MCX

Multi Commodity Exchange

2686 +93.00 (3.59%)

L: 2628 H: 2705

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Historical option data for MCX
29 Jan 2026 04:10 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

MCX 24-FEB-2026 2540 CE
Delta: 0.76 Vega: 2.25 Theta: -2.23 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	2686.00	225.35 ₹ 1,40,843.75	79.55 49718.75	40.11	159 99,375	-3 -1,875	137 85,625
28 Jan	2593.00	148 ₹ 92,500	74.3 46437.50	36.94	2,079 12,99,375	60 37,500	141 88,125
27 Jan	2418.00	78 ₹ 48,750	28.8 18000.00	41.54	326 2,03,750	40 25,000	77 48,125

23 Jan	2282.00	50.25 ₹ 31,406.25	-7.65 -4781.25	46.5	71 44,375	27 16,875	36 22,500
22 Jan	2314.00	57.9 ₹ 36,187.5	5.95 3718.75	46.14	6 3,750	-1 -625	8 5,000
21 Jan	2320.00	51.95 ₹ 32,468.75	-27.05 -16906.25	41.64	15 9,375	7 4,375	8 5,000
20 Jan	2373.00	79 ₹ 49,375	-161.75 -101093.75	-	0 0	0 0	1 625
19 Jan	2429.00	79 ₹ 49,375	-161.75 -101093.75	37.68	4 2,500	1 625	1 625
16 Jan	2446.00	240.75 ₹ 1,50,468.75	0 0.00	2.24	0 0	0 0	0 0
14 Jan	2417.00	240.75 ₹ 1,50,468.75	0 0.00	3.07	0 0	0 0	0 0
13 Jan	2293.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Jan	2235.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Jan	2191.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Multi Commodity Exchange - strike price 2540 expiring on 24FEB2026

Delta for 2540 CE is 0.76

Historical price for 2540 CE is as follows

On 29 Jan MCX was trading at 2686.00. The strike last trading price was 225.35, which was 79.55 higher than the previous day. The implied volatity was 40.11, the open interest changed by -3 which decreased total open position to 137

On 28 Jan MCX was trading at 2593.00. The strike last trading price was 148, which was 74.3 higher than the previous day. The implied volatity was 36.94, the open interest changed by 60 which increased total open position to 141

On 27 Jan MCX was trading at 2418.00. The strike last trading price was 78, which was 28.8 higher than the previous day. The implied volatity was 41.54, the open interest changed by 40 which increased total open position to 77

On 23 Jan MCX was trading at 2282.00. The strike last trading price was 50.25, which was -7.65 lower than the previous day. The implied volatity was 46.5, the open interest changed by 27 which increased total open position to 36

On 22 Jan MCX was trading at 2314.00. The strike last trading price was 57.9, which was 5.95 higher than the previous day. The implied volatity was 46.14, the open interest changed by -1 which decreased total open position to 8

On 21 Jan MCX was trading at 2320.00. The strike last trading price was 51.95, which was -27.05 lower than the previous day. The implied volatity was 41.64, the open interest changed by 7 which increased total open position to 8

On 20 Jan MCX was trading at 2373.00. The strike last trading price was 79, which was -161.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 19 Jan MCX was trading at 2429.00. The strike last trading price was 79, which was -161.75 lower than the previous day. The implied volatity was 37.68, the open interest changed by 1 which increased total open position to 1

On 16 Jan MCX was trading at 2446.00. The strike last trading price was 240.75, which was 0 lower than the previous day. The implied volatity was 2.24, 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 240.75, which was 0 lower than the previous day. The implied volatity was 3.07, 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 0, 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 0, 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 0, 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 24FEB2026 2540 PE
Delta: -0.25 Vega: 2.31 Theta: -1.71 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	2686.00	50.05 ₹ 31,281.25	-33.1 -20687.50	43.06	563 3,51,875	44 27,500	297 1,85,625
28 Jan	2593.00	79.35 ₹ 49,593.75	-1855.05 -1159406.25	41.49	1,365 8,53,125	253 1,58,125	253 1,58,125
27 Jan	2418.00	1934.4 ₹ 12,09,000	0 0.00	-	0 0	0 0	0 0
23 Jan	2282.00	1934.4 ₹ 12,09,000	0 0.00	-	0 0	0 0	0 0
22 Jan	2314.00	1934.4 ₹ 12,09,000	0 0.00	-	0 0	0 0	0 0
21 Jan	2320.00	1934.4 ₹ 12,09,000	0 0.00	-	0 0	0 0	0 0
20 Jan	2373.00	1934.4 ₹ 12,09,000	0 0.00	-	0 0	0 0	0 0
19 Jan	2429.00	1934.4 ₹ 12,09,000	0 0.00	-	0 0	0 0	0 0
16 Jan	2446.00	1934.4 ₹ 12,09,000	0 0.00	-	0 0	0 0	0 0
14 Jan	2417.00	1934.4 ₹ 12,09,000	0 0.00	-	0 0	0 0	0 0
13 Jan	2293.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
12 Jan	2235.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
9 Jan	2191.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Multi Commodity Exchange - strike price 2540 expiring on 24FEB2026

Delta for 2540 PE is -0.25

Historical price for 2540 PE is as follows

On 29 Jan MCX was trading at 2686.00. The strike last trading price was 50.05, which was -33.1 lower than the previous day. The implied volatity was 43.06, the open interest changed by 44 which increased total open position to 297

On 28 Jan MCX was trading at 2593.00. The strike last trading price was 79.35, which was -1855.05 lower than the previous day. The implied volatity was 41.49, the open interest changed by 253 which increased total open position to 253

On 27 Jan MCX was trading at 2418.00. The strike last trading price was 1934.4, 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 1934.4, 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 1934.4, 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 1934.4, 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 1934.4, 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 1934.4, 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 1934.4, 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 1934.4, 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

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