MCX
Multi Commodity Exchange
Historical option data for MCX
20 Apr 2026 04:10 PM IST
| MCX 28-Apr-2026 (7d) 2660 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.01
Theta: -3.21
Gamma: 0.00115
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Apr | 2859.10 | 213.35 | -6.099999999999994 | 49.14 | 11 | -5 | 137 | |||||||||
| 17 Apr | 2856.10 | 219.45 | -8.850000000000023 | 46.95 | 41 | 3 | 141 | |||||||||
| 16 Apr | 2862.20 | 228.3 | -1.8999999999999773 | 49.09 | 26 | -8 | 138 | |||||||||
| 15 Apr | 2851.10 | 230.05 | 63.05000000000001 | 47.91 | 47 | -17 | 149 | |||||||||
| 13 Apr | 2765.60 | 170 | 57.5 | 44.44 | 588 | -125 | 166 | |||||||||
| 10 Apr | 2669.40 | 108.75 | -6.599999999999994 | 42.43 | 1,060 | 147 | 292 | |||||||||
| 9 Apr | 2657.50 | 114.5 | 21.6 | 45.14 | 886 | 72 | 143 | |||||||||
| 8 Apr | 2596.30 | 91.4 | 18.55 | 46.41 | 415 | 10 | 76 | |||||||||
| 7 Apr | 2541.90 | 70.2 | -5 | 46.81 | 100 | 7 | 66 | |||||||||
| 6 Apr | 2549.00 | 73.45 | 28.25 | 46.61 | 101 | 18 | 45 | |||||||||
| 2 Apr | 2443.00 | 45 | -6.95 | 44.62 | 72 | -5 | 26 | |||||||||
| 1 Apr | 2469.70 | 51.4 | 10.35 | 42.28 | 71 | 10 | 31 | |||||||||
| 30 Mar | 2389.40 | 41.05 | -11.7 | 45.73 | 25 | -2 | 20 | |||||||||
| 27 Mar | 2398.20 | 52.75 | -13.4 | 47.32 | 28 | 4 | 23 | |||||||||
| 25 Mar | 2465.10 | 66.9 | 11.65 | 44.73 | 16 | 5 | 17 | |||||||||
| 24 Mar | 2419.00 | 55.75 | 15.05 | 43.5 | 17 | -12 | 11 | |||||||||
| 23 Mar | 2314.40 | 40.7 | -23.95 | 47.42 | 2 | 1 | 23 | |||||||||
| 20 Mar | 2414.50 | 64.65 | -48.45 | 45.76 | 24 | 22 | 22 | |||||||||
| 19 Mar | 2530.40 | 113.1 | 0 | 3.01 | 0 | 0 | 0 | |||||||||
| 18 Mar | 2603.10 | 113.1 | 0 | 0.67 | 0 | 0 | 0 | |||||||||
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| 17 Mar | 2671.80 | 113.1 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
| 16 Mar | 2555.60 | 113.1 | 0 | 2.23 | 0 | 0 | 0 | |||||||||
| 13 Mar | 2498.80 | 113.1 | 0 | 3.69 | 0 | 0 | 0 | |||||||||
| 12 Mar | 2526.10 | 113.1 | 0 | 2.88 | 0 | 0 | 0 | |||||||||
| 11 Mar | 2531.60 | 113.1 | 0 | 2.27 | 0 | 0 | 0 | |||||||||
| 10 Mar | 2578.20 | 113.1 | 0 | 1.34 | 0 | 0 | 0 | |||||||||
| 9 Mar | 2577.10 | 113.1 | 0 | 1.33 | 0 | 0 | 0 | |||||||||
| 6 Mar | 2533.90 | 113.1 | 0 | 2.17 | 0 | 0 | 0 | |||||||||
| 5 Mar | 2553.50 | 113.1 | 0 | 1.69 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 2660 expiring on 28APR2026
Delta for 2660 CE is 0.84
Historical price for 2660 CE is as follows
On 20 Apr MCX was trading at 2859.10. The strike last trading price was 213.35, which was -6.099999999999994 lower than the previous day. The implied volatity was 49.14, the open interest changed by -5 which decreased total open position to 137
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 219.45, which was -8.850000000000023 lower than the previous day. The implied volatity was 46.95, the open interest changed by 3 which increased total open position to 141
On 16 Apr MCX was trading at 2862.20. The strike last trading price was 228.3, which was -1.8999999999999773 lower than the previous day. The implied volatity was 49.09, the open interest changed by -8 which decreased total open position to 138
On 15 Apr MCX was trading at 2851.10. The strike last trading price was 230.05, which was 63.05000000000001 higher than the previous day. The implied volatity was 47.91, the open interest changed by -17 which decreased total open position to 149
On 13 Apr MCX was trading at 2765.60. The strike last trading price was 170, which was 57.5 higher than the previous day. The implied volatity was 44.44, the open interest changed by -125 which decreased total open position to 166
On 10 Apr MCX was trading at 2669.40. The strike last trading price was 108.75, which was -6.599999999999994 lower than the previous day. The implied volatity was 42.43, the open interest changed by 147 which increased total open position to 292
On 9 Apr MCX was trading at 2657.50. The strike last trading price was 114.5, which was 21.6 higher than the previous day. The implied volatity was 45.14, the open interest changed by 72 which increased total open position to 143
On 8 Apr MCX was trading at 2596.30. The strike last trading price was 91.4, which was 18.55 higher than the previous day. The implied volatity was 46.41, the open interest changed by 10 which increased total open position to 76
On 7 Apr MCX was trading at 2541.90. The strike last trading price was 70.2, which was -5 lower than the previous day. The implied volatity was 46.81, the open interest changed by 7 which increased total open position to 66
On 6 Apr MCX was trading at 2549.00. The strike last trading price was 73.45, which was 28.25 higher than the previous day. The implied volatity was 46.61, the open interest changed by 18 which increased total open position to 45
On 2 Apr MCX was trading at 2443.00. The strike last trading price was 45, which was -6.95 lower than the previous day. The implied volatity was 44.62, the open interest changed by -5 which decreased total open position to 26
On 1 Apr MCX was trading at 2469.70. The strike last trading price was 51.4, which was 10.35 higher than the previous day. The implied volatity was 42.28, the open interest changed by 10 which increased total open position to 31
On 30 Mar MCX was trading at 2389.40. The strike last trading price was 41.05, which was -11.7 lower than the previous day. The implied volatity was 45.73, the open interest changed by -2 which decreased total open position to 20
On 27 Mar MCX was trading at 2398.20. The strike last trading price was 52.75, which was -13.4 lower than the previous day. The implied volatity was 47.32, the open interest changed by 4 which increased total open position to 23
On 25 Mar MCX was trading at 2465.10. The strike last trading price was 66.9, which was 11.65 higher than the previous day. The implied volatity was 44.73, the open interest changed by 5 which increased total open position to 17
On 24 Mar MCX was trading at 2419.00. The strike last trading price was 55.75, which was 15.05 higher than the previous day. The implied volatity was 43.5, the open interest changed by -12 which decreased total open position to 11
On 23 Mar MCX was trading at 2314.40. The strike last trading price was 40.7, which was -23.95 lower than the previous day. The implied volatity was 47.42, the open interest changed by 1 which increased total open position to 23
On 20 Mar MCX was trading at 2414.50. The strike last trading price was 64.65, which was -48.45 lower than the previous day. The implied volatity was 45.76, the open interest changed by 22 which increased total open position to 22
On 19 Mar MCX was trading at 2530.40. The strike last trading price was 113.1, 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 18 Mar MCX was trading at 2603.10. The strike last trading price was 113.1, which was 0 lower than the previous day. The implied volatity was 0.67, 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 113.1, which was 0 lower than the previous day. The implied volatity was 0.14, 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 113.1, which was 0 lower than the previous day. The implied volatity was 2.23, 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 113.1, which was 0 lower than the previous day. The implied volatity was 3.69, 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 113.1, which was 0 lower than the previous day. The implied volatity was 2.88, 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 113.1, which was 0 lower than the previous day. The implied volatity was 2.27, 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 113.1, which was 0 lower than the previous day. The implied volatity was 1.34, 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 113.1, which was 0 lower than the previous day. The implied volatity was 1.33, 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 113.1, which was 0 lower than the previous day. The implied volatity was 2.17, 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 113.1, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0
| MCX 28-Apr-2026 (7d) 2660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.01
Theta: -2.67
Gamma: 0.00114
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Apr | 2859.10 | 17.35 | -3.5 | 48.32 | 114 | 0 | 263 |
| 17 Apr | 2856.10 | 19.5 | -5.699999999999999 | 43.8 | 467 | 26 | 262 |
| 16 Apr | 2862.20 | 25.35 | -6.949999999999996 | 47.32 | 76 | -13 | 236 |
| 15 Apr | 2851.10 | 31.4 | -26.050000000000004 | 48.44 | 255 | 16 | 249 |
| 13 Apr | 2765.60 | 54.95 | -34.599999999999994 | 46.51 | 845 | 14 | 230 |
| 10 Apr | 2669.40 | 89.2 | -18.049999999999997 | 40.08 | 1,031 | 82 | 217 |
| 9 Apr | 2657.50 | 106.35 | -35 | 46.33 | 637 | 115 | 135 |
| 8 Apr | 2596.30 | 140.6 | -53.45 | 47.13 | 85 | 5 | 19 |
| 7 Apr | 2541.90 | 194.05 | -90.95 | - | 0 | 0 | 14 |
| 6 Apr | 2549.00 | 194.05 | -90.95 | 53.52 | 2 | 0 | 14 |
| 2 Apr | 2443.00 | 285 | -109.25 | - | 0 | 0 | 14 |
| 1 Apr | 2469.70 | 285 | -109.25 | - | 0 | 0 | 14 |
| 30 Mar | 2389.40 | 285 | -109.25 | - | 0 | -1 | 0 |
| 27 Mar | 2398.20 | 285 | -109.25 | 45 | 3 | -1 | 14 |
| 25 Mar | 2465.10 | 394.25 | 144.9 | - | 0 | 0 | 15 |
| 24 Mar | 2419.00 | 394.25 | 144.9 | - | 0 | 0 | 15 |
| 23 Mar | 2314.40 | 394.25 | 144.9 | 64.93 | 3 | -2 | 16 |
| 20 Mar | 2414.50 | 249.35 | 50.35 | 31.22 | 2 | 0 | 19 |
| 19 Mar | 2530.40 | 199 | 45.3 | 42.01 | 6 | 3 | 18 |
| 18 Mar | 2603.10 | 153.7 | -193.2 | 39.71 | 20 | 15 | 15 |
| 17 Mar | 2671.80 | 346.9 | 0 | 1.51 | 0 | 0 | 0 |
| 16 Mar | 2555.60 | 346.9 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 2498.80 | 346.9 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 2526.10 | 346.9 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 2531.60 | 346.9 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 2578.20 | 346.9 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 2577.10 | 346.9 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 2533.90 | 346.9 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 2553.50 | 346.9 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 2660 expiring on 28APR2026
Delta for 2660 PE is -0.15
Historical price for 2660 PE is as follows
On 20 Apr MCX was trading at 2859.10. The strike last trading price was 17.35, which was -3.5 lower than the previous day. The implied volatity was 48.32, the open interest changed by 0 which decreased total open position to 263
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 19.5, which was -5.699999999999999 lower than the previous day. The implied volatity was 43.8, the open interest changed by 26 which increased total open position to 262
On 16 Apr MCX was trading at 2862.20. The strike last trading price was 25.35, which was -6.949999999999996 lower than the previous day. The implied volatity was 47.32, the open interest changed by -13 which decreased total open position to 236
On 15 Apr MCX was trading at 2851.10. The strike last trading price was 31.4, which was -26.050000000000004 lower than the previous day. The implied volatity was 48.44, the open interest changed by 16 which increased total open position to 249
On 13 Apr MCX was trading at 2765.60. The strike last trading price was 54.95, which was -34.599999999999994 lower than the previous day. The implied volatity was 46.51, the open interest changed by 14 which increased total open position to 230
On 10 Apr MCX was trading at 2669.40. The strike last trading price was 89.2, which was -18.049999999999997 lower than the previous day. The implied volatity was 40.08, the open interest changed by 82 which increased total open position to 217
On 9 Apr MCX was trading at 2657.50. The strike last trading price was 106.35, which was -35 lower than the previous day. The implied volatity was 46.33, the open interest changed by 115 which increased total open position to 135
On 8 Apr MCX was trading at 2596.30. The strike last trading price was 140.6, which was -53.45 lower than the previous day. The implied volatity was 47.13, the open interest changed by 5 which increased total open position to 19
On 7 Apr MCX was trading at 2541.90. The strike last trading price was 194.05, which was -90.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 6 Apr MCX was trading at 2549.00. The strike last trading price was 194.05, which was -90.95 lower than the previous day. The implied volatity was 53.52, the open interest changed by 0 which decreased total open position to 14
On 2 Apr MCX was trading at 2443.00. The strike last trading price was 285, which was -109.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 1 Apr MCX was trading at 2469.70. The strike last trading price was 285, which was -109.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 30 Mar MCX was trading at 2389.40. The strike last trading price was 285, which was -109.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 27 Mar MCX was trading at 2398.20. The strike last trading price was 285, which was -109.25 lower than the previous day. The implied volatity was 45, the open interest changed by -1 which decreased total open position to 14
On 25 Mar MCX was trading at 2465.10. The strike last trading price was 394.25, which was 144.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 24 Mar MCX was trading at 2419.00. The strike last trading price was 394.25, which was 144.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 23 Mar MCX was trading at 2314.40. The strike last trading price was 394.25, which was 144.9 higher than the previous day. The implied volatity was 64.93, the open interest changed by -2 which decreased total open position to 16
On 20 Mar MCX was trading at 2414.50. The strike last trading price was 249.35, which was 50.35 higher than the previous day. The implied volatity was 31.22, the open interest changed by 0 which decreased total open position to 19
On 19 Mar MCX was trading at 2530.40. The strike last trading price was 199, which was 45.3 higher than the previous day. The implied volatity was 42.01, the open interest changed by 3 which increased total open position to 18
On 18 Mar MCX was trading at 2603.10. The strike last trading price was 153.7, which was -193.2 lower than the previous day. The implied volatity was 39.71, the open interest changed by 15 which increased total open position to 15
On 17 Mar MCX was trading at 2671.80. The strike last trading price was 346.9, which was 0 lower than the previous day. The implied volatity was 1.51, 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 346.9, 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 346.9, 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 346.9, 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 346.9, 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 346.9, 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 346.9, 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 346.9, 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 346.9, 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
