[--[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 9700 CE
Delta: 0.81
Vega: 6.18
Theta: -6.88
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 10162.00 583.8 138.15 27.93 60 -5 162
11 Dec 9938.00 437.8 37.75 30.06 137 15 174
10 Dec 9864.00 379.25 -358.25 33.85 25 5 160
9 Dec 10358.00 725 73 22.67 8 -3 154
8 Dec 10183.00 652 -91.9 31.62 15 -2 157
5 Dec 10343.00 748.8 135.65 24.47 31 -21 158
4 Dec 10121.00 611.25 16.3 30.06 16 -2 178
3 Dec 10138.00 635 -65 28.19 33 12 181
2 Dec 10219.00 700 12 29.27 9 -3 169
1 Dec 10210.00 690 73.5 27.70 19 1 174
28 Nov 10073.50 630 -241.75 28.39 33 -13 173
27 Nov 10424.50 883.8 134.25 26.81 43 -15 186
26 Nov 10283.00 765 282.95 23.89 130 -33 202
25 Nov 9867.00 488 -3.95 27.32 214 31 238
24 Nov 9865.50 483.95 79.8 28.54 548 40 210
21 Nov 9683.00 407.35 -108.05 28.10 420 92 171
20 Nov 9858.50 513.7 22.35 28.55 55 4 77
19 Nov 9799.00 493 59.05 28.90 185 3 72
18 Nov 9665.00 433.75 -34.95 30.13 111 29 69
17 Nov 9698.00 466 14.35 30.81 75 19 39
14 Nov 9666.50 444.85 -11.2 29.38 37 10 19
13 Nov 9597.00 456.05 96.05 32.36 12 6 10
12 Nov 9432.00 360 -85.9 31.14 2 1 3
11 Nov 9495.00 445.9 126.9 34.85 3 1 2
10 Nov 9530.50 319 -195.8 - 0 0 0
7 Nov 9430.50 319 -195.8 - 0 0 0
6 Nov 9250.50 319 -195.8 - 0 0 0
4 Nov 9325.50 319 -195.8 - 0 0 0
3 Nov 9526.50 319 -195.8 - 0 0 0
31 Oct 9243.50 319 -195.8 - 0 0 0
30 Oct 9101.50 319 -195.8 - 0 1 0
29 Oct 9175.50 319 -195.8 31.11 1 0 0


For Multi Commodity Exchange - strike price 9700 expiring on 30DEC2025

Delta for 9700 CE is 0.81

Historical price for 9700 CE is as follows

On 12 Dec MCX was trading at 10162.00. The strike last trading price was 583.8, which was 138.15 higher than the previous day. The implied volatity was 27.93, the open interest changed by -5 which decreased total open position to 162


On 11 Dec MCX was trading at 9938.00. The strike last trading price was 437.8, which was 37.75 higher than the previous day. The implied volatity was 30.06, the open interest changed by 15 which increased total open position to 174


On 10 Dec MCX was trading at 9864.00. The strike last trading price was 379.25, which was -358.25 lower than the previous day. The implied volatity was 33.85, the open interest changed by 5 which increased total open position to 160


On 9 Dec MCX was trading at 10358.00. The strike last trading price was 725, which was 73 higher than the previous day. The implied volatity was 22.67, the open interest changed by -3 which decreased total open position to 154


On 8 Dec MCX was trading at 10183.00. The strike last trading price was 652, which was -91.9 lower than the previous day. The implied volatity was 31.62, the open interest changed by -2 which decreased total open position to 157


On 5 Dec MCX was trading at 10343.00. The strike last trading price was 748.8, which was 135.65 higher than the previous day. The implied volatity was 24.47, the open interest changed by -21 which decreased total open position to 158


On 4 Dec MCX was trading at 10121.00. The strike last trading price was 611.25, which was 16.3 higher than the previous day. The implied volatity was 30.06, the open interest changed by -2 which decreased total open position to 178


On 3 Dec MCX was trading at 10138.00. The strike last trading price was 635, which was -65 lower than the previous day. The implied volatity was 28.19, the open interest changed by 12 which increased total open position to 181


On 2 Dec MCX was trading at 10219.00. The strike last trading price was 700, which was 12 higher than the previous day. The implied volatity was 29.27, the open interest changed by -3 which decreased total open position to 169


On 1 Dec MCX was trading at 10210.00. The strike last trading price was 690, which was 73.5 higher than the previous day. The implied volatity was 27.70, the open interest changed by 1 which increased total open position to 174


On 28 Nov MCX was trading at 10073.50. The strike last trading price was 630, which was -241.75 lower than the previous day. The implied volatity was 28.39, the open interest changed by -13 which decreased total open position to 173


On 27 Nov MCX was trading at 10424.50. The strike last trading price was 883.8, which was 134.25 higher than the previous day. The implied volatity was 26.81, the open interest changed by -15 which decreased total open position to 186


On 26 Nov MCX was trading at 10283.00. The strike last trading price was 765, which was 282.95 higher than the previous day. The implied volatity was 23.89, the open interest changed by -33 which decreased total open position to 202


On 25 Nov MCX was trading at 9867.00. The strike last trading price was 488, which was -3.95 lower than the previous day. The implied volatity was 27.32, the open interest changed by 31 which increased total open position to 238


On 24 Nov MCX was trading at 9865.50. The strike last trading price was 483.95, which was 79.8 higher than the previous day. The implied volatity was 28.54, the open interest changed by 40 which increased total open position to 210


On 21 Nov MCX was trading at 9683.00. The strike last trading price was 407.35, which was -108.05 lower than the previous day. The implied volatity was 28.10, the open interest changed by 92 which increased total open position to 171


On 20 Nov MCX was trading at 9858.50. The strike last trading price was 513.7, which was 22.35 higher than the previous day. The implied volatity was 28.55, the open interest changed by 4 which increased total open position to 77


On 19 Nov MCX was trading at 9799.00. The strike last trading price was 493, which was 59.05 higher than the previous day. The implied volatity was 28.90, the open interest changed by 3 which increased total open position to 72


On 18 Nov MCX was trading at 9665.00. The strike last trading price was 433.75, which was -34.95 lower than the previous day. The implied volatity was 30.13, the open interest changed by 29 which increased total open position to 69


On 17 Nov MCX was trading at 9698.00. The strike last trading price was 466, which was 14.35 higher than the previous day. The implied volatity was 30.81, the open interest changed by 19 which increased total open position to 39


On 14 Nov MCX was trading at 9666.50. The strike last trading price was 444.85, which was -11.2 lower than the previous day. The implied volatity was 29.38, the open interest changed by 10 which increased total open position to 19


On 13 Nov MCX was trading at 9597.00. The strike last trading price was 456.05, which was 96.05 higher than the previous day. The implied volatity was 32.36, the open interest changed by 6 which increased total open position to 10


On 12 Nov MCX was trading at 9432.00. The strike last trading price was 360, which was -85.9 lower than the previous day. The implied volatity was 31.14, the open interest changed by 1 which increased total open position to 3


On 11 Nov MCX was trading at 9495.00. The strike last trading price was 445.9, which was 126.9 higher than the previous day. The implied volatity was 34.85, the open interest changed by 1 which increased total open position to 2


On 10 Nov MCX was trading at 9530.50. The strike last trading price was 319, which was -195.8 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 319, which was -195.8 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 319, which was -195.8 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 319, which was -195.8 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 319, which was -195.8 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 319, which was -195.8 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 319, which was -195.8 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 319, which was -195.8 lower than the previous day. The implied volatity was 31.11, the open interest changed by 0 which decreased total open position to 0


MCX 30DEC2025 9700 PE
Delta: -0.20
Vega: 6.30
Theta: -4.45
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 10162.00 74 -77.6 28.72 1,506 -24 703
11 Dec 9938.00 144.9 -60.4 29.75 2,172 10 727
10 Dec 9864.00 234.75 166.55 36.46 2,029 -22 715
9 Dec 10358.00 70 -32.7 31.16 2,258 -143 741
8 Dec 10183.00 101.05 28.9 30.60 2,217 156 884
5 Dec 10343.00 70.1 -68.45 28.74 1,015 100 737
4 Dec 10121.00 139 -2.15 30.81 1,519 14 638
3 Dec 10138.00 134.65 17.85 31.10 635 -13 624
2 Dec 10219.00 116.8 -12.95 30.51 671 107 630
1 Dec 10210.00 122.9 -46.55 30.47 624 -9 523
28 Nov 10073.50 161.25 74.2 30.31 2,246 68 534
27 Nov 10424.50 82.45 -39.5 29.08 899 -10 465
26 Nov 10283.00 116.15 -138.2 30.05 1,388 193 479
25 Nov 9867.00 247 -21.4 30.78 539 57 286
24 Nov 9865.50 273 -67.05 31.46 339 85 242
21 Nov 9683.00 346 46.65 31.44 436 19 156
20 Nov 9858.50 293 -32.25 32.07 143 54 141
19 Nov 9799.00 321.6 -56.35 32.49 158 56 87
18 Nov 9665.00 375 11.7 31.77 43 22 31
17 Nov 9698.00 364.15 -60.85 31.71 28 8 9
14 Nov 9666.50 425 -571.55 34.17 1 0 0
13 Nov 9597.00 996.55 0 0.20 0 0 0
12 Nov 9432.00 996.55 0 - 0 0 0
11 Nov 9495.00 996.55 0 - 0 0 0
10 Nov 9530.50 996.55 0 - 0 0 0
7 Nov 9430.50 996.55 0 - 0 0 0
6 Nov 9250.50 996.55 0 - 0 0 0
4 Nov 9325.50 996.55 0 - 0 0 0
3 Nov 9526.50 996.55 0 - 0 0 0
31 Oct 9243.50 996.55 0 - 0 0 0
30 Oct 9101.50 996.55 0 - 0 0 0
29 Oct 9175.50 996.55 0 - 0 0 0


For Multi Commodity Exchange - strike price 9700 expiring on 30DEC2025

Delta for 9700 PE is -0.20

Historical price for 9700 PE is as follows

On 12 Dec MCX was trading at 10162.00. The strike last trading price was 74, which was -77.6 lower than the previous day. The implied volatity was 28.72, the open interest changed by -24 which decreased total open position to 703


On 11 Dec MCX was trading at 9938.00. The strike last trading price was 144.9, which was -60.4 lower than the previous day. The implied volatity was 29.75, the open interest changed by 10 which increased total open position to 727


On 10 Dec MCX was trading at 9864.00. The strike last trading price was 234.75, which was 166.55 higher than the previous day. The implied volatity was 36.46, the open interest changed by -22 which decreased total open position to 715


On 9 Dec MCX was trading at 10358.00. The strike last trading price was 70, which was -32.7 lower than the previous day. The implied volatity was 31.16, the open interest changed by -143 which decreased total open position to 741


On 8 Dec MCX was trading at 10183.00. The strike last trading price was 101.05, which was 28.9 higher than the previous day. The implied volatity was 30.60, the open interest changed by 156 which increased total open position to 884


On 5 Dec MCX was trading at 10343.00. The strike last trading price was 70.1, which was -68.45 lower than the previous day. The implied volatity was 28.74, the open interest changed by 100 which increased total open position to 737


On 4 Dec MCX was trading at 10121.00. The strike last trading price was 139, which was -2.15 lower than the previous day. The implied volatity was 30.81, the open interest changed by 14 which increased total open position to 638


On 3 Dec MCX was trading at 10138.00. The strike last trading price was 134.65, which was 17.85 higher than the previous day. The implied volatity was 31.10, the open interest changed by -13 which decreased total open position to 624


On 2 Dec MCX was trading at 10219.00. The strike last trading price was 116.8, which was -12.95 lower than the previous day. The implied volatity was 30.51, the open interest changed by 107 which increased total open position to 630


On 1 Dec MCX was trading at 10210.00. The strike last trading price was 122.9, which was -46.55 lower than the previous day. The implied volatity was 30.47, the open interest changed by -9 which decreased total open position to 523


On 28 Nov MCX was trading at 10073.50. The strike last trading price was 161.25, which was 74.2 higher than the previous day. The implied volatity was 30.31, the open interest changed by 68 which increased total open position to 534


On 27 Nov MCX was trading at 10424.50. The strike last trading price was 82.45, which was -39.5 lower than the previous day. The implied volatity was 29.08, the open interest changed by -10 which decreased total open position to 465


On 26 Nov MCX was trading at 10283.00. The strike last trading price was 116.15, which was -138.2 lower than the previous day. The implied volatity was 30.05, the open interest changed by 193 which increased total open position to 479


On 25 Nov MCX was trading at 9867.00. The strike last trading price was 247, which was -21.4 lower than the previous day. The implied volatity was 30.78, the open interest changed by 57 which increased total open position to 286


On 24 Nov MCX was trading at 9865.50. The strike last trading price was 273, which was -67.05 lower than the previous day. The implied volatity was 31.46, the open interest changed by 85 which increased total open position to 242


On 21 Nov MCX was trading at 9683.00. The strike last trading price was 346, which was 46.65 higher than the previous day. The implied volatity was 31.44, the open interest changed by 19 which increased total open position to 156


On 20 Nov MCX was trading at 9858.50. The strike last trading price was 293, which was -32.25 lower than the previous day. The implied volatity was 32.07, the open interest changed by 54 which increased total open position to 141


On 19 Nov MCX was trading at 9799.00. The strike last trading price was 321.6, which was -56.35 lower than the previous day. The implied volatity was 32.49, the open interest changed by 56 which increased total open position to 87


On 18 Nov MCX was trading at 9665.00. The strike last trading price was 375, which was 11.7 higher than the previous day. The implied volatity was 31.77, the open interest changed by 22 which increased total open position to 31


On 17 Nov MCX was trading at 9698.00. The strike last trading price was 364.15, which was -60.85 lower than the previous day. The implied volatity was 31.71, the open interest changed by 8 which increased total open position to 9


On 14 Nov MCX was trading at 9666.50. The strike last trading price was 425, which was -571.55 lower than the previous day. The implied volatity was 34.17, 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 996.55, which was 0 lower than the previous day. The implied volatity was 0.20, 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 996.55, 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 996.55, 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 996.55, 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 996.55, 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 996.55, 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 996.55, 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 996.55, 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 996.55, 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 996.55, 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 996.55, 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