Historical option data for MCX
08 Jun 2026 12:59 PM IST
| MCX 30-Jun-2026 (22d) 2950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 0.03
Theta: -2.56
Gamma: 0.00134
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 2832.00 | 70.4 | 8.4 (13.55%) | 40.31 | 735 | 12 | 591 | |||||||||
| 5 Jun | 2795.00 | 58.85 | -43.15 (-42.30%) | 39.48 | 2,203 | 77 | 579 | |||||||||
| 4 Jun | 2893.50 | 100.6 | 12.6 (14.32%) | 39.79 | 1,154 | 43 | 503 | |||||||||
| 3 Jun | 2833.60 | 89 | -19 (-17.59%) | 42.57 | 901 | 48 | 465 | |||||||||
| 2 Jun | 2878.70 | 108.35 | -7.65 (-6.59%) | 41.68 | 1,061 | 64 | 415 | |||||||||
| 1 Jun | 2890.50 | 116.2 | -42.8 (-26.92%) | 41.36 | 1,434 | 201 | 350 | |||||||||
| 29 May | 2954.50 | 154.1 | -125.9 (-44.96%) | 43.58 | 426 | 144 | 148 | |||||||||
| 27 May | 3158.50 | 280.15 | 53.15 (23.41%) | 38.7 | 4 | 0 | 0 | |||||||||
| 26 May | 3307.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 3313.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 3269.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 3322.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 3348.40 | 0 | -227 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 3391.00 | 0 | -227 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 3339.10 | 0 | -227 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 3204.20 | 0 | -227 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 3156.90 | 0 | -227 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 3187.90 | 0 | -227 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 3097.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 3042.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 2973.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 2902.50 | 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 2950 expiring on 30JUN2026
Delta for 2950 CE is 0.38
Historical price for 2950 CE is as follows
On 8 Jun MCX was trading at 2832.00. The strike last trading price was 70.4, which was 8.4 higher than the previous day. The implied volatity was 40.31, the open interest changed by 12 which increased total open position to 591
On 5 Jun MCX was trading at 2795.00. The strike last trading price was 58.85, which was -43.15 lower than the previous day. The implied volatity was 39.48, the open interest changed by 77 which increased total open position to 579
On 4 Jun MCX was trading at 2893.50. The strike last trading price was 100.6, which was 12.6 higher than the previous day. The implied volatity was 39.79, the open interest changed by 43 which increased total open position to 503
On 3 Jun MCX was trading at 2833.60. The strike last trading price was 89, which was -19 lower than the previous day. The implied volatity was 42.57, the open interest changed by 48 which increased total open position to 465
On 2 Jun MCX was trading at 2878.70. The strike last trading price was 108.35, which was -7.65 lower than the previous day. The implied volatity was 41.68, the open interest changed by 64 which increased total open position to 415
On 1 Jun MCX was trading at 2890.50. The strike last trading price was 116.2, which was -42.8 lower than the previous day. The implied volatity was 41.36, the open interest changed by 201 which increased total open position to 350
On 29 May MCX was trading at 2954.50. The strike last trading price was 154.1, which was -125.9 lower than the previous day. The implied volatity was 43.58, the open interest changed by 144 which increased total open position to 148
On 27 May MCX was trading at 3158.50. The strike last trading price was 280.15, which was 53.15 higher than the previous day. The implied volatity was 38.7, the open interest changed by 0 which decreased total open position to 0
On 26 May MCX was trading at 3307.30. 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
On 25 May MCX was trading at 3313.90. 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 22 May MCX was trading at 3269.90. 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 21 May MCX was trading at 3322.80. 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 18 May MCX was trading at 3348.40. The strike last trading price was 0, which was -227 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May MCX was trading at 3391.00. The strike last trading price was 0, which was -227 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May MCX was trading at 3339.10. The strike last trading price was 0, which was -227 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May MCX was trading at 3204.20. The strike last trading price was 0, which was -227 lower than the previous day. The implied volatity was 0, 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 -227 lower than the previous day. The implied volatity was 0, 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 -227 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May MCX was trading at 3097.80. 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 3042.60. 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 5 May MCX was trading at 2902.50. 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 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 30-Jun-2026 (22d) 2950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.03
Theta: -2.06
Gamma: 0.00138
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 2832.00 | 167.85 | -32.3 (-16.14%) | 39.11 | 33 | 1 | 208 |
| 5 Jun | 2795.00 | 207.4 | 61.15 (41.81%) | 38.65 | 329 | 4 | 230 |
| 4 Jun | 2893.50 | 146.9 | -36.25 (-19.79%) | 38.82 | 71 | 7 | 226 |
| 3 Jun | 2833.60 | 179.4 | 31.2 (21.05%) | 38.71 | 134 | -16 | 220 |
| 2 Jun | 2878.70 | 146.45 | -3.45 (-2.30%) | 36.41 | 375 | -33 | 236 |
| 1 Jun | 2890.50 | 148.45 | 24.2 (19.48%) | 38.35 | 894 | 60 | 270 |
| 29 May | 2954.50 | 125.25 | 69.55 (124.87%) | 36.47 | 1,608 | 128 | 212 |
| 27 May | 3158.50 | 54.75 | 29.65 (118.13%) | 37.01 | 177 | 45 | 87 |
| 26 May | 3307.30 | 25.6 | -6.35 (-19.87%) | 36.05 | 26 | 4 | 43 |
| 25 May | 3313.90 | 29.75 | -8.5 (-22.22%) | 38.55 | 78 | -17 | 39 |
| 22 May | 3269.90 | 37 | 0.1 (0.27%) | 36.64 | 62 | 36 | 54 |
| 21 May | 3322.80 | 37.55 | -212 (-84.95%) | 39.2 | 21 | 17 | 17 |
| 18 May | 3348.40 | 0 | -249.55 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 3391.00 | 0 | -249.55 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 3339.10 | 0 | -249.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 3204.20 | 0 | -249.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 3156.90 | 0 | -249.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 3187.90 | 0 | -249.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 3097.80 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 3042.60 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 2973.20 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 2902.50 | 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 2950 expiring on 30JUN2026
Delta for 2950 PE is -0.62
Historical price for 2950 PE is as follows
On 8 Jun MCX was trading at 2832.00. The strike last trading price was 167.85, which was -32.3 lower than the previous day. The implied volatity was 39.11, the open interest changed by 1 which increased total open position to 208
On 5 Jun MCX was trading at 2795.00. The strike last trading price was 207.4, which was 61.15 higher than the previous day. The implied volatity was 38.65, the open interest changed by 4 which increased total open position to 230
On 4 Jun MCX was trading at 2893.50. The strike last trading price was 146.9, which was -36.25 lower than the previous day. The implied volatity was 38.82, the open interest changed by 7 which increased total open position to 226
On 3 Jun MCX was trading at 2833.60. The strike last trading price was 179.4, which was 31.2 higher than the previous day. The implied volatity was 38.71, the open interest changed by -16 which decreased total open position to 220
On 2 Jun MCX was trading at 2878.70. The strike last trading price was 146.45, which was -3.45 lower than the previous day. The implied volatity was 36.41, the open interest changed by -33 which decreased total open position to 236
On 1 Jun MCX was trading at 2890.50. The strike last trading price was 148.45, which was 24.2 higher than the previous day. The implied volatity was 38.35, the open interest changed by 60 which increased total open position to 270
On 29 May MCX was trading at 2954.50. The strike last trading price was 125.25, which was 69.55 higher than the previous day. The implied volatity was 36.47, the open interest changed by 128 which increased total open position to 212
On 27 May MCX was trading at 3158.50. The strike last trading price was 54.75, which was 29.65 higher than the previous day. The implied volatity was 37.01, the open interest changed by 45 which increased total open position to 87
On 26 May MCX was trading at 3307.30. The strike last trading price was 25.6, which was -6.35 lower than the previous day. The implied volatity was 36.05, the open interest changed by 4 which increased total open position to 43
On 25 May MCX was trading at 3313.90. The strike last trading price was 29.75, which was -8.5 lower than the previous day. The implied volatity was 38.55, the open interest changed by -17 which decreased total open position to 39
On 22 May MCX was trading at 3269.90. The strike last trading price was 37, which was 0.1 higher than the previous day. The implied volatity was 36.64, the open interest changed by 36 which increased total open position to 54
On 21 May MCX was trading at 3322.80. The strike last trading price was 37.55, which was -212 lower than the previous day. The implied volatity was 39.2, the open interest changed by 17 which increased total open position to 17
On 18 May MCX was trading at 3348.40. The strike last trading price was 0, which was -249.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May MCX was trading at 3391.00. The strike last trading price was 0, which was -249.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May MCX was trading at 3339.10. The strike last trading price was 0, which was -249.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May MCX was trading at 3204.20. The strike last trading price was 0, which was -249.55 lower than the previous day. The implied volatity was 0, 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 -249.55 lower than the previous day. The implied volatity was 0, 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 -249.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May MCX was trading at 3097.80. 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 3042.60. 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 5 May MCX was trading at 2902.50. 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 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
