Historical option data for MCX
27 May 2026 04:10 PM IST
| MCX 30-Jun-2026 (33d) 3250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0.04
Theta: -2.26
Gamma: 0.00109
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 3158.50 | 110.4 | -71.6 (-39.34%) | 37.32 | 1,003 | 214 | 304 | |||||||||
| 26 May | 3307.30 | 183.25 | -17.75 (-8.83%) | 35.48 | 76 | 20 | 90 | |||||||||
| 25 May | 3313.90 | 204 | 20 (10.87%) | 36.68 | 178 | 57 | 72 | |||||||||
| 22 May | 3269.90 | 182.4 | -134.6 (-42.46%) | 38.22 | 9 | 7 | 15 | |||||||||
| 21 May | 3322.80 | 317 | 42 (15.27%) | 40.24 | 1 | 1 | 8 | |||||||||
| 20 May | 3441.70 | 275 | 0 (0.00%) | 36.74 | 3 | 0 | 7 | |||||||||
| 19 May | 3414.70 | 275 | 0 (0.00%) | - | 0 | 0 | 7 | |||||||||
| 18 May | 3348.40 | 275 | 0 (0.00%) | - | 0 | 0 | 7 | |||||||||
| 15 May | 3391.00 | 275 | 39 (16.53%) | 38.48 | 1 | 0 | 7 | |||||||||
| 14 May | 3339.10 | 236.5 | 95.5 (67.73%) | 38.03 | 12 | -2 | 6 | |||||||||
| 13 May | 3204.20 | 140.95 | -20.05 (-12.45%) | 0 | 13 | 4 | 8 | |||||||||
| 12 May | 3156.90 | 160.65 | -23.35 (-12.69%) | 0 | 9 | 2 | 4 | |||||||||
| 11 May | 3187.90 | 183.7 | 61.7 (50.57%) | 42.64 | 4 | 0 | 0 | |||||||||
| 8 May | 3097.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 3250 expiring on 30JUN2026
Delta for 3250 CE is 0.44
Historical price for 3250 CE is as follows
On 27 May MCX was trading at 3158.50. The strike last trading price was 110.4, which was -71.6 lower than the previous day. The implied volatity was 37.32, the open interest changed by 214 which increased total open position to 304
On 26 May MCX was trading at 3307.30. The strike last trading price was 183.25, which was -17.75 lower than the previous day. The implied volatity was 35.48, the open interest changed by 20 which increased total open position to 90
On 25 May MCX was trading at 3313.90. The strike last trading price was 204, which was 20 higher than the previous day. The implied volatity was 36.68, the open interest changed by 57 which increased total open position to 72
On 22 May MCX was trading at 3269.90. The strike last trading price was 182.4, which was -134.6 lower than the previous day. The implied volatity was 38.22, the open interest changed by 7 which increased total open position to 15
On 21 May MCX was trading at 3322.80. The strike last trading price was 317, which was 42 higher than the previous day. The implied volatity was 40.24, the open interest changed by 1 which increased total open position to 8
On 20 May MCX was trading at 3441.70. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was 36.74, the open interest changed by 0 which decreased total open position to 7
On 19 May MCX was trading at 3414.70. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 18 May MCX was trading at 3348.40. The strike last trading price was 275, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 15 May MCX was trading at 3391.00. The strike last trading price was 275, which was 39 higher than the previous day. The implied volatity was 38.48, the open interest changed by 0 which decreased total open position to 7
On 14 May MCX was trading at 3339.10. The strike last trading price was 236.5, which was 95.5 higher than the previous day. The implied volatity was 38.03, the open interest changed by -2 which decreased total open position to 6
On 13 May MCX was trading at 3204.20. The strike last trading price was 140.95, which was -20.05 lower than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 8
On 12 May MCX was trading at 3156.90. The strike last trading price was 160.65, which was -23.35 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 4
On 11 May MCX was trading at 3187.90. The strike last trading price was 183.7, which was 61.7 higher than the previous day. The implied volatity was 42.64, the open interest changed by 0 which decreased total open position to 0
On 8 May MCX was trading at 3097.80. 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 (33d) 3250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.04
Theta: -1.72
Gamma: 0.00112
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 3158.50 | 184.7 | 74.75 (67.99%) | 36.4 | 824 | 96 | 228 |
| 26 May | 3307.30 | 111.65 | -4.25 (-3.67%) | 35.75 | 213 | 26 | 135 |
| 25 May | 3313.90 | 108.05 | -26.25 (-19.55%) | 36.63 | 110 | 16 | 110 |
| 22 May | 3269.90 | 133.1 | 10.7 (8.74%) | 36.22 | 126 | 43 | 93 |
| 21 May | 3322.80 | 123.35 | 41.65 (50.98%) | 38.54 | 52 | 24 | 47 |
| 20 May | 3441.70 | 81.7 | -17.3 (-17.47%) | 37.38 | 8 | 0 | 23 |
| 19 May | 3414.70 | 99 | -23.25 (-19.02%) | 38.86 | 16 | 11 | 23 |
| 18 May | 3348.40 | 122.05 | 2.7 (2.26%) | 38.64 | 15 | 0 | 4 |
| 15 May | 3391.00 | 119.35 | -95.65 (-44.49%) | 40.91 | 3 | 0 | 1 |
| 14 May | 3339.10 | 215 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 3204.20 | 215 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 3156.90 | 215 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 3187.90 | 215 | -226.65 (-51.32%) | 41.13 | 1 | 0 | 0 |
| 8 May | 3097.80 | 0 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 3250 expiring on 30JUN2026
Delta for 3250 PE is -0.56
Historical price for 3250 PE is as follows
On 27 May MCX was trading at 3158.50. The strike last trading price was 184.7, which was 74.75 higher than the previous day. The implied volatity was 36.4, the open interest changed by 96 which increased total open position to 228
On 26 May MCX was trading at 3307.30. The strike last trading price was 111.65, which was -4.25 lower than the previous day. The implied volatity was 35.75, the open interest changed by 26 which increased total open position to 135
On 25 May MCX was trading at 3313.90. The strike last trading price was 108.05, which was -26.25 lower than the previous day. The implied volatity was 36.63, the open interest changed by 16 which increased total open position to 110
On 22 May MCX was trading at 3269.90. The strike last trading price was 133.1, which was 10.7 higher than the previous day. The implied volatity was 36.22, the open interest changed by 43 which increased total open position to 93
On 21 May MCX was trading at 3322.80. The strike last trading price was 123.35, which was 41.65 higher than the previous day. The implied volatity was 38.54, the open interest changed by 24 which increased total open position to 47
On 20 May MCX was trading at 3441.70. The strike last trading price was 81.7, which was -17.3 lower than the previous day. The implied volatity was 37.38, the open interest changed by 0 which decreased total open position to 23
On 19 May MCX was trading at 3414.70. The strike last trading price was 99, which was -23.25 lower than the previous day. The implied volatity was 38.86, the open interest changed by 11 which increased total open position to 23
On 18 May MCX was trading at 3348.40. The strike last trading price was 122.05, which was 2.7 higher than the previous day. The implied volatity was 38.64, the open interest changed by 0 which decreased total open position to 4
On 15 May MCX was trading at 3391.00. The strike last trading price was 119.35, which was -95.65 lower than the previous day. The implied volatity was 40.91, the open interest changed by 0 which decreased total open position to 1
On 14 May MCX was trading at 3339.10. The strike last trading price was 215, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May MCX was trading at 3204.20. The strike last trading price was 215, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May MCX was trading at 3156.90. The strike last trading price was 215, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May MCX was trading at 3187.90. The strike last trading price was 215, which was -226.65 lower than the previous day. The implied volatity was 41.13, the open interest changed by 0 which decreased total open position to 0
On 8 May MCX was trading at 3097.80. 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
