Historical option data for MCX
22 Jun 2026 01:19 PM IST
| MCX 28-Jul-2026 (36d) 2800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.6
Vega: 0.03
Theta: -2.09
Gamma: 0.00107
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 2853.50 | 178.25 | 21.05 (13.39%) | 40.23 | 415 | 6 | 756 | |||||||||
| 19 Jun | 2803.80 | 157.2 | -9.15 (-5.50%) | 40.05 | 726 | 294 | 750 | |||||||||
| 18 Jun | 2817.20 | 165.2 | -23.85 (-12.62%) | 39.2 | 297 | 93 | 455 | |||||||||
| 17 Jun | 2857.30 | 185 | -15.9 (-7.91%) | 38.44 | 309 | 46 | 362 | |||||||||
| 16 Jun | 2885.40 | 197.3 | -9.7 (-4.69%) | 36.22 | 159 | -22 | 316 | |||||||||
| 15 Jun | 2895.60 | 206.7 | 19.7 (10.53%) | 37.08 | 187 | 8 | 338 | |||||||||
| 12 Jun | 2853.00 | 189.3 | 39.3 (26.20%) | 37.26 | 82 | 3 | 330 | |||||||||
| 11 Jun | 2778.80 | 160.05 | 16.05 (11.15%) | 38.21 | 219 | 155 | 328 | |||||||||
| 10 Jun | 2743.80 | 145.5 | -51.5 (-26.14%) | 40.12 | 169 | 100 | 171 | |||||||||
| 9 Jun | 2824.80 | 198 | 5 (2.59%) | 42.14 | 52 | 12 | 70 | |||||||||
| 8 Jun | 2823.80 | 190.65 | 7.65 (4.18%) | 41.34 | 38 | 13 | 58 | |||||||||
| 5 Jun | 2795.00 | 179 | -60 (-25.10%) | 40.73 | 32 | 8 | 45 | |||||||||
| 4 Jun | 2893.50 | 239.1 | 24.1 (11.21%) | 40.49 | 44 | 0 | 37 | |||||||||
| 3 Jun | 2833.60 | 215 | -17 (-7.33%) | 42.4 | 6 | 3 | 36 | |||||||||
| 2 Jun | 2878.70 | 232 | -21 (-8.30%) | 42.13 | 44 | 11 | 13 | |||||||||
| 1 Jun | 2890.50 | 253 | -100 (-28.33%) | 41.91 | 2 | 1 | 1 | |||||||||
| 29 May | 2954.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 May | 3156.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 3187.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 2920.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 2912.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 2971.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 2968.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 2800 expiring on 28JUL2026
Delta for 2800 CE is 0.6
Historical price for 2800 CE is as follows
On 22 Jun MCX was trading at 2853.50. The strike last trading price was 178.25, which was 21.05 higher than the previous day. The implied volatity was 40.23, the open interest changed by 6 which increased total open position to 756
On 19 Jun MCX was trading at 2803.80. The strike last trading price was 157.2, which was -9.15 lower than the previous day. The implied volatity was 40.05, the open interest changed by 294 which increased total open position to 750
On 18 Jun MCX was trading at 2817.20. The strike last trading price was 165.2, which was -23.85 lower than the previous day. The implied volatity was 39.2, the open interest changed by 93 which increased total open position to 455
On 17 Jun MCX was trading at 2857.30. The strike last trading price was 185, which was -15.9 lower than the previous day. The implied volatity was 38.44, the open interest changed by 46 which increased total open position to 362
On 16 Jun MCX was trading at 2885.40. The strike last trading price was 197.3, which was -9.7 lower than the previous day. The implied volatity was 36.22, the open interest changed by -22 which decreased total open position to 316
On 15 Jun MCX was trading at 2895.60. The strike last trading price was 206.7, which was 19.7 higher than the previous day. The implied volatity was 37.08, the open interest changed by 8 which increased total open position to 338
On 12 Jun MCX was trading at 2853.00. The strike last trading price was 189.3, which was 39.3 higher than the previous day. The implied volatity was 37.26, the open interest changed by 3 which increased total open position to 330
On 11 Jun MCX was trading at 2778.80. The strike last trading price was 160.05, which was 16.05 higher than the previous day. The implied volatity was 38.21, the open interest changed by 155 which increased total open position to 328
On 10 Jun MCX was trading at 2743.80. The strike last trading price was 145.5, which was -51.5 lower than the previous day. The implied volatity was 40.12, the open interest changed by 100 which increased total open position to 171
On 9 Jun MCX was trading at 2824.80. The strike last trading price was 198, which was 5 higher than the previous day. The implied volatity was 42.14, the open interest changed by 12 which increased total open position to 70
On 8 Jun MCX was trading at 2823.80. The strike last trading price was 190.65, which was 7.65 higher than the previous day. The implied volatity was 41.34, the open interest changed by 13 which increased total open position to 58
On 5 Jun MCX was trading at 2795.00. The strike last trading price was 179, which was -60 lower than the previous day. The implied volatity was 40.73, the open interest changed by 8 which increased total open position to 45
On 4 Jun MCX was trading at 2893.50. The strike last trading price was 239.1, which was 24.1 higher than the previous day. The implied volatity was 40.49, the open interest changed by 0 which decreased total open position to 37
On 3 Jun MCX was trading at 2833.60. The strike last trading price was 215, which was -17 lower than the previous day. The implied volatity was 42.4, the open interest changed by 3 which increased total open position to 36
On 2 Jun MCX was trading at 2878.70. The strike last trading price was 232, which was -21 lower than the previous day. The implied volatity was 42.13, the open interest changed by 11 which increased total open position to 13
On 1 Jun MCX was trading at 2890.50. The strike last trading price was 253, which was -100 lower than the previous day. The implied volatity was 41.91, the open interest changed by 1 which increased total open position to 1
On 29 May MCX was trading at 2954.50. 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 May MCX was trading at 3156.90. 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 May MCX was trading at 3187.90. 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 5 May MCX was trading at 2920.00. 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 4 May MCX was trading at 2912.90. 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 30 Apr MCX was trading at 2971.50. 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 Apr MCX was trading at 2968.30. 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
| MCX 28-Jul-2026 (36d) 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.4
Vega: 0.03
Theta: -1.55
Gamma: 0.00114
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 2853.50 | 104.25 | -23.6 (-18.46%) | 37.68 | 129 | 48 | 656 |
| 19 Jun | 2803.80 | 128 | 9.55 (8.06%) | 37.82 | 385 | 82 | 607 |
| 18 Jun | 2817.20 | 118 | 14.8 (14.34%) | 36.64 | 239 | 79 | 525 |
| 17 Jun | 2857.30 | 104.75 | 15.65 (17.56%) | 36.58 | 182 | 64 | 443 |
| 16 Jun | 2885.40 | 89.4 | -1.3 (-1.43%) | 35.08 | 126 | 17 | 380 |
| 15 Jun | 2895.60 | 91.5 | -16.2 (-15.04%) | 36.15 | 236 | 23 | 362 |
| 12 Jun | 2853.00 | 109.75 | -40.65 (-27.03%) | 35.96 | 60 | -13 | 339 |
| 11 Jun | 2778.80 | 150.2 | -21.85 (-12.70%) | 39.28 | 183 | 109 | 353 |
| 10 Jun | 2743.80 | 168 | 37.45 (28.69%) | 37.82 | 125 | 79 | 243 |
| 9 Jun | 2824.80 | 130 | -5 (-3.70%) | 37.17 | 83 | 11 | 146 |
| 8 Jun | 2823.80 | 135 | -16.5 (-10.89%) | 37.83 | 38 | 1 | 135 |
| 5 Jun | 2795.00 | 153.65 | 45.55 (42.14%) | 37.31 | 43 | 4 | 134 |
| 4 Jun | 2893.50 | 108.1 | -23.4 (-17.79%) | 37.39 | 37 | 11 | 129 |
| 3 Jun | 2833.60 | 131.5 | 11.1 (9.22%) | 38.11 | 37 | 1 | 118 |
| 2 Jun | 2878.70 | 120 | 6 (5.26%) | 36.32 | 101 | 39 | 117 |
| 1 Jun | 2890.50 | 113 | 12.4 (12.33%) | 36.75 | 78 | 62 | 77 |
| 29 May | 2954.50 | 105 | -109.35 (-51.01%) | 37.82 | 33 | 14 | 14 |
| 12 May | 3156.90 | 0 | -214.35 (-100.00%) | - | 0 | 0 | 0 |
| 11 May | 3187.90 | 0 | -214.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 5 May | 2920.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 2912.90 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 2971.50 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 2968.30 | 0 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 2800 expiring on 28JUL2026
Delta for 2800 PE is -0.4
Historical price for 2800 PE is as follows
On 22 Jun MCX was trading at 2853.50. The strike last trading price was 104.25, which was -23.6 lower than the previous day. The implied volatity was 37.68, the open interest changed by 48 which increased total open position to 656
On 19 Jun MCX was trading at 2803.80. The strike last trading price was 128, which was 9.55 higher than the previous day. The implied volatity was 37.82, the open interest changed by 82 which increased total open position to 607
On 18 Jun MCX was trading at 2817.20. The strike last trading price was 118, which was 14.8 higher than the previous day. The implied volatity was 36.64, the open interest changed by 79 which increased total open position to 525
On 17 Jun MCX was trading at 2857.30. The strike last trading price was 104.75, which was 15.65 higher than the previous day. The implied volatity was 36.58, the open interest changed by 64 which increased total open position to 443
On 16 Jun MCX was trading at 2885.40. The strike last trading price was 89.4, which was -1.3 lower than the previous day. The implied volatity was 35.08, the open interest changed by 17 which increased total open position to 380
On 15 Jun MCX was trading at 2895.60. The strike last trading price was 91.5, which was -16.2 lower than the previous day. The implied volatity was 36.15, the open interest changed by 23 which increased total open position to 362
On 12 Jun MCX was trading at 2853.00. The strike last trading price was 109.75, which was -40.65 lower than the previous day. The implied volatity was 35.96, the open interest changed by -13 which decreased total open position to 339
On 11 Jun MCX was trading at 2778.80. The strike last trading price was 150.2, which was -21.85 lower than the previous day. The implied volatity was 39.28, the open interest changed by 109 which increased total open position to 353
On 10 Jun MCX was trading at 2743.80. The strike last trading price was 168, which was 37.45 higher than the previous day. The implied volatity was 37.82, the open interest changed by 79 which increased total open position to 243
On 9 Jun MCX was trading at 2824.80. The strike last trading price was 130, which was -5 lower than the previous day. The implied volatity was 37.17, the open interest changed by 11 which increased total open position to 146
On 8 Jun MCX was trading at 2823.80. The strike last trading price was 135, which was -16.5 lower than the previous day. The implied volatity was 37.83, the open interest changed by 1 which increased total open position to 135
On 5 Jun MCX was trading at 2795.00. The strike last trading price was 153.65, which was 45.55 higher than the previous day. The implied volatity was 37.31, the open interest changed by 4 which increased total open position to 134
On 4 Jun MCX was trading at 2893.50. The strike last trading price was 108.1, which was -23.4 lower than the previous day. The implied volatity was 37.39, the open interest changed by 11 which increased total open position to 129
On 3 Jun MCX was trading at 2833.60. The strike last trading price was 131.5, which was 11.1 higher than the previous day. The implied volatity was 38.11, the open interest changed by 1 which increased total open position to 118
On 2 Jun MCX was trading at 2878.70. The strike last trading price was 120, which was 6 higher than the previous day. The implied volatity was 36.32, the open interest changed by 39 which increased total open position to 117
On 1 Jun MCX was trading at 2890.50. The strike last trading price was 113, which was 12.4 higher than the previous day. The implied volatity was 36.75, the open interest changed by 62 which increased total open position to 77
On 29 May MCX was trading at 2954.50. The strike last trading price was 105, which was -109.35 lower than the previous day. The implied volatity was 37.82, the open interest changed by 14 which increased total open position to 14
On 12 May MCX was trading at 3156.90. The strike last trading price was 0, which was -214.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 May MCX was trading at 3187.90. The strike last trading price was 0, which was -214.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 5 May MCX was trading at 2920.00. 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 4 May MCX was trading at 2912.90. 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 30 Apr MCX was trading at 2971.50. 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 Apr MCX was trading at 2968.30. 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
