[--[65.84.65.76]--]

MCX

Multi Commodity Exchange
2528 -158.00 (-5.88%)
L: 2490 H: 2684

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Historical option data for MCX

30 Jan 2026 04:11 PM IST
MCX 24-FEB-2026 2520 CE
Delta: 0.54
Vega: 2.61
Theta: -2.79
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
30 Jan 2528.00 129 -102.25 46.91 226 5 120
29 Jan 2686.00 233.75 75.05 37.11 92 -17 113
28 Jan 2593.00 159.75 80.15 36.73 813 1 127
27 Jan 2418.00 83.25 25.9 40.68 316 76 125
23 Jan 2282.00 57.35 -0.65 47.49 52 13 47
22 Jan 2314.00 58 -1.8 44.06 36 -4 35
21 Jan 2320.00 59.8 -9.5 42.29 5 0 38
20 Jan 2373.00 67.7 -21.75 39.68 42 21 37
19 Jan 2429.00 89.45 10.15 38.68 15 5 12
16 Jan 2446.00 79.3 -216.05 31.57 8 7 7
14 Jan 2417.00 295.35 0 2.47 0 0 0
13 Jan 2293.00 295.35 0 6.38 0 0 0
12 Jan 2235.00 295.35 0 7.69 0 0 0
9 Jan 2191.00 295.35 0 9.48 0 0 0


For Multi Commodity Exchange - strike price 2520 expiring on 24FEB2026

Delta for 2520 CE is 0.54

Historical price for 2520 CE is as follows

On 30 Jan MCX was trading at 2528.00. The strike last trading price was 129, which was -102.25 lower than the previous day. The implied volatity was 46.91, the open interest changed by 5 which increased total open position to 120


On 29 Jan MCX was trading at 2686.00. The strike last trading price was 233.75, which was 75.05 higher than the previous day. The implied volatity was 37.11, the open interest changed by -17 which decreased total open position to 113


On 28 Jan MCX was trading at 2593.00. The strike last trading price was 159.75, which was 80.15 higher than the previous day. The implied volatity was 36.73, the open interest changed by 1 which increased total open position to 127


On 27 Jan MCX was trading at 2418.00. The strike last trading price was 83.25, which was 25.9 higher than the previous day. The implied volatity was 40.68, the open interest changed by 76 which increased total open position to 125


On 23 Jan MCX was trading at 2282.00. The strike last trading price was 57.35, which was -0.65 lower than the previous day. The implied volatity was 47.49, the open interest changed by 13 which increased total open position to 47


On 22 Jan MCX was trading at 2314.00. The strike last trading price was 58, which was -1.8 lower than the previous day. The implied volatity was 44.06, the open interest changed by -4 which decreased total open position to 35


On 21 Jan MCX was trading at 2320.00. The strike last trading price was 59.8, which was -9.5 lower than the previous day. The implied volatity was 42.29, the open interest changed by 0 which decreased total open position to 38


On 20 Jan MCX was trading at 2373.00. The strike last trading price was 67.7, which was -21.75 lower than the previous day. The implied volatity was 39.68, the open interest changed by 21 which increased total open position to 37


On 19 Jan MCX was trading at 2429.00. The strike last trading price was 89.45, which was 10.15 higher than the previous day. The implied volatity was 38.68, the open interest changed by 5 which increased total open position to 12


On 16 Jan MCX was trading at 2446.00. The strike last trading price was 79.3, which was -216.05 lower than the previous day. The implied volatity was 31.57, the open interest changed by 7 which increased total open position to 7


On 14 Jan MCX was trading at 2417.00. The strike last trading price was 295.35, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0


On 13 Jan MCX was trading at 2293.00. The strike last trading price was 295.35, which was 0 lower than the previous day. The implied volatity was 6.38, 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 295.35, which was 0 lower than the previous day. The implied volatity was 7.69, the open interest changed by 0 which decreased total open position to 0


On 9 Jan MCX was trading at 2191.00. The strike last trading price was 295.35, which was 0 lower than the previous day. The implied volatity was 9.48, the open interest changed by 0 which decreased total open position to 0


MCX 24FEB2026 2520 PE
Delta: -0.46
Vega: 2.61
Theta: -2.28
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
30 Jan 2528.00 126 78.8 50.43 803 51 234
29 Jan 2686.00 46.8 -27.7 44.1 358 27 183
28 Jan 2593.00 70.7 -2353.85 41.2 758 156 156
27 Jan 2418.00 2424.55 0 - 0 0 0
23 Jan 2282.00 2424.55 0 - 0 0 0
22 Jan 2314.00 2424.55 0 - 0 0 0
21 Jan 2320.00 2424.55 0 - 0 0 0
20 Jan 2373.00 2424.55 0 - 0 0 0
19 Jan 2429.00 2424.55 0 - 0 0 0
16 Jan 2446.00 2424.55 0 - 0 0 0
14 Jan 2417.00 2424.55 0 - 0 0 0
13 Jan 2293.00 2424.55 0 - 0 0 0
12 Jan 2235.00 2424.55 0 - 0 0 0
9 Jan 2191.00 2424.55 0 - 0 0 0


For Multi Commodity Exchange - strike price 2520 expiring on 24FEB2026

Delta for 2520 PE is -0.46

Historical price for 2520 PE is as follows

On 30 Jan MCX was trading at 2528.00. The strike last trading price was 126, which was 78.8 higher than the previous day. The implied volatity was 50.43, the open interest changed by 51 which increased total open position to 234


On 29 Jan MCX was trading at 2686.00. The strike last trading price was 46.8, which was -27.7 lower than the previous day. The implied volatity was 44.1, the open interest changed by 27 which increased total open position to 183


On 28 Jan MCX was trading at 2593.00. The strike last trading price was 70.7, which was -2353.85 lower than the previous day. The implied volatity was 41.2, the open interest changed by 156 which increased total open position to 156


On 27 Jan MCX was trading at 2418.00. The strike last trading price was 2424.55, 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 23 Jan MCX was trading at 2282.00. The strike last trading price was 2424.55, 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 22 Jan MCX was trading at 2314.00. The strike last trading price was 2424.55, 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 21 Jan MCX was trading at 2320.00. The strike last trading price was 2424.55, 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 20 Jan MCX was trading at 2373.00. The strike last trading price was 2424.55, 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 19 Jan MCX was trading at 2429.00. The strike last trading price was 2424.55, 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 16 Jan MCX was trading at 2446.00. The strike last trading price was 2424.55, 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 14 Jan MCX was trading at 2417.00. The strike last trading price was 2424.55, 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 Jan MCX was trading at 2293.00. The strike last trading price was 2424.55, 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 12 Jan MCX was trading at 2235.00. The strike last trading price was 2424.55, 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 9 Jan MCX was trading at 2191.00. The strike last trading price was 2424.55, 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