MCX
Multi Commodity Exchange
Historical option data for MCX
29 Apr 2026 04:10 PM IST
| MCX 26-May-2026 (26d) 2850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0.03
Theta: -2.26
Gamma: 0.0011
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 2968.30 | 206 | 36.94999999999999 | 39.74 | 437 | -8 | 117 | |||||||||
| 28 Apr | 2898.00 | 167.2 | 28.25 | 42.3 | 1,164 | -36 | 127 | |||||||||
| 27 Apr | 2830.00 | 139.75 | 27.75 | 44.28 | 307 | 53 | 156 | |||||||||
| 24 Apr | 2760.90 | 111.3 | -17.700000000000003 | 44.27 | 140 | 18 | 105 | |||||||||
| 23 Apr | 2791.40 | 127.2 | 0.20000000000000284 | 43.53 | 111 | 60 | 87 | |||||||||
|
|
||||||||||||||||
| 22 Apr | 2783.20 | 128 | -22.849999999999994 | 44.04 | 22 | 6 | 26 | |||||||||
| 21 Apr | 2825.60 | 149.95 | -19.80000000000001 | 43.85 | 16 | 6 | 20 | |||||||||
| 20 Apr | 2859.10 | 169.4 | -6.150000000000006 | 44.72 | 11 | 6 | 14 | |||||||||
| 17 Apr | 2856.10 | 175.55 | -19.649999999999977 | 43.85 | 7 | 4 | 7 | |||||||||
| 16 Apr | 2862.20 | 195.2 | 91.74999999999999 | 46.29 | 1 | 0 | 3 | |||||||||
| 15 Apr | 2851.10 | 103.45 | -22 | - | 0 | 0 | 3 | |||||||||
| 13 Apr | 2765.60 | 103.45 | -22 | 45.09 | 0 | 0 | 3 | |||||||||
| 10 Apr | 2669.40 | 103.45 | -13.799999999999997 | 45.09 | 1 | 0 | 3 | |||||||||
| 9 Apr | 2657.50 | 117.25 | 60 | 47.31 | 4 | 1 | 1 | |||||||||
| 8 Apr | 2596.30 | 57.25 | 0 | 5.59 | 0 | 0 | 0 | |||||||||
| 7 Apr | 2541.90 | 57.25 | 0 | 7.02 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 2850 expiring on 26MAY2026
Delta for 2850 CE is 0.69
Historical price for 2850 CE is as follows
On 29 Apr MCX was trading at 2968.30. The strike last trading price was 206, which was 36.94999999999999 higher than the previous day. The implied volatity was 39.74, the open interest changed by -8 which decreased total open position to 117
On 28 Apr MCX was trading at 2898.00. The strike last trading price was 167.2, which was 28.25 higher than the previous day. The implied volatity was 42.3, the open interest changed by -36 which decreased total open position to 127
On 27 Apr MCX was trading at 2830.00. The strike last trading price was 139.75, which was 27.75 higher than the previous day. The implied volatity was 44.28, the open interest changed by 53 which increased total open position to 156
On 24 Apr MCX was trading at 2760.90. The strike last trading price was 111.3, which was -17.700000000000003 lower than the previous day. The implied volatity was 44.27, the open interest changed by 18 which increased total open position to 105
On 23 Apr MCX was trading at 2791.40. The strike last trading price was 127.2, which was 0.20000000000000284 higher than the previous day. The implied volatity was 43.53, the open interest changed by 60 which increased total open position to 87
On 22 Apr MCX was trading at 2783.20. The strike last trading price was 128, which was -22.849999999999994 lower than the previous day. The implied volatity was 44.04, the open interest changed by 6 which increased total open position to 26
On 21 Apr MCX was trading at 2825.60. The strike last trading price was 149.95, which was -19.80000000000001 lower than the previous day. The implied volatity was 43.85, the open interest changed by 6 which increased total open position to 20
On 20 Apr MCX was trading at 2859.10. The strike last trading price was 169.4, which was -6.150000000000006 lower than the previous day. The implied volatity was 44.72, the open interest changed by 6 which increased total open position to 14
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 175.55, which was -19.649999999999977 lower than the previous day. The implied volatity was 43.85, the open interest changed by 4 which increased total open position to 7
On 16 Apr MCX was trading at 2862.20. The strike last trading price was 195.2, which was 91.74999999999999 higher than the previous day. The implied volatity was 46.29, the open interest changed by 0 which decreased total open position to 3
On 15 Apr MCX was trading at 2851.10. The strike last trading price was 103.45, which was -22 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Apr MCX was trading at 2765.60. The strike last trading price was 103.45, which was -22 lower than the previous day. The implied volatity was 45.09, the open interest changed by 0 which decreased total open position to 3
On 10 Apr MCX was trading at 2669.40. The strike last trading price was 103.45, which was -13.799999999999997 lower than the previous day. The implied volatity was 45.09, the open interest changed by 0 which decreased total open position to 3
On 9 Apr MCX was trading at 2657.50. The strike last trading price was 117.25, which was 60 higher than the previous day. The implied volatity was 47.31, the open interest changed by 1 which increased total open position to 1
On 8 Apr MCX was trading at 2596.30. The strike last trading price was 57.25, which was 0 lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0
On 7 Apr MCX was trading at 2541.90. The strike last trading price was 57.25, which was 0 lower than the previous day. The implied volatity was 7.02, the open interest changed by 0 which decreased total open position to 0
| MCX 26-May-2026 (26d) 2850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.03
Theta: -2
Gamma: 0.00104
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 2968.30 | 77.3 | -27.650000000000006 | 42.5 | 478 | 47 | 160 |
| 28 Apr | 2898.00 | 105.5 | -35.349999999999994 | 41.94 | 546 | 58 | 113 |
| 27 Apr | 2830.00 | 140.1 | -39.349999999999994 | 43.04 | 122 | 26 | 55 |
| 24 Apr | 2760.90 | 179 | 13.300000000000011 | 41.3 | 13 | 3 | 30 |
| 23 Apr | 2791.40 | 165.6 | 13.150000000000006 | 41.93 | 39 | 15 | 27 |
| 22 Apr | 2783.20 | 152.45 | 152.45 | 43.19 | 0 | 0 | 12 |
| 21 Apr | 2825.60 | 152.45 | 7.449999999999989 | 43.19 | 16 | 1 | 12 |
| 20 Apr | 2859.10 | 145 | -3.5999999999999943 | 43.59 | 9 | 2 | 11 |
| 17 Apr | 2856.10 | 145.3 | 0.5 | 42.17 | 15 | 6 | 8 |
| 16 Apr | 2862.20 | 144.8 | -66.19999999999999 | 41.65 | 2 | 1 | 2 |
| 15 Apr | 2851.10 | 211 | 211 | - | 0 | 0 | 1 |
| 13 Apr | 2765.60 | 211 | -275.35 | 46.99 | 1 | 0 | 0 |
| 10 Apr | 2669.40 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 2657.50 | 486.35 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 2596.30 | 486.35 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 2541.90 | 486.35 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 2850 expiring on 26MAY2026
Delta for 2850 PE is -0.32
Historical price for 2850 PE is as follows
On 29 Apr MCX was trading at 2968.30. The strike last trading price was 77.3, which was -27.650000000000006 lower than the previous day. The implied volatity was 42.5, the open interest changed by 47 which increased total open position to 160
On 28 Apr MCX was trading at 2898.00. The strike last trading price was 105.5, which was -35.349999999999994 lower than the previous day. The implied volatity was 41.94, the open interest changed by 58 which increased total open position to 113
On 27 Apr MCX was trading at 2830.00. The strike last trading price was 140.1, which was -39.349999999999994 lower than the previous day. The implied volatity was 43.04, the open interest changed by 26 which increased total open position to 55
On 24 Apr MCX was trading at 2760.90. The strike last trading price was 179, which was 13.300000000000011 higher than the previous day. The implied volatity was 41.3, the open interest changed by 3 which increased total open position to 30
On 23 Apr MCX was trading at 2791.40. The strike last trading price was 165.6, which was 13.150000000000006 higher than the previous day. The implied volatity was 41.93, the open interest changed by 15 which increased total open position to 27
On 22 Apr MCX was trading at 2783.20. The strike last trading price was 152.45, which was 152.45 higher than the previous day. The implied volatity was 43.19, the open interest changed by 0 which decreased total open position to 12
On 21 Apr MCX was trading at 2825.60. The strike last trading price was 152.45, which was 7.449999999999989 higher than the previous day. The implied volatity was 43.19, the open interest changed by 1 which increased total open position to 12
On 20 Apr MCX was trading at 2859.10. The strike last trading price was 145, which was -3.5999999999999943 lower than the previous day. The implied volatity was 43.59, the open interest changed by 2 which increased total open position to 11
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 145.3, which was 0.5 higher than the previous day. The implied volatity was 42.17, the open interest changed by 6 which increased total open position to 8
On 16 Apr MCX was trading at 2862.20. The strike last trading price was 144.8, which was -66.19999999999999 lower than the previous day. The implied volatity was 41.65, the open interest changed by 1 which increased total open position to 2
On 15 Apr MCX was trading at 2851.10. The strike last trading price was 211, which was 211 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Apr MCX was trading at 2765.60. The strike last trading price was 211, which was -275.35 lower than the previous day. The implied volatity was 46.99, the open interest changed by 0 which decreased total open position to 0
On 10 Apr MCX was trading at 2669.40. 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 9 Apr MCX was trading at 2657.50. The strike last trading price was 486.35, 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 8 Apr MCX was trading at 2596.30. The strike last trading price was 486.35, 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 7 Apr MCX was trading at 2541.90. The strike last trading price was 486.35, 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
