MCX
Multi Commodity Exchange
Historical option data for MCX
17 Apr 2026 04:11 PM IST
| MCX 28-Apr-2026 (10d) 2650 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0.01
Theta: -2.33
Gamma: 0.00106
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 2856.10 | 227.9 | -16.75 | 43.3 | 16 | 1 | 195 | |||||||||
| 16 Apr | 2862.20 | 250 | 13 | 52.95 | 14 | -11 | 194 | |||||||||
| 15 Apr | 2851.10 | 239.2 | 64.14999999999998 | 47.7 | 26 | -11 | 207 | |||||||||
| 13 Apr | 2765.60 | 176.4 | 58.30000000000001 | 44.22 | 685 | -82 | 220 | |||||||||
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| 10 Apr | 2669.40 | 115.1 | -5.6000000000000085 | 44.5 | 1,328 | 64 | 314 | |||||||||
| 9 Apr | 2657.50 | 119.9 | 22.5 | 45.31 | 1,399 | 2 | 240 | |||||||||
| 8 Apr | 2596.30 | 96.7 | 20.6 | 46.87 | 1,409 | 193 | 252 | |||||||||
| 7 Apr | 2541.90 | 73.2 | -4.8 | 46.64 | 90 | 20 | 60 | |||||||||
| 6 Apr | 2549.00 | 77.35 | 29.85 | 46.8 | 137 | 25 | 38 | |||||||||
| 2 Apr | 2443.00 | 47.5 | -2.2 | 44.71 | 20 | 13 | 13 | |||||||||
| 1 Apr | 2469.70 | 49.7 | 0 | 5.85 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 2650 expiring on 28APR2026
Delta for 2650 CE is 0.85
Historical price for 2650 CE is as follows
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 227.9, which was -16.75 lower than the previous day. The implied volatity was 43.3, the open interest changed by 1 which increased total open position to 195
On 16 Apr MCX was trading at 2862.20. The strike last trading price was 250, which was 13 higher than the previous day. The implied volatity was 52.95, the open interest changed by -11 which decreased total open position to 194
On 15 Apr MCX was trading at 2851.10. The strike last trading price was 239.2, which was 64.14999999999998 higher than the previous day. The implied volatity was 47.7, the open interest changed by -11 which decreased total open position to 207
On 13 Apr MCX was trading at 2765.60. The strike last trading price was 176.4, which was 58.30000000000001 higher than the previous day. The implied volatity was 44.22, the open interest changed by -82 which decreased total open position to 220
On 10 Apr MCX was trading at 2669.40. The strike last trading price was 115.1, which was -5.6000000000000085 lower than the previous day. The implied volatity was 44.5, the open interest changed by 64 which increased total open position to 314
On 9 Apr MCX was trading at 2657.50. The strike last trading price was 119.9, which was 22.5 higher than the previous day. The implied volatity was 45.31, the open interest changed by 2 which increased total open position to 240
On 8 Apr MCX was trading at 2596.30. The strike last trading price was 96.7, which was 20.6 higher than the previous day. The implied volatity was 46.87, the open interest changed by 193 which increased total open position to 252
On 7 Apr MCX was trading at 2541.90. The strike last trading price was 73.2, which was -4.8 lower than the previous day. The implied volatity was 46.64, the open interest changed by 20 which increased total open position to 60
On 6 Apr MCX was trading at 2549.00. The strike last trading price was 77.35, which was 29.85 higher than the previous day. The implied volatity was 46.8, the open interest changed by 25 which increased total open position to 38
On 2 Apr MCX was trading at 2443.00. The strike last trading price was 47.5, which was -2.2 lower than the previous day. The implied volatity was 44.71, the open interest changed by 13 which increased total open position to 13
On 1 Apr MCX was trading at 2469.70. The strike last trading price was 49.7, which was 0 lower than the previous day. The implied volatity was 5.85, the open interest changed by 0 which decreased total open position to 0
| MCX 28-Apr-2026 (10d) 2650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.01
Theta: -2
Gamma: 0.00105
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 2856.10 | 18 | -5.850000000000001 | 44.25 | 271 | 8 | 238 |
| 16 Apr | 2862.20 | 23.5 | -7.100000000000001 | 47.13 | 188 | -1 | 231 |
| 15 Apr | 2851.10 | 30.05 | -24.499999999999996 | 49.43 | 416 | 14 | 236 |
| 13 Apr | 2765.60 | 53.2 | -31.700000000000003 | 47.78 | 836 | 3 | 222 |
| 10 Apr | 2669.40 | 85.35 | -17.450000000000003 | 40.52 | 800 | 40 | 222 |
| 9 Apr | 2657.50 | 102.3 | -31.8 | 46.71 | 722 | 67 | 178 |
| 8 Apr | 2596.30 | 130.3 | -165.2 | 45.25 | 423 | 118 | 118 |
| 7 Apr | 2541.90 | 295.5 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 2549.00 | 295.5 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 2443.00 | 295.5 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 2469.70 | 295.5 | 0 | 0 | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 2650 expiring on 28APR2026
Delta for 2650 PE is -0.15
Historical price for 2650 PE is as follows
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 18, which was -5.850000000000001 lower than the previous day. The implied volatity was 44.25, the open interest changed by 8 which increased total open position to 238
On 16 Apr MCX was trading at 2862.20. The strike last trading price was 23.5, which was -7.100000000000001 lower than the previous day. The implied volatity was 47.13, the open interest changed by -1 which decreased total open position to 231
On 15 Apr MCX was trading at 2851.10. The strike last trading price was 30.05, which was -24.499999999999996 lower than the previous day. The implied volatity was 49.43, the open interest changed by 14 which increased total open position to 236
On 13 Apr MCX was trading at 2765.60. The strike last trading price was 53.2, which was -31.700000000000003 lower than the previous day. The implied volatity was 47.78, the open interest changed by 3 which increased total open position to 222
On 10 Apr MCX was trading at 2669.40. The strike last trading price was 85.35, which was -17.450000000000003 lower than the previous day. The implied volatity was 40.52, the open interest changed by 40 which increased total open position to 222
On 9 Apr MCX was trading at 2657.50. The strike last trading price was 102.3, which was -31.8 lower than the previous day. The implied volatity was 46.71, the open interest changed by 67 which increased total open position to 178
On 8 Apr MCX was trading at 2596.30. The strike last trading price was 130.3, which was -165.2 lower than the previous day. The implied volatity was 45.25, the open interest changed by 118 which increased total open position to 118
On 7 Apr MCX was trading at 2541.90. The strike last trading price was 295.5, 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 Apr MCX was trading at 2549.00. The strike last trading price was 295.5, 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 Apr MCX was trading at 2443.00. The strike last trading price was 295.5, 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 1 Apr MCX was trading at 2469.70. The strike last trading price was 295.5, 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
