MCX
Multi Commodity Exchange
Historical option data for MCX
12 Dec 2025 04:10 PM IST
| MCX 30-DEC-2025 9700 CE | ||||||||||||||||
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Delta: 0.81
Vega: 6.18
Theta: -6.88
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 6.30
Theta: -4.45
Gamma: 0.00
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| 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































































































































































































































