MCX
Multi Commodity Exchange
Historical option data for MCX
08 May 2026 04:10 PM IST
| MCX 26-May-2026 (16d) 3000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.03
Theta: -3.24
Gamma: 0.0012
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 May | 3097.80 | 180 | 29.099999999999994 (19.28%) | 44.04 | 2,331 | -303 | 1,062 | |||||||||
| 7 May | 3042.60 | 158.65 | 45.10000000000001 (39.72%) | 45.64 | 4,045 | -216 | 1,385 | |||||||||
|
|
||||||||||||||||
| 6 May | 2973.20 | 113.6 | 22.39999999999999 (24.56%) | 43.76 | 3,082 | 31 | 1,628 | |||||||||
| 5 May | 2902.50 | 94.1 | -3.1500000000000057 (-3.24%) | 45.38 | 2,022 | 217 | 1,607 | |||||||||
| 4 May | 2912.90 | 97.8 | -25.950000000000003 (-20.97%) | 43.59 | 3,839 | 426 | 1,380 | |||||||||
| 30 Apr | 2971.50 | 120.75 | 0.3499999999999943 (0.29%) | 41.4 | 3,177 | 148 | 1,102 | |||||||||
| 29 Apr | 2968.30 | 122 | 23.700000000000003 (24.11%) | 39.43 | 4,236 | 91 | 952 | |||||||||
| 28 Apr | 2898.00 | 97.3 | 18.25 (23.09%) | 41.97 | 2,568 | 114 | 863 | |||||||||
| 27 Apr | 2830.00 | 80 | 17.950000000000003 (28.93%) | 43.79 | 807 | 129 | 755 | |||||||||
| 24 Apr | 2760.90 | 62 | -12.75 (-17.06%) | 43.61 | 650 | 90 | 630 | |||||||||
| 23 Apr | 2791.40 | 75 | -0.15000000000000568 (-0.20%) | 43.72 | 529 | 124 | 538 | |||||||||
| 22 Apr | 2783.20 | 75 | -15.650000000000006 (-17.26%) | 43.46 | 302 | 92 | 415 | |||||||||
| 21 Apr | 2825.60 | 91.35 | -13.300000000000011 (-12.71%) | 43.52 | 154 | 60 | 321 | |||||||||
| 20 Apr | 2859.10 | 100.45 | -6.799999999999997 (-6.34%) | 42.72 | 222 | 70 | 261 | |||||||||
| 17 Apr | 2856.10 | 109 | -5.599999999999994 (-4.89%) | 42.72 | 512 | -6 | 191 | |||||||||
| 16 Apr | 2862.20 | 117 | 4.5 (4.00%) | 43.87 | 254 | 81 | 197 | |||||||||
| 15 Apr | 2851.10 | 113 | 25.25 (28.77%) | 43.63 | 175 | 41 | 107 | |||||||||
| 13 Apr | 2765.60 | 91.3 | 28.599999999999994 (45.61%) | 44.75 | 111 | 36 | 65 | |||||||||
| 10 Apr | 2669.40 | 62.3 | -3.700000000000003 (-5.61%) | 43.89 | 43 | 13 | 28 | |||||||||
| 9 Apr | 2657.50 | 66 | -10.55 (-13.78%) | 44.45 | 22 | 15 | 15 | |||||||||
For Multi Commodity Exchange - strike price 3000 expiring on 26MAY2026
Delta for 3000 CE is 0.66
Historical price for 3000 CE is as follows
On 8 May MCX was trading at 3097.80. The strike last trading price was 180, which was 29.099999999999994 higher than the previous day. The implied volatity was 44.04, the open interest changed by -303 which decreased total open position to 1062
On 7 May MCX was trading at 3042.60. The strike last trading price was 158.65, which was 45.10000000000001 higher than the previous day. The implied volatity was 45.64, the open interest changed by -216 which decreased total open position to 1385
On 6 May MCX was trading at 2973.20. The strike last trading price was 113.6, which was 22.39999999999999 higher than the previous day. The implied volatity was 43.76, the open interest changed by 31 which increased total open position to 1628
On 5 May MCX was trading at 2902.50. The strike last trading price was 94.1, which was -3.1500000000000057 lower than the previous day. The implied volatity was 45.38, the open interest changed by 217 which increased total open position to 1607
On 4 May MCX was trading at 2912.90. The strike last trading price was 97.8, which was -25.950000000000003 lower than the previous day. The implied volatity was 43.59, the open interest changed by 426 which increased total open position to 1380
On 30 Apr MCX was trading at 2971.50. The strike last trading price was 120.75, which was 0.3499999999999943 higher than the previous day. The implied volatity was 41.4, the open interest changed by 148 which increased total open position to 1102
On 29 Apr MCX was trading at 2968.30. The strike last trading price was 122, which was 23.700000000000003 higher than the previous day. The implied volatity was 39.43, the open interest changed by 91 which increased total open position to 952
On 28 Apr MCX was trading at 2898.00. The strike last trading price was 97.3, which was 18.25 higher than the previous day. The implied volatity was 41.97, the open interest changed by 114 which increased total open position to 863
On 27 Apr MCX was trading at 2830.00. The strike last trading price was 80, which was 17.950000000000003 higher than the previous day. The implied volatity was 43.79, the open interest changed by 129 which increased total open position to 755
On 24 Apr MCX was trading at 2760.90. The strike last trading price was 62, which was -12.75 lower than the previous day. The implied volatity was 43.61, the open interest changed by 90 which increased total open position to 630
On 23 Apr MCX was trading at 2791.40. The strike last trading price was 75, which was -0.15000000000000568 lower than the previous day. The implied volatity was 43.72, the open interest changed by 124 which increased total open position to 538
On 22 Apr MCX was trading at 2783.20. The strike last trading price was 75, which was -15.650000000000006 lower than the previous day. The implied volatity was 43.46, the open interest changed by 92 which increased total open position to 415
On 21 Apr MCX was trading at 2825.60. The strike last trading price was 91.35, which was -13.300000000000011 lower than the previous day. The implied volatity was 43.52, the open interest changed by 60 which increased total open position to 321
On 20 Apr MCX was trading at 2859.10. The strike last trading price was 100.45, which was -6.799999999999997 lower than the previous day. The implied volatity was 42.72, the open interest changed by 70 which increased total open position to 261
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 109, which was -5.599999999999994 lower than the previous day. The implied volatity was 42.72, the open interest changed by -6 which decreased total open position to 191
On 16 Apr MCX was trading at 2862.20. The strike last trading price was 117, which was 4.5 higher than the previous day. The implied volatity was 43.87, the open interest changed by 81 which increased total open position to 197
On 15 Apr MCX was trading at 2851.10. The strike last trading price was 113, which was 25.25 higher than the previous day. The implied volatity was 43.63, the open interest changed by 41 which increased total open position to 107
On 13 Apr MCX was trading at 2765.60. The strike last trading price was 91.3, which was 28.599999999999994 higher than the previous day. The implied volatity was 44.75, the open interest changed by 36 which increased total open position to 65
On 10 Apr MCX was trading at 2669.40. The strike last trading price was 62.3, which was -3.700000000000003 lower than the previous day. The implied volatity was 43.89, the open interest changed by 13 which increased total open position to 28
On 9 Apr MCX was trading at 2657.50. The strike last trading price was 66, which was -10.55 lower than the previous day. The implied volatity was 44.45, the open interest changed by 15 which increased total open position to 15
| MCX 26-May-2026 (16d) 3000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.03
Theta: -2.84
Gamma: 0.00119
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 May | 3097.80 | 75.8 | -20.450000000000003 (-21.25%) | 44.7 | 2,637 | 196 | 834 |
| 7 May | 3042.60 | 93.3 | -34.10000000000001 (-26.77%) | 43.58 | 1,811 | 184 | 639 |
| 6 May | 2973.20 | 124.8 | -46.45 (-27.12%) | 41.01 | 757 | 104 | 458 |
| 5 May | 2902.50 | 167.25 | -0.6500000000000057 (-0.39%) | 43.79 | 191 | 28 | 352 |
| 4 May | 2912.90 | 165.6 | 22.900000000000006 (16.05%) | 44.98 | 1,343 | 136 | 325 |
| 30 Apr | 2971.50 | 147 | 2.4000000000000057 (1.66%) | 43.02 | 679 | 62 | 251 |
| 29 Apr | 2968.30 | 143.15 | -38 (-20.98%) | 42.03 | 518 | 93 | 191 |
| 28 Apr | 2898.00 | 183 | -47.44999999999999 (-20.59%) | 41.26 | 170 | 12 | 99 |
| 27 Apr | 2830.00 | 230 | -44.55000000000001 (-16.23%) | 41.77 | 14 | 6 | 87 |
| 24 Apr | 2760.90 | 274.5 | 14 (5.37%) | 39.96 | 23 | 12 | 81 |
| 23 Apr | 2791.40 | 260.5 | -4.5 (-1.70%) | 42.38 | 17 | 8 | 65 |
| 22 Apr | 2783.20 | 265 | 25 (10.42%) | 40.81 | 29 | 12 | 56 |
| 21 Apr | 2825.60 | 240 | 11 (4.80%) | 40.68 | 17 | 5 | 44 |
| 20 Apr | 2859.10 | 229 | -22 (-8.76%) | 41.8 | 3 | 1 | 39 |
| 17 Apr | 2856.10 | 251 | 19 (8.19%) | 42.74 | 39 | 17 | 38 |
| 16 Apr | 2862.20 | 232 | -399.35 (-63.25%) | 42.68 | 24 | 20 | 20 |
| 15 Apr | 2851.10 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 2765.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 2669.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 2657.50 | 631.35 | 0 (0.00%) | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 3000 expiring on 26MAY2026
Delta for 3000 PE is -0.35
Historical price for 3000 PE is as follows
On 8 May MCX was trading at 3097.80. The strike last trading price was 75.8, which was -20.450000000000003 lower than the previous day. The implied volatity was 44.7, the open interest changed by 196 which increased total open position to 834
On 7 May MCX was trading at 3042.60. The strike last trading price was 93.3, which was -34.10000000000001 lower than the previous day. The implied volatity was 43.58, the open interest changed by 184 which increased total open position to 639
On 6 May MCX was trading at 2973.20. The strike last trading price was 124.8, which was -46.45 lower than the previous day. The implied volatity was 41.01, the open interest changed by 104 which increased total open position to 458
On 5 May MCX was trading at 2902.50. The strike last trading price was 167.25, which was -0.6500000000000057 lower than the previous day. The implied volatity was 43.79, the open interest changed by 28 which increased total open position to 352
On 4 May MCX was trading at 2912.90. The strike last trading price was 165.6, which was 22.900000000000006 higher than the previous day. The implied volatity was 44.98, the open interest changed by 136 which increased total open position to 325
On 30 Apr MCX was trading at 2971.50. The strike last trading price was 147, which was 2.4000000000000057 higher than the previous day. The implied volatity was 43.02, the open interest changed by 62 which increased total open position to 251
On 29 Apr MCX was trading at 2968.30. The strike last trading price was 143.15, which was -38 lower than the previous day. The implied volatity was 42.03, the open interest changed by 93 which increased total open position to 191
On 28 Apr MCX was trading at 2898.00. The strike last trading price was 183, which was -47.44999999999999 lower than the previous day. The implied volatity was 41.26, the open interest changed by 12 which increased total open position to 99
On 27 Apr MCX was trading at 2830.00. The strike last trading price was 230, which was -44.55000000000001 lower than the previous day. The implied volatity was 41.77, the open interest changed by 6 which increased total open position to 87
On 24 Apr MCX was trading at 2760.90. The strike last trading price was 274.5, which was 14 higher than the previous day. The implied volatity was 39.96, the open interest changed by 12 which increased total open position to 81
On 23 Apr MCX was trading at 2791.40. The strike last trading price was 260.5, which was -4.5 lower than the previous day. The implied volatity was 42.38, the open interest changed by 8 which increased total open position to 65
On 22 Apr MCX was trading at 2783.20. The strike last trading price was 265, which was 25 higher than the previous day. The implied volatity was 40.81, the open interest changed by 12 which increased total open position to 56
On 21 Apr MCX was trading at 2825.60. The strike last trading price was 240, which was 11 higher than the previous day. The implied volatity was 40.68, the open interest changed by 5 which increased total open position to 44
On 20 Apr MCX was trading at 2859.10. The strike last trading price was 229, which was -22 lower than the previous day. The implied volatity was 41.8, the open interest changed by 1 which increased total open position to 39
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 251, which was 19 higher than the previous day. The implied volatity was 42.74, the open interest changed by 17 which increased total open position to 38
On 16 Apr MCX was trading at 2862.20. The strike last trading price was 232, which was -399.35 lower than the previous day. The implied volatity was 42.68, the open interest changed by 20 which increased total open position to 20
On 15 Apr MCX was trading at 2851.10. 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 13 Apr MCX was trading at 2765.60. 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 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 631.35, 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
