MCX
Multi Commodity Exchange
Historical option data for MCX
24 Apr 2026 01:38 PM IST
| MCX 28-Apr-2026 (4d) 3300 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: -0.18
Gamma: 0.00005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 2785.00 | 0.15 | -0.4 | 55.4 | 268 | -118 | 218 | |||||||||
| 23 Apr | 2791.40 | 0.6 | -0.09999999999999998 | 57.77 | 156 | -9 | 335 | |||||||||
| 22 Apr | 2783.20 | 0.65 | -0.4999999999999999 | 53.72 | 290 | -54 | 356 | |||||||||
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| 21 Apr | 2825.60 | 1.15 | -1 | 50.15 | 287 | -16 | 409 | |||||||||
| 20 Apr | 2859.10 | 2 | -1.15 | 48.23 | 443 | 93 | 425 | |||||||||
| 17 Apr | 2856.10 | 3.3 | -1.1500000000000004 | 44.33 | 650 | 159 | 325 | |||||||||
| 16 Apr | 2862.20 | 4.3 | -23.45 | 44.32 | 429 | 163 | 163 | |||||||||
For Multi Commodity Exchange - strike price 3300 expiring on 28APR2026
Delta for 3300 CE is 0
Historical price for 3300 CE is as follows
On 24 Apr MCX was trading at 2785.00. The strike last trading price was 0.15, which was -0.4 lower than the previous day. The implied volatity was 55.4, the open interest changed by -118 which decreased total open position to 218
On 23 Apr MCX was trading at 2791.40. The strike last trading price was 0.6, which was -0.09999999999999998 lower than the previous day. The implied volatity was 57.77, the open interest changed by -9 which decreased total open position to 335
On 22 Apr MCX was trading at 2783.20. The strike last trading price was 0.65, which was -0.4999999999999999 lower than the previous day. The implied volatity was 53.72, the open interest changed by -54 which decreased total open position to 356
On 21 Apr MCX was trading at 2825.60. The strike last trading price was 1.15, which was -1 lower than the previous day. The implied volatity was 50.15, the open interest changed by -16 which decreased total open position to 409
On 20 Apr MCX was trading at 2859.10. The strike last trading price was 2, which was -1.15 lower than the previous day. The implied volatity was 48.23, the open interest changed by 93 which increased total open position to 425
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 3.3, which was -1.1500000000000004 lower than the previous day. The implied volatity was 44.33, the open interest changed by 159 which increased total open position to 325
On 16 Apr MCX was trading at 2862.20. The strike last trading price was 4.3, which was -23.45 lower than the previous day. The implied volatity was 44.32, the open interest changed by 163 which increased total open position to 163
| MCX 28-Apr-2026 (4d) 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 2785.00 | 425 | 425 | - | 0 | 0 | 1 |
| 23 Apr | 2791.40 | 425 | 425 | - | 0 | 0 | 1 |
| 22 Apr | 2783.20 | 425 | 425 | - | 0 | 0 | 1 |
| 21 Apr | 2825.60 | 425 | 425 | - | 0 | 0 | 1 |
| 20 Apr | 2859.10 | 425 | 425 | - | 0 | 0 | 1 |
| 17 Apr | 2856.10 | 425 | -204.39999999999998 | 44.33 | 1 | 0 | 0 |
| 16 Apr | 2862.20 | 0 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 3300 expiring on 28APR2026
Delta for 3300 PE is -
Historical price for 3300 PE is as follows
On 24 Apr MCX was trading at 2785.00. The strike last trading price was 425, which was 425 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Apr MCX was trading at 2791.40. The strike last trading price was 425, which was 425 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Apr MCX was trading at 2783.20. The strike last trading price was 425, which was 425 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr MCX was trading at 2825.60. The strike last trading price was 425, which was 425 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Apr MCX was trading at 2859.10. The strike last trading price was 425, which was 425 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr MCX was trading at 2856.10. The strike last trading price was 425, which was -204.39999999999998 lower than the previous day. The implied volatity was 44.33, 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
