[--[65.84.65.76]--]

MCX

Multi Commodity Exchange
2862.2 +11.10 (0.39%)
L: 2840 H: 2903

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Historical option data for MCX

16 Apr 2026 04:11 PM IST
MCX 28-Apr-2026 (11d) 2640 CE
Delta: 0.85
Vega: 0.01
Theta: -2.34
Gamma: 0.00093
Date Close Ltp Change IV Volume OI Chg OI
16 Apr 2862.20 258 13.050000000000011 46.21 6 0 124
15 Apr 2851.10 247.25 67.05000000000001 48.99 48 -31 128
13 Apr 2765.60 183.65 60.60000000000001 44.4 209 -46 162
10 Apr 2669.40 121.3 -4.150000000000006 44.09 888 36 213
9 Apr 2657.50 124.2 22.35 44.95 1,359 -101 177
8 Apr 2596.30 101.15 20.9 46.93 1,445 156 279
7 Apr 2541.90 79.25 -5.6 47.71 136 2 123
6 Apr 2549.00 81 30.9 46.82 148 13 122
2 Apr 2443.00 50 -7.45 44.71 69 10 110
1 Apr 2469.70 56.1 10.7 41.97 85 15 102
30 Mar 2389.40 45 -11 45.62 42 6 86
27 Mar 2398.20 55.45 -15.8 46.49 111 56 80
25 Mar 2465.10 71.25 11.05 44.24 17 2 25
24 Mar 2419.00 61.1 18.75 43.61 23 -7 23
23 Mar 2314.40 42.35 -26.55 46.51 2 -1 30
20 Mar 2414.50 68.9 -37.1 45.43 18 10 31
19 Mar 2530.40 106 -30.2 42.11 13 8 20
18 Mar 2603.10 138.2 -42.65 39.85 21 10 12
17 Mar 2671.80 180.85 33.3 40.5 4 2 2
16 Mar 2555.60 147.55 0 1.65 0 0 0
13 Mar 2498.80 147.55 0 3.53 0 0 0
12 Mar 2526.10 147.55 0 2.33 0 0 0
11 Mar 2531.60 147.55 0 2.13 0 0 0
10 Mar 2578.20 147.55 0 0.75 0 0 0
9 Mar 2577.10 147.55 0 0.75 0 0 0
6 Mar 2533.90 147.55 0 1.77 0 0 0
5 Mar 2553.50 147.55 0 1.15 0 0 0
16 Feb 2339.70 - - - 0 0 0
13 Feb 2340.60 0 0 3.35 0 0 0
12 Feb 2441.90 0 0 3.24 0 0 0
11 Feb 2372.80 0 0 2.62 0 0 0
10 Feb 2470.70 0 0 - 0 0 0
9 Feb 2434.90 0 0 3.2 0 0 0
6 Feb 2380.40 - - - 0 0 0
5 Feb 2410.40 0 0 - 0 0 0
4 Feb 2543.30 0 0 0.78 0 0 0
3 Feb 2434.10 0 0 - 0 0 0
2 Feb 2321.80 - - - 0 0 0
1 Feb 2233.30 0 0 1.16 0 0 0
30 Jan 2528.00 0 0 - 0 0 0
29 Jan 2686.00 0 0 - 0 0 0


For Multi Commodity Exchange - strike price 2640 expiring on 28APR2026

Delta for 2640 CE is 0.85

Historical price for 2640 CE is as follows

On 16 Apr MCX was trading at 2862.20. The strike last trading price was 258, which was 13.050000000000011 higher than the previous day. The implied volatity was 46.21, the open interest changed by 0 which decreased total open position to 124


On 15 Apr MCX was trading at 2851.10. The strike last trading price was 247.25, which was 67.05000000000001 higher than the previous day. The implied volatity was 48.99, the open interest changed by -31 which decreased total open position to 128


On 13 Apr MCX was trading at 2765.60. The strike last trading price was 183.65, which was 60.60000000000001 higher than the previous day. The implied volatity was 44.4, the open interest changed by -46 which decreased total open position to 162


On 10 Apr MCX was trading at 2669.40. The strike last trading price was 121.3, which was -4.150000000000006 lower than the previous day. The implied volatity was 44.09, the open interest changed by 36 which increased total open position to 213


On 9 Apr MCX was trading at 2657.50. The strike last trading price was 124.2, which was 22.35 higher than the previous day. The implied volatity was 44.95, the open interest changed by -101 which decreased total open position to 177


On 8 Apr MCX was trading at 2596.30. The strike last trading price was 101.15, which was 20.9 higher than the previous day. The implied volatity was 46.93, the open interest changed by 156 which increased total open position to 279


On 7 Apr MCX was trading at 2541.90. The strike last trading price was 79.25, which was -5.6 lower than the previous day. The implied volatity was 47.71, the open interest changed by 2 which increased total open position to 123


On 6 Apr MCX was trading at 2549.00. The strike last trading price was 81, which was 30.9 higher than the previous day. The implied volatity was 46.82, the open interest changed by 13 which increased total open position to 122


On 2 Apr MCX was trading at 2443.00. The strike last trading price was 50, which was -7.45 lower than the previous day. The implied volatity was 44.71, the open interest changed by 10 which increased total open position to 110


On 1 Apr MCX was trading at 2469.70. The strike last trading price was 56.1, which was 10.7 higher than the previous day. The implied volatity was 41.97, the open interest changed by 15 which increased total open position to 102


On 30 Mar MCX was trading at 2389.40. The strike last trading price was 45, which was -11 lower than the previous day. The implied volatity was 45.62, the open interest changed by 6 which increased total open position to 86


On 27 Mar MCX was trading at 2398.20. The strike last trading price was 55.45, which was -15.8 lower than the previous day. The implied volatity was 46.49, the open interest changed by 56 which increased total open position to 80


On 25 Mar MCX was trading at 2465.10. The strike last trading price was 71.25, which was 11.05 higher than the previous day. The implied volatity was 44.24, the open interest changed by 2 which increased total open position to 25


On 24 Mar MCX was trading at 2419.00. The strike last trading price was 61.1, which was 18.75 higher than the previous day. The implied volatity was 43.61, the open interest changed by -7 which decreased total open position to 23


On 23 Mar MCX was trading at 2314.40. The strike last trading price was 42.35, which was -26.55 lower than the previous day. The implied volatity was 46.51, the open interest changed by -1 which decreased total open position to 30


On 20 Mar MCX was trading at 2414.50. The strike last trading price was 68.9, which was -37.1 lower than the previous day. The implied volatity was 45.43, the open interest changed by 10 which increased total open position to 31


On 19 Mar MCX was trading at 2530.40. The strike last trading price was 106, which was -30.2 lower than the previous day. The implied volatity was 42.11, the open interest changed by 8 which increased total open position to 20


On 18 Mar MCX was trading at 2603.10. The strike last trading price was 138.2, which was -42.65 lower than the previous day. The implied volatity was 39.85, the open interest changed by 10 which increased total open position to 12


On 17 Mar MCX was trading at 2671.80. The strike last trading price was 180.85, which was 33.3 higher than the previous day. The implied volatity was 40.5, the open interest changed by 2 which increased total open position to 2


On 16 Mar MCX was trading at 2555.60. The strike last trading price was 147.55, which was 0 lower than the previous day. The implied volatity was 1.65, 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 147.55, which was 0 lower than the previous day. The implied volatity was 3.53, 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 147.55, which was 0 lower than the previous day. The implied volatity was 2.33, 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 147.55, which was 0 lower than the previous day. The implied volatity was 2.13, 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 147.55, which was 0 lower than the previous day. The implied volatity was 0.75, 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 147.55, which was 0 lower than the previous day. The implied volatity was 0.75, 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 147.55, which was 0 lower than the previous day. The implied volatity was 1.77, 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 147.55, which was 0 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0


On 16 Feb MCX was trading at 2339.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb MCX was trading at 2340.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0


On 12 Feb MCX was trading at 2441.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0


On 11 Feb MCX was trading at 2372.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0


On 10 Feb MCX was trading at 2470.70. 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 Feb MCX was trading at 2434.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.2, the open interest changed by 0 which decreased total open position to 0


On 6 Feb MCX was trading at 2380.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, 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 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 4 Feb MCX was trading at 2543.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.78, 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 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 2 Feb MCX was trading at 2321.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, 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 0, which was 0 lower than the previous day. The implied volatity was 1.16, 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 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 29 Jan MCX was trading at 2686.00. 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 28-Apr-2026 (11d) 2640 PE
Delta: -0.17
Vega: 0.01
Theta: -2.25
Gamma: 0.001
Date Close Ltp Change IV Volume OI Chg OI
16 Apr 2862.20 23.2 -6.199999999999999 47.72 46 -14 147
15 Apr 2851.10 27.9 -23.65 49.41 198 -31 163
13 Apr 2765.60 49.6 -31.199999999999996 47.58 460 22 195
10 Apr 2669.40 81.55 -17.049999999999997 40.91 662 37 171
9 Apr 2657.50 98.5 -29.9 47.14 732 70 135
8 Apr 2596.30 125.35 -185.7 45.54 360 48 65
7 Apr 2541.90 311.05 83.65 - 0 0 17
6 Apr 2549.00 311.05 83.65 - 0 0 17
2 Apr 2443.00 311.05 83.65 - 0 0 17
1 Apr 2469.70 311.05 83.65 - 0 0 17
30 Mar 2389.40 311.05 83.65 - 0 0 0
27 Mar 2398.20 311.05 83.65 - 0 0 17
25 Mar 2465.10 311.05 83.65 - 0 0 17
24 Mar 2419.00 311.05 83.65 64.94 24 -4 16
23 Mar 2314.40 227.4 54.85 - 0 0 20
20 Mar 2414.50 227.4 54.85 28.68 4 -2 20
19 Mar 2530.40 172.55 22.55 37.74 19 13 22
18 Mar 2603.10 150 -179.1 42.92 14 9 9
17 Mar 2671.80 329.1 0 1.99 0 0 0
16 Mar 2555.60 329.1 0 - 0 0 0
13 Mar 2498.80 329.1 0 - 0 0 0
12 Mar 2526.10 329.1 0 - 0 0 0
11 Mar 2531.60 329.1 0 - 0 0 0
10 Mar 2578.20 329.1 0 0 0 0 0
9 Mar 2577.10 329.1 0 - 0 0 0
6 Mar 2533.90 329.1 0 - 0 0 0
5 Mar 2553.50 329.1 0 - 0 0 0
16 Feb 2339.70 - - - 0 0 0
13 Feb 2340.60 0 0 - 0 0 0
12 Feb 2441.90 0 0 - 0 0 0
11 Feb 2372.80 0 0 - 0 0 0
10 Feb 2470.70 0 0 - 0 0 0
9 Feb 2434.90 0 0 - 0 0 0
6 Feb 2380.40 - - - 0 0 0
5 Feb 2410.40 0 0 - 0 0 0
4 Feb 2543.30 0 0 - 0 0 0
3 Feb 2434.10 0 0 - 0 0 0
2 Feb 2321.80 - - - 0 0 0
1 Feb 2233.30 0 0 - 0 0 0
30 Jan 2528.00 0 0 0.72 0 0 0
29 Jan 2686.00 0 0 2.16 0 0 0


For Multi Commodity Exchange - strike price 2640 expiring on 28APR2026

Delta for 2640 PE is -0.17

Historical price for 2640 PE is as follows

On 16 Apr MCX was trading at 2862.20. The strike last trading price was 23.2, which was -6.199999999999999 lower than the previous day. The implied volatity was 47.72, the open interest changed by -14 which decreased total open position to 147


On 15 Apr MCX was trading at 2851.10. The strike last trading price was 27.9, which was -23.65 lower than the previous day. The implied volatity was 49.41, the open interest changed by -31 which decreased total open position to 163


On 13 Apr MCX was trading at 2765.60. The strike last trading price was 49.6, which was -31.199999999999996 lower than the previous day. The implied volatity was 47.58, the open interest changed by 22 which increased total open position to 195


On 10 Apr MCX was trading at 2669.40. The strike last trading price was 81.55, which was -17.049999999999997 lower than the previous day. The implied volatity was 40.91, the open interest changed by 37 which increased total open position to 171


On 9 Apr MCX was trading at 2657.50. The strike last trading price was 98.5, which was -29.9 lower than the previous day. The implied volatity was 47.14, the open interest changed by 70 which increased total open position to 135


On 8 Apr MCX was trading at 2596.30. The strike last trading price was 125.35, which was -185.7 lower than the previous day. The implied volatity was 45.54, the open interest changed by 48 which increased total open position to 65


On 7 Apr MCX was trading at 2541.90. The strike last trading price was 311.05, which was 83.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 6 Apr MCX was trading at 2549.00. The strike last trading price was 311.05, which was 83.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 2 Apr MCX was trading at 2443.00. The strike last trading price was 311.05, which was 83.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 1 Apr MCX was trading at 2469.70. The strike last trading price was 311.05, which was 83.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 30 Mar MCX was trading at 2389.40. The strike last trading price was 311.05, which was 83.65 higher than the previous day. The implied volatity was -, 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 311.05, which was 83.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 25 Mar MCX was trading at 2465.10. The strike last trading price was 311.05, which was 83.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 24 Mar MCX was trading at 2419.00. The strike last trading price was 311.05, which was 83.65 higher than the previous day. The implied volatity was 64.94, the open interest changed by -4 which decreased total open position to 16


On 23 Mar MCX was trading at 2314.40. The strike last trading price was 227.4, which was 54.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 20 Mar MCX was trading at 2414.50. The strike last trading price was 227.4, which was 54.85 higher than the previous day. The implied volatity was 28.68, the open interest changed by -2 which decreased total open position to 20


On 19 Mar MCX was trading at 2530.40. The strike last trading price was 172.55, which was 22.55 higher than the previous day. The implied volatity was 37.74, the open interest changed by 13 which increased total open position to 22


On 18 Mar MCX was trading at 2603.10. The strike last trading price was 150, which was -179.1 lower than the previous day. The implied volatity was 42.92, the open interest changed by 9 which increased total open position to 9


On 17 Mar MCX was trading at 2671.80. The strike last trading price was 329.1, which was 0 lower than the previous day. The implied volatity was 1.99, 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 329.1, 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 Mar MCX was trading at 2498.80. The strike last trading price was 329.1, 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 Mar MCX was trading at 2526.10. The strike last trading price was 329.1, 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 11 Mar MCX was trading at 2531.60. The strike last trading price was 329.1, 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 329.1, which was 0 lower than the previous day. The implied volatity was 0, 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 329.1, 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 6 Mar MCX was trading at 2533.90. The strike last trading price was 329.1, 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 329.1, 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 Feb MCX was trading at 2339.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb MCX was trading at 2340.60. 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 Feb MCX was trading at 2441.90. 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 11 Feb MCX was trading at 2372.80. 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 10 Feb MCX was trading at 2470.70. 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 Feb MCX was trading at 2434.90. 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 6 Feb MCX was trading at 2380.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, 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 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 4 Feb MCX was trading at 2543.30. 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 3 Feb MCX was trading at 2434.10. 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 2 Feb MCX was trading at 2321.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, 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 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 30 Jan MCX was trading at 2528.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.72, 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 0, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0