[--[65.84.65.76]--]

MCX

Multi Commodity Exchange
10162 +224.00 (2.25%)
L: 9972 H: 10188

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Historical option data for MCX

12 Dec 2025 04:10 PM IST
MCX 30-DEC-2025 9600 CE
Delta: 0.83
Vega: 5.69
Theta: -6.92
Gamma: 0.00
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
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
Delta: -0.16
Vega: 5.46
Theta: -3.93
Gamma: 0.00
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