MCX
Multi Commodity Exchange
Historical option data for MCX
14 May 2026 04:10 PM IST
| MCX 26-May-2026 (11d) 3100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.8
Vega: 0.02
Theta: -3.89
Gamma: 0.00087
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 3339.10 | 284 | 124 (77.50%) | 53.18 | 1,185 | -254 | 611 | |||||||||
| 13 May | 3204.20 | 163.5 | 27.849999999999994 (20.53%) | 42.39 | 1,706 | -2 | 865 | |||||||||
| 12 May | 3156.90 | 146 | -18.94999999999999 (-11.49%) | 40.33 | 1,279 | 82 | 870 | |||||||||
| 11 May | 3187.90 | 166.25 | 42.05 (33.86%) | 0 | 8,202 | -368 | 796 | |||||||||
| 8 May | 3097.80 | 122 | 20.099999999999994 (19.73%) | 42.91 | 6,489 | 253 | 1,169 | |||||||||
| 7 May | 3042.60 | 109 | 36.25 (49.83%) | 44.74 | 2,456 | 110 | 915 | |||||||||
| 6 May | 2973.20 | 74.1 | 16.299999999999997 (28.20%) | 43.64 | 1,548 | 57 | 803 | |||||||||
| 5 May | 2902.50 | 60.75 | -2.299999999999997 (-3.65%) | 45.9 | 1,101 | -29 | 756 | |||||||||
| 4 May | 2912.90 | 64 | -18.799999999999997 (-22.71%) | 43.72 | 2,178 | 136 | 784 | |||||||||
| 30 Apr | 2971.50 | 79 | -1.25 (-1.56%) | 40.53 | 1,857 | 158 | 806 | |||||||||
| 29 Apr | 2968.30 | 81.25 | 16.400000000000006 (25.29%) | 39.23 | 1,798 | 163 | 649 | |||||||||
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| 28 Apr | 2898.00 | 64.55 | 13.349999999999994 (26.07%) | 41.79 | 961 | 109 | 489 | |||||||||
| 27 Apr | 2830.00 | 52 | 11.299999999999997 (27.76%) | 43.29 | 291 | 74 | 380 | |||||||||
| 24 Apr | 2760.90 | 37.85 | -13.199999999999996 (-25.86%) | 42.34 | 388 | 137 | 305 | |||||||||
| 23 Apr | 2791.40 | 50.25 | 0.14999999999999858 (0.30%) | 43.79 | 178 | 15 | 168 | |||||||||
| 22 Apr | 2783.20 | 50.5 | -11.5 (-18.55%) | 43.62 | 105 | 23 | 152 | |||||||||
| 21 Apr | 2825.60 | 62 | -10.5 (-14.48%) | 43.3 | 24 | 4 | 128 | |||||||||
| 20 Apr | 2859.10 | 70.45 | -5.549999999999997 (-7.30%) | 42.98 | 48 | 28 | 123 | |||||||||
| 17 Apr | 2856.10 | 76 | -6.950000000000003 (-8.38%) | 42.35 | 42 | 5 | 96 | |||||||||
| 16 Apr | 2862.20 | 84.35 | 2.4499999999999886 (2.99%) | 43.76 | 43 | -2 | 90 | |||||||||
| 15 Apr | 2851.10 | 83 | 19.85 (31.43%) | 43.18 | 135 | 21 | 92 | |||||||||
| 13 Apr | 2765.60 | 65.65 | 21.650000000000006 (49.20%) | 44.42 | 108 | 65 | 68 | |||||||||
| 10 Apr | 2669.40 | 44 | 17.9 (68.58%) | 44.23 | 3 | 1 | 1 | |||||||||
For Multi Commodity Exchange - strike price 3100 expiring on 26MAY2026
Delta for 3100 CE is 0.8
Historical price for 3100 CE is as follows
On 14 May MCX was trading at 3339.10. The strike last trading price was 284, which was 124 higher than the previous day. The implied volatity was 53.18, the open interest changed by -254 which decreased total open position to 611
On 13 May MCX was trading at 3204.20. The strike last trading price was 163.5, which was 27.849999999999994 higher than the previous day. The implied volatity was 42.39, the open interest changed by -2 which decreased total open position to 865
On 12 May MCX was trading at 3156.90. The strike last trading price was 146, which was -18.94999999999999 lower than the previous day. The implied volatity was 40.33, the open interest changed by 82 which increased total open position to 870
On 11 May MCX was trading at 3187.90. The strike last trading price was 166.25, which was 42.05 higher than the previous day. The implied volatity was 0, the open interest changed by -368 which decreased total open position to 796
On 8 May MCX was trading at 3097.80. The strike last trading price was 122, which was 20.099999999999994 higher than the previous day. The implied volatity was 42.91, the open interest changed by 253 which increased total open position to 1169
On 7 May MCX was trading at 3042.60. The strike last trading price was 109, which was 36.25 higher than the previous day. The implied volatity was 44.74, the open interest changed by 110 which increased total open position to 915
On 6 May MCX was trading at 2973.20. The strike last trading price was 74.1, which was 16.299999999999997 higher than the previous day. The implied volatity was 43.64, the open interest changed by 57 which increased total open position to 803
On 5 May MCX was trading at 2902.50. The strike last trading price was 60.75, which was -2.299999999999997 lower than the previous day. The implied volatity was 45.9, the open interest changed by -29 which decreased total open position to 756
On 4 May MCX was trading at 2912.90. The strike last trading price was 64, which was -18.799999999999997 lower than the previous day. The implied volatity was 43.72, the open interest changed by 136 which increased total open position to 784
On 30 Apr MCX was trading at 2971.50. The strike last trading price was 79, which was -1.25 lower than the previous day. The implied volatity was 40.53, the open interest changed by 158 which increased total open position to 806
On 29 Apr MCX was trading at 2968.30. The strike last trading price was 81.25, which was 16.400000000000006 higher than the previous day. The implied volatity was 39.23, the open interest changed by 163 which increased total open position to 649
On 28 Apr MCX was trading at 2898.00. The strike last trading price was 64.55, which was 13.349999999999994 higher than the previous day. The implied volatity was 41.79, the open interest changed by 109 which increased total open position to 489
On 27 Apr MCX was trading at 2830.00. The strike last trading price was 52, which was 11.299999999999997 higher than the previous day. The implied volatity was 43.29, the open interest changed by 74 which increased total open position to 380
On 24 Apr MCX was trading at 2760.90. The strike last trading price was 37.85, which was -13.199999999999996 lower than the previous day. The implied volatity was 42.34, the open interest changed by 137 which increased total open position to 305
On 23 Apr MCX was trading at 2791.40. The strike last trading price was 50.25, which was 0.14999999999999858 higher than the previous day. The implied volatity was 43.79, the open interest changed by 15 which increased total open position to 168
On 22 Apr MCX was trading at 2783.20. The strike last trading price was 50.5, which was -11.5 lower than the previous day. The implied volatity was 43.62, the open interest changed by 23 which increased total open position to 152
On 21 Apr MCX was trading at 2825.60. The strike last trading price was 62, which was -10.5 lower than the previous day. The implied volatity was 43.3, the open interest changed by 4 which increased total open position to 128
On 20 Apr MCX was trading at 2859.10. The strike last trading price was 70.45, which was -5.549999999999997 lower than the previous day. The implied volatity was 42.98, the open interest changed by 28 which increased total open position to 123
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 76, which was -6.950000000000003 lower than the previous day. The implied volatity was 42.35, the open interest changed by 5 which increased total open position to 96
On 16 Apr MCX was trading at 2862.20. The strike last trading price was 84.35, which was 2.4499999999999886 higher than the previous day. The implied volatity was 43.76, the open interest changed by -2 which decreased total open position to 90
On 15 Apr MCX was trading at 2851.10. The strike last trading price was 83, which was 19.85 higher than the previous day. The implied volatity was 43.18, the open interest changed by 21 which increased total open position to 92
On 13 Apr MCX was trading at 2765.60. The strike last trading price was 65.65, which was 21.650000000000006 higher than the previous day. The implied volatity was 44.42, the open interest changed by 65 which increased total open position to 68
On 10 Apr MCX was trading at 2669.40. The strike last trading price was 44, which was 17.9 higher than the previous day. The implied volatity was 44.23, the open interest changed by 1 which increased total open position to 1
| MCX 26-May-2026 (11d) 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.01
Theta: -1.98
Gamma: 0.00092
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 3339.10 | 19.5 | -35.4 (-64.48%) | 40.81 | 2,975 | 97 | 901 |
| 13 May | 3204.20 | 53.75 | -21.400000000000006 (-28.48%) | 40.78 | 3,681 | -13 | 803 |
| 12 May | 3156.90 | 68.4 | -0.09999999999999432 (-0.15%) | 42.07 | 2,487 | 63 | 816 |
| 11 May | 3187.90 | 63.05 | -51.75 (-45.08%) | 40.28 | 4,820 | 142 | 753 |
| 8 May | 3097.80 | 117.9 | -26.849999999999994 (-18.55%) | 43.8 | 2,804 | 394 | 611 |
| 7 May | 3042.60 | 142.15 | -42.79999999999998 (-23.14%) | 42.97 | 180 | 64 | 201 |
| 6 May | 2973.20 | 183.65 | -57 (-23.69%) | 39.67 | 67 | 29 | 137 |
| 5 May | 2902.50 | 235 | 5.900000000000006 (2.58%) | 43.47 | 9 | 2 | 108 |
| 4 May | 2912.90 | 229.1 | 26.599999999999994 (13.14%) | 44.34 | 138 | 67 | 107 |
| 30 Apr | 2971.50 | 203.75 | 2.5500000000000114 (1.27%) | 42.49 | 86 | 37 | 77 |
| 29 Apr | 2968.30 | 201 | -46.349999999999994 (-18.74%) | 41.62 | 30 | 14 | 38 |
| 28 Apr | 2898.00 | 249.3 | -55.599999999999966 (-18.24%) | 40.17 | 31 | 16 | 23 |
| 27 Apr | 2830.00 | 304.8 | -9.199999999999989 (-2.93%) | 42.48 | 3 | 1 | 6 |
| 24 Apr | 2760.90 | 314 | 314 (3.43%) | 42.34 | 0 | 0 | 5 |
| 23 Apr | 2791.40 | 314 | 10.399999999999977 (3.43%) | 42.34 | 3 | 1 | 4 |
| 22 Apr | 2783.20 | 303.6 | 303.6 | - | 0 | 0 | 3 |
| 21 Apr | 2825.60 | 303.6 | 303.6 | - | 0 | 0 | 3 |
| 20 Apr | 2859.10 | 303.6 | 303.6 | - | 0 | 0 | 3 |
| 17 Apr | 2856.10 | 303.6 | 303.6 | - | 0 | 0 | 3 |
| 16 Apr | 2862.20 | 303.6 | 303.6 (-56.78%) | 42.56 | 0 | 0 | 3 |
| 15 Apr | 2851.10 | 303.6 | -398.79999999999995 (-56.78%) | 42.56 | 7 | 3 | 3 |
| 13 Apr | 2765.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 2669.40 | 0 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 3100 expiring on 26MAY2026
Delta for 3100 PE is -0.15
Historical price for 3100 PE is as follows
On 14 May MCX was trading at 3339.10. The strike last trading price was 19.5, which was -35.4 lower than the previous day. The implied volatity was 40.81, the open interest changed by 97 which increased total open position to 901
On 13 May MCX was trading at 3204.20. The strike last trading price was 53.75, which was -21.400000000000006 lower than the previous day. The implied volatity was 40.78, the open interest changed by -13 which decreased total open position to 803
On 12 May MCX was trading at 3156.90. The strike last trading price was 68.4, which was -0.09999999999999432 lower than the previous day. The implied volatity was 42.07, the open interest changed by 63 which increased total open position to 816
On 11 May MCX was trading at 3187.90. The strike last trading price was 63.05, which was -51.75 lower than the previous day. The implied volatity was 40.28, the open interest changed by 142 which increased total open position to 753
On 8 May MCX was trading at 3097.80. The strike last trading price was 117.9, which was -26.849999999999994 lower than the previous day. The implied volatity was 43.8, the open interest changed by 394 which increased total open position to 611
On 7 May MCX was trading at 3042.60. The strike last trading price was 142.15, which was -42.79999999999998 lower than the previous day. The implied volatity was 42.97, the open interest changed by 64 which increased total open position to 201
On 6 May MCX was trading at 2973.20. The strike last trading price was 183.65, which was -57 lower than the previous day. The implied volatity was 39.67, the open interest changed by 29 which increased total open position to 137
On 5 May MCX was trading at 2902.50. The strike last trading price was 235, which was 5.900000000000006 higher than the previous day. The implied volatity was 43.47, the open interest changed by 2 which increased total open position to 108
On 4 May MCX was trading at 2912.90. The strike last trading price was 229.1, which was 26.599999999999994 higher than the previous day. The implied volatity was 44.34, the open interest changed by 67 which increased total open position to 107
On 30 Apr MCX was trading at 2971.50. The strike last trading price was 203.75, which was 2.5500000000000114 higher than the previous day. The implied volatity was 42.49, the open interest changed by 37 which increased total open position to 77
On 29 Apr MCX was trading at 2968.30. The strike last trading price was 201, which was -46.349999999999994 lower than the previous day. The implied volatity was 41.62, the open interest changed by 14 which increased total open position to 38
On 28 Apr MCX was trading at 2898.00. The strike last trading price was 249.3, which was -55.599999999999966 lower than the previous day. The implied volatity was 40.17, the open interest changed by 16 which increased total open position to 23
On 27 Apr MCX was trading at 2830.00. The strike last trading price was 304.8, which was -9.199999999999989 lower than the previous day. The implied volatity was 42.48, the open interest changed by 1 which increased total open position to 6
On 24 Apr MCX was trading at 2760.90. The strike last trading price was 314, which was 314 higher than the previous day. The implied volatity was 42.34, the open interest changed by 0 which decreased total open position to 5
On 23 Apr MCX was trading at 2791.40. The strike last trading price was 314, which was 10.399999999999977 higher than the previous day. The implied volatity was 42.34, the open interest changed by 1 which increased total open position to 4
On 22 Apr MCX was trading at 2783.20. The strike last trading price was 303.6, which was 303.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 Apr MCX was trading at 2825.60. The strike last trading price was 303.6, which was 303.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Apr MCX was trading at 2859.10. The strike last trading price was 303.6, which was 303.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 303.6, which was 303.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Apr MCX was trading at 2862.20. The strike last trading price was 303.6, which was 303.6 higher than the previous day. The implied volatity was 42.56, the open interest changed by 0 which decreased total open position to 3
On 15 Apr MCX was trading at 2851.10. The strike last trading price was 303.6, which was -398.79999999999995 lower than the previous day. The implied volatity was 42.56, the open interest changed by 3 which increased total open position to 3
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
