Historical option data for MCX
29 Jun 2026 10:49 AM IST
| MCX 28-Jul-2026 (27d) 2900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0.03
Theta: -2.14
Gamma: 0.00133
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 2822.50 | 90 | -8.4 (-8.54%) | 36.92 | 741 | 237 | 1,787 | |||||||||
| 25 Jun | 2831.70 | 98.15 | -10.1 (-9.33%) | 35.45 | 2,528 | 645 | 1,538 | |||||||||
| 24 Jun | 2840.60 | 107 | -6.55 (-5.77%) | 37.18 | 1,026 | 164 | 890 | |||||||||
| 23 Jun | 2831.00 | 115 | -22.95 (-16.64%) | 39.95 | 828 | 129 | 728 | |||||||||
| 22 Jun | 2870.40 | 138.25 | 25.05 (22.13%) | 39.85 | 627 | 46 | 599 | |||||||||
| 19 Jun | 2803.80 | 113 | -7.05 (-5.87%) | 39.96 | 365 | 73 | 551 | |||||||||
| 18 Jun | 2817.20 | 119.8 | -17.95 (-13.03%) | 39.32 | 468 | 105 | 476 | |||||||||
| 17 Jun | 2857.30 | 134.05 | -12.4 (-8.47%) | 38.11 | 442 | 49 | 371 | |||||||||
| 16 Jun | 2885.40 | 147 | -6 (-3.92%) | 36.65 | 225 | 49 | 321 | |||||||||
| 15 Jun | 2895.60 | 154.7 | 19.7 (14.59%) | 37.22 | 307 | 131 | 275 | |||||||||
| 12 Jun | 2853.00 | 132 | 20 (17.86%) | 35.95 | 60 | 0 | 143 | |||||||||
| 11 Jun | 2778.80 | 114.7 | 8.7 (8.21%) | 38.45 | 59 | -16 | 141 | |||||||||
| 10 Jun | 2743.80 | 102 | -48 (-32.00%) | 40.09 | 105 | 15 | 156 | |||||||||
| 9 Jun | 2824.80 | 150.75 | 12.75 (9.24%) | 42.07 | 169 | 42 | 140 | |||||||||
| 8 Jun | 2823.80 | 133 | -6 (-4.32%) | 39.15 | 55 | 5 | 98 | |||||||||
| 5 Jun | 2795.00 | 135 | -51 (-27.42%) | 40.23 | 58 | 15 | 94 | |||||||||
| 4 Jun | 2893.50 | 186 | 12 (6.90%) | 40.28 | 34 | 4 | 79 | |||||||||
| 3 Jun | 2833.60 | 173.8 | -16.05 (-8.45%) | 44.08 | 61 | 8 | 75 | |||||||||
| 2 Jun | 2878.70 | 189.85 | -3.85 (-1.99%) | 41.64 | 49 | 35 | 66 | |||||||||
| 1 Jun | 2890.50 | 192.95 | -63.05 (-24.63%) | 41.02 | 20 | 16 | 27 | |||||||||
| 29 May | 2954.50 | 256 | -47 (-15.51%) | 47.14 | 20 | 10 | 10 | |||||||||
| 12 May | 3156.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 3187.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 2989.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 2973.20 | 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 2900 expiring on 28JUL2026
Delta for 2900 CE is 0.44
Historical price for 2900 CE is as follows
On 29 Jun MCX was trading at 2822.50. The strike last trading price was 90, which was -8.4 lower than the previous day. The implied volatity was 36.92, the open interest changed by 237 which increased total open position to 1787
On 25 Jun MCX was trading at 2831.70. The strike last trading price was 98.15, which was -10.1 lower than the previous day. The implied volatity was 35.45, the open interest changed by 645 which increased total open position to 1538
On 24 Jun MCX was trading at 2840.60. The strike last trading price was 107, which was -6.55 lower than the previous day. The implied volatity was 37.18, the open interest changed by 164 which increased total open position to 890
On 23 Jun MCX was trading at 2831.00. The strike last trading price was 115, which was -22.95 lower than the previous day. The implied volatity was 39.95, the open interest changed by 129 which increased total open position to 728
On 22 Jun MCX was trading at 2870.40. The strike last trading price was 138.25, which was 25.05 higher than the previous day. The implied volatity was 39.85, the open interest changed by 46 which increased total open position to 599
On 19 Jun MCX was trading at 2803.80. The strike last trading price was 113, which was -7.05 lower than the previous day. The implied volatity was 39.96, the open interest changed by 73 which increased total open position to 551
On 18 Jun MCX was trading at 2817.20. The strike last trading price was 119.8, which was -17.95 lower than the previous day. The implied volatity was 39.32, the open interest changed by 105 which increased total open position to 476
On 17 Jun MCX was trading at 2857.30. The strike last trading price was 134.05, which was -12.4 lower than the previous day. The implied volatity was 38.11, the open interest changed by 49 which increased total open position to 371
On 16 Jun MCX was trading at 2885.40. The strike last trading price was 147, which was -6 lower than the previous day. The implied volatity was 36.65, the open interest changed by 49 which increased total open position to 321
On 15 Jun MCX was trading at 2895.60. The strike last trading price was 154.7, which was 19.7 higher than the previous day. The implied volatity was 37.22, the open interest changed by 131 which increased total open position to 275
On 12 Jun MCX was trading at 2853.00. The strike last trading price was 132, which was 20 higher than the previous day. The implied volatity was 35.95, the open interest changed by 0 which decreased total open position to 143
On 11 Jun MCX was trading at 2778.80. The strike last trading price was 114.7, which was 8.7 higher than the previous day. The implied volatity was 38.45, the open interest changed by -16 which decreased total open position to 141
On 10 Jun MCX was trading at 2743.80. The strike last trading price was 102, which was -48 lower than the previous day. The implied volatity was 40.09, the open interest changed by 15 which increased total open position to 156
On 9 Jun MCX was trading at 2824.80. The strike last trading price was 150.75, which was 12.75 higher than the previous day. The implied volatity was 42.07, the open interest changed by 42 which increased total open position to 140
On 8 Jun MCX was trading at 2823.80. The strike last trading price was 133, which was -6 lower than the previous day. The implied volatity was 39.15, the open interest changed by 5 which increased total open position to 98
On 5 Jun MCX was trading at 2795.00. The strike last trading price was 135, which was -51 lower than the previous day. The implied volatity was 40.23, the open interest changed by 15 which increased total open position to 94
On 4 Jun MCX was trading at 2893.50. The strike last trading price was 186, which was 12 higher than the previous day. The implied volatity was 40.28, the open interest changed by 4 which increased total open position to 79
On 3 Jun MCX was trading at 2833.60. The strike last trading price was 173.8, which was -16.05 lower than the previous day. The implied volatity was 44.08, the open interest changed by 8 which increased total open position to 75
On 2 Jun MCX was trading at 2878.70. The strike last trading price was 189.85, which was -3.85 lower than the previous day. The implied volatity was 41.64, the open interest changed by 35 which increased total open position to 66
On 1 Jun MCX was trading at 2890.50. The strike last trading price was 192.95, which was -63.05 lower than the previous day. The implied volatity was 41.02, the open interest changed by 16 which increased total open position to 27
On 29 May MCX was trading at 2954.50. The strike last trading price was 256, which was -47 lower than the previous day. The implied volatity was 47.14, the open interest changed by 10 which increased total open position to 10
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 7 May MCX was trading at 2989.40. 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 6 May MCX was trading at 2973.20. 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 (27d) 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.03
Theta: -2.01
Gamma: 0.00117
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 2822.50 | 171.35 | -1.95 (-1.13%) | 42.25 | 396 | 96 | 1,110 |
| 25 Jun | 2831.70 | 171.2 | 10.6 (6.60%) | 41.8 | 1,011 | 457 | 1,015 |
| 24 Jun | 2840.60 | 163.3 | -4.6 (-2.74%) | 39.28 | 897 | 133 | 557 |
| 23 Jun | 2831.00 | 167.9 | 27.95 (19.97%) | 38.86 | 157 | 90 | 424 |
| 22 Jun | 2870.40 | 139 | -42.15 (-23.27%) | 36.69 | 121 | 45 | 334 |
| 19 Jun | 2803.80 | 179.45 | 6.35 (3.67%) | 37.88 | 103 | 72 | 287 |
| 18 Jun | 2817.20 | 170.9 | 17.7 (11.55%) | 36.37 | 114 | 30 | 214 |
| 17 Jun | 2857.30 | 153 | 19.1 (14.26%) | 35.98 | 89 | 29 | 184 |
| 16 Jun | 2885.40 | 132 | -1.5 (-1.12%) | 34.57 | 104 | -12 | 155 |
| 15 Jun | 2895.60 | 135 | -18.2 (-11.88%) | 35.75 | 28 | -1 | 168 |
| 12 Jun | 2853.00 | 153 | -44.3 (-22.45%) | 34.43 | 52 | 27 | 165 |
| 11 Jun | 2778.80 | 192.95 | -4.15 (-2.11%) | 35.93 | 6 | 0 | 137 |
| 10 Jun | 2743.80 | 197.1 | 197.1 (9.35%) | 38.28 | 65 | 0 | 137 |
| 9 Jun | 2824.80 | 197.1 | 16.85 (9.35%) | 38.28 | 65 | 53 | 137 |
| 8 Jun | 2823.80 | 180.25 | 20.75 (13.01%) | 38.71 | 6 | 1 | 85 |
| 5 Jun | 2795.00 | 159.5 | 1.45 (0.92%) | 37.82 | 7 | 0 | 84 |
| 4 Jun | 2893.50 | 158.05 | -45.95 (-22.52%) | 38.01 | 6 | 0 | 84 |
| 3 Jun | 2833.60 | 204 | 45.5 (28.71%) | 37.9 | 14 | 1 | 84 |
| 2 Jun | 2878.70 | 158 | -4 (-2.47%) | 35.66 | 46 | 27 | 83 |
| 1 Jun | 2890.50 | 163 | 19.1 (13.27%) | 37.05 | 64 | 51 | 56 |
| 29 May | 2954.50 | 143.9 | -119.6 (-45.39%) | 37.08 | 8 | 5 | 5 |
| 12 May | 3156.90 | 0 | -263.5 (-100.00%) | - | 0 | 0 | 0 |
| 11 May | 3187.90 | 0 | -263.5 (-100.00%) | 0 | 0 | 0 | 0 |
| 7 May | 2989.40 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 2973.20 | 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 2900 expiring on 28JUL2026
Delta for 2900 PE is -0.55
Historical price for 2900 PE is as follows
On 29 Jun MCX was trading at 2822.50. The strike last trading price was 171.35, which was -1.95 lower than the previous day. The implied volatity was 42.25, the open interest changed by 96 which increased total open position to 1110
On 25 Jun MCX was trading at 2831.70. The strike last trading price was 171.2, which was 10.6 higher than the previous day. The implied volatity was 41.8, the open interest changed by 457 which increased total open position to 1015
On 24 Jun MCX was trading at 2840.60. The strike last trading price was 163.3, which was -4.6 lower than the previous day. The implied volatity was 39.28, the open interest changed by 133 which increased total open position to 557
On 23 Jun MCX was trading at 2831.00. The strike last trading price was 167.9, which was 27.95 higher than the previous day. The implied volatity was 38.86, the open interest changed by 90 which increased total open position to 424
On 22 Jun MCX was trading at 2870.40. The strike last trading price was 139, which was -42.15 lower than the previous day. The implied volatity was 36.69, the open interest changed by 45 which increased total open position to 334
On 19 Jun MCX was trading at 2803.80. The strike last trading price was 179.45, which was 6.35 higher than the previous day. The implied volatity was 37.88, the open interest changed by 72 which increased total open position to 287
On 18 Jun MCX was trading at 2817.20. The strike last trading price was 170.9, which was 17.7 higher than the previous day. The implied volatity was 36.37, the open interest changed by 30 which increased total open position to 214
On 17 Jun MCX was trading at 2857.30. The strike last trading price was 153, which was 19.1 higher than the previous day. The implied volatity was 35.98, the open interest changed by 29 which increased total open position to 184
On 16 Jun MCX was trading at 2885.40. The strike last trading price was 132, which was -1.5 lower than the previous day. The implied volatity was 34.57, the open interest changed by -12 which decreased total open position to 155
On 15 Jun MCX was trading at 2895.60. The strike last trading price was 135, which was -18.2 lower than the previous day. The implied volatity was 35.75, the open interest changed by -1 which decreased total open position to 168
On 12 Jun MCX was trading at 2853.00. The strike last trading price was 153, which was -44.3 lower than the previous day. The implied volatity was 34.43, the open interest changed by 27 which increased total open position to 165
On 11 Jun MCX was trading at 2778.80. The strike last trading price was 192.95, which was -4.15 lower than the previous day. The implied volatity was 35.93, the open interest changed by 0 which decreased total open position to 137
On 10 Jun MCX was trading at 2743.80. The strike last trading price was 197.1, which was 197.1 higher than the previous day. The implied volatity was 38.28, the open interest changed by 0 which decreased total open position to 137
On 9 Jun MCX was trading at 2824.80. The strike last trading price was 197.1, which was 16.85 higher than the previous day. The implied volatity was 38.28, the open interest changed by 53 which increased total open position to 137
On 8 Jun MCX was trading at 2823.80. The strike last trading price was 180.25, which was 20.75 higher than the previous day. The implied volatity was 38.71, the open interest changed by 1 which increased total open position to 85
On 5 Jun MCX was trading at 2795.00. The strike last trading price was 159.5, which was 1.45 higher than the previous day. The implied volatity was 37.82, the open interest changed by 0 which decreased total open position to 84
On 4 Jun MCX was trading at 2893.50. The strike last trading price was 158.05, which was -45.95 lower than the previous day. The implied volatity was 38.01, the open interest changed by 0 which decreased total open position to 84
On 3 Jun MCX was trading at 2833.60. The strike last trading price was 204, which was 45.5 higher than the previous day. The implied volatity was 37.9, the open interest changed by 1 which increased total open position to 84
On 2 Jun MCX was trading at 2878.70. The strike last trading price was 158, which was -4 lower than the previous day. The implied volatity was 35.66, the open interest changed by 27 which increased total open position to 83
On 1 Jun MCX was trading at 2890.50. The strike last trading price was 163, which was 19.1 higher than the previous day. The implied volatity was 37.05, the open interest changed by 51 which increased total open position to 56
On 29 May MCX was trading at 2954.50. The strike last trading price was 143.9, which was -119.6 lower than the previous day. The implied volatity was 37.08, the open interest changed by 5 which increased total open position to 5
On 12 May MCX was trading at 3156.90. The strike last trading price was 0, which was -263.5 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 -263.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 7 May MCX was trading at 2989.40. 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 6 May MCX was trading at 2973.20. 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
