Historical option data for MCX
29 May 2026 04:10 PM IST
| MCX 30-Jun-2026 (31d) 3100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 0.03
Theta: -2.37
Gamma: 0.00101
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 2954.50 | 91.5 | -93.5 (-50.54%) | 42.86 | 4,474 | 668 | 860 | |||||||||
| 27 May | 3158.50 | 180.7 | -90.3 (-33.32%) | 37.47 | 131 | 56 | 192 | |||||||||
| 26 May | 3307.30 | 282 | -16 (-5.37%) | 35.5 | 109 | 0 | 137 | |||||||||
| 25 May | 3313.90 | 304.25 | 29.25 (10.64%) | 37.54 | 120 | 46 | 135 | |||||||||
| 22 May | 3269.90 | 275 | -38 (-12.14%) | 39.82 | 35 | 15 | 89 | |||||||||
| 21 May | 3322.80 | 310 | -86 (-21.72%) | 39.94 | 20 | 4 | 73 | |||||||||
| 20 May | 3441.70 | 398 | -1 (-0.25%) | 34.85 | 21 | 17 | 71 | |||||||||
| 19 May | 3414.70 | 399 | 58 (17.01%) | 35.7 | 3 | 2 | 54 | |||||||||
| 18 May | 3348.40 | 341 | -36 (-9.55%) | 38.03 | 30 | 20 | 52 | |||||||||
| 15 May | 3391.00 | 377 | 27 (7.71%) | 37.88 | 3 | 0 | 32 | |||||||||
| 14 May | 3339.10 | 350 | 98 (38.89%) | 41.68 | 24 | 1 | 32 | |||||||||
| 13 May | 3204.20 | 252 | 34 (15.60%) | 0 | 18 | 1 | 31 | |||||||||
| 12 May | 3156.90 | 223.6 | -19.4 (-7.98%) | 0 | 18 | 3 | 30 | |||||||||
| 11 May | 3187.90 | 238.2 | 44.2 (22.78%) | 0 | 56 | -3 | 27 | |||||||||
| 8 May | 3097.80 | 193 | 38.75 (25.12%) | 38.91 | 58 | 19 | 29 | |||||||||
| 7 May | 3042.60 | 154.25 | 34.35 (28.65%) | 38.02 | 16 | 2 | 9 | |||||||||
| 6 May | 2973.20 | 119.9 | -1.7 (-1.40%) | 40.03 | 1 | 0 | 7 | |||||||||
| 5 May | 2902.50 | 121.6 | -8.3 (-6.39%) | 40.91 | 3 | 0 | 7 | |||||||||
| 4 May | 2912.90 | 129.9 | -12.1 (-8.52%) | 41.11 | 5 | 4 | 7 | |||||||||
| 30 Apr | 2971.50 | 142 | 3 (2.16%) | 38.03 | 1 | 0 | 3 | |||||||||
| 29 Apr | 2968.30 | 139 | 78.95 (131.47%) | 36.76 | 3 | 0 | 0 | |||||||||
| 13 Apr | 2765.60 | - | - | - | 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 | |||||||||
For Multi Commodity Exchange - strike price 3100 expiring on 30JUN2026
Delta for 3100 CE is 0.38
Historical price for 3100 CE is as follows
On 29 May MCX was trading at 2954.50. The strike last trading price was 91.5, which was -93.5 lower than the previous day. The implied volatity was 42.86, the open interest changed by 668 which increased total open position to 860
On 27 May MCX was trading at 3158.50. The strike last trading price was 180.7, which was -90.3 lower than the previous day. The implied volatity was 37.47, the open interest changed by 56 which increased total open position to 192
On 26 May MCX was trading at 3307.30. The strike last trading price was 282, which was -16 lower than the previous day. The implied volatity was 35.5, the open interest changed by 0 which decreased total open position to 137
On 25 May MCX was trading at 3313.90. The strike last trading price was 304.25, which was 29.25 higher than the previous day. The implied volatity was 37.54, the open interest changed by 46 which increased total open position to 135
On 22 May MCX was trading at 3269.90. The strike last trading price was 275, which was -38 lower than the previous day. The implied volatity was 39.82, the open interest changed by 15 which increased total open position to 89
On 21 May MCX was trading at 3322.80. The strike last trading price was 310, which was -86 lower than the previous day. The implied volatity was 39.94, the open interest changed by 4 which increased total open position to 73
On 20 May MCX was trading at 3441.70. The strike last trading price was 398, which was -1 lower than the previous day. The implied volatity was 34.85, the open interest changed by 17 which increased total open position to 71
On 19 May MCX was trading at 3414.70. The strike last trading price was 399, which was 58 higher than the previous day. The implied volatity was 35.7, the open interest changed by 2 which increased total open position to 54
On 18 May MCX was trading at 3348.40. The strike last trading price was 341, which was -36 lower than the previous day. The implied volatity was 38.03, the open interest changed by 20 which increased total open position to 52
On 15 May MCX was trading at 3391.00. The strike last trading price was 377, which was 27 higher than the previous day. The implied volatity was 37.88, the open interest changed by 0 which decreased total open position to 32
On 14 May MCX was trading at 3339.10. The strike last trading price was 350, which was 98 higher than the previous day. The implied volatity was 41.68, the open interest changed by 1 which increased total open position to 32
On 13 May MCX was trading at 3204.20. The strike last trading price was 252, which was 34 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 31
On 12 May MCX was trading at 3156.90. The strike last trading price was 223.6, which was -19.4 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 30
On 11 May MCX was trading at 3187.90. The strike last trading price was 238.2, which was 44.2 higher than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 27
On 8 May MCX was trading at 3097.80. The strike last trading price was 193, which was 38.75 higher than the previous day. The implied volatity was 38.91, the open interest changed by 19 which increased total open position to 29
On 7 May MCX was trading at 3042.60. The strike last trading price was 154.25, which was 34.35 higher than the previous day. The implied volatity was 38.02, the open interest changed by 2 which increased total open position to 9
On 6 May MCX was trading at 2973.20. The strike last trading price was 119.9, which was -1.7 lower than the previous day. The implied volatity was 40.03, the open interest changed by 0 which decreased total open position to 7
On 5 May MCX was trading at 2902.50. The strike last trading price was 121.6, which was -8.3 lower than the previous day. The implied volatity was 40.91, the open interest changed by 0 which decreased total open position to 7
On 4 May MCX was trading at 2912.90. The strike last trading price was 129.9, which was -12.1 lower than the previous day. The implied volatity was 41.11, the open interest changed by 4 which increased total open position to 7
On 30 Apr MCX was trading at 2971.50. The strike last trading price was 142, which was 3 higher than the previous day. The implied volatity was 38.03, the open interest changed by 0 which decreased total open position to 3
On 29 Apr MCX was trading at 2968.30. The strike last trading price was 139, which was 78.95 higher than the previous day. The implied volatity was 36.76, 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 -, 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 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
| MCX 30-Jun-2026 (31d) 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.03
Theta: -1.42
Gamma: 0.00119
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 2954.50 | 215 | 107.85 (100.65%) | 35.1 | 2,493 | 145 | 496 |
| 27 May | 3158.50 | 107 | 50.7 (90.05%) | 36.7 | 1,004 | 22 | 350 |
| 26 May | 3307.30 | 58.55 | -4.2 (-6.69%) | 36.5 | 376 | 58 | 327 |
| 25 May | 3313.90 | 58.35 | -17.2 (-22.77%) | 37.24 | 398 | 52 | 269 |
| 22 May | 3269.90 | 74.3 | 4.15 (5.92%) | 36.5 | 180 | 55 | 217 |
| 21 May | 3322.80 | 73.05 | 24 (48.93%) | 38.89 | 146 | 14 | 162 |
| 20 May | 3441.70 | 48 | -8.95 (-15.72%) | 39.17 | 80 | 31 | 148 |
| 19 May | 3414.70 | 57 | -14.3 (-20.06%) | 40.07 | 116 | 28 | 117 |
| 18 May | 3348.40 | 67.7 | -5.1 (-7.01%) | 38.64 | 40 | -4 | 89 |
| 15 May | 3391.00 | 72.75 | -6.2 (-7.85%) | 41.15 | 63 | 8 | 93 |
| 14 May | 3339.10 | 77 | -44 (-36.36%) | 38.65 | 72 | 23 | 85 |
| 13 May | 3204.20 | 121 | -18.05 (-12.98%) | 0 | 38 | 18 | 62 |
| 12 May | 3156.90 | 139 | 7.75 (5.90%) | 0 | 55 | -7 | 44 |
| 11 May | 3187.90 | 133 | -42.95 (-24.41%) | 0 | 81 | 36 | 50 |
| 8 May | 3097.80 | 175.95 | -21.05 (-10.69%) | 39.49 | 13 | 10 | 14 |
| 7 May | 3042.60 | 197 | -33 (-14.35%) | 39.67 | 4 | 3 | 4 |
| 6 May | 2973.20 | 230 | 230 | - | 0 | 0 | 1 |
| 5 May | 2902.50 | 230 | 230 (-67.84%) | 30.51 | 0 | 0 | 1 |
| 4 May | 2912.90 | 230 | -485.15 (-67.84%) | 30.51 | 1 | 0 | 0 |
| 30 Apr | 2971.50 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 2968.30 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 2765.60 | - | - | - | 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 |
For Multi Commodity Exchange - strike price 3100 expiring on 30JUN2026
Delta for 3100 PE is -0.67
Historical price for 3100 PE is as follows
On 29 May MCX was trading at 2954.50. The strike last trading price was 215, which was 107.85 higher than the previous day. The implied volatity was 35.1, the open interest changed by 145 which increased total open position to 496
On 27 May MCX was trading at 3158.50. The strike last trading price was 107, which was 50.7 higher than the previous day. The implied volatity was 36.7, the open interest changed by 22 which increased total open position to 350
On 26 May MCX was trading at 3307.30. The strike last trading price was 58.55, which was -4.2 lower than the previous day. The implied volatity was 36.5, the open interest changed by 58 which increased total open position to 327
On 25 May MCX was trading at 3313.90. The strike last trading price was 58.35, which was -17.2 lower than the previous day. The implied volatity was 37.24, the open interest changed by 52 which increased total open position to 269
On 22 May MCX was trading at 3269.90. The strike last trading price was 74.3, which was 4.15 higher than the previous day. The implied volatity was 36.5, the open interest changed by 55 which increased total open position to 217
On 21 May MCX was trading at 3322.80. The strike last trading price was 73.05, which was 24 higher than the previous day. The implied volatity was 38.89, the open interest changed by 14 which increased total open position to 162
On 20 May MCX was trading at 3441.70. The strike last trading price was 48, which was -8.95 lower than the previous day. The implied volatity was 39.17, the open interest changed by 31 which increased total open position to 148
On 19 May MCX was trading at 3414.70. The strike last trading price was 57, which was -14.3 lower than the previous day. The implied volatity was 40.07, the open interest changed by 28 which increased total open position to 117
On 18 May MCX was trading at 3348.40. The strike last trading price was 67.7, which was -5.1 lower than the previous day. The implied volatity was 38.64, the open interest changed by -4 which decreased total open position to 89
On 15 May MCX was trading at 3391.00. The strike last trading price was 72.75, which was -6.2 lower than the previous day. The implied volatity was 41.15, the open interest changed by 8 which increased total open position to 93
On 14 May MCX was trading at 3339.10. The strike last trading price was 77, which was -44 lower than the previous day. The implied volatity was 38.65, the open interest changed by 23 which increased total open position to 85
On 13 May MCX was trading at 3204.20. The strike last trading price was 121, which was -18.05 lower than the previous day. The implied volatity was 0, the open interest changed by 18 which increased total open position to 62
On 12 May MCX was trading at 3156.90. The strike last trading price was 139, which was 7.75 higher than the previous day. The implied volatity was 0, the open interest changed by -7 which decreased total open position to 44
On 11 May MCX was trading at 3187.90. The strike last trading price was 133, which was -42.95 lower than the previous day. The implied volatity was 0, the open interest changed by 36 which increased total open position to 50
On 8 May MCX was trading at 3097.80. The strike last trading price was 175.95, which was -21.05 lower than the previous day. The implied volatity was 39.49, the open interest changed by 10 which increased total open position to 14
On 7 May MCX was trading at 3042.60. The strike last trading price was 197, which was -33 lower than the previous day. The implied volatity was 39.67, the open interest changed by 3 which increased total open position to 4
On 6 May MCX was trading at 2973.20. The strike last trading price was 230, which was 230 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May MCX was trading at 2902.50. The strike last trading price was 230, which was 230 higher than the previous day. The implied volatity was 30.51, the open interest changed by 0 which decreased total open position to 1
On 4 May MCX was trading at 2912.90. The strike last trading price was 230, which was -485.15 lower than the previous day. The implied volatity was 30.51, 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
On 13 Apr MCX was trading at 2765.60. 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 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
