47.84 | 393 | 99 | 456 | |||||||||
| 16 Feb | 2339.70 | 101 | -0.65 | 47.31 | 599 | 95 | 358 | |||||||||
| 13 Feb | 2340.60 | 100.5 | -45.8 | 46.75 | 301 | 56 | 232 | |||||||||
| 12 Feb | 2441.90 | 145 | 26.05 | 45.48 | 290 | 23 | 175 | |||||||||
| 11 Feb | 2372.80 | 115.25 | -36.55 | 46.63 | 151 | 18 | 149 | |||||||||
| 10 Feb | 2470.70 | 154.35 | 12.35 | 42.69 | 86 | 12 | 130 | |||||||||
| 9 Feb | 2434.90 | 142 | 17.5 | 43.54 | 63 | 9 | 117 | |||||||||
| 6 Feb | 2380.40 | 123 | -22.2 | 44.8 | 81 | 12 | 107 | |||||||||
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| 5 Feb | 2410.40 | 147 | -57.55 | 44.66 | 86 | 49 | 95 | |||||||||
| 4 Feb | 2543.30 | 204.55 | 61.05 | 41.41 | 65 | -8 | 45 | |||||||||
| 3 Feb | 2434.10 | 146 | 43.3 | 41.28 | 58 | 30 | 56 | |||||||||
| 2 Feb | 2321.80 | 108 | 14.3 | 42.7 | 21 | 4 | 26 | |||||||||
| 1 Feb | 2233.30 | 93.7 | -89.3 | 51.13 | 42 | 16 | 21 | |||||||||
| 30 Jan | 2528.00 | 183 | 26.8 | - | 0 | 0 | 5 | |||||||||
| 29 Jan | 2686.00 | 183 | 26.8 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 2593.00 | 183 | 26.8 | 23.76 | 6 | 4 | 4 | |||||||||
For Multi Commodity Exchange - strike price 2500 expiring on 30MAR2026
Delta for 2500 CE is 0.66
Historical price for 2500 CE is as follows
On 10 Mar MCX was trading at 2581.80. The strike last trading price was 162, which was -3.15 lower than the previous day. The implied volatity was 45.54, the open interest changed by -35 which decreased total open position to 1524
On 9 Mar MCX was trading at 2577.10. The strike last trading price was 163, which was 31.05 higher than the previous day. The implied volatity was 45.46, the open interest changed by -200 which decreased total open position to 1563
On 6 Mar MCX was trading at 2533.90. The strike last trading price was 133.65, which was -5.35 lower than the previous day. The implied volatity was 39.87, the open interest changed by -5 which decreased total open position to 1769
On 5 Mar MCX was trading at 2553.50. The strike last trading price was 142, which was 33.1 higher than the previous day. The implied volatity was 37, the open interest changed by -378 which decreased total open position to 1775
On 4 Mar MCX was trading at 2478.50. The strike last trading price was 110, which was -8.85 lower than the previous day. The implied volatity was 41.37, the open interest changed by 117 which increased total open position to 2171
On 2 Mar MCX was trading at 2501.20. The strike last trading price was 121.25, which was 37.8 higher than the previous day. The implied volatity was 39.39, the open interest changed by 62 which increased total open position to 2061
On 27 Feb MCX was trading at 2443.30. The strike last trading price was 83.8, which was -8.55 lower than the previous day. The implied volatity was 34.56, the open interest changed by 332 which increased total open position to 1998
On 26 Feb MCX was trading at 2458.90. The strike last trading price was 88.95, which was -3.15 lower than the previous day. The implied volatity was 34.72, the open interest changed by 105 which increased total open position to 1665
On 25 Feb MCX was trading at 2449.20. The strike last trading price was 90.5, which was 16.8 higher than the previous day. The implied volatity was 35.42, the open interest changed by 652 which increased total open position to 1567
On 24 Feb MCX was trading at 2395.80. The strike last trading price was 76, which was -0.6 lower than the previous day. The implied volatity was 36.71, the open interest changed by 78 which increased total open position to 916
On 23 Feb MCX was trading at 2396.20. The strike last trading price was 77, which was -3.35 lower than the previous day. The implied volatity was 37.4, the open interest changed by 206 which increased total open position to 834
On 20 Feb MCX was trading at 2395.90. The strike last trading price was 79.35, which was 4.85 higher than the previous day. The implied volatity was 36.59, the open interest changed by 104 which increased total open position to 618
On 19 Feb MCX was trading at 2361.20. The strike last trading price was 77, which was 1.4 higher than the previous day. The implied volatity was 39.38, the open interest changed by 48 which increased total open position to 516
On 18 Feb MCX was trading at 2341.30. The strike last trading price was 74.35, which was -0.4 lower than the previous day. The implied volatity was 41.29, the open interest changed by -6 which decreased total open position to 457
On 17 Feb MCX was trading at 2283.20. The strike last trading price was 75.15, which was -19.2 lower than the previous day. The implied volatity was 47.84, the open interest changed by 99 which increased total open position to 456
On 16 Feb MCX was trading at 2339.70. The strike last trading price was 101, which was -0.65 lower than the previous day. The implied volatity was 47.31, the open interest changed by 95 which increased total open position to 358
On 13 Feb MCX was trading at 2340.60. The strike last trading price was 100.5, which was -45.8 lower than the previous day. The implied volatity was 46.75, the open interest changed by 56 which increased total open position to 232
On 12 Feb MCX was trading at 2441.90. The strike last trading price was 145, which was 26.05 higher than the previous day. The implied volatity was 45.48, the open interest changed by 23 which increased total open position to 175
On 11 Feb MCX was trading at 2372.80. The strike last trading price was 115.25, which was -36.55 lower than the previous day. The implied volatity was 46.63, the open interest changed by 18 which increased total open position to 149
On 10 Feb MCX was trading at 2470.70. The strike last trading price was 154.35, which was 12.35 higher than the previous day. The implied volatity was 42.69, the open interest changed by 12 which increased total open position to 130
On 9 Feb MCX was trading at 2434.90. The strike last trading price was 142, which was 17.5 higher than the previous day. The implied volatity was 43.54, the open interest changed by 9 which increased total open position to 117
On 6 Feb MCX was trading at 2380.40. The strike last trading price was 123, which was -22.2 lower than the previous day. The implied volatity was 44.8, the open interest changed by 12 which increased total open position to 107
On 5 Feb MCX was trading at 2410.40. The strike last trading price was 147, which was -57.55 lower than the previous day. The implied volatity was 44.66, the open interest changed by 49 which increased total open position to 95
On 4 Feb MCX was trading at 2543.30. The strike last trading price was 204.55, which was 61.05 higher than the previous day. The implied volatity was 41.41, the open interest changed by -8 which decreased total open position to 45
On 3 Feb MCX was trading at 2434.10. The strike last trading price was 146, which was 43.3 higher than the previous day. The implied volatity was 41.28, the open interest changed by 30 which increased total open position to 56
On 2 Feb MCX was trading at 2321.80. The strike last trading price was 108, which was 14.3 higher than the previous day. The implied volatity was 42.7, the open interest changed by 4 which increased total open position to 26
On 1 Feb MCX was trading at 2233.30. The strike last trading price was 93.7, which was -89.3 lower than the previous day. The implied volatity was 51.13, the open interest changed by 16 which increased total open position to 21
On 30 Jan MCX was trading at 2528.00. The strike last trading price was 183, which was 26.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 29 Jan MCX was trading at 2686.00. The strike last trading price was 183, which was 26.8 higher 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 183, which was 26.8 higher than the previous day. The implied volatity was 23.76, the open interest changed by 4 which increased total open position to 4
| MCX 30MAR2026 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 2.23
Theta: -2.34
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 2581.80 | 69.7 | -6.65 | 46.87 | 1,239 | 2 | 893 |
| 9 Mar | 2577.10 | 76.55 | -15.35 | 48.47 | 2,604 | 168 | 913 |
| 6 Mar | 2533.90 | 86 | 7.3 | 43.75 | 1,344 | 11 | 748 |
| 5 Mar | 2553.50 | 77 | -43.15 | 42.6 | 2,001 | 107 | 736 |
| 4 Mar | 2478.50 | 119 | 15.65 | 45.29 | 1,431 | -38 | 637 |
| 2 Mar | 2501.20 | 100.2 | -32 | 40.77 | 2,718 | 321 | 675 |
| 27 Feb | 2443.30 | 131.1 | 11.9 | 40 | 542 | 27 | 353 |
| 26 Feb | 2458.90 | 122.85 | -1.05 | 37.7 | 484 | 61 | 327 |
| 25 Feb | 2449.20 | 124.95 | -32 | 37.11 | 795 | 94 | 262 |
| 24 Feb | 2395.80 | 155.9 | -8.2 | 38.8 | 53 | 6 | 168 |
| 23 Feb | 2396.20 | 163.6 | -8.3 | 40.06 | 71 | 9 | 160 |
| 20 Feb | 2395.90 | 173.8 | -24.65 | 41.66 | 72 | 19 | 151 |
| 19 Feb | 2361.20 | 204.35 | -8.55 | 45.39 | 158 | 42 | 132 |
| 18 Feb | 2341.30 | 214 | -56.6 | 42.8 | 52 | 0 | 91 |
| 17 Feb | 2283.20 | 270.6 | 35.6 | 49.58 | 16 | 8 | 90 |
| 16 Feb | 2339.70 | 235 | -11 | 51.37 | 33 | 9 | 82 |
| 13 Feb | 2340.60 | 246 | 67.75 | 51.43 | 24 | 10 | 68 |
| 12 Feb | 2441.90 | 178.45 | -39.5 | 47.44 | 28 | 9 | 57 |
| 11 Feb | 2372.80 | 217.95 | 55.95 | 46.84 | 12 | -3 | 48 |
| 10 Feb | 2470.70 | 162 | -15 | 45.95 | 9 | 2 | 49 |
| 9 Feb | 2434.90 | 177 | -56.15 | 45.32 | 14 | 9 | 44 |
| 6 Feb | 2380.40 | 233.15 | 28.15 | 51.13 | 14 | 0 | 36 |
| 5 Feb | 2410.40 | 205 | 68 | 49.82 | 22 | -5 | 36 |
| 4 Feb | 2543.30 | 137 | -53 | 45.8 | 29 | 10 | 35 |
| 3 Feb | 2434.10 | 190 | -60.5 | 47.21 | 22 | 1 | 25 |
| 2 Feb | 2321.80 | 242 | -96.7 | 47.16 | 7 | -6 | 24 |
| 1 Feb | 2233.30 | 338.7 | 189.4 | 54.11 | 16 | -3 | 29 |
| 30 Jan | 2528.00 | 160 | 83 | 46.75 | 39 | 18 | 31 |
| 29 Jan | 2686.00 | 77 | -31 | 41.31 | 9 | 3 | 13 |
| 28 Jan | 2593.00 | 108 | -104.05 | 41.3 | 16 | 7 | 7 |
For Multi Commodity Exchange - strike price 2500 expiring on 30MAR2026
Delta for 2500 PE is -0.34
Historical price for 2500 PE is as follows
On 10 Mar MCX was trading at 2581.80. The strike last trading price was 69.7, which was -6.65 lower than the previous day. The implied volatity was 46.87, the open interest changed by 2 which increased total open position to 893
On 9 Mar MCX was trading at 2577.10. The strike last trading price was 76.55, which was -15.35 lower than the previous day. The implied volatity was 48.47, the open interest changed by 168 which increased total open position to 913
On 6 Mar MCX was trading at 2533.90. The strike last trading price was 86, which was 7.3 higher than the previous day. The implied volatity was 43.75, the open interest changed by 11 which increased total open position to 748
On 5 Mar MCX was trading at 2553.50. The strike last trading price was 77, which was -43.15 lower than the previous day. The implied volatity was 42.6, the open interest changed by 107 which increased total open position to 736
On 4 Mar MCX was trading at 2478.50. The strike last trading price was 119, which was 15.65 higher than the previous day. The implied volatity was 45.29, the open interest changed by -38 which decreased total open position to 637
On 2 Mar MCX was trading at 2501.20. The strike last trading price was 100.2, which was -32 lower than the previous day. The implied volatity was 40.77, the open interest changed by 321 which increased total open position to 675
On 27 Feb MCX was trading at 2443.30. The strike last trading price was 131.1, which was 11.9 higher than the previous day. The implied volatity was 40, the open interest changed by 27 which increased total open position to 353
On 26 Feb MCX was trading at 2458.90. The strike last trading price was 122.85, which was -1.05 lower than the previous day. The implied volatity was 37.7, the open interest changed by 61 which increased total open position to 327
On 25 Feb MCX was trading at 2449.20. The strike last trading price was 124.95, which was -32 lower than the previous day. The implied volatity was 37.11, the open interest changed by 94 which increased total open position to 262
On 24 Feb MCX was trading at 2395.80. The strike last trading price was 155.9, which was -8.2 lower than the previous day. The implied volatity was 38.8, the open interest changed by 6 which increased total open position to 168
On 23 Feb MCX was trading at 2396.20. The strike last trading price was 163.6, which was -8.3 lower than the previous day. The implied volatity was 40.06, the open interest changed by 9 which increased total open position to 160
On 20 Feb MCX was trading at 2395.90. The strike last trading price was 173.8, which was -24.65 lower than the previous day. The implied volatity was 41.66, the open interest changed by 19 which increased total open position to 151
On 19 Feb MCX was trading at 2361.20. The strike last trading price was 204.35, which was -8.55 lower than the previous day. The implied volatity was 45.39, the open interest changed by 42 which increased total open position to 132
On 18 Feb MCX was trading at 2341.30. The strike last trading price was 214, which was -56.6 lower than the previous day. The implied volatity was 42.8, the open interest changed by 0 which decreased total open position to 91
On 17 Feb MCX was trading at 2283.20. The strike last trading price was 270.6, which was 35.6 higher than the previous day. The implied volatity was 49.58, the open interest changed by 8 which increased total open position to 90
On 16 Feb MCX was trading at 2339.70. The strike last trading price was 235, which was -11 lower than the previous day. The implied volatity was 51.37, the open interest changed by 9 which increased total open position to 82
On 13 Feb MCX was trading at 2340.60. The strike last trading price was 246, which was 67.75 higher than the previous day. The implied volatity was 51.43, the open interest changed by 10 which increased total open position to 68
On 12 Feb MCX was trading at 2441.90. The strike last trading price was 178.45, which was -39.5 lower than the previous day. The implied volatity was 47.44, the open interest changed by 9 which increased total open position to 57
On 11 Feb MCX was trading at 2372.80. The strike last trading price was 217.95, which was 55.95 higher than the previous day. The implied volatity was 46.84, the open interest changed by -3 which decreased total open position to 48
On 10 Feb MCX was trading at 2470.70. The strike last trading price was 162, which was -15 lower than the previous day. The implied volatity was 45.95, the open interest changed by 2 which increased total open position to 49
On 9 Feb MCX was trading at 2434.90. The strike last trading price was 177, which was -56.15 lower than the previous day. The implied volatity was 45.32, the open interest changed by 9 which increased total open position to 44
On 6 Feb MCX was trading at 2380.40. The strike last trading price was 233.15, which was 28.15 higher than the previous day. The implied volatity was 51.13, the open interest changed by 0 which decreased total open position to 36
On 5 Feb MCX was trading at 2410.40. The strike last trading price was 205, which was 68 higher than the previous day. The implied volatity was 49.82, the open interest changed by -5 which decreased total open position to 36
On 4 Feb MCX was trading at 2543.30. The strike last trading price was 137, which was -53 lower than the previous day. The implied volatity was 45.8, the open interest changed by 10 which increased total open position to 35
On 3 Feb MCX was trading at 2434.10. The strike last trading price was 190, which was -60.5 lower than the previous day. The implied volatity was 47.21, the open interest changed by 1 which increased total open position to 25
On 2 Feb MCX was trading at 2321.80. The strike last trading price was 242, which was -96.7 lower than the previous day. The implied volatity was 47.16, the open interest changed by -6 which decreased total open position to 24
On 1 Feb MCX was trading at 2233.30. The strike last trading price was 338.7, which was 189.4 higher than the previous day. The implied volatity was 54.11, the open interest changed by -3 which decreased total open position to 29
On 30 Jan MCX was trading at 2528.00. The strike last trading price was 160, which was 83 higher than the previous day. The implied volatity was 46.75, the open interest changed by 18 which increased total open position to 31
On 29 Jan MCX was trading at 2686.00. The strike last trading price was 77, which was -31 lower than the previous day. The implied volatity was 41.31, the open interest changed by 3 which increased total open position to 13
On 28 Jan MCX was trading at 2593.00. The strike last trading price was 108, which was -104.05 lower than the previous day. The implied volatity was 41.3, the open interest changed by 7 which increased total open position to 7
