MCX
Multi Commodity Exchange
Historical option data for MCX
18 Mar 2026 04:10 PM IST
| MCX 30-MAR-2026 2520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.73
Vega: 1.57
Theta: -2.89
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Mar | 2603.10 | 128 | -57.45 | 36.73 | 252 | -41 | 185 | |||||||||
| 17 Mar | 2671.80 | 186 | 73.5 | 38.84 | 168 | -37 | 228 | |||||||||
| 16 Mar | 2555.60 | 114.6 | 27 | 44.84 | 2,139 | -26 | 266 | |||||||||
| 13 Mar | 2498.80 | 86 | -21.35 | 42.05 | 1,101 | 48 | 292 | |||||||||
| 12 Mar | 2526.10 | 107 | -9.1 | 44 | 812 | 39 | 247 | |||||||||
| 11 Mar | 2531.60 | 119.55 | -26.05 | 43.23 | 146 | 28 | 209 | |||||||||
| 10 Mar | 2578.20 | 145.85 | -7.05 | 44.18 | 133 | -10 | 183 | |||||||||
| 9 Mar | 2577.10 | 150.05 | 29.05 | 45 | 756 | -10 | 194 | |||||||||
| 6 Mar | 2533.90 | 121.75 | -5.7 | 39.51 | 272 | -17 | 203 | |||||||||
| 5 Mar | 2553.50 | 132 | 32.75 | 37.69 | 1,040 | -140 | 222 | |||||||||
| 4 Mar | 2478.50 | 100 | -9.05 | 41.09 | 743 | 5 | 370 | |||||||||
| 2 Mar | 2501.20 | 111.85 | 36.3 | 39.52 | 2,532 | 235 | 375 | |||||||||
| 27 Feb | 2443.30 | 75.7 | -6.45 | 34.59 | 319 | 32 | 138 | |||||||||
| 26 Feb | 2458.90 | 81 | -1 | 34.89 | 402 | 16 | 101 | |||||||||
| 25 Feb | 2449.20 | 81.85 | 16.45 | 35.31 | 493 | 33 | 85 | |||||||||
| 24 Feb | 2395.80 | 66.75 | -2.5 | 35.95 | 51 | 17 | 53 | |||||||||
| 23 Feb | 2396.20 | 70.2 | -3.1 | 37.23 | 33 | 12 | 36 | |||||||||
| 20 Feb | 2395.90 | 72.65 | -0.85 | 36.71 | 18 | 0 | 24 | |||||||||
| 19 Feb | 2361.20 | 73.5 | 7.65 | 40.41 | 22 | 5 | 25 | |||||||||
| 18 Feb | 2341.30 | 65.85 | -3.25 | 40.43 | 3 | 1 | 19 | |||||||||
| 17 Feb | 2283.20 | 69.1 | -16.15 | 47.6 | 14 | 8 | 22 | |||||||||
| 16 Feb | 2339.70 | 85.25 | -53.65 | 44.33 | 27 | 12 | 14 | |||||||||
| 13 Feb | 2340.60 | 138.9 | 13.45 | - | 0 | 0 | 2 | |||||||||
| 12 Feb | 2441.90 | 138.9 | 13.45 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 2372.80 | 138.9 | 13.45 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 2470.70 | 138.9 | 13.45 | 40.93 | 3 | 0 | 2 | |||||||||
| 9 Feb | 2434.90 | 125.45 | 15.45 | 41.27 | 1 | 0 | 1 | |||||||||
| 6 Feb | 2380.40 | 110 | -339.35 | 43.2 | 1 | 0 | 0 | |||||||||
| 5 Feb | 2410.40 | 449.35 | 0 | 1.79 | 0 | 0 | 0 | |||||||||
| 4 Feb | 2543.30 | 449.35 | 0 | 0.27 | 0 | 0 | 0 | |||||||||
| 3 Feb | 2434.10 | 449.35 | 0 | 1.24 | 0 | 0 | 0 | |||||||||
| 2 Feb | 2321.80 | 449.35 | 0 | 3.8 | 0 | 0 | 0 | |||||||||
| 1 Feb | 2233.30 | 449.35 | 0 | 6.89 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 30 Jan | 2528.00 | 449.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 2686.00 | 449.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 2593.00 | 449.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 2520 expiring on 30MAR2026
Delta for 2520 CE is 0.73
Historical price for 2520 CE is as follows
On 18 Mar MCX was trading at 2603.10. The strike last trading price was 128, which was -57.45 lower than the previous day. The implied volatity was 36.73, the open interest changed by -41 which decreased total open position to 185
On 17 Mar MCX was trading at 2671.80. The strike last trading price was 186, which was 73.5 higher than the previous day. The implied volatity was 38.84, the open interest changed by -37 which decreased total open position to 228
On 16 Mar MCX was trading at 2555.60. The strike last trading price was 114.6, which was 27 higher than the previous day. The implied volatity was 44.84, the open interest changed by -26 which decreased total open position to 266
On 13 Mar MCX was trading at 2498.80. The strike last trading price was 86, which was -21.35 lower than the previous day. The implied volatity was 42.05, the open interest changed by 48 which increased total open position to 292
On 12 Mar MCX was trading at 2526.10. The strike last trading price was 107, which was -9.1 lower than the previous day. The implied volatity was 44, the open interest changed by 39 which increased total open position to 247
On 11 Mar MCX was trading at 2531.60. The strike last trading price was 119.55, which was -26.05 lower than the previous day. The implied volatity was 43.23, the open interest changed by 28 which increased total open position to 209
On 10 Mar MCX was trading at 2578.20. The strike last trading price was 145.85, which was -7.05 lower than the previous day. The implied volatity was 44.18, the open interest changed by -10 which decreased total open position to 183
On 9 Mar MCX was trading at 2577.10. The strike last trading price was 150.05, which was 29.05 higher than the previous day. The implied volatity was 45, the open interest changed by -10 which decreased total open position to 194
On 6 Mar MCX was trading at 2533.90. The strike last trading price was 121.75, which was -5.7 lower than the previous day. The implied volatity was 39.51, the open interest changed by -17 which decreased total open position to 203
On 5 Mar MCX was trading at 2553.50. The strike last trading price was 132, which was 32.75 higher than the previous day. The implied volatity was 37.69, the open interest changed by -140 which decreased total open position to 222
On 4 Mar MCX was trading at 2478.50. The strike last trading price was 100, which was -9.05 lower than the previous day. The implied volatity was 41.09, the open interest changed by 5 which increased total open position to 370
On 2 Mar MCX was trading at 2501.20. The strike last trading price was 111.85, which was 36.3 higher than the previous day. The implied volatity was 39.52, the open interest changed by 235 which increased total open position to 375
On 27 Feb MCX was trading at 2443.30. The strike last trading price was 75.7, which was -6.45 lower than the previous day. The implied volatity was 34.59, the open interest changed by 32 which increased total open position to 138
On 26 Feb MCX was trading at 2458.90. The strike last trading price was 81, which was -1 lower than the previous day. The implied volatity was 34.89, the open interest changed by 16 which increased total open position to 101
On 25 Feb MCX was trading at 2449.20. The strike last trading price was 81.85, which was 16.45 higher than the previous day. The implied volatity was 35.31, the open interest changed by 33 which increased total open position to 85
On 24 Feb MCX was trading at 2395.80. The strike last trading price was 66.75, which was -2.5 lower than the previous day. The implied volatity was 35.95, the open interest changed by 17 which increased total open position to 53
On 23 Feb MCX was trading at 2396.20. The strike last trading price was 70.2, which was -3.1 lower than the previous day. The implied volatity was 37.23, the open interest changed by 12 which increased total open position to 36
On 20 Feb MCX was trading at 2395.90. The strike last trading price was 72.65, which was -0.85 lower than the previous day. The implied volatity was 36.71, the open interest changed by 0 which decreased total open position to 24
On 19 Feb MCX was trading at 2361.20. The strike last trading price was 73.5, which was 7.65 higher than the previous day. The implied volatity was 40.41, the open interest changed by 5 which increased total open position to 25
On 18 Feb MCX was trading at 2341.30. The strike last trading price was 65.85, which was -3.25 lower than the previous day. The implied volatity was 40.43, the open interest changed by 1 which increased total open position to 19
On 17 Feb MCX was trading at 2283.20. The strike last trading price was 69.1, which was -16.15 lower than the previous day. The implied volatity was 47.6, the open interest changed by 8 which increased total open position to 22
On 16 Feb MCX was trading at 2339.70. The strike last trading price was 85.25, which was -53.65 lower than the previous day. The implied volatity was 44.33, the open interest changed by 12 which increased total open position to 14
On 13 Feb MCX was trading at 2340.60. The strike last trading price was 138.9, which was 13.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb MCX was trading at 2441.90. The strike last trading price was 138.9, which was 13.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb MCX was trading at 2372.80. The strike last trading price was 138.9, which was 13.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb MCX was trading at 2470.70. The strike last trading price was 138.9, which was 13.45 higher than the previous day. The implied volatity was 40.93, the open interest changed by 0 which decreased total open position to 2
On 9 Feb MCX was trading at 2434.90. The strike last trading price was 125.45, which was 15.45 higher than the previous day. The implied volatity was 41.27, the open interest changed by 0 which decreased total open position to 1
On 6 Feb MCX was trading at 2380.40. The strike last trading price was 110, which was -339.35 lower than the previous day. The implied volatity was 43.2, 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 449.35, which was 0 lower than the previous day. The implied volatity was 1.79, 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 449.35, which was 0 lower than the previous day. The implied volatity was 0.27, 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 449.35, which was 0 lower than the previous day. The implied volatity was 1.24, 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 449.35, which was 0 lower than the previous day. The implied volatity was 3.8, 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 449.35, which was 0 lower than the previous day. The implied volatity was 6.89, 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 449.35, 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 449.35, 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 449.35, 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 2520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.3
Vega: 1.64
Theta: -2.7
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Mar | 2603.10 | 39.7 | 9.05 | 42.81 | 788 | -78 | 169 |
| 17 Mar | 2671.80 | 29.95 | -39 | 45.86 | 555 | -18 | 249 |
| 16 Mar | 2555.60 | 67.3 | -38.35 | 45 | 1,004 | 34 | 266 |
| 13 Mar | 2498.80 | 105.1 | 13.05 | 46.57 | 731 | 41 | 233 |
| 12 Mar | 2526.10 | 92.55 | -6.25 | 45.33 | 464 | 23 | 193 |
| 11 Mar | 2531.60 | 94.6 | 19.6 | 49.01 | 164 | -8 | 170 |
| 10 Mar | 2578.20 | 74.7 | -8.65 | 45.33 | 267 | 21 | 180 |
| 9 Mar | 2577.10 | 81.95 | -17.55 | 47.29 | 531 | 28 | 165 |
| 6 Mar | 2533.90 | 93.5 | 7.15 | 43.14 | 479 | -31 | 137 |
| 5 Mar | 2553.50 | 85 | -46.4 | 42.43 | 556 | 67 | 171 |
| 4 Mar | 2478.50 | 131.4 | 18.6 | 45.96 | 243 | -61 | 104 |
| 2 Mar | 2501.20 | 109.5 | -33.4 | 40.48 | 680 | 128 | 163 |
| 27 Feb | 2443.30 | 142.4 | 12.6 | 39.92 | 22 | -1 | 36 |
| 26 Feb | 2458.90 | 134.55 | 0.75 | 37.82 | 39 | -8 | 34 |
| 25 Feb | 2449.20 | 135.95 | -39.05 | 36.95 | 107 | 40 | 43 |
| 24 Feb | 2395.80 | 175 | 1.5 | - | 0 | 0 | 3 |
| 23 Feb | 2396.20 | 175 | 1.5 | 39.63 | 1 | 0 | 3 |
| 20 Feb | 2395.90 | 173.5 | -68.2 | 37.37 | 1 | 0 | 2 |
| 19 Feb | 2361.20 | 241.7 | 40.75 | - | 0 | 0 | 2 |
| 18 Feb | 2341.30 | 241.7 | 40.75 | - | 0 | 0 | 2 |
| 17 Feb | 2283.20 | 241.7 | 40.75 | - | 0 | 0 | 2 |
| 16 Feb | 2339.70 | 241.7 | 40.75 | - | 0 | 0 | 2 |
| 13 Feb | 2340.60 | 241.7 | 40.75 | - | 0 | 0 | 2 |
| 12 Feb | 2441.90 | 241.7 | 40.75 | - | 0 | 0 | 2 |
| 11 Feb | 2372.80 | 241.7 | 40.75 | 50.19 | 1 | 0 | 2 |
| 10 Feb | 2470.70 | 200.95 | -186.85 | - | 0 | 0 | 2 |
| 9 Feb | 2434.90 | 200.95 | -186.85 | - | 0 | 0 | 2 |
| 6 Feb | 2380.40 | 200.95 | -186.85 | - | 0 | 0 | 2 |
| 5 Feb | 2410.40 | 200.95 | -186.85 | 45.62 | 1 | 0 | 1 |
| 4 Feb | 2543.30 | 387.8 | 272.65 | - | 0 | 0 | 1 |
| 3 Feb | 2434.10 | 387.8 | 272.65 | - | 0 | 0 | 1 |
| 2 Feb | 2321.80 | 387.8 | 272.65 | - | 0 | 0 | 1 |
| 1 Feb | 2233.30 | 387.8 | 272.65 | 64.65 | 1 | 0 | 1 |
| 30 Jan | 2528.00 | 115.15 | -1858.65 | - | 0 | 0 | 1 |
| 29 Jan | 2686.00 | 115.15 | -1858.65 | - | 0 | 0 | 0 |
| 28 Jan | 2593.00 | 115.15 | -1858.65 | 41.07 | 1 | 0 | 0 |
For Multi Commodity Exchange - strike price 2520 expiring on 30MAR2026
Delta for 2520 PE is -0.3
Historical price for 2520 PE is as follows
On 18 Mar MCX was trading at 2603.10. The strike last trading price was 39.7, which was 9.05 higher than the previous day. The implied volatity was 42.81, the open interest changed by -78 which decreased total open position to 169
On 17 Mar MCX was trading at 2671.80. The strike last trading price was 29.95, which was -39 lower than the previous day. The implied volatity was 45.86, the open interest changed by -18 which decreased total open position to 249
On 16 Mar MCX was trading at 2555.60. The strike last trading price was 67.3, which was -38.35 lower than the previous day. The implied volatity was 45, the open interest changed by 34 which increased total open position to 266
On 13 Mar MCX was trading at 2498.80. The strike last trading price was 105.1, which was 13.05 higher than the previous day. The implied volatity was 46.57, the open interest changed by 41 which increased total open position to 233
On 12 Mar MCX was trading at 2526.10. The strike last trading price was 92.55, which was -6.25 lower than the previous day. The implied volatity was 45.33, the open interest changed by 23 which increased total open position to 193
On 11 Mar MCX was trading at 2531.60. The strike last trading price was 94.6, which was 19.6 higher than the previous day. The implied volatity was 49.01, the open interest changed by -8 which decreased total open position to 170
On 10 Mar MCX was trading at 2578.20. The strike last trading price was 74.7, which was -8.65 lower than the previous day. The implied volatity was 45.33, the open interest changed by 21 which increased total open position to 180
On 9 Mar MCX was trading at 2577.10. The strike last trading price was 81.95, which was -17.55 lower than the previous day. The implied volatity was 47.29, the open interest changed by 28 which increased total open position to 165
On 6 Mar MCX was trading at 2533.90. The strike last trading price was 93.5, which was 7.15 higher than the previous day. The implied volatity was 43.14, the open interest changed by -31 which decreased total open position to 137
On 5 Mar MCX was trading at 2553.50. The strike last trading price was 85, which was -46.4 lower than the previous day. The implied volatity was 42.43, the open interest changed by 67 which increased total open position to 171
On 4 Mar MCX was trading at 2478.50. The strike last trading price was 131.4, which was 18.6 higher than the previous day. The implied volatity was 45.96, the open interest changed by -61 which decreased total open position to 104
On 2 Mar MCX was trading at 2501.20. The strike last trading price was 109.5, which was -33.4 lower than the previous day. The implied volatity was 40.48, the open interest changed by 128 which increased total open position to 163
On 27 Feb MCX was trading at 2443.30. The strike last trading price was 142.4, which was 12.6 higher than the previous day. The implied volatity was 39.92, the open interest changed by -1 which decreased total open position to 36
On 26 Feb MCX was trading at 2458.90. The strike last trading price was 134.55, which was 0.75 higher than the previous day. The implied volatity was 37.82, the open interest changed by -8 which decreased total open position to 34
On 25 Feb MCX was trading at 2449.20. The strike last trading price was 135.95, which was -39.05 lower than the previous day. The implied volatity was 36.95, the open interest changed by 40 which increased total open position to 43
On 24 Feb MCX was trading at 2395.80. The strike last trading price was 175, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Feb MCX was trading at 2396.20. The strike last trading price was 175, which was 1.5 higher than the previous day. The implied volatity was 39.63, the open interest changed by 0 which decreased total open position to 3
On 20 Feb MCX was trading at 2395.90. The strike last trading price was 173.5, which was -68.2 lower than the previous day. The implied volatity was 37.37, the open interest changed by 0 which decreased total open position to 2
On 19 Feb MCX was trading at 2361.20. The strike last trading price was 241.7, which was 40.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Feb MCX was trading at 2341.30. The strike last trading price was 241.7, which was 40.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb MCX was trading at 2283.20. The strike last trading price was 241.7, which was 40.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb MCX was trading at 2339.70. The strike last trading price was 241.7, which was 40.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb MCX was trading at 2340.60. The strike last trading price was 241.7, which was 40.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb MCX was trading at 2441.90. The strike last trading price was 241.7, which was 40.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb MCX was trading at 2372.80. The strike last trading price was 241.7, which was 40.75 higher than the previous day. The implied volatity was 50.19, the open interest changed by 0 which decreased total open position to 2
On 10 Feb MCX was trading at 2470.70. The strike last trading price was 200.95, which was -186.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb MCX was trading at 2434.90. The strike last trading price was 200.95, which was -186.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb MCX was trading at 2380.40. The strike last trading price was 200.95, which was -186.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb MCX was trading at 2410.40. The strike last trading price was 200.95, which was -186.85 lower than the previous day. The implied volatity was 45.62, the open interest changed by 0 which decreased total open position to 1
On 4 Feb MCX was trading at 2543.30. The strike last trading price was 387.8, which was 272.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb MCX was trading at 2434.10. The strike last trading price was 387.8, which was 272.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb MCX was trading at 2321.80. The strike last trading price was 387.8, which was 272.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb MCX was trading at 2233.30. The strike last trading price was 387.8, which was 272.65 higher than the previous day. The implied volatity was 64.65, the open interest changed by 0 which decreased total open position to 1
On 30 Jan MCX was trading at 2528.00. The strike last trading price was 115.15, which was -1858.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Jan MCX was trading at 2686.00. The strike last trading price was 115.15, which was -1858.65 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 115.15, which was -1858.65 lower than the previous day. The implied volatity was 41.07, the open interest changed by 0 which decreased total open position to 0
