Historical option data for MCX
02 Jun 2026 12:33 PM IST
| MCX 30-Jun-2026 (28d) 3000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 0.03
Theta: -2.26
Gamma: 0.00113
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 2831.20 | 69.75 | -26.25 (-27.34%) | 41.18 | 2,077 | 370 | 1,534 | |||||||||
| 1 Jun | 2890.50 | 95 | -41 (-30.15%) | 41.04 | 3,849 | 325 | 1,161 | |||||||||
| 29 May | 2954.50 | 130 | -116 (-47.15%) | 43.13 | 3,754 | 500 | 837 | |||||||||
| 27 May | 3158.50 | 243 | -114 (-31.93%) | 37.77 | 160 | 19 | 337 | |||||||||
| 26 May | 3307.30 | 358.7 | -14.3 (-3.83%) | 34.96 | 234 | 170 | 318 | |||||||||
| 25 May | 3313.90 | 380 | 32 (9.20%) | 38.59 | 57 | 36 | 148 | |||||||||
| 22 May | 3269.90 | 346.5 | -53.5 (-13.38%) | 40.39 | 47 | 7 | 112 | |||||||||
| 21 May | 3322.80 | 400 | -79 (-16.49%) | 42.13 | 38 | 21 | 105 | |||||||||
| 20 May | 3441.70 | 479 | 19 (4.13%) | 35.1 | 17 | 4 | 84 | |||||||||
| 19 May | 3414.70 | 460 | 62 (15.58%) | 36.25 | 20 | 13 | 80 | |||||||||
| 18 May | 3348.40 | 398 | -57 (-12.53%) | 40.04 | 16 | 8 | 67 | |||||||||
| 15 May | 3391.00 | 455 | 39 (9.38%) | 38.27 | 16 | 1 | 60 | |||||||||
| 14 May | 3339.10 | 420.95 | 103.95 (32.79%) | 37.87 | 28 | 6 | 59 | |||||||||
| 13 May | 3204.20 | 317 | 43 (15.69%) | 0 | 34 | 0 | 54 | |||||||||
| 12 May | 3156.90 | 277 | -30 (-9.77%) | 0 | 15 | -5 | 54 | |||||||||
| 11 May | 3187.90 | 299.05 | 55.05 (22.56%) | 0 | 289 | 20 | 60 | |||||||||
| 8 May | 3097.80 | 242 | 28.35 (13.27%) | 37.66 | 26 | -1 | 43 | |||||||||
| 7 May | 3042.60 | 216 | 31.8 (17.26%) | 38.06 | 26 | 2 | 45 | |||||||||
| 6 May | 2973.20 | 184.2 | 34.2 (22.80%) | 39.51 | 19 | -1 | 41 | |||||||||
| 5 May | 2902.50 | 150 | -15 (-9.09%) | 41.28 | 15 | 2 | 42 | |||||||||
| 4 May | 2912.90 | 165 | -17.45 (-9.56%) | 41.66 | 29 | 27 | 39 | |||||||||
| 30 Apr | 2971.50 | 180 | -3.35 (-1.83%) | 37.05 | 28 | 14 | 26 | |||||||||
| 29 Apr | 2968.30 | 183.35 | 38.35 (26.45%) | 38.19 | 14 | 8 | 11 | |||||||||
| 28 Apr | 2898.00 | 145 | 13.05 (9.89%) | 37.73 | 4 | 1 | 2 | |||||||||
| 20 Apr | 2859.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 2856.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 2862.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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%) | 4.94 | 0 | 0 | 0 | |||||||||
| 9 Apr | 2657.50 | 0 | 0 (0.00%) | 5.33 | 0 | 0 | 0 | |||||||||
| 8 Apr | 2596.30 | 0 | 0 (0.00%) | 6.47 | 0 | 0 | 0 | |||||||||
| 7 Apr | 2541.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 2549.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 3000 expiring on 30JUN2026
Delta for 3000 CE is 0.34
Historical price for 3000 CE is as follows
On 2 Jun MCX was trading at 2831.20. The strike last trading price was 69.75, which was -26.25 lower than the previous day. The implied volatity was 41.18, the open interest changed by 370 which increased total open position to 1534
On 1 Jun MCX was trading at 2890.50. The strike last trading price was 95, which was -41 lower than the previous day. The implied volatity was 41.04, the open interest changed by 325 which increased total open position to 1161
On 29 May MCX was trading at 2954.50. The strike last trading price was 130, which was -116 lower than the previous day. The implied volatity was 43.13, the open interest changed by 500 which increased total open position to 837
On 27 May MCX was trading at 3158.50. The strike last trading price was 243, which was -114 lower than the previous day. The implied volatity was 37.77, the open interest changed by 19 which increased total open position to 337
On 26 May MCX was trading at 3307.30. The strike last trading price was 358.7, which was -14.3 lower than the previous day. The implied volatity was 34.96, the open interest changed by 170 which increased total open position to 318
On 25 May MCX was trading at 3313.90. The strike last trading price was 380, which was 32 higher than the previous day. The implied volatity was 38.59, the open interest changed by 36 which increased total open position to 148
On 22 May MCX was trading at 3269.90. The strike last trading price was 346.5, which was -53.5 lower than the previous day. The implied volatity was 40.39, the open interest changed by 7 which increased total open position to 112
On 21 May MCX was trading at 3322.80. The strike last trading price was 400, which was -79 lower than the previous day. The implied volatity was 42.13, the open interest changed by 21 which increased total open position to 105
On 20 May MCX was trading at 3441.70. The strike last trading price was 479, which was 19 higher than the previous day. The implied volatity was 35.1, the open interest changed by 4 which increased total open position to 84
On 19 May MCX was trading at 3414.70. The strike last trading price was 460, which was 62 higher than the previous day. The implied volatity was 36.25, the open interest changed by 13 which increased total open position to 80
On 18 May MCX was trading at 3348.40. The strike last trading price was 398, which was -57 lower than the previous day. The implied volatity was 40.04, the open interest changed by 8 which increased total open position to 67
On 15 May MCX was trading at 3391.00. The strike last trading price was 455, which was 39 higher than the previous day. The implied volatity was 38.27, the open interest changed by 1 which increased total open position to 60
On 14 May MCX was trading at 3339.10. The strike last trading price was 420.95, which was 103.95 higher than the previous day. The implied volatity was 37.87, the open interest changed by 6 which increased total open position to 59
On 13 May MCX was trading at 3204.20. The strike last trading price was 317, which was 43 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 54
On 12 May MCX was trading at 3156.90. The strike last trading price was 277, which was -30 lower than the previous day. The implied volatity was 0, the open interest changed by -5 which decreased total open position to 54
On 11 May MCX was trading at 3187.90. The strike last trading price was 299.05, which was 55.05 higher than the previous day. The implied volatity was 0, the open interest changed by 20 which increased total open position to 60
On 8 May MCX was trading at 3097.80. The strike last trading price was 242, which was 28.35 higher than the previous day. The implied volatity was 37.66, the open interest changed by -1 which decreased total open position to 43
On 7 May MCX was trading at 3042.60. The strike last trading price was 216, which was 31.8 higher than the previous day. The implied volatity was 38.06, the open interest changed by 2 which increased total open position to 45
On 6 May MCX was trading at 2973.20. The strike last trading price was 184.2, which was 34.2 higher than the previous day. The implied volatity was 39.51, the open interest changed by -1 which decreased total open position to 41
On 5 May MCX was trading at 2902.50. The strike last trading price was 150, which was -15 lower than the previous day. The implied volatity was 41.28, the open interest changed by 2 which increased total open position to 42
On 4 May MCX was trading at 2912.90. The strike last trading price was 165, which was -17.45 lower than the previous day. The implied volatity was 41.66, the open interest changed by 27 which increased total open position to 39
On 30 Apr MCX was trading at 2971.50. The strike last trading price was 180, which was -3.35 lower than the previous day. The implied volatity was 37.05, the open interest changed by 14 which increased total open position to 26
On 29 Apr MCX was trading at 2968.30. The strike last trading price was 183.35, which was 38.35 higher than the previous day. The implied volatity was 38.19, the open interest changed by 8 which increased total open position to 11
On 28 Apr MCX was trading at 2898.00. The strike last trading price was 145, which was 13.05 higher than the previous day. The implied volatity was 37.73, the open interest changed by 1 which increased total open position to 2
On 20 Apr MCX was trading at 2859.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr MCX was trading at 2856.10. 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 16 Apr MCX was trading at 2862.20. 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 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 4.94, 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 0, which was 0 lower than the previous day. The implied volatity was 5.33, 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 0, which was 0 lower than the previous day. The implied volatity was 6.47, 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 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 Apr MCX was trading at 2549.00. 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 (28d) 3000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.03
Theta: -1.44
Gamma: 0.00127
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 2831.20 | 207.55 | 29.5 (16.57%) | 35.28 | 350 | 39 | 1,273 |
| 1 Jun | 2890.50 | 174.9 | 27.5 (18.66%) | 37.14 | 988 | -15 | 1,234 |
| 29 May | 2954.50 | 152.25 | 82.35 (117.81%) | 36.51 | 6,092 | 67 | 1,253 |
| 27 May | 3158.50 | 70 | 36.75 (110.53%) | 37.01 | 2,087 | 335 | 1,186 |
| 26 May | 3307.30 | 35.05 | -4.8 (-12.05%) | 36.66 | 790 | 188 | 851 |
| 25 May | 3313.90 | 37.5 | -11.35 (-23.23%) | 38.14 | 480 | 83 | 662 |
| 22 May | 3269.90 | 48 | 0.75 (1.59%) | 37.01 | 411 | 0 | 579 |
| 21 May | 3322.80 | 48.7 | 15.85 (48.25%) | 39.47 | 425 | 116 | 575 |
| 20 May | 3441.70 | 32 | -6.65 (-17.21%) | 40.15 | 105 | 15 | 459 |
| 19 May | 3414.70 | 39.2 | -7.35 (-15.79%) | 41.2 | 184 | 39 | 443 |
| 18 May | 3348.40 | 46.25 | -5.65 (-10.89%) | 39.48 | 173 | 9 | 400 |
| 15 May | 3391.00 | 51.5 | -3.15 (-5.76%) | 42.23 | 529 | 211 | 387 |
| 14 May | 3339.10 | 53.55 | -31.95 (-37.37%) | 39.5 | 182 | 44 | 175 |
| 13 May | 3204.20 | 85.5 | -14.15 (-14.20%) | 0 | 77 | 17 | 129 |
| 12 May | 3156.90 | 98 | 4.8 (5.15%) | 0 | 49 | 12 | 111 |
| 11 May | 3187.90 | 88.65 | -35.2 (-28.42%) | 0 | 157 | 69 | 99 |
| 8 May | 3097.80 | 123.85 | -29.15 (-19.05%) | 38.53 | 39 | 20 | 32 |
| 7 May | 3042.60 | 153 | -22 (-12.57%) | 38.97 | 4 | 0 | 12 |
| 6 May | 2973.20 | 175 | -50.95 (-22.55%) | 38.65 | 12 | 6 | 16 |
| 5 May | 2902.50 | 225.95 | 19.7 (9.55%) | 40.01 | 4 | 1 | 10 |
| 4 May | 2912.90 | 206.25 | -9.75 (-4.51%) | 37.65 | 10 | 8 | 10 |
| 30 Apr | 2971.50 | 216 | 25.5 (13.39%) | 41.72 | 2 | 0 | 2 |
| 29 Apr | 2968.30 | 190.5 | -441.4 (-69.85%) | 39.21 | 3 | 1 | 1 |
| 28 Apr | 2898.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 2859.10 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 2856.10 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 2862.20 | 0 | 0 | - | 0 | 0 | 0 |
| 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 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 2596.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 2541.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 2549.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 3000 expiring on 30JUN2026
Delta for 3000 PE is -0.69
Historical price for 3000 PE is as follows
On 2 Jun MCX was trading at 2831.20. The strike last trading price was 207.55, which was 29.5 higher than the previous day. The implied volatity was 35.28, the open interest changed by 39 which increased total open position to 1273
On 1 Jun MCX was trading at 2890.50. The strike last trading price was 174.9, which was 27.5 higher than the previous day. The implied volatity was 37.14, the open interest changed by -15 which decreased total open position to 1234
On 29 May MCX was trading at 2954.50. The strike last trading price was 152.25, which was 82.35 higher than the previous day. The implied volatity was 36.51, the open interest changed by 67 which increased total open position to 1253
On 27 May MCX was trading at 3158.50. The strike last trading price was 70, which was 36.75 higher than the previous day. The implied volatity was 37.01, the open interest changed by 335 which increased total open position to 1186
On 26 May MCX was trading at 3307.30. The strike last trading price was 35.05, which was -4.8 lower than the previous day. The implied volatity was 36.66, the open interest changed by 188 which increased total open position to 851
On 25 May MCX was trading at 3313.90. The strike last trading price was 37.5, which was -11.35 lower than the previous day. The implied volatity was 38.14, the open interest changed by 83 which increased total open position to 662
On 22 May MCX was trading at 3269.90. The strike last trading price was 48, which was 0.75 higher than the previous day. The implied volatity was 37.01, the open interest changed by 0 which decreased total open position to 579
On 21 May MCX was trading at 3322.80. The strike last trading price was 48.7, which was 15.85 higher than the previous day. The implied volatity was 39.47, the open interest changed by 116 which increased total open position to 575
On 20 May MCX was trading at 3441.70. The strike last trading price was 32, which was -6.65 lower than the previous day. The implied volatity was 40.15, the open interest changed by 15 which increased total open position to 459
On 19 May MCX was trading at 3414.70. The strike last trading price was 39.2, which was -7.35 lower than the previous day. The implied volatity was 41.2, the open interest changed by 39 which increased total open position to 443
On 18 May MCX was trading at 3348.40. The strike last trading price was 46.25, which was -5.65 lower than the previous day. The implied volatity was 39.48, the open interest changed by 9 which increased total open position to 400
On 15 May MCX was trading at 3391.00. The strike last trading price was 51.5, which was -3.15 lower than the previous day. The implied volatity was 42.23, the open interest changed by 211 which increased total open position to 387
On 14 May MCX was trading at 3339.10. The strike last trading price was 53.55, which was -31.95 lower than the previous day. The implied volatity was 39.5, the open interest changed by 44 which increased total open position to 175
On 13 May MCX was trading at 3204.20. The strike last trading price was 85.5, which was -14.15 lower than the previous day. The implied volatity was 0, the open interest changed by 17 which increased total open position to 129
On 12 May MCX was trading at 3156.90. The strike last trading price was 98, which was 4.8 higher than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 111
On 11 May MCX was trading at 3187.90. The strike last trading price was 88.65, which was -35.2 lower than the previous day. The implied volatity was 0, the open interest changed by 69 which increased total open position to 99
On 8 May MCX was trading at 3097.80. The strike last trading price was 123.85, which was -29.15 lower than the previous day. The implied volatity was 38.53, the open interest changed by 20 which increased total open position to 32
On 7 May MCX was trading at 3042.60. The strike last trading price was 153, which was -22 lower than the previous day. The implied volatity was 38.97, the open interest changed by 0 which decreased total open position to 12
On 6 May MCX was trading at 2973.20. The strike last trading price was 175, which was -50.95 lower than the previous day. The implied volatity was 38.65, the open interest changed by 6 which increased total open position to 16
On 5 May MCX was trading at 2902.50. The strike last trading price was 225.95, which was 19.7 higher than the previous day. The implied volatity was 40.01, the open interest changed by 1 which increased total open position to 10
On 4 May MCX was trading at 2912.90. The strike last trading price was 206.25, which was -9.75 lower than the previous day. The implied volatity was 37.65, the open interest changed by 8 which increased total open position to 10
On 30 Apr MCX was trading at 2971.50. The strike last trading price was 216, which was 25.5 higher than the previous day. The implied volatity was 41.72, the open interest changed by 0 which decreased total open position to 2
On 29 Apr MCX was trading at 2968.30. The strike last trading price was 190.5, which was -441.4 lower than the previous day. The implied volatity was 39.21, the open interest changed by 1 which increased total open position to 1
On 28 Apr MCX was trading at 2898.00. 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 20 Apr MCX was trading at 2859.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr MCX was trading at 2856.10. 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 16 Apr MCX was trading at 2862.20. 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 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 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 8 Apr MCX was trading at 2596.30. 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 7 Apr MCX was trading at 2541.90. 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 6 Apr MCX was trading at 2549.00. 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
