MCX
Multi Commodity Exchange
Historical option data for MCX
12 Dec 2025 04:10 PM IST
| MCX 30-DEC-2025 8500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 10162.00 | 1435 | 115 | - | 0 | 0 | 3 | |||||||||
| 11 Dec | 9938.00 | 1435 | 115 | - | 0 | 0 | 3 | |||||||||
| 10 Dec | 9864.00 | 1435 | 115 | - | 0 | 0 | 3 | |||||||||
| 9 Dec | 10358.00 | 1435 | 115 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 10183.00 | 1435 | 115 | - | 0 | 0 | 3 | |||||||||
| 5 Dec | 10343.00 | 1435 | 115 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 10121.00 | 1435 | 115 | - | 0 | 0 | 0 | |||||||||
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| 3 Dec | 10138.00 | 1435 | 115 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 10219.00 | 1435 | 115 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 10210.00 | 1435 | 115 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 10073.50 | 1435 | 115 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 10424.50 | 1435 | 115 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 10283.00 | 1435 | 115 | - | 0 | 2 | 0 | |||||||||
| 25 Nov | 9867.00 | 1435 | 115 | - | 2 | 0 | 1 | |||||||||
| 24 Nov | 9865.50 | 1320 | 226 | - | 0 | 1 | 0 | |||||||||
| 21 Nov | 9683.00 | 1320 | 226 | 30.24 | 1 | 0 | 0 | |||||||||
| 20 Nov | 9858.50 | 1094 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 9799.00 | 1094 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 9665.00 | 1094 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 9698.00 | 1094 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 9666.50 | 1094 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 9597.00 | 1094 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 9432.00 | 1094 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 9495.00 | 1094 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 9530.50 | 1094 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 9430.50 | 1094 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 9250.50 | 1094 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 9325.50 | 1094 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 9526.50 | 1094 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 9243.50 | 1094 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 9101.50 | 1094 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 9175.50 | 1094 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 8500 expiring on 30DEC2025
Delta for 8500 CE is -
Historical price for 8500 CE is as follows
On 12 Dec MCX was trading at 10162.00. The strike last trading price was 1435, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Dec MCX was trading at 9938.00. The strike last trading price was 1435, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Dec MCX was trading at 9864.00. The strike last trading price was 1435, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Dec MCX was trading at 10358.00. The strike last trading price was 1435, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec MCX was trading at 10183.00. The strike last trading price was 1435, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 1435, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 1435, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 1435, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 1435, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 1435, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 1435, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 1435, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 1435, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 25 Nov MCX was trading at 9867.00. The strike last trading price was 1435, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Nov MCX was trading at 9865.50. The strike last trading price was 1320, which was 226 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 21 Nov MCX was trading at 9683.00. The strike last trading price was 1320, which was 226 higher than the previous day. The implied volatity was 30.24, the open interest changed by 0 which decreased total open position to 0
On 20 Nov MCX was trading at 9858.50. The strike last trading price was 1094, 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 19 Nov MCX was trading at 9799.00. The strike last trading price was 1094, 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 18 Nov MCX was trading at 9665.00. The strike last trading price was 1094, 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 17 Nov MCX was trading at 9698.00. The strike last trading price was 1094, 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 14 Nov MCX was trading at 9666.50. The strike last trading price was 1094, 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 Nov MCX was trading at 9597.00. The strike last trading price was 1094, 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 12 Nov MCX was trading at 9432.00. The strike last trading price was 1094, 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 11 Nov MCX was trading at 9495.00. The strike last trading price was 1094, 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 10 Nov MCX was trading at 9530.50. The strike last trading price was 1094, 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 7 Nov MCX was trading at 9430.50. The strike last trading price was 1094, 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 Nov MCX was trading at 9250.50. The strike last trading price was 1094, 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 Nov MCX was trading at 9325.50. The strike last trading price was 1094, 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 3 Nov MCX was trading at 9526.50. The strike last trading price was 1094, 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 31 Oct MCX was trading at 9243.50. The strike last trading price was 1094, 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 Oct MCX was trading at 9101.50. The strike last trading price was 1094, 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 Oct MCX was trading at 9175.50. The strike last trading price was 1094, 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 30DEC2025 8500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.93
Theta: -0.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 10162.00 | 5.45 | -3.8 | 39.68 | 151 | -9 | 314 |
| 11 Dec | 9938.00 | 9.6 | -7.8 | 38.00 | 933 | -41 | 322 |
| 10 Dec | 9864.00 | 18.5 | 13.35 | 40.35 | 533 | 59 | 365 |
| 9 Dec | 10358.00 | 5.35 | -0.4 | 39.64 | 116 | -9 | 307 |
| 8 Dec | 10183.00 | 5.75 | -0.1 | 36.65 | 174 | -33 | 316 |
| 5 Dec | 10343.00 | 5.6 | -4.1 | 36.67 | 180 | -45 | 349 |
| 4 Dec | 10121.00 | 10.1 | -0.35 | 35.86 | 472 | -18 | 395 |
| 3 Dec | 10138.00 | 9.4 | 2.8 | 35.49 | 435 | -40 | 413 |
| 2 Dec | 10219.00 | 6.4 | -1.65 | 33.74 | 1,014 | -28 | 453 |
| 1 Dec | 10210.00 | 7.05 | -8.15 | 33.64 | 1,723 | -2 | 488 |
| 28 Nov | 10073.50 | 14.5 | 5.95 | 34.62 | 994 | 177 | 490 |
| 27 Nov | 10424.50 | 8.5 | -3.15 | 35.55 | 306 | -19 | 310 |
| 26 Nov | 10283.00 | 12.2 | -12.35 | 35.55 | 777 | 55 | 325 |
| 25 Nov | 9867.00 | 24 | -5.35 | 33.30 | 262 | 52 | 271 |
| 24 Nov | 9865.50 | 30.15 | -6.4 | 33.97 | 197 | 11 | 220 |
| 21 Nov | 9683.00 | 37.65 | 1.8 | 32.06 | 144 | 17 | 210 |
| 20 Nov | 9858.50 | 34.65 | -8.95 | 33.61 | 149 | 28 | 193 |
| 19 Nov | 9799.00 | 43.4 | -7.9 | 34.33 | 303 | -34 | 166 |
| 18 Nov | 9665.00 | 51.8 | 3.2 | 33.22 | 140 | 55 | 200 |
| 17 Nov | 9698.00 | 48 | -7.85 | 32.72 | 130 | 74 | 115 |
| 14 Nov | 9666.50 | 54.5 | -14.5 | 32.32 | 22 | 11 | 40 |
| 13 Nov | 9597.00 | 69 | -19 | 33.19 | 9 | 8 | 28 |
| 12 Nov | 9432.00 | 88 | 6 | 32.44 | 17 | 16 | 19 |
| 11 Nov | 9495.00 | 82 | -2.2 | 32.29 | 4 | -2 | 1 |
| 10 Nov | 9530.50 | 84.2 | -65.8 | 33.18 | 1 | 0 | 2 |
| 7 Nov | 9430.50 | 150 | -80 | 37.83 | 1 | 0 | 1 |
| 6 Nov | 9250.50 | 230 | -158.3 | - | 0 | 0 | 0 |
| 4 Nov | 9325.50 | 230 | -158.3 | - | 0 | 0 | 0 |
| 3 Nov | 9526.50 | 230 | -158.3 | - | 0 | 0 | 0 |
| 31 Oct | 9243.50 | 230 | -158.3 | - | 0 | 0 | 0 |
| 30 Oct | 9101.50 | 230 | -158.3 | - | 0 | 1 | 0 |
| 29 Oct | 9175.50 | 230 | -158.3 | 37.91 | 1 | 0 | 0 |
For Multi Commodity Exchange - strike price 8500 expiring on 30DEC2025
Delta for 8500 PE is -0.02
Historical price for 8500 PE is as follows
On 12 Dec MCX was trading at 10162.00. The strike last trading price was 5.45, which was -3.8 lower than the previous day. The implied volatity was 39.68, the open interest changed by -9 which decreased total open position to 314
On 11 Dec MCX was trading at 9938.00. The strike last trading price was 9.6, which was -7.8 lower than the previous day. The implied volatity was 38.00, the open interest changed by -41 which decreased total open position to 322
On 10 Dec MCX was trading at 9864.00. The strike last trading price was 18.5, which was 13.35 higher than the previous day. The implied volatity was 40.35, the open interest changed by 59 which increased total open position to 365
On 9 Dec MCX was trading at 10358.00. The strike last trading price was 5.35, which was -0.4 lower than the previous day. The implied volatity was 39.64, the open interest changed by -9 which decreased total open position to 307
On 8 Dec MCX was trading at 10183.00. The strike last trading price was 5.75, which was -0.1 lower than the previous day. The implied volatity was 36.65, the open interest changed by -33 which decreased total open position to 316
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 5.6, which was -4.1 lower than the previous day. The implied volatity was 36.67, the open interest changed by -45 which decreased total open position to 349
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 10.1, which was -0.35 lower than the previous day. The implied volatity was 35.86, the open interest changed by -18 which decreased total open position to 395
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 9.4, which was 2.8 higher than the previous day. The implied volatity was 35.49, the open interest changed by -40 which decreased total open position to 413
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 6.4, which was -1.65 lower than the previous day. The implied volatity was 33.74, the open interest changed by -28 which decreased total open position to 453
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 7.05, which was -8.15 lower than the previous day. The implied volatity was 33.64, the open interest changed by -2 which decreased total open position to 488
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 14.5, which was 5.95 higher than the previous day. The implied volatity was 34.62, the open interest changed by 177 which increased total open position to 490
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 8.5, which was -3.15 lower than the previous day. The implied volatity was 35.55, the open interest changed by -19 which decreased total open position to 310
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 12.2, which was -12.35 lower than the previous day. The implied volatity was 35.55, the open interest changed by 55 which increased total open position to 325
On 25 Nov MCX was trading at 9867.00. The strike last trading price was 24, which was -5.35 lower than the previous day. The implied volatity was 33.30, the open interest changed by 52 which increased total open position to 271
On 24 Nov MCX was trading at 9865.50. The strike last trading price was 30.15, which was -6.4 lower than the previous day. The implied volatity was 33.97, the open interest changed by 11 which increased total open position to 220
On 21 Nov MCX was trading at 9683.00. The strike last trading price was 37.65, which was 1.8 higher than the previous day. The implied volatity was 32.06, the open interest changed by 17 which increased total open position to 210
On 20 Nov MCX was trading at 9858.50. The strike last trading price was 34.65, which was -8.95 lower than the previous day. The implied volatity was 33.61, the open interest changed by 28 which increased total open position to 193
On 19 Nov MCX was trading at 9799.00. The strike last trading price was 43.4, which was -7.9 lower than the previous day. The implied volatity was 34.33, the open interest changed by -34 which decreased total open position to 166
On 18 Nov MCX was trading at 9665.00. The strike last trading price was 51.8, which was 3.2 higher than the previous day. The implied volatity was 33.22, the open interest changed by 55 which increased total open position to 200
On 17 Nov MCX was trading at 9698.00. The strike last trading price was 48, which was -7.85 lower than the previous day. The implied volatity was 32.72, the open interest changed by 74 which increased total open position to 115
On 14 Nov MCX was trading at 9666.50. The strike last trading price was 54.5, which was -14.5 lower than the previous day. The implied volatity was 32.32, the open interest changed by 11 which increased total open position to 40
On 13 Nov MCX was trading at 9597.00. The strike last trading price was 69, which was -19 lower than the previous day. The implied volatity was 33.19, the open interest changed by 8 which increased total open position to 28
On 12 Nov MCX was trading at 9432.00. The strike last trading price was 88, which was 6 higher than the previous day. The implied volatity was 32.44, the open interest changed by 16 which increased total open position to 19
On 11 Nov MCX was trading at 9495.00. The strike last trading price was 82, which was -2.2 lower than the previous day. The implied volatity was 32.29, the open interest changed by -2 which decreased total open position to 1
On 10 Nov MCX was trading at 9530.50. The strike last trading price was 84.2, which was -65.8 lower than the previous day. The implied volatity was 33.18, the open interest changed by 0 which decreased total open position to 2
On 7 Nov MCX was trading at 9430.50. The strike last trading price was 150, which was -80 lower than the previous day. The implied volatity was 37.83, the open interest changed by 0 which decreased total open position to 1
On 6 Nov MCX was trading at 9250.50. The strike last trading price was 230, which was -158.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov MCX was trading at 9325.50. The strike last trading price was 230, which was -158.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov MCX was trading at 9526.50. The strike last trading price was 230, which was -158.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct MCX was trading at 9243.50. The strike last trading price was 230, which was -158.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct MCX was trading at 9101.50. The strike last trading price was 230, which was -158.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 29 Oct MCX was trading at 9175.50. The strike last trading price was 230, which was -158.3 lower than the previous day. The implied volatity was 37.91, the open interest changed by 0 which decreased total open position to 0































































































































































































































