MCX
Multi Commodity Exchange
Historical option data for MCX
17 Dec 2025 09:00 AM IST
| MCX 30-DEC-2025 9500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 10164.00 | 726.05 | -35.95 | - | 57 | -25 | 257 | |||||||||
| 16 Dec | 10164.00 | 726.05 | -35.95 | 35.46 | 57 | -23 | 257 | |||||||||
| 15 Dec | 10186.00 | 762 | -0.05 | 32.43 | 24 | -14 | 282 | |||||||||
| 12 Dec | 10162.00 | 759.1 | 164.3 | 29.98 | 205 | 50 | 296 | |||||||||
| 11 Dec | 9938.00 | 589.5 | 38.25 | 31.66 | 532 | -1 | 252 | |||||||||
| 10 Dec | 9864.00 | 515 | -399 | 35.74 | 212 | 31 | 261 | |||||||||
| 9 Dec | 10358.00 | 896.05 | 96.05 | - | 423 | -49 | 231 | |||||||||
| 8 Dec | 10183.00 | 800 | -110.9 | 30.14 | 155 | 19 | 280 | |||||||||
| 5 Dec | 10343.00 | 909 | 144.25 | 18.34 | 127 | -25 | 264 | |||||||||
| 4 Dec | 10121.00 | 751.15 | -2.55 | 28.61 | 1,118 | -41 | 294 | |||||||||
| 3 Dec | 10138.00 | 790 | -40 | 28.07 | 391 | 66 | 355 | |||||||||
| 2 Dec | 10219.00 | 831 | 5 | 24.87 | 44 | 0 | 288 | |||||||||
| 1 Dec | 10210.00 | 826 | 57.05 | 23.76 | 127 | -23 | 289 | |||||||||
| 28 Nov | 10073.50 | 770 | -261.8 | 27.36 | 490 | 167 | 349 | |||||||||
| 27 Nov | 10424.50 | 1035 | 135.6 | 22.38 | 206 | -80 | 189 | |||||||||
| 26 Nov | 10283.00 | 917.9 | 305.85 | 20.36 | 364 | -54 | 268 | |||||||||
| 25 Nov | 9867.00 | 620 | 0 | 27.39 | 114 | 12 | 321 | |||||||||
| 24 Nov | 9865.50 | 610.35 | 103.95 | 28.56 | 267 | 147 | 309 | |||||||||
| 21 Nov | 9683.00 | 505 | -132.7 | 26.76 | 96 | 16 | 162 | |||||||||
| 20 Nov | 9858.50 | 646.65 | 38.7 | 29.17 | 75 | 18 | 146 | |||||||||
| 19 Nov | 9799.00 | 622.8 | 85.55 | 29.62 | 105 | 25 | 127 | |||||||||
| 18 Nov | 9665.00 | 540 | -38.45 | 29.89 | 41 | 17 | 100 | |||||||||
| 17 Nov | 9698.00 | 578.45 | 5.1 | 30.92 | 96 | 26 | 82 | |||||||||
| 14 Nov | 9666.50 | 573.35 | 23.9 | 30.86 | 27 | -2 | 56 | |||||||||
| 13 Nov | 9597.00 | 545 | 76.1 | 31.31 | 25 | -6 | 58 | |||||||||
| 12 Nov | 9432.00 | 465 | -34.45 | 32.21 | 34 | 15 | 63 | |||||||||
| 11 Nov | 9495.00 | 491.75 | -50.55 | 31.68 | 49 | 8 | 47 | |||||||||
| 10 Nov | 9530.50 | 542.3 | 67.05 | 32.88 | 36 | 8 | 38 | |||||||||
| 7 Nov | 9430.50 | 468.55 | 28.55 | 30.80 | 69 | 20 | 30 | |||||||||
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| 6 Nov | 9250.50 | 440 | -80 | 35.16 | 1 | 0 | 10 | |||||||||
| 4 Nov | 9325.50 | 520 | -92.3 | 36.58 | 5 | 1 | 9 | |||||||||
| 3 Nov | 9526.50 | 612.3 | 22.45 | 34.83 | 12 | 8 | 8 | |||||||||
| 31 Oct | 9243.50 | 589.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 9101.50 | 589.85 | 0 | 1.61 | 0 | 0 | 0 | |||||||||
| 29 Oct | 9175.50 | 589.85 | 0 | 1.16 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 9500 expiring on 30DEC2025
Delta for 9500 CE is -
Historical price for 9500 CE is as follows
On 17 Dec MCX was trading at 10164.00. The strike last trading price was 726.05, which was -35.95 lower than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 257
On 16 Dec MCX was trading at 10164.00. The strike last trading price was 726.05, which was -35.95 lower than the previous day. The implied volatity was 35.46, the open interest changed by -23 which decreased total open position to 257
On 15 Dec MCX was trading at 10186.00. The strike last trading price was 762, which was -0.05 lower than the previous day. The implied volatity was 32.43, the open interest changed by -14 which decreased total open position to 282
On 12 Dec MCX was trading at 10162.00. The strike last trading price was 759.1, which was 164.3 higher than the previous day. The implied volatity was 29.98, the open interest changed by 50 which increased total open position to 296
On 11 Dec MCX was trading at 9938.00. The strike last trading price was 589.5, which was 38.25 higher than the previous day. The implied volatity was 31.66, the open interest changed by -1 which decreased total open position to 252
On 10 Dec MCX was trading at 9864.00. The strike last trading price was 515, which was -399 lower than the previous day. The implied volatity was 35.74, the open interest changed by 31 which increased total open position to 261
On 9 Dec MCX was trading at 10358.00. The strike last trading price was 896.05, which was 96.05 higher than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 231
On 8 Dec MCX was trading at 10183.00. The strike last trading price was 800, which was -110.9 lower than the previous day. The implied volatity was 30.14, the open interest changed by 19 which increased total open position to 280
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 909, which was 144.25 higher than the previous day. The implied volatity was 18.34, the open interest changed by -25 which decreased total open position to 264
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 751.15, which was -2.55 lower than the previous day. The implied volatity was 28.61, the open interest changed by -41 which decreased total open position to 294
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 790, which was -40 lower than the previous day. The implied volatity was 28.07, the open interest changed by 66 which increased total open position to 355
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 831, which was 5 higher than the previous day. The implied volatity was 24.87, the open interest changed by 0 which decreased total open position to 288
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 826, which was 57.05 higher than the previous day. The implied volatity was 23.76, the open interest changed by -23 which decreased total open position to 289
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 770, which was -261.8 lower than the previous day. The implied volatity was 27.36, the open interest changed by 167 which increased total open position to 349
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 1035, which was 135.6 higher than the previous day. The implied volatity was 22.38, the open interest changed by -80 which decreased total open position to 189
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 917.9, which was 305.85 higher than the previous day. The implied volatity was 20.36, the open interest changed by -54 which decreased total open position to 268
On 25 Nov MCX was trading at 9867.00. The strike last trading price was 620, which was 0 lower than the previous day. The implied volatity was 27.39, the open interest changed by 12 which increased total open position to 321
On 24 Nov MCX was trading at 9865.50. The strike last trading price was 610.35, which was 103.95 higher than the previous day. The implied volatity was 28.56, the open interest changed by 147 which increased total open position to 309
On 21 Nov MCX was trading at 9683.00. The strike last trading price was 505, which was -132.7 lower than the previous day. The implied volatity was 26.76, the open interest changed by 16 which increased total open position to 162
On 20 Nov MCX was trading at 9858.50. The strike last trading price was 646.65, which was 38.7 higher than the previous day. The implied volatity was 29.17, the open interest changed by 18 which increased total open position to 146
On 19 Nov MCX was trading at 9799.00. The strike last trading price was 622.8, which was 85.55 higher than the previous day. The implied volatity was 29.62, the open interest changed by 25 which increased total open position to 127
On 18 Nov MCX was trading at 9665.00. The strike last trading price was 540, which was -38.45 lower than the previous day. The implied volatity was 29.89, the open interest changed by 17 which increased total open position to 100
On 17 Nov MCX was trading at 9698.00. The strike last trading price was 578.45, which was 5.1 higher than the previous day. The implied volatity was 30.92, the open interest changed by 26 which increased total open position to 82
On 14 Nov MCX was trading at 9666.50. The strike last trading price was 573.35, which was 23.9 higher than the previous day. The implied volatity was 30.86, the open interest changed by -2 which decreased total open position to 56
On 13 Nov MCX was trading at 9597.00. The strike last trading price was 545, which was 76.1 higher than the previous day. The implied volatity was 31.31, the open interest changed by -6 which decreased total open position to 58
On 12 Nov MCX was trading at 9432.00. The strike last trading price was 465, which was -34.45 lower than the previous day. The implied volatity was 32.21, the open interest changed by 15 which increased total open position to 63
On 11 Nov MCX was trading at 9495.00. The strike last trading price was 491.75, which was -50.55 lower than the previous day. The implied volatity was 31.68, the open interest changed by 8 which increased total open position to 47
On 10 Nov MCX was trading at 9530.50. The strike last trading price was 542.3, which was 67.05 higher than the previous day. The implied volatity was 32.88, the open interest changed by 8 which increased total open position to 38
On 7 Nov MCX was trading at 9430.50. The strike last trading price was 468.55, which was 28.55 higher than the previous day. The implied volatity was 30.80, the open interest changed by 20 which increased total open position to 30
On 6 Nov MCX was trading at 9250.50. The strike last trading price was 440, which was -80 lower than the previous day. The implied volatity was 35.16, the open interest changed by 0 which decreased total open position to 10
On 4 Nov MCX was trading at 9325.50. The strike last trading price was 520, which was -92.3 lower than the previous day. The implied volatity was 36.58, the open interest changed by 1 which increased total open position to 9
On 3 Nov MCX was trading at 9526.50. The strike last trading price was 612.3, which was 22.45 higher than the previous day. The implied volatity was 34.83, the open interest changed by 8 which increased total open position to 8
On 31 Oct MCX was trading at 9243.50. The strike last trading price was 589.85, 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 589.85, which was 0 lower than the previous day. The implied volatity was 1.61, 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 589.85, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0
| MCX 30DEC2025 9500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 10164.00 | 41 | 3.95 | - | 2,388 | -83 | 1,612 |
| 16 Dec | 10164.00 | 41 | 3.95 | 31.49 | 2,388 | -79 | 1,612 |
| 15 Dec | 10186.00 | 37.05 | -5.9 | 30.99 | 1,722 | -52 | 1,874 |
| 12 Dec | 10162.00 | 43 | -53.4 | 29.48 | 3,542 | 77 | 1,927 |
| 11 Dec | 9938.00 | 92.35 | -43.75 | 30.51 | 4,620 | -45 | 1,850 |
| 10 Dec | 9864.00 | 162 | 120.05 | 36.50 | 5,882 | 344 | 1,898 |
| 9 Dec | 10358.00 | 42 | -21.85 | 31.58 | 4,489 | 10 | 1,545 |
| 8 Dec | 10183.00 | 63.9 | 18.9 | 31.18 | 2,922 | -154 | 1,520 |
| 5 Dec | 10343.00 | 42.75 | -48.65 | 29.23 | 2,296 | -132 | 1,673 |
| 4 Dec | 10121.00 | 91.95 | -5.45 | 31.17 | 4,486 | 82 | 1,805 |
| 3 Dec | 10138.00 | 85.6 | 10.8 | 30.90 | 2,284 | 84 | 1,721 |
| 2 Dec | 10219.00 | 75 | -10.15 | 30.44 | 1,271 | -15 | 1,638 |
| 1 Dec | 10210.00 | 80.1 | -36.95 | 30.61 | 2,192 | -8 | 1,652 |
| 28 Nov | 10073.50 | 111.9 | 54.7 | 30.74 | 7,308 | 136 | 1,663 |
| 27 Nov | 10424.50 | 53.85 | -28.2 | 29.49 | 2,221 | 287 | 1,523 |
| 26 Nov | 10283.00 | 77 | -104.7 | 30.18 | 3,848 | 644 | 1,236 |
| 25 Nov | 9867.00 | 174.9 | -20 | 30.68 | 913 | 99 | 590 |
| 24 Nov | 9865.50 | 199.1 | -55.7 | 31.55 | 592 | 122 | 491 |
| 21 Nov | 9683.00 | 254.5 | 32.9 | 31.05 | 300 | 11 | 367 |
| 20 Nov | 9858.50 | 218 | -26.6 | 32.12 | 439 | 143 | 357 |
| 19 Nov | 9799.00 | 242.5 | -41.8 | 32.54 | 261 | 38 | 214 |
| 18 Nov | 9665.00 | 288.45 | 10.95 | 32.00 | 78 | 17 | 176 |
| 17 Nov | 9698.00 | 275 | -23.35 | 31.55 | 188 | 19 | 152 |
| 14 Nov | 9666.50 | 300 | -48.45 | 31.68 | 134 | 53 | 132 |
| 13 Nov | 9597.00 | 344.1 | -76.3 | 32.86 | 58 | 6 | 77 |
| 12 Nov | 9432.00 | 420.4 | 12.95 | 32.87 | 14 | 7 | 72 |
| 11 Nov | 9495.00 | 409 | 23 | 33.43 | 55 | 29 | 64 |
| 10 Nov | 9530.50 | 386 | -46.7 | 33.06 | 33 | -1 | 35 |
| 7 Nov | 9430.50 | 439.65 | -0.35 | 32.77 | 51 | 35 | 37 |
| 6 Nov | 9250.50 | 440 | -433.7 | - | 0 | 0 | 0 |
| 4 Nov | 9325.50 | 440 | -433.7 | - | 0 | 2 | 0 |
| 3 Nov | 9526.50 | 440 | -433.7 | 35.77 | 2 | 1 | 1 |
| 31 Oct | 9243.50 | 873.7 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 9101.50 | 873.7 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 9175.50 | 873.7 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 9500 expiring on 30DEC2025
Delta for 9500 PE is -
Historical price for 9500 PE is as follows
On 17 Dec MCX was trading at 10164.00. The strike last trading price was 41, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by -83 which decreased total open position to 1612
On 16 Dec MCX was trading at 10164.00. The strike last trading price was 41, which was 3.95 higher than the previous day. The implied volatity was 31.49, the open interest changed by -79 which decreased total open position to 1612
On 15 Dec MCX was trading at 10186.00. The strike last trading price was 37.05, which was -5.9 lower than the previous day. The implied volatity was 30.99, the open interest changed by -52 which decreased total open position to 1874
On 12 Dec MCX was trading at 10162.00. The strike last trading price was 43, which was -53.4 lower than the previous day. The implied volatity was 29.48, the open interest changed by 77 which increased total open position to 1927
On 11 Dec MCX was trading at 9938.00. The strike last trading price was 92.35, which was -43.75 lower than the previous day. The implied volatity was 30.51, the open interest changed by -45 which decreased total open position to 1850
On 10 Dec MCX was trading at 9864.00. The strike last trading price was 162, which was 120.05 higher than the previous day. The implied volatity was 36.50, the open interest changed by 344 which increased total open position to 1898
On 9 Dec MCX was trading at 10358.00. The strike last trading price was 42, which was -21.85 lower than the previous day. The implied volatity was 31.58, the open interest changed by 10 which increased total open position to 1545
On 8 Dec MCX was trading at 10183.00. The strike last trading price was 63.9, which was 18.9 higher than the previous day. The implied volatity was 31.18, the open interest changed by -154 which decreased total open position to 1520
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 42.75, which was -48.65 lower than the previous day. The implied volatity was 29.23, the open interest changed by -132 which decreased total open position to 1673
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 91.95, which was -5.45 lower than the previous day. The implied volatity was 31.17, the open interest changed by 82 which increased total open position to 1805
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 85.6, which was 10.8 higher than the previous day. The implied volatity was 30.90, the open interest changed by 84 which increased total open position to 1721
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 75, which was -10.15 lower than the previous day. The implied volatity was 30.44, the open interest changed by -15 which decreased total open position to 1638
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 80.1, which was -36.95 lower than the previous day. The implied volatity was 30.61, the open interest changed by -8 which decreased total open position to 1652
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 111.9, which was 54.7 higher than the previous day. The implied volatity was 30.74, the open interest changed by 136 which increased total open position to 1663
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 53.85, which was -28.2 lower than the previous day. The implied volatity was 29.49, the open interest changed by 287 which increased total open position to 1523
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 77, which was -104.7 lower than the previous day. The implied volatity was 30.18, the open interest changed by 644 which increased total open position to 1236
On 25 Nov MCX was trading at 9867.00. The strike last trading price was 174.9, which was -20 lower than the previous day. The implied volatity was 30.68, the open interest changed by 99 which increased total open position to 590
On 24 Nov MCX was trading at 9865.50. The strike last trading price was 199.1, which was -55.7 lower than the previous day. The implied volatity was 31.55, the open interest changed by 122 which increased total open position to 491
On 21 Nov MCX was trading at 9683.00. The strike last trading price was 254.5, which was 32.9 higher than the previous day. The implied volatity was 31.05, the open interest changed by 11 which increased total open position to 367
On 20 Nov MCX was trading at 9858.50. The strike last trading price was 218, which was -26.6 lower than the previous day. The implied volatity was 32.12, the open interest changed by 143 which increased total open position to 357
On 19 Nov MCX was trading at 9799.00. The strike last trading price was 242.5, which was -41.8 lower than the previous day. The implied volatity was 32.54, the open interest changed by 38 which increased total open position to 214
On 18 Nov MCX was trading at 9665.00. The strike last trading price was 288.45, which was 10.95 higher than the previous day. The implied volatity was 32.00, the open interest changed by 17 which increased total open position to 176
On 17 Nov MCX was trading at 9698.00. The strike last trading price was 275, which was -23.35 lower than the previous day. The implied volatity was 31.55, the open interest changed by 19 which increased total open position to 152
On 14 Nov MCX was trading at 9666.50. The strike last trading price was 300, which was -48.45 lower than the previous day. The implied volatity was 31.68, the open interest changed by 53 which increased total open position to 132
On 13 Nov MCX was trading at 9597.00. The strike last trading price was 344.1, which was -76.3 lower than the previous day. The implied volatity was 32.86, the open interest changed by 6 which increased total open position to 77
On 12 Nov MCX was trading at 9432.00. The strike last trading price was 420.4, which was 12.95 higher than the previous day. The implied volatity was 32.87, the open interest changed by 7 which increased total open position to 72
On 11 Nov MCX was trading at 9495.00. The strike last trading price was 409, which was 23 higher than the previous day. The implied volatity was 33.43, the open interest changed by 29 which increased total open position to 64
On 10 Nov MCX was trading at 9530.50. The strike last trading price was 386, which was -46.7 lower than the previous day. The implied volatity was 33.06, the open interest changed by -1 which decreased total open position to 35
On 7 Nov MCX was trading at 9430.50. The strike last trading price was 439.65, which was -0.35 lower than the previous day. The implied volatity was 32.77, the open interest changed by 35 which increased total open position to 37
On 6 Nov MCX was trading at 9250.50. The strike last trading price was 440, which was -433.7 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 440, which was -433.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 3 Nov MCX was trading at 9526.50. The strike last trading price was 440, which was -433.7 lower than the previous day. The implied volatity was 35.77, the open interest changed by 1 which increased total open position to 1
On 31 Oct MCX was trading at 9243.50. The strike last trading price was 873.7, 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 873.7, 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 873.7, 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































































































































































































































