Historical option data for MCX
02 Jun 2026 04:10 PM IST
| MCX 30-Jun-2026 (28d) 3200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 0.02
Theta: -1.86
Gamma: 0.00086
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 2878.70 | 38.75 | -3.25 (-7.74%) | 42.24 | 3,329 | 512 | 1,918 | |||||||||
| 1 Jun | 2890.50 | 40.9 | -23.1 (-36.09%) | 41.13 | 2,627 | 168 | 1,404 | |||||||||
| 29 May | 2954.50 | 61 | -73 (-54.48%) | 42.18 | 4,203 | 647 | 1,237 | |||||||||
| 27 May | 3158.50 | 132 | -78 (-37.14%) | 37.11 | 1,716 | 200 | 588 | |||||||||
| 26 May | 3307.30 | 216 | -15 (-6.49%) | 35.67 | 465 | 211 | 389 | |||||||||
| 25 May | 3313.90 | 236.7 | 23.7 (11.13%) | 37.39 | 384 | 44 | 179 | |||||||||
| 22 May | 3269.90 | 210.05 | -40.95 (-16.31%) | 38.53 | 174 | -27 | 135 | |||||||||
| 21 May | 3322.80 | 249 | -73 (-22.67%) | 39.7 | 124 | 28 | 162 | |||||||||
| 20 May | 3441.70 | 325 | 23 (7.62%) | 35.55 | 77 | 68 | 131 | |||||||||
| 19 May | 3414.70 | 302 | 42 (16.15%) | 36.24 | 33 | -7 | 63 | |||||||||
| 18 May | 3348.40 | 260 | -34 (-11.56%) | 37.71 | 20 | 0 | 71 | |||||||||
| 15 May | 3391.00 | 294.3 | 16.3 (5.86%) | 35.68 | 38 | -10 | 72 | |||||||||
| 14 May | 3339.10 | 287.95 | 100.95 (53.98%) | 42.03 | 174 | 1 | 82 | |||||||||
| 13 May | 3204.20 | 186.75 | 15.75 (9.21%) | 0 | 103 | 15 | 81 | |||||||||
| 12 May | 3156.90 | 176 | -14 (-7.37%) | 37.96 | 55 | 9 | 65 | |||||||||
| 11 May | 3187.90 | 189.65 | 45.65 (31.70%) | 0 | 91 | 35 | 55 | |||||||||
| 8 May | 3097.80 | 144.15 | 29.15 (25.35%) | 37.62 | 2 | 1 | 19 | |||||||||
| 7 May | 3042.60 | 115 | 13 (12.75%) | 38.12 | 1 | 0 | 18 | |||||||||
| 6 May | 2973.20 | 102 | 18 (21.43%) | 39.02 | 14 | 8 | 18 | |||||||||
| 5 May | 2902.50 | 84 | -21 (-20.00%) | 40.58 | 3 | 0 | 9 | |||||||||
| 4 May | 2912.90 | 105 | -4 (-3.67%) | 39.82 | 2 | 4 | 8 | |||||||||
| 30 Apr | 2971.50 | 109 | 4.7 (4.51%) | 38.56 | 6 | 4 | 8 | |||||||||
| 29 Apr | 2968.30 | 103 | 55.15 (115.26%) | 36.44 | 5 | 3 | 3 | |||||||||
For Multi Commodity Exchange - strike price 3200 expiring on 30JUN2026
Delta for 3200 CE is 0.21
Historical price for 3200 CE is as follows
On 2 Jun MCX was trading at 2878.70. The strike last trading price was 38.75, which was -3.25 lower than the previous day. The implied volatity was 42.24, the open interest changed by 512 which increased total open position to 1918
On 1 Jun MCX was trading at 2890.50. The strike last trading price was 40.9, which was -23.1 lower than the previous day. The implied volatity was 41.13, the open interest changed by 168 which increased total open position to 1404
On 29 May MCX was trading at 2954.50. The strike last trading price was 61, which was -73 lower than the previous day. The implied volatity was 42.18, the open interest changed by 647 which increased total open position to 1237
On 27 May MCX was trading at 3158.50. The strike last trading price was 132, which was -78 lower than the previous day. The implied volatity was 37.11, the open interest changed by 200 which increased total open position to 588
On 26 May MCX was trading at 3307.30. The strike last trading price was 216, which was -15 lower than the previous day. The implied volatity was 35.67, the open interest changed by 211 which increased total open position to 389
On 25 May MCX was trading at 3313.90. The strike last trading price was 236.7, which was 23.7 higher than the previous day. The implied volatity was 37.39, the open interest changed by 44 which increased total open position to 179
On 22 May MCX was trading at 3269.90. The strike last trading price was 210.05, which was -40.95 lower than the previous day. The implied volatity was 38.53, the open interest changed by -27 which decreased total open position to 135
On 21 May MCX was trading at 3322.80. The strike last trading price was 249, which was -73 lower than the previous day. The implied volatity was 39.7, the open interest changed by 28 which increased total open position to 162
On 20 May MCX was trading at 3441.70. The strike last trading price was 325, which was 23 higher than the previous day. The implied volatity was 35.55, the open interest changed by 68 which increased total open position to 131
On 19 May MCX was trading at 3414.70. The strike last trading price was 302, which was 42 higher than the previous day. The implied volatity was 36.24, the open interest changed by -7 which decreased total open position to 63
On 18 May MCX was trading at 3348.40. The strike last trading price was 260, which was -34 lower than the previous day. The implied volatity was 37.71, the open interest changed by 0 which decreased total open position to 71
On 15 May MCX was trading at 3391.00. The strike last trading price was 294.3, which was 16.3 higher than the previous day. The implied volatity was 35.68, the open interest changed by -10 which decreased total open position to 72
On 14 May MCX was trading at 3339.10. The strike last trading price was 287.95, which was 100.95 higher than the previous day. The implied volatity was 42.03, the open interest changed by 1 which increased total open position to 82
On 13 May MCX was trading at 3204.20. The strike last trading price was 186.75, which was 15.75 higher than the previous day. The implied volatity was 0, the open interest changed by 15 which increased total open position to 81
On 12 May MCX was trading at 3156.90. The strike last trading price was 176, which was -14 lower than the previous day. The implied volatity was 37.96, the open interest changed by 9 which increased total open position to 65
On 11 May MCX was trading at 3187.90. The strike last trading price was 189.65, which was 45.65 higher than the previous day. The implied volatity was 0, the open interest changed by 35 which increased total open position to 55
On 8 May MCX was trading at 3097.80. The strike last trading price was 144.15, which was 29.15 higher than the previous day. The implied volatity was 37.62, the open interest changed by 1 which increased total open position to 19
On 7 May MCX was trading at 3042.60. The strike last trading price was 115, which was 13 higher than the previous day. The implied volatity was 38.12, the open interest changed by 0 which decreased total open position to 18
On 6 May MCX was trading at 2973.20. The strike last trading price was 102, which was 18 higher than the previous day. The implied volatity was 39.02, the open interest changed by 8 which increased total open position to 18
On 5 May MCX was trading at 2902.50. The strike last trading price was 84, which was -21 lower than the previous day. The implied volatity was 40.58, the open interest changed by 0 which decreased total open position to 9
On 4 May MCX was trading at 2912.90. The strike last trading price was 105, which was -4 lower than the previous day. The implied volatity was 39.82, the open interest changed by 4 which increased total open position to 8
On 30 Apr MCX was trading at 2971.50. The strike last trading price was 109, which was 4.7 higher than the previous day. The implied volatity was 38.56, the open interest changed by 4 which increased total open position to 8
On 29 Apr MCX was trading at 2968.30. The strike last trading price was 103, which was 55.15 higher than the previous day. The implied volatity was 36.44, the open interest changed by 3 which increased total open position to 3
| MCX 30-Jun-2026 (28d) 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.02
Theta: -0.76
Gamma: 0.00086
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 2878.70 | 330.95 | 7 (2.16%) | 34.14 | 29 | 0 | 513 |
| 1 Jun | 2890.50 | 329.85 | 58.55 (21.58%) | 36.76 | 63 | 4 | 513 |
| 29 May | 2954.50 | 275.5 | 120.85 (78.14%) | 31.04 | 812 | -42 | 506 |
| 27 May | 3158.50 | 155 | 65.3 (72.80%) | 36.32 | 2,060 | 88 | 547 |
| 26 May | 3307.30 | 89.05 | -6.85 (-7.14%) | 35.69 | 644 | 95 | 459 |
| 25 May | 3313.90 | 90 | -22.15 (-19.75%) | 36.99 | 380 | 54 | 363 |
| 22 May | 3269.90 | 110.55 | 7.5 (7.28%) | 35.73 | 340 | 62 | 310 |
| 21 May | 3322.80 | 106 | 33.95 (47.12%) | 38.32 | 346 | 81 | 247 |
| 20 May | 3441.70 | 70.5 | -11.15 (-13.66%) | 38.62 | 72 | 38 | 165 |
| 19 May | 3414.70 | 81.7 | -18.65 (-18.58%) | 38.71 | 131 | 19 | 127 |
| 18 May | 3348.40 | 98.25 | -2.4 (-2.38%) | 38.2 | 102 | -2 | 108 |
| 15 May | 3391.00 | 103.5 | -5.05 (-4.65%) | 41.08 | 86 | 12 | 109 |
| 14 May | 3339.10 | 104 | -52.65 (-33.61%) | 37 | 145 | 55 | 94 |
| 13 May | 3204.20 | 156.65 | -33.35 (-17.55%) | 36.32 | 35 | 19 | 39 |
| 12 May | 3156.90 | 190 | 24.7 (14.94%) | 0 | 9 | 5 | 20 |
| 11 May | 3187.90 | 165.3 | -59.7 (-26.53%) | 0 | 23 | 13 | 14 |
| 8 May | 3097.80 | 225 | -576.15 (-71.92%) | 38.57 | 2 | 1 | 1 |
| 7 May | 3042.60 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 2973.20 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 2902.50 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 2912.90 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 2971.50 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 2968.30 | 0 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 3200 expiring on 30JUN2026
Delta for 3200 PE is -0.85
Historical price for 3200 PE is as follows
On 2 Jun MCX was trading at 2878.70. The strike last trading price was 330.95, which was 7 higher than the previous day. The implied volatity was 34.14, the open interest changed by 0 which decreased total open position to 513
On 1 Jun MCX was trading at 2890.50. The strike last trading price was 329.85, which was 58.55 higher than the previous day. The implied volatity was 36.76, the open interest changed by 4 which increased total open position to 513
On 29 May MCX was trading at 2954.50. The strike last trading price was 275.5, which was 120.85 higher than the previous day. The implied volatity was 31.04, the open interest changed by -42 which decreased total open position to 506
On 27 May MCX was trading at 3158.50. The strike last trading price was 155, which was 65.3 higher than the previous day. The implied volatity was 36.32, the open interest changed by 88 which increased total open position to 547
On 26 May MCX was trading at 3307.30. The strike last trading price was 89.05, which was -6.85 lower than the previous day. The implied volatity was 35.69, the open interest changed by 95 which increased total open position to 459
On 25 May MCX was trading at 3313.90. The strike last trading price was 90, which was -22.15 lower than the previous day. The implied volatity was 36.99, the open interest changed by 54 which increased total open position to 363
On 22 May MCX was trading at 3269.90. The strike last trading price was 110.55, which was 7.5 higher than the previous day. The implied volatity was 35.73, the open interest changed by 62 which increased total open position to 310
On 21 May MCX was trading at 3322.80. The strike last trading price was 106, which was 33.95 higher than the previous day. The implied volatity was 38.32, the open interest changed by 81 which increased total open position to 247
On 20 May MCX was trading at 3441.70. The strike last trading price was 70.5, which was -11.15 lower than the previous day. The implied volatity was 38.62, the open interest changed by 38 which increased total open position to 165
On 19 May MCX was trading at 3414.70. The strike last trading price was 81.7, which was -18.65 lower than the previous day. The implied volatity was 38.71, the open interest changed by 19 which increased total open position to 127
On 18 May MCX was trading at 3348.40. The strike last trading price was 98.25, which was -2.4 lower than the previous day. The implied volatity was 38.2, the open interest changed by -2 which decreased total open position to 108
On 15 May MCX was trading at 3391.00. The strike last trading price was 103.5, which was -5.05 lower than the previous day. The implied volatity was 41.08, the open interest changed by 12 which increased total open position to 109
On 14 May MCX was trading at 3339.10. The strike last trading price was 104, which was -52.65 lower than the previous day. The implied volatity was 37, the open interest changed by 55 which increased total open position to 94
On 13 May MCX was trading at 3204.20. The strike last trading price was 156.65, which was -33.35 lower than the previous day. The implied volatity was 36.32, the open interest changed by 19 which increased total open position to 39
On 12 May MCX was trading at 3156.90. The strike last trading price was 190, which was 24.7 higher than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 20
On 11 May MCX was trading at 3187.90. The strike last trading price was 165.3, which was -59.7 lower than the previous day. The implied volatity was 0, the open interest changed by 13 which increased total open position to 14
On 8 May MCX was trading at 3097.80. The strike last trading price was 225, which was -576.15 lower than the previous day. The implied volatity was 38.57, the open interest changed by 1 which increased total open position to 1
On 7 May MCX was trading at 3042.60. 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 6 May MCX was trading at 2973.20. 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 5 May MCX was trading at 2902.50. 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 4 May MCX was trading at 2912.90. 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 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
