MCX
Multi Commodity Exchange
Historical option data for MCX
15 May 2026 04:10 PM IST
| MCX 26-May-2026 (10d) 3200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.9
Vega: 0.01
Theta: -1.36
Gamma: 0.0011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 3391.00 | 204.45 | 16.94999999999999 (9.04%) | 27.14 | 911 | -143 | 865 | |||||||||
| 14 May | 3339.10 | 200 | 100.65 (101.31%) | 47.19 | 4,839 | -546 | 1,006 | |||||||||
| 13 May | 3204.20 | 101.85 | 17.849999999999994 (21.25%) | 0 | 8,012 | -140 | 1,550 | |||||||||
| 12 May | 3156.90 | 91 | -16.650000000000006 (-15.47%) | 0 | 6,767 | 391 | 1,710 | |||||||||
| 11 May | 3187.90 | 105.6 | 24.64999999999999 (30.45%) | 0 | 14,112 | 172 | 1,329 | |||||||||
| 8 May | 3097.80 | 79.45 | 14 (21.39%) | 42.82 | 4,860 | 138 | 1,157 | |||||||||
| 7 May | 3042.60 | 71.25 | 26.799999999999997 (60.29%) | 45.15 | 2,656 | 184 | 1,021 | |||||||||
| 6 May | 2973.20 | 44.8 | 9 (25.14%) | 43.25 | 1,375 | 60 | 837 | |||||||||
| 5 May | 2902.50 | 37.8 | -1.2000000000000028 (-3.08%) | 45.77 | 1,332 | 57 | 786 | |||||||||
| 4 May | 2912.90 | 39.45 | -13.349999999999994 (-25.28%) | 43.5 | 1,946 | 152 | 729 | |||||||||
| 30 Apr | 2971.50 | 51.75 | 0 (0.00%) | 40.5 | 1,928 | 68 | 645 | |||||||||
| 29 Apr | 2968.30 | 52.8 | 11.25 (27.08%) | 39.48 | 1,521 | 157 | 581 | |||||||||
| 28 Apr | 2898.00 | 41.5 | 8.75 (26.72%) | 41.81 | 959 | 172 | 425 | |||||||||
| 27 Apr | 2830.00 | 33 | 7.300000000000001 (28.40%) | 43.15 | 373 | 43 | 253 | |||||||||
| 24 Apr | 2760.90 | 25 | -8.299999999999997 (-24.92%) | 42.94 | 257 | 63 | 209 | |||||||||
| 23 Apr | 2791.40 | 33 | -0.3500000000000014 (-1.05%) | 43.66 | 137 | 26 | 147 | |||||||||
| 22 Apr | 2783.20 | 33.5 | -8.850000000000001 (-20.90%) | 43.62 | 80 | 37 | 119 | |||||||||
| 21 Apr | 2825.60 | 43.25 | -7.149999999999999 (-14.19%) | 43.63 | 68 | 8 | 75 | |||||||||
| 20 Apr | 2859.10 | 49.7 | -3.3499999999999943 (-6.31%) | 43.32 | 42 | 5 | 65 | |||||||||
| 17 Apr | 2856.10 | 53.05 | -3.8000000000000043 (-6.68%) | 42.28 | 80 | 32 | 60 | |||||||||
| 16 Apr | 2862.20 | 57.75 | 0.75 (1.32%) | 43.18 | 34 | 11 | 28 | |||||||||
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| 15 Apr | 2851.10 | 56.5 | 7.5 (15.31%) | 42.41 | 32 | 17 | 17 | |||||||||
For Multi Commodity Exchange - strike price 3200 expiring on 26MAY2026
Delta for 3200 CE is 0.9
Historical price for 3200 CE is as follows
On 15 May MCX was trading at 3391.00. The strike last trading price was 204.45, which was 16.94999999999999 higher than the previous day. The implied volatity was 27.14, the open interest changed by -143 which decreased total open position to 865
On 14 May MCX was trading at 3339.10. The strike last trading price was 200, which was 100.65 higher than the previous day. The implied volatity was 47.19, the open interest changed by -546 which decreased total open position to 1006
On 13 May MCX was trading at 3204.20. The strike last trading price was 101.85, which was 17.849999999999994 higher than the previous day. The implied volatity was 0, the open interest changed by -140 which decreased total open position to 1550
On 12 May MCX was trading at 3156.90. The strike last trading price was 91, which was -16.650000000000006 lower than the previous day. The implied volatity was 0, the open interest changed by 391 which increased total open position to 1710
On 11 May MCX was trading at 3187.90. The strike last trading price was 105.6, which was 24.64999999999999 higher than the previous day. The implied volatity was 0, the open interest changed by 172 which increased total open position to 1329
On 8 May MCX was trading at 3097.80. The strike last trading price was 79.45, which was 14 higher than the previous day. The implied volatity was 42.82, the open interest changed by 138 which increased total open position to 1157
On 7 May MCX was trading at 3042.60. The strike last trading price was 71.25, which was 26.799999999999997 higher than the previous day. The implied volatity was 45.15, the open interest changed by 184 which increased total open position to 1021
On 6 May MCX was trading at 2973.20. The strike last trading price was 44.8, which was 9 higher than the previous day. The implied volatity was 43.25, the open interest changed by 60 which increased total open position to 837
On 5 May MCX was trading at 2902.50. The strike last trading price was 37.8, which was -1.2000000000000028 lower than the previous day. The implied volatity was 45.77, the open interest changed by 57 which increased total open position to 786
On 4 May MCX was trading at 2912.90. The strike last trading price was 39.45, which was -13.349999999999994 lower than the previous day. The implied volatity was 43.5, the open interest changed by 152 which increased total open position to 729
On 30 Apr MCX was trading at 2971.50. The strike last trading price was 51.75, which was 0 lower than the previous day. The implied volatity was 40.5, the open interest changed by 68 which increased total open position to 645
On 29 Apr MCX was trading at 2968.30. The strike last trading price was 52.8, which was 11.25 higher than the previous day. The implied volatity was 39.48, the open interest changed by 157 which increased total open position to 581
On 28 Apr MCX was trading at 2898.00. The strike last trading price was 41.5, which was 8.75 higher than the previous day. The implied volatity was 41.81, the open interest changed by 172 which increased total open position to 425
On 27 Apr MCX was trading at 2830.00. The strike last trading price was 33, which was 7.300000000000001 higher than the previous day. The implied volatity was 43.15, the open interest changed by 43 which increased total open position to 253
On 24 Apr MCX was trading at 2760.90. The strike last trading price was 25, which was -8.299999999999997 lower than the previous day. The implied volatity was 42.94, the open interest changed by 63 which increased total open position to 209
On 23 Apr MCX was trading at 2791.40. The strike last trading price was 33, which was -0.3500000000000014 lower than the previous day. The implied volatity was 43.66, the open interest changed by 26 which increased total open position to 147
On 22 Apr MCX was trading at 2783.20. The strike last trading price was 33.5, which was -8.850000000000001 lower than the previous day. The implied volatity was 43.62, the open interest changed by 37 which increased total open position to 119
On 21 Apr MCX was trading at 2825.60. The strike last trading price was 43.25, which was -7.149999999999999 lower than the previous day. The implied volatity was 43.63, the open interest changed by 8 which increased total open position to 75
On 20 Apr MCX was trading at 2859.10. The strike last trading price was 49.7, which was -3.3499999999999943 lower than the previous day. The implied volatity was 43.32, the open interest changed by 5 which increased total open position to 65
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 53.05, which was -3.8000000000000043 lower than the previous day. The implied volatity was 42.28, the open interest changed by 32 which increased total open position to 60
On 16 Apr MCX was trading at 2862.20. The strike last trading price was 57.75, which was 0.75 higher than the previous day. The implied volatity was 43.18, the open interest changed by 11 which increased total open position to 28
On 15 Apr MCX was trading at 2851.10. The strike last trading price was 56.5, which was 7.5 higher than the previous day. The implied volatity was 42.41, the open interest changed by 17 which increased total open position to 17
| MCX 26-May-2026 (10d) 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.2
Vega: 0.02
Theta: -2.88
Gamma: 0.0011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 3391.00 | 30.6 | -7.5 (-19.69%) | 42.99 | 2,610 | 116 | 1,032 |
| 14 May | 3339.10 | 34.5 | -58.849999999999994 (-63.04%) | 37.09 | 4,878 | 307 | 915 |
| 13 May | 3204.20 | 91.4 | -31.64999999999999 (-25.72%) | 0 | 5,018 | 64 | 611 |
| 12 May | 3156.90 | 112.9 | 3.5 (3.20%) | 41.17 | 3,837 | 34 | 551 |
| 11 May | 3187.90 | 102.9 | -67.9 (-39.75%) | 0 | 3,373 | 358 | 506 |
| 8 May | 3097.80 | 168.8 | -41.14999999999998 (-19.60%) | 41.39 | 412 | 78 | 149 |
| 7 May | 3042.60 | 203.4 | -54.49999999999997 (-21.13%) | 41.48 | 54 | 27 | 69 |
| 6 May | 2973.20 | 256.1 | -65.69999999999999 (-20.42%) | 39.91 | 26 | -1 | 42 |
| 5 May | 2902.50 | 321.8 | 11.75 (3.79%) | 42.07 | 3 | 0 | 43 |
| 4 May | 2912.90 | 310 | 37.05000000000001 (13.57%) | 41.91 | 16 | 5 | 43 |
| 30 Apr | 2971.50 | 272.7 | -11.050000000000011 (-3.89%) | 41.74 | 10 | 0 | 38 |
| 29 Apr | 2968.30 | 283.75 | -40.19999999999999 (-12.41%) | 43.25 | 25 | 17 | 38 |
| 28 Apr | 2898.00 | 326.4 | -81.60000000000002 (-20.00%) | 40.52 | 17 | 8 | 20 |
| 27 Apr | 2830.00 | 408 | -31 (-7.06%) | 44.99 | 2 | 1 | 13 |
| 24 Apr | 2760.90 | 439 | 57.14999999999998 (14.97%) | 43.64 | 11 | 8 | 11 |
| 23 Apr | 2791.40 | 381.85 | 381.85 | - | 0 | 0 | 3 |
| 22 Apr | 2783.20 | 381.85 | 381.85 | - | 0 | 0 | 3 |
| 21 Apr | 2825.60 | 381.85 | 381.85 (-12.83%) | 44.22 | 0 | 0 | 3 |
| 20 Apr | 2859.10 | 381.85 | -56.19999999999999 (-12.83%) | 44.22 | 3 | 1 | 2 |
| 17 Apr | 2856.10 | 438.05 | -362.45 (-45.28%) | 61.86 | 1 | 0 | 0 |
| 16 Apr | 2862.20 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 2851.10 | 0 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 3200 expiring on 26MAY2026
Delta for 3200 PE is -0.2
Historical price for 3200 PE is as follows
On 15 May MCX was trading at 3391.00. The strike last trading price was 30.6, which was -7.5 lower than the previous day. The implied volatity was 42.99, the open interest changed by 116 which increased total open position to 1032
On 14 May MCX was trading at 3339.10. The strike last trading price was 34.5, which was -58.849999999999994 lower than the previous day. The implied volatity was 37.09, the open interest changed by 307 which increased total open position to 915
On 13 May MCX was trading at 3204.20. The strike last trading price was 91.4, which was -31.64999999999999 lower than the previous day. The implied volatity was 0, the open interest changed by 64 which increased total open position to 611
On 12 May MCX was trading at 3156.90. The strike last trading price was 112.9, which was 3.5 higher than the previous day. The implied volatity was 41.17, the open interest changed by 34 which increased total open position to 551
On 11 May MCX was trading at 3187.90. The strike last trading price was 102.9, which was -67.9 lower than the previous day. The implied volatity was 0, the open interest changed by 358 which increased total open position to 506
On 8 May MCX was trading at 3097.80. The strike last trading price was 168.8, which was -41.14999999999998 lower than the previous day. The implied volatity was 41.39, the open interest changed by 78 which increased total open position to 149
On 7 May MCX was trading at 3042.60. The strike last trading price was 203.4, which was -54.49999999999997 lower than the previous day. The implied volatity was 41.48, the open interest changed by 27 which increased total open position to 69
On 6 May MCX was trading at 2973.20. The strike last trading price was 256.1, which was -65.69999999999999 lower than the previous day. The implied volatity was 39.91, the open interest changed by -1 which decreased total open position to 42
On 5 May MCX was trading at 2902.50. The strike last trading price was 321.8, which was 11.75 higher than the previous day. The implied volatity was 42.07, the open interest changed by 0 which decreased total open position to 43
On 4 May MCX was trading at 2912.90. The strike last trading price was 310, which was 37.05000000000001 higher than the previous day. The implied volatity was 41.91, the open interest changed by 5 which increased total open position to 43
On 30 Apr MCX was trading at 2971.50. The strike last trading price was 272.7, which was -11.050000000000011 lower than the previous day. The implied volatity was 41.74, the open interest changed by 0 which decreased total open position to 38
On 29 Apr MCX was trading at 2968.30. The strike last trading price was 283.75, which was -40.19999999999999 lower than the previous day. The implied volatity was 43.25, the open interest changed by 17 which increased total open position to 38
On 28 Apr MCX was trading at 2898.00. The strike last trading price was 326.4, which was -81.60000000000002 lower than the previous day. The implied volatity was 40.52, the open interest changed by 8 which increased total open position to 20
On 27 Apr MCX was trading at 2830.00. The strike last trading price was 408, which was -31 lower than the previous day. The implied volatity was 44.99, the open interest changed by 1 which increased total open position to 13
On 24 Apr MCX was trading at 2760.90. The strike last trading price was 439, which was 57.14999999999998 higher than the previous day. The implied volatity was 43.64, the open interest changed by 8 which increased total open position to 11
On 23 Apr MCX was trading at 2791.40. The strike last trading price was 381.85, which was 381.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Apr MCX was trading at 2783.20. The strike last trading price was 381.85, which was 381.85 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 381.85, which was 381.85 higher than the previous day. The implied volatity was 44.22, 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 381.85, which was -56.19999999999999 lower than the previous day. The implied volatity was 44.22, the open interest changed by 1 which increased total open position to 2
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 438.05, which was -362.45 lower than the previous day. The implied volatity was 61.86, 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
