MCX
Multi Commodity Exchange
Historical option data for MCX
10 Apr 2026 04:11 PM IST
| MCX 28-Apr-2026 (17d) 2540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 0.02
Theta: -2.73
Gamma: 0.00124
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 2669.40 | 188.4 | 0.700000000000017 | 46.35 | 18 | 2 | 233 | |||||||||
| 9 Apr | 2657.50 | 185.5 | 30.85 | 45.82 | 61 | -23 | 232 | |||||||||
| 8 Apr | 2596.30 | 157 | 29.05 | 49.17 | 295 | -91 | 255 | |||||||||
| 7 Apr | 2541.90 | 126 | -5.2 | 49.49 | 918 | 141 | 348 | |||||||||
| 6 Apr | 2549.00 | 127.35 | 45.25 | 48.23 | 1,114 | 81 | 204 | |||||||||
| 2 Apr | 2443.00 | 82.3 | -10.75 | 45.47 | 135 | 17 | 123 | |||||||||
| 1 Apr | 2469.70 | 91.7 | 16.8 | 42.52 | 368 | 28 | 105 | |||||||||
| 30 Mar | 2389.40 | 74.9 | -10.4 | 47 | 35 | 16 | 76 | |||||||||
| 27 Mar | 2398.20 | 85 | -23.2 | 46.82 | 39 | 12 | 58 | |||||||||
| 25 Mar | 2465.10 | 108.2 | 22.7 | 45.06 | 13 | -1 | 45 | |||||||||
| 24 Mar | 2419.00 | 85.5 | 17.35 | 41.31 | 11 | -3 | 47 | |||||||||
| 23 Mar | 2314.40 | 67.6 | -30.2 | 47.6 | 46 | 9 | 48 | |||||||||
| 20 Mar | 2414.50 | 97.8 | -54.5 | 44.74 | 53 | 39 | 39 | |||||||||
| 19 Mar | 2530.40 | 152.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 2603.10 | 152.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 2671.80 | 152.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 2555.60 | 152.3 | 0 | 0.28 | 0 | 0 | 0 | |||||||||
| 13 Mar | 2498.80 | 152.3 | 0 | 0.33 | 0 | 0 | 0 | |||||||||
| 12 Mar | 2526.10 | 152.3 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
| 11 Mar | 2531.60 | 152.3 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Mar | 2578.20 | 152.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 2577.10 | 152.3 | 0 | 1.13 | 0 | 0 | 0 | |||||||||
| 6 Mar | 2533.90 | 152.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 2553.50 | 152.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2478.50 | 152.3 | 0 | 0.55 | 0 | 0 | 0 | |||||||||
| 2 Mar | 2501.20 | 152.3 | 0 | 0.05 | 0 | 0 | 0 | |||||||||
| 27 Feb | 2443.30 | 152.3 | 0 | 1.47 | 0 | 0 | 0 | |||||||||
| 26 Feb | 2458.90 | 152.3 | 0 | 1.27 | 0 | 0 | 0 | |||||||||
| 25 Feb | 2449.20 | 152.3 | 0 | 1.38 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 2540 expiring on 28APR2026
Delta for 2540 CE is 0.71
Historical price for 2540 CE is as follows
On 10 Apr MCX was trading at 2669.40. The strike last trading price was 188.4, which was 0.700000000000017 higher than the previous day. The implied volatity was 46.35, the open interest changed by 2 which increased total open position to 233
On 9 Apr MCX was trading at 2657.50. The strike last trading price was 185.5, which was 30.85 higher than the previous day. The implied volatity was 45.82, the open interest changed by -23 which decreased total open position to 232
On 8 Apr MCX was trading at 2596.30. The strike last trading price was 157, which was 29.05 higher than the previous day. The implied volatity was 49.17, the open interest changed by -91 which decreased total open position to 255
On 7 Apr MCX was trading at 2541.90. The strike last trading price was 126, which was -5.2 lower than the previous day. The implied volatity was 49.49, the open interest changed by 141 which increased total open position to 348
On 6 Apr MCX was trading at 2549.00. The strike last trading price was 127.35, which was 45.25 higher than the previous day. The implied volatity was 48.23, the open interest changed by 81 which increased total open position to 204
On 2 Apr MCX was trading at 2443.00. The strike last trading price was 82.3, which was -10.75 lower than the previous day. The implied volatity was 45.47, the open interest changed by 17 which increased total open position to 123
On 1 Apr MCX was trading at 2469.70. The strike last trading price was 91.7, which was 16.8 higher than the previous day. The implied volatity was 42.52, the open interest changed by 28 which increased total open position to 105
On 30 Mar MCX was trading at 2389.40. The strike last trading price was 74.9, which was -10.4 lower than the previous day. The implied volatity was 47, the open interest changed by 16 which increased total open position to 76
On 27 Mar MCX was trading at 2398.20. The strike last trading price was 85, which was -23.2 lower than the previous day. The implied volatity was 46.82, the open interest changed by 12 which increased total open position to 58
On 25 Mar MCX was trading at 2465.10. The strike last trading price was 108.2, which was 22.7 higher than the previous day. The implied volatity was 45.06, the open interest changed by -1 which decreased total open position to 45
On 24 Mar MCX was trading at 2419.00. The strike last trading price was 85.5, which was 17.35 higher than the previous day. The implied volatity was 41.31, the open interest changed by -3 which decreased total open position to 47
On 23 Mar MCX was trading at 2314.40. The strike last trading price was 67.6, which was -30.2 lower than the previous day. The implied volatity was 47.6, the open interest changed by 9 which increased total open position to 48
On 20 Mar MCX was trading at 2414.50. The strike last trading price was 97.8, which was -54.5 lower than the previous day. The implied volatity was 44.74, the open interest changed by 39 which increased total open position to 39
On 19 Mar MCX was trading at 2530.40. The strike last trading price was 152.3, 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 18 Mar MCX was trading at 2603.10. The strike last trading price was 152.3, 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 17 Mar MCX was trading at 2671.80. The strike last trading price was 152.3, 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 Mar MCX was trading at 2555.60. The strike last trading price was 152.3, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 13 Mar MCX was trading at 2498.80. The strike last trading price was 152.3, 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 12 Mar MCX was trading at 2526.10. The strike last trading price was 152.3, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 11 Mar MCX was trading at 2531.60. The strike last trading price was 152.3, 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 10 Mar MCX was trading at 2578.20. The strike last trading price was 152.3, 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 Mar MCX was trading at 2577.10. The strike last trading price was 152.3, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
On 6 Mar MCX was trading at 2533.90. The strike last trading price was 152.3, 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 Mar MCX was trading at 2553.50. The strike last trading price was 152.3, 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 4 Mar MCX was trading at 2478.50. The strike last trading price was 152.3, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 2 Mar MCX was trading at 2501.20. The strike last trading price was 152.3, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 27 Feb MCX was trading at 2443.30. The strike last trading price was 152.3, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
On 26 Feb MCX was trading at 2458.90. The strike last trading price was 152.3, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0
On 25 Feb MCX was trading at 2449.20. The strike last trading price was 152.3, 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
| MCX 28-Apr-2026 (17d) 2540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.02
Theta: -2.12
Gamma: 0.00132
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 2669.40 | 47.5 | -13.299999999999997 | 43.03 | 99 | -6 | 183 |
| 9 Apr | 2657.50 | 62 | -23.05 | 49.07 | 166 | -8 | 189 |
| 8 Apr | 2596.30 | 80.2 | -30.1 | 47.05 | 272 | -11 | 199 |
| 7 Apr | 2541.90 | 111.5 | 0.05 | 48.53 | 896 | 130 | 207 |
| 6 Apr | 2549.00 | 113.15 | -126.85 | 48.66 | 340 | 75 | 76 |
| 2 Apr | 2443.00 | 240 | -27.45 | - | 0 | 0 | 1 |
| 1 Apr | 2469.70 | 240 | -27.45 | - | 0 | 0 | 1 |
| 30 Mar | 2389.40 | 240 | -27.45 | 60.61 | 1 | 0 | 0 |
| 27 Mar | 2398.20 | 267.45 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 2465.10 | 267.45 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 2419.00 | 267.45 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 2314.40 | 267.45 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 2414.50 | 267.45 | 0 | 0.46 | 0 | 0 | 0 |
| 19 Mar | 2530.40 | 267.45 | 0 | 0.62 | 0 | 0 | 0 |
| 18 Mar | 2603.10 | 267.45 | 0 | 3.01 | 0 | 0 | 0 |
| 17 Mar | 2671.80 | 267.45 | 0 | 4.86 | 0 | 0 | 0 |
| 16 Mar | 2555.60 | 267.45 | 0 | 1.57 | 0 | 0 | 0 |
| 13 Mar | 2498.80 | 267.45 | 0 | 0.02 | 0 | 0 | 0 |
| 12 Mar | 2526.10 | 267.45 | 0 | 0.56 | 0 | 0 | 0 |
| 11 Mar | 2531.60 | 267.45 | 0 | 1.2 | 0 | 0 | 0 |
| 10 Mar | 2578.20 | 267.45 | 0 | 2.05 | 0 | 0 | 0 |
| 9 Mar | 2577.10 | 267.45 | 0 | 2.07 | 0 | 0 | 0 |
| 6 Mar | 2533.90 | 267.45 | 0 | 1.12 | 0 | 0 | 0 |
| 5 Mar | 2553.50 | 267.45 | 0 | 1.74 | 0 | 0 | 0 |
| 4 Mar | 2478.50 | 267.45 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 2501.20 | 267.45 | 0 | 0.17 | 0 | 0 | 0 |
| 27 Feb | 2443.30 | 267.45 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 2458.90 | 267.45 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 2449.20 | 267.45 | 0 | - | 0 | -1.2 | 0 |
For Multi Commodity Exchange - strike price 2540 expiring on 28APR2026
Delta for 2540 PE is -0.28
Historical price for 2540 PE is as follows
On 10 Apr MCX was trading at 2669.40. The strike last trading price was 47.5, which was -13.299999999999997 lower than the previous day. The implied volatity was 43.03, the open interest changed by -6 which decreased total open position to 183
On 9 Apr MCX was trading at 2657.50. The strike last trading price was 62, which was -23.05 lower than the previous day. The implied volatity was 49.07, the open interest changed by -8 which decreased total open position to 189
On 8 Apr MCX was trading at 2596.30. The strike last trading price was 80.2, which was -30.1 lower than the previous day. The implied volatity was 47.05, the open interest changed by -11 which decreased total open position to 199
On 7 Apr MCX was trading at 2541.90. The strike last trading price was 111.5, which was 0.05 higher than the previous day. The implied volatity was 48.53, the open interest changed by 130 which increased total open position to 207
On 6 Apr MCX was trading at 2549.00. The strike last trading price was 113.15, which was -126.85 lower than the previous day. The implied volatity was 48.66, the open interest changed by 75 which increased total open position to 76
On 2 Apr MCX was trading at 2443.00. The strike last trading price was 240, which was -27.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Apr MCX was trading at 2469.70. The strike last trading price was 240, which was -27.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar MCX was trading at 2389.40. The strike last trading price was 240, which was -27.45 lower than the previous day. The implied volatity was 60.61, the open interest changed by 0 which decreased total open position to 0
On 27 Mar MCX was trading at 2398.20. The strike last trading price was 267.45, 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 25 Mar MCX was trading at 2465.10. The strike last trading price was 267.45, 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 24 Mar MCX was trading at 2419.00. The strike last trading price was 267.45, 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 Mar MCX was trading at 2314.40. The strike last trading price was 267.45, 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 Mar MCX was trading at 2414.50. The strike last trading price was 267.45, 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 19 Mar MCX was trading at 2530.40. The strike last trading price was 267.45, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0
On 18 Mar MCX was trading at 2603.10. The strike last trading price was 267.45, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 17 Mar MCX was trading at 2671.80. The strike last trading price was 267.45, which was 0 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
On 16 Mar MCX was trading at 2555.60. The strike last trading price was 267.45, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
On 13 Mar MCX was trading at 2498.80. The strike last trading price was 267.45, 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 12 Mar MCX was trading at 2526.10. The strike last trading price was 267.45, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 11 Mar MCX was trading at 2531.60. The strike last trading price was 267.45, which was 0 lower than the previous day. The implied volatity was 1.2, the open interest changed by 0 which decreased total open position to 0
On 10 Mar MCX was trading at 2578.20. The strike last trading price was 267.45, 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 9 Mar MCX was trading at 2577.10. The strike last trading price was 267.45, which was 0 lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0
On 6 Mar MCX was trading at 2533.90. The strike last trading price was 267.45, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
On 5 Mar MCX was trading at 2553.50. The strike last trading price was 267.45, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 4 Mar MCX was trading at 2478.50. The strike last trading price was 267.45, 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 2 Mar MCX was trading at 2501.20. The strike last trading price was 267.45, 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 27 Feb MCX was trading at 2443.30. The strike last trading price was 267.45, 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 26 Feb MCX was trading at 2458.90. The strike last trading price was 267.45, 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 25 Feb MCX was trading at 2449.20. The strike last trading price was 267.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
