MCX
Multi Commodity Exchange
Historical option data for MCX
12 Dec 2025 04:10 PM IST
| MCX 30-DEC-2025 9600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 5.69
Theta: -6.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 10162.00 | 677.85 | 153.8 | 30.33 | 20 | -2 | 74 | |||||||||
| 11 Dec | 9938.00 | 526.85 | 52.95 | 32.86 | 18 | 2 | 76 | |||||||||
| 10 Dec | 9864.00 | 442 | -378 | 32.72 | 15 | 3 | 74 | |||||||||
| 9 Dec | 10358.00 | 820 | 105 | 23.94 | 13 | 1 | 71 | |||||||||
| 8 Dec | 10183.00 | 715 | -95 | 29.60 | 6 | -5 | 69 | |||||||||
| 5 Dec | 10343.00 | 810 | 140 | 16.73 | 39 | -5 | 79 | |||||||||
| 4 Dec | 10121.00 | 670 | -90 | 28.24 | 46 | -2 | 85 | |||||||||
| 3 Dec | 10138.00 | 760 | -11 | 34.29 | 33 | 11 | 87 | |||||||||
| 2 Dec | 10219.00 | 771 | 24 | 28.45 | 26 | -5 | 76 | |||||||||
| 1 Dec | 10210.00 | 747 | 55.05 | 24.75 | 44 | -10 | 81 | |||||||||
| 28 Nov | 10073.50 | 676.35 | -278.65 | 25.43 | 85 | 2 | 91 | |||||||||
| 27 Nov | 10424.50 | 955 | 141.95 | 24.58 | 12 | 3 | 89 | |||||||||
| 26 Nov | 10283.00 | 810.8 | 271.95 | 16.43 | 45 | -5 | 87 | |||||||||
| 25 Nov | 9867.00 | 547 | 3.4 | 26.91 | 174 | 7 | 95 | |||||||||
| 24 Nov | 9865.50 | 546 | 90.6 | 28.64 | 53 | 6 | 88 | |||||||||
| 21 Nov | 9683.00 | 453.2 | -150.95 | 27.39 | 51 | 8 | 81 | |||||||||
| 20 Nov | 9858.50 | 604.15 | 50.2 | 31.03 | 39 | -3 | 73 | |||||||||
| 19 Nov | 9799.00 | 545.35 | 61.9 | 28.38 | 66 | 0 | 76 | |||||||||
| 18 Nov | 9665.00 | 483.45 | -31.6 | 29.90 | 28 | 5 | 77 | |||||||||
| 17 Nov | 9698.00 | 515.05 | 10.85 | 30.46 | 43 | 13 | 72 | |||||||||
| 14 Nov | 9666.50 | 507 | 1.25 | 30.09 | 21 | 6 | 58 | |||||||||
| 13 Nov | 9597.00 | 505.75 | 75.35 | 32.36 | 68 | 20 | 51 | |||||||||
| 12 Nov | 9432.00 | 430.4 | -5.8 | 33.10 | 9 | -3 | 32 | |||||||||
| 11 Nov | 9495.00 | 436.2 | -57.9 | 31.22 | 36 | 0 | 34 | |||||||||
| 10 Nov | 9530.50 | 494.1 | 75.7 | 33.06 | 22 | 10 | 36 | |||||||||
| 7 Nov | 9430.50 | 418.4 | 13.4 | 30.60 | 25 | 16 | 26 | |||||||||
| 6 Nov | 9250.50 | 405 | -77.25 | 35.60 | 3 | 0 | 9 | |||||||||
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| 4 Nov | 9325.50 | 482.25 | -58.1 | 37.03 | 7 | 4 | 8 | |||||||||
| 3 Nov | 9526.50 | 540.3 | 306.3 | 33.38 | 5 | 3 | 4 | |||||||||
| 31 Oct | 9243.50 | 234 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 9101.50 | 234 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 9175.50 | 234 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 9116.50 | 234 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 9305.50 | 234 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 9003.50 | 234 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 9259.00 | 234 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 9187.00 | 234 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 9195.00 | 234 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 9328.50 | 234 | 0 | - | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 9600 expiring on 30DEC2025
Delta for 9600 CE is 0.83
Historical price for 9600 CE is as follows
On 12 Dec MCX was trading at 10162.00. The strike last trading price was 677.85, which was 153.8 higher than the previous day. The implied volatity was 30.33, the open interest changed by -2 which decreased total open position to 74
On 11 Dec MCX was trading at 9938.00. The strike last trading price was 526.85, which was 52.95 higher than the previous day. The implied volatity was 32.86, the open interest changed by 2 which increased total open position to 76
On 10 Dec MCX was trading at 9864.00. The strike last trading price was 442, which was -378 lower than the previous day. The implied volatity was 32.72, the open interest changed by 3 which increased total open position to 74
On 9 Dec MCX was trading at 10358.00. The strike last trading price was 820, which was 105 higher than the previous day. The implied volatity was 23.94, the open interest changed by 1 which increased total open position to 71
On 8 Dec MCX was trading at 10183.00. The strike last trading price was 715, which was -95 lower than the previous day. The implied volatity was 29.60, the open interest changed by -5 which decreased total open position to 69
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 810, which was 140 higher than the previous day. The implied volatity was 16.73, the open interest changed by -5 which decreased total open position to 79
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 670, which was -90 lower than the previous day. The implied volatity was 28.24, the open interest changed by -2 which decreased total open position to 85
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 760, which was -11 lower than the previous day. The implied volatity was 34.29, the open interest changed by 11 which increased total open position to 87
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 771, which was 24 higher than the previous day. The implied volatity was 28.45, the open interest changed by -5 which decreased total open position to 76
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 747, which was 55.05 higher than the previous day. The implied volatity was 24.75, the open interest changed by -10 which decreased total open position to 81
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 676.35, which was -278.65 lower than the previous day. The implied volatity was 25.43, the open interest changed by 2 which increased total open position to 91
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 955, which was 141.95 higher than the previous day. The implied volatity was 24.58, the open interest changed by 3 which increased total open position to 89
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 810.8, which was 271.95 higher than the previous day. The implied volatity was 16.43, the open interest changed by -5 which decreased total open position to 87
On 25 Nov MCX was trading at 9867.00. The strike last trading price was 547, which was 3.4 higher than the previous day. The implied volatity was 26.91, the open interest changed by 7 which increased total open position to 95
On 24 Nov MCX was trading at 9865.50. The strike last trading price was 546, which was 90.6 higher than the previous day. The implied volatity was 28.64, the open interest changed by 6 which increased total open position to 88
On 21 Nov MCX was trading at 9683.00. The strike last trading price was 453.2, which was -150.95 lower than the previous day. The implied volatity was 27.39, the open interest changed by 8 which increased total open position to 81
On 20 Nov MCX was trading at 9858.50. The strike last trading price was 604.15, which was 50.2 higher than the previous day. The implied volatity was 31.03, the open interest changed by -3 which decreased total open position to 73
On 19 Nov MCX was trading at 9799.00. The strike last trading price was 545.35, which was 61.9 higher than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 76
On 18 Nov MCX was trading at 9665.00. The strike last trading price was 483.45, which was -31.6 lower than the previous day. The implied volatity was 29.90, the open interest changed by 5 which increased total open position to 77
On 17 Nov MCX was trading at 9698.00. The strike last trading price was 515.05, which was 10.85 higher than the previous day. The implied volatity was 30.46, the open interest changed by 13 which increased total open position to 72
On 14 Nov MCX was trading at 9666.50. The strike last trading price was 507, which was 1.25 higher than the previous day. The implied volatity was 30.09, the open interest changed by 6 which increased total open position to 58
On 13 Nov MCX was trading at 9597.00. The strike last trading price was 505.75, which was 75.35 higher than the previous day. The implied volatity was 32.36, the open interest changed by 20 which increased total open position to 51
On 12 Nov MCX was trading at 9432.00. The strike last trading price was 430.4, which was -5.8 lower than the previous day. The implied volatity was 33.10, the open interest changed by -3 which decreased total open position to 32
On 11 Nov MCX was trading at 9495.00. The strike last trading price was 436.2, which was -57.9 lower than the previous day. The implied volatity was 31.22, the open interest changed by 0 which decreased total open position to 34
On 10 Nov MCX was trading at 9530.50. The strike last trading price was 494.1, which was 75.7 higher than the previous day. The implied volatity was 33.06, the open interest changed by 10 which increased total open position to 36
On 7 Nov MCX was trading at 9430.50. The strike last trading price was 418.4, which was 13.4 higher than the previous day. The implied volatity was 30.60, the open interest changed by 16 which increased total open position to 26
On 6 Nov MCX was trading at 9250.50. The strike last trading price was 405, which was -77.25 lower than the previous day. The implied volatity was 35.60, the open interest changed by 0 which decreased total open position to 9
On 4 Nov MCX was trading at 9325.50. The strike last trading price was 482.25, which was -58.1 lower than the previous day. The implied volatity was 37.03, the open interest changed by 4 which increased total open position to 8
On 3 Nov MCX was trading at 9526.50. The strike last trading price was 540.3, which was 306.3 higher than the previous day. The implied volatity was 33.38, the open interest changed by 3 which increased total open position to 4
On 31 Oct MCX was trading at 9243.50. The strike last trading price was 234, 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 234, 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 234, 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 28 Oct MCX was trading at 9116.50. The strike last trading price was 234, 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 27 Oct MCX was trading at 9305.50. The strike last trading price was 234, 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 24 Oct MCX was trading at 9003.50. The strike last trading price was 234, 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 23 Oct MCX was trading at 9259.00. The strike last trading price was 234, 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 21 Oct MCX was trading at 9187.00. The strike last trading price was 234, 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 20 Oct MCX was trading at 9195.00. The strike last trading price was 234, 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 Oct MCX was trading at 9328.50. The strike last trading price was 234, 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 9600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 5.46
Theta: -3.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 10162.00 | 56 | -66.85 | 28.96 | 1,358 | -18 | 602 |
| 11 Dec | 9938.00 | 117 | -54.75 | 30.23 | 1,857 | -100 | 623 |
| 10 Dec | 9864.00 | 199.75 | 144.75 | 36.91 | 1,599 | 196 | 720 |
| 9 Dec | 10358.00 | 54 | -27.7 | 31.27 | 1,446 | 16 | 567 |
| 8 Dec | 10183.00 | 81 | 23.95 | 30.92 | 769 | 72 | 557 |
| 5 Dec | 10343.00 | 55.4 | -56.05 | 29.05 | 828 | 22 | 494 |
| 4 Dec | 10121.00 | 113 | -4 | 30.91 | 1,076 | 37 | 475 |
| 3 Dec | 10138.00 | 107.6 | 13.7 | 30.93 | 699 | 70 | 439 |
| 2 Dec | 10219.00 | 93.3 | -12.75 | 30.27 | 410 | 30 | 372 |
| 1 Dec | 10210.00 | 100.1 | -42.4 | 30.58 | 553 | -26 | 357 |
| 28 Nov | 10073.50 | 134 | 63.35 | 30.43 | 2,448 | 79 | 384 |
| 27 Nov | 10424.50 | 67 | -32.65 | 29.30 | 600 | 43 | 305 |
| 26 Nov | 10283.00 | 95 | -120.25 | 30.11 | 782 | 58 | 257 |
| 25 Nov | 9867.00 | 206.3 | -25.9 | 30.49 | 297 | 58 | 204 |
| 24 Nov | 9865.50 | 234.3 | -64.2 | 31.52 | 227 | 24 | 147 |
| 21 Nov | 9683.00 | 291.65 | 35.15 | 30.71 | 142 | 45 | 123 |
| 20 Nov | 9858.50 | 255.4 | -24.2 | 32.24 | 47 | 13 | 78 |
| 19 Nov | 9799.00 | 281.35 | -37.65 | 32.61 | 98 | 58 | 63 |
| 18 Nov | 9665.00 | 319 | -1573.65 | 31.03 | 7 | 5 | 5 |
| 17 Nov | 9698.00 | 1892.65 | 0 | 1.61 | 0 | 0 | 0 |
| 14 Nov | 9666.50 | 1892.65 | 0 | 1.34 | 0 | 0 | 0 |
| 13 Nov | 9597.00 | 1892.65 | 0 | 0.96 | 0 | 0 | 0 |
| 12 Nov | 9432.00 | 1892.65 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 9495.00 | 1892.65 | 0 | 0.07 | 0 | 0 | 0 |
| 10 Nov | 9530.50 | 1892.65 | 0 | 0.46 | 0 | 0 | 0 |
| 7 Nov | 9430.50 | 1892.65 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 9250.50 | 1892.65 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 9325.50 | 1892.65 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 9526.50 | 1892.65 | 0 | 0.60 | 0 | 0 | 0 |
| 31 Oct | 9243.50 | 1892.65 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 9101.50 | 1892.65 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 9175.50 | 1892.65 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 9116.50 | 1892.65 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 9305.50 | 1892.65 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 9003.50 | 1892.65 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 9259.00 | 1892.65 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 9187.00 | 1892.65 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 9195.00 | 1892.65 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 9328.50 | 1892.65 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 9600 expiring on 30DEC2025
Delta for 9600 PE is -0.16
Historical price for 9600 PE is as follows
On 12 Dec MCX was trading at 10162.00. The strike last trading price was 56, which was -66.85 lower than the previous day. The implied volatity was 28.96, the open interest changed by -18 which decreased total open position to 602
On 11 Dec MCX was trading at 9938.00. The strike last trading price was 117, which was -54.75 lower than the previous day. The implied volatity was 30.23, the open interest changed by -100 which decreased total open position to 623
On 10 Dec MCX was trading at 9864.00. The strike last trading price was 199.75, which was 144.75 higher than the previous day. The implied volatity was 36.91, the open interest changed by 196 which increased total open position to 720
On 9 Dec MCX was trading at 10358.00. The strike last trading price was 54, which was -27.7 lower than the previous day. The implied volatity was 31.27, the open interest changed by 16 which increased total open position to 567
On 8 Dec MCX was trading at 10183.00. The strike last trading price was 81, which was 23.95 higher than the previous day. The implied volatity was 30.92, the open interest changed by 72 which increased total open position to 557
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 55.4, which was -56.05 lower than the previous day. The implied volatity was 29.05, the open interest changed by 22 which increased total open position to 494
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 113, which was -4 lower than the previous day. The implied volatity was 30.91, the open interest changed by 37 which increased total open position to 475
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 107.6, which was 13.7 higher than the previous day. The implied volatity was 30.93, the open interest changed by 70 which increased total open position to 439
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 93.3, which was -12.75 lower than the previous day. The implied volatity was 30.27, the open interest changed by 30 which increased total open position to 372
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 100.1, which was -42.4 lower than the previous day. The implied volatity was 30.58, the open interest changed by -26 which decreased total open position to 357
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 134, which was 63.35 higher than the previous day. The implied volatity was 30.43, the open interest changed by 79 which increased total open position to 384
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 67, which was -32.65 lower than the previous day. The implied volatity was 29.30, the open interest changed by 43 which increased total open position to 305
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 95, which was -120.25 lower than the previous day. The implied volatity was 30.11, the open interest changed by 58 which increased total open position to 257
On 25 Nov MCX was trading at 9867.00. The strike last trading price was 206.3, which was -25.9 lower than the previous day. The implied volatity was 30.49, the open interest changed by 58 which increased total open position to 204
On 24 Nov MCX was trading at 9865.50. The strike last trading price was 234.3, which was -64.2 lower than the previous day. The implied volatity was 31.52, the open interest changed by 24 which increased total open position to 147
On 21 Nov MCX was trading at 9683.00. The strike last trading price was 291.65, which was 35.15 higher than the previous day. The implied volatity was 30.71, the open interest changed by 45 which increased total open position to 123
On 20 Nov MCX was trading at 9858.50. The strike last trading price was 255.4, which was -24.2 lower than the previous day. The implied volatity was 32.24, the open interest changed by 13 which increased total open position to 78
On 19 Nov MCX was trading at 9799.00. The strike last trading price was 281.35, which was -37.65 lower than the previous day. The implied volatity was 32.61, the open interest changed by 58 which increased total open position to 63
On 18 Nov MCX was trading at 9665.00. The strike last trading price was 319, which was -1573.65 lower than the previous day. The implied volatity was 31.03, the open interest changed by 5 which increased total open position to 5
On 17 Nov MCX was trading at 9698.00. The strike last trading price was 1892.65, 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 14 Nov MCX was trading at 9666.50. The strike last trading price was 1892.65, which was 0 lower than the previous day. The implied volatity was 1.34, 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 1892.65, which was 0 lower than the previous day. The implied volatity was 0.96, 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 1892.65, 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 1892.65, which was 0 lower than the previous day. The implied volatity was 0.07, 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 1892.65, which was 0 lower than the previous day. The implied volatity was 0.46, 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 1892.65, 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 1892.65, 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 1892.65, 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 1892.65, which was 0 lower than the previous day. The implied volatity was 0.60, 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 1892.65, 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 1892.65, 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 1892.65, 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 28 Oct MCX was trading at 9116.50. The strike last trading price was 1892.65, 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 27 Oct MCX was trading at 9305.50. The strike last trading price was 1892.65, 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 24 Oct MCX was trading at 9003.50. The strike last trading price was 1892.65, 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 23 Oct MCX was trading at 9259.00. The strike last trading price was 1892.65, 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 21 Oct MCX was trading at 9187.00. The strike last trading price was 1892.65, 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 20 Oct MCX was trading at 9195.00. The strike last trading price was 1892.65, 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 Oct MCX was trading at 9328.50. The strike last trading price was 1892.65, 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































































































































































































































