MCX
Multi Commodity Exchange
Historical option data for MCX
04 May 2026 04:10 PM IST
| MCX 26-May-2026 (21d) 2900 CE | ||||||||||||||||
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Delta: 0.57
Vega: 0.03
Theta: -2.96
Gamma: 0.00124
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 May | 2912.90 | 144.35 | -33.05000000000001 (-18.63%) | 43.79 | 1,568 | 44 | 615 | |||||||||
| 30 Apr | 2971.50 | 174.1 | 0.44999999999998863 (0.26%) | 42.23 | 1,342 | -6 | 565 | |||||||||
| 29 Apr | 2968.30 | 175.35 | 32.79999999999998 (23.01%) | 39.77 | 2,796 | -194 | 571 | |||||||||
| 28 Apr | 2898.00 | 141.05 | 25.400000000000006 (21.96%) | 42.21 | 2,981 | 323 | 759 | |||||||||
| 27 Apr | 2830.00 | 117.4 | 24.400000000000006 (26.24%) | 44.19 | 604 | 37 | 437 | |||||||||
| 24 Apr | 2760.90 | 93.8 | -13.850000000000009 (-12.87%) | 44.49 | 324 | 77 | 401 | |||||||||
| 23 Apr | 2791.40 | 106.7 | -1.0999999999999943 (-1.02%) | 43.38 | 363 | 6 | 326 | |||||||||
| 22 Apr | 2783.20 | 108.5 | -19.69999999999999 (-15.37%) | 43.74 | 226 | 73 | 319 | |||||||||
| 21 Apr | 2825.60 | 128.5 | -14.800000000000011 (-10.33%) | 43.67 | 127 | 44 | 244 | |||||||||
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| 20 Apr | 2859.10 | 143.1 | -2.950000000000017 (-2.02%) | 43.85 | 220 | 66 | 199 | |||||||||
| 17 Apr | 2856.10 | 146.2 | -12.75 (-8.02%) | 42.6 | 146 | 35 | 134 | |||||||||
| 16 Apr | 2862.20 | 160.75 | 3.3499999999999943 (2.13%) | 44.88 | 126 | 43 | 98 | |||||||||
| 15 Apr | 2851.10 | 160 | 35 (28.00%) | 44.61 | 117 | 47 | 56 | |||||||||
| 13 Apr | 2765.60 | 125 | 37 (42.05%) | 44.62 | 5 | -1 | 9 | |||||||||
| 10 Apr | 2669.40 | 88 | -4.799999999999997 (-5.17%) | 44.07 | 2 | 0 | 11 | |||||||||
| 9 Apr | 2657.50 | 92.8 | 22.8 (32.57%) | 44.85 | 10 | 8 | 11 | |||||||||
| 8 Apr | 2596.30 | 70 | 12 (20.69%) | 42.74 | 1 | 0 | 2 | |||||||||
| 7 Apr | 2541.90 | 58 | 8.8 (17.89%) | 43.9 | 2 | 1 | 1 | |||||||||
For Multi Commodity Exchange - strike price 2900 expiring on 26MAY2026
Delta for 2900 CE is 0.57
Historical price for 2900 CE is as follows
On 4 May MCX was trading at 2912.90. The strike last trading price was 144.35, which was -33.05000000000001 lower than the previous day. The implied volatity was 43.79, the open interest changed by 44 which increased total open position to 615
On 30 Apr MCX was trading at 2971.50. The strike last trading price was 174.1, which was 0.44999999999998863 higher than the previous day. The implied volatity was 42.23, the open interest changed by -6 which decreased total open position to 565
On 29 Apr MCX was trading at 2968.30. The strike last trading price was 175.35, which was 32.79999999999998 higher than the previous day. The implied volatity was 39.77, the open interest changed by -194 which decreased total open position to 571
On 28 Apr MCX was trading at 2898.00. The strike last trading price was 141.05, which was 25.400000000000006 higher than the previous day. The implied volatity was 42.21, the open interest changed by 323 which increased total open position to 759
On 27 Apr MCX was trading at 2830.00. The strike last trading price was 117.4, which was 24.400000000000006 higher than the previous day. The implied volatity was 44.19, the open interest changed by 37 which increased total open position to 437
On 24 Apr MCX was trading at 2760.90. The strike last trading price was 93.8, which was -13.850000000000009 lower than the previous day. The implied volatity was 44.49, the open interest changed by 77 which increased total open position to 401
On 23 Apr MCX was trading at 2791.40. The strike last trading price was 106.7, which was -1.0999999999999943 lower than the previous day. The implied volatity was 43.38, the open interest changed by 6 which increased total open position to 326
On 22 Apr MCX was trading at 2783.20. The strike last trading price was 108.5, which was -19.69999999999999 lower than the previous day. The implied volatity was 43.74, the open interest changed by 73 which increased total open position to 319
On 21 Apr MCX was trading at 2825.60. The strike last trading price was 128.5, which was -14.800000000000011 lower than the previous day. The implied volatity was 43.67, the open interest changed by 44 which increased total open position to 244
On 20 Apr MCX was trading at 2859.10. The strike last trading price was 143.1, which was -2.950000000000017 lower than the previous day. The implied volatity was 43.85, the open interest changed by 66 which increased total open position to 199
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 146.2, which was -12.75 lower than the previous day. The implied volatity was 42.6, the open interest changed by 35 which increased total open position to 134
On 16 Apr MCX was trading at 2862.20. The strike last trading price was 160.75, which was 3.3499999999999943 higher than the previous day. The implied volatity was 44.88, the open interest changed by 43 which increased total open position to 98
On 15 Apr MCX was trading at 2851.10. The strike last trading price was 160, which was 35 higher than the previous day. The implied volatity was 44.61, the open interest changed by 47 which increased total open position to 56
On 13 Apr MCX was trading at 2765.60. The strike last trading price was 125, which was 37 higher than the previous day. The implied volatity was 44.62, the open interest changed by -1 which decreased total open position to 9
On 10 Apr MCX was trading at 2669.40. The strike last trading price was 88, which was -4.799999999999997 lower than the previous day. The implied volatity was 44.07, the open interest changed by 0 which decreased total open position to 11
On 9 Apr MCX was trading at 2657.50. The strike last trading price was 92.8, which was 22.8 higher than the previous day. The implied volatity was 44.85, the open interest changed by 8 which increased total open position to 11
On 8 Apr MCX was trading at 2596.30. The strike last trading price was 70, which was 12 higher than the previous day. The implied volatity was 42.74, the open interest changed by 0 which decreased total open position to 2
On 7 Apr MCX was trading at 2541.90. The strike last trading price was 58, which was 8.8 higher than the previous day. The implied volatity was 43.9, the open interest changed by 1 which increased total open position to 1
| MCX 26-May-2026 (21d) 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.03
Theta: -2.63
Gamma: 0.0012
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 May | 2912.90 | 112.8 | 16.75 (17.44%) | 45.28 | 2,126 | 61 | 625 |
| 30 Apr | 2971.50 | 99.9 | 2.9000000000000057 (2.99%) | 42.98 | 1,779 | 13 | 577 |
| 29 Apr | 2968.30 | 95.95 | -32.14999999999999 (-25.10%) | 42.2 | 1,711 | 291 | 564 |
| 28 Apr | 2898.00 | 128.5 | -41.05000000000001 (-24.21%) | 41.64 | 795 | 143 | 270 |
| 27 Apr | 2830.00 | 167.8 | -42.599999999999994 (-20.25%) | 42.17 | 110 | 20 | 128 |
| 24 Apr | 2760.90 | 210.25 | 17.099999999999994 (8.85%) | 41.46 | 52 | 14 | 108 |
| 23 Apr | 2791.40 | 193.15 | -12.849999999999994 (-6.24%) | 41.76 | 64 | 30 | 93 |
| 22 Apr | 2783.20 | 206 | 25.30000000000001 (14.00%) | 42.52 | 20 | 16 | 64 |
| 21 Apr | 2825.60 | 180.6 | 8.599999999999994 (5.00%) | 42.33 | 16 | 1 | 46 |
| 20 Apr | 2859.10 | 174.5 | 2.5 (1.45%) | 43.64 | 37 | 19 | 44 |
| 17 Apr | 2856.10 | 172 | -4.800000000000011 (-2.71%) | 42.13 | 21 | 5 | 24 |
| 16 Apr | 2862.20 | 177 | -11.849999999999994 (-6.27%) | 43.23 | 7 | 3 | 18 |
| 15 Apr | 2851.10 | 184.3 | -175.7 (-48.81%) | 44.42 | 25 | 15 | 16 |
| 13 Apr | 2765.60 | 360 | 360 | - | 0 | 0 | 1 |
| 10 Apr | 2669.40 | 360 | 360 (-31.78%) | - | 0 | 0 | 1 |
| 9 Apr | 2657.50 | 360 | -167.7 (-31.78%) | - | 0 | 0 | 1 |
| 8 Apr | 2596.30 | 360 | -167.7 (-31.78%) | 52.06 | 1 | 0 | 0 |
| 7 Apr | 2541.90 | 527.7 | 0 (0.00%) | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 2900 expiring on 26MAY2026
Delta for 2900 PE is -0.43
Historical price for 2900 PE is as follows
On 4 May MCX was trading at 2912.90. The strike last trading price was 112.8, which was 16.75 higher than the previous day. The implied volatity was 45.28, the open interest changed by 61 which increased total open position to 625
On 30 Apr MCX was trading at 2971.50. The strike last trading price was 99.9, which was 2.9000000000000057 higher than the previous day. The implied volatity was 42.98, the open interest changed by 13 which increased total open position to 577
On 29 Apr MCX was trading at 2968.30. The strike last trading price was 95.95, which was -32.14999999999999 lower than the previous day. The implied volatity was 42.2, the open interest changed by 291 which increased total open position to 564
On 28 Apr MCX was trading at 2898.00. The strike last trading price was 128.5, which was -41.05000000000001 lower than the previous day. The implied volatity was 41.64, the open interest changed by 143 which increased total open position to 270
On 27 Apr MCX was trading at 2830.00. The strike last trading price was 167.8, which was -42.599999999999994 lower than the previous day. The implied volatity was 42.17, the open interest changed by 20 which increased total open position to 128
On 24 Apr MCX was trading at 2760.90. The strike last trading price was 210.25, which was 17.099999999999994 higher than the previous day. The implied volatity was 41.46, the open interest changed by 14 which increased total open position to 108
On 23 Apr MCX was trading at 2791.40. The strike last trading price was 193.15, which was -12.849999999999994 lower than the previous day. The implied volatity was 41.76, the open interest changed by 30 which increased total open position to 93
On 22 Apr MCX was trading at 2783.20. The strike last trading price was 206, which was 25.30000000000001 higher than the previous day. The implied volatity was 42.52, the open interest changed by 16 which increased total open position to 64
On 21 Apr MCX was trading at 2825.60. The strike last trading price was 180.6, which was 8.599999999999994 higher than the previous day. The implied volatity was 42.33, the open interest changed by 1 which increased total open position to 46
On 20 Apr MCX was trading at 2859.10. The strike last trading price was 174.5, which was 2.5 higher than the previous day. The implied volatity was 43.64, the open interest changed by 19 which increased total open position to 44
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 172, which was -4.800000000000011 lower than the previous day. The implied volatity was 42.13, the open interest changed by 5 which increased total open position to 24
On 16 Apr MCX was trading at 2862.20. The strike last trading price was 177, which was -11.849999999999994 lower than the previous day. The implied volatity was 43.23, the open interest changed by 3 which increased total open position to 18
On 15 Apr MCX was trading at 2851.10. The strike last trading price was 184.3, which was -175.7 lower than the previous day. The implied volatity was 44.42, the open interest changed by 15 which increased total open position to 16
On 13 Apr MCX was trading at 2765.60. The strike last trading price was 360, which was 360 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Apr MCX was trading at 2669.40. The strike last trading price was 360, which was 360 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr MCX was trading at 2657.50. The strike last trading price was 360, which was -167.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Apr MCX was trading at 2596.30. The strike last trading price was 360, which was -167.7 lower than the previous day. The implied volatity was 52.06, 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 527.7, 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
