MCX
Multi Commodity Exchange
Historical option data for MCX
12 Dec 2025 04:10 PM IST
| MCX 30-DEC-2025 9900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 7.76
Theta: -7.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 10162.00 | 433.45 | 106.65 | 27.50 | 1,125 | -129 | 470 | |||||||||
| 11 Dec | 9938.00 | 325.65 | 24.35 | 30.83 | 2,736 | 146 | 600 | |||||||||
| 10 Dec | 9864.00 | 275 | -297.25 | 33.39 | 535 | 157 | 445 | |||||||||
| 9 Dec | 10358.00 | 567.7 | 64.55 | 24.66 | 175 | 14 | 292 | |||||||||
| 8 Dec | 10183.00 | 504.6 | -80.4 | 30.76 | 66 | -16 | 279 | |||||||||
| 5 Dec | 10343.00 | 583.1 | 104.05 | 24.05 | 62 | -12 | 297 | |||||||||
| 4 Dec | 10121.00 | 468.65 | -21.55 | 29.07 | 178 | 18 | 310 | |||||||||
| 3 Dec | 10138.00 | 501.55 | -35.35 | 28.71 | 83 | -11 | 292 | |||||||||
| 2 Dec | 10219.00 | 531.25 | -12.75 | 26.50 | 45 | -18 | 304 | |||||||||
| 1 Dec | 10210.00 | 547.2 | 59.35 | 27.76 | 115 | -19 | 324 | |||||||||
| 28 Nov | 10073.50 | 494.75 | -209.5 | 28.07 | 620 | 19 | 343 | |||||||||
| 27 Nov | 10424.50 | 712.75 | 114.1 | 25.42 | 236 | -73 | 326 | |||||||||
| 26 Nov | 10283.00 | 618.95 | 249.25 | 24.84 | 1,259 | -194 | 402 | |||||||||
| 25 Nov | 9867.00 | 379.85 | -2.3 | 27.71 | 1,730 | 269 | 592 | |||||||||
| 24 Nov | 9865.50 | 376.7 | 64.1 | 28.65 | 1,116 | 158 | 322 | |||||||||
| 21 Nov | 9683.00 | 316.6 | -95.15 | 28.49 | 181 | 34 | 165 | |||||||||
| 20 Nov | 9858.50 | 409.45 | 16.55 | 28.94 | 492 | 95 | 131 | |||||||||
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| 19 Nov | 9799.00 | 388.55 | 47.65 | 28.93 | 48 | 26 | 36 | |||||||||
| 18 Nov | 9665.00 | 340.8 | -28.6 | 30.16 | 10 | 1 | 9 | |||||||||
| 17 Nov | 9698.00 | 369.45 | -35.6 | 30.76 | 8 | 4 | 6 | |||||||||
| 14 Nov | 9666.50 | 405.05 | -9.95 | 33.32 | 1 | 0 | 1 | |||||||||
| 13 Nov | 9597.00 | 415 | -32.55 | 36.37 | 1 | 0 | 0 | |||||||||
| 12 Nov | 9432.00 | 447.55 | 0 | 2.44 | 0 | 0 | 0 | |||||||||
| 11 Nov | 9495.00 | 447.55 | 0 | 2.04 | 0 | 0 | 0 | |||||||||
| 10 Nov | 9530.50 | 447.55 | 0 | 1.65 | 0 | 0 | 0 | |||||||||
| 7 Nov | 9430.50 | 447.55 | 0 | 2.30 | 0 | 0 | 0 | |||||||||
| 6 Nov | 9250.50 | 447.55 | 0 | 3.53 | 0 | 0 | 0 | |||||||||
| 4 Nov | 9325.50 | 447.55 | 0 | 2.79 | 0 | 0 | 0 | |||||||||
| 3 Nov | 9526.50 | 447.55 | 0 | 1.42 | 0 | 0 | 0 | |||||||||
| 31 Oct | 9243.50 | 447.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 9101.50 | 447.55 | 0 | 4.04 | 0 | 0 | 0 | |||||||||
| 29 Oct | 9175.50 | 447.55 | 0 | 3.52 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 9900 expiring on 30DEC2025
Delta for 9900 CE is 0.71
Historical price for 9900 CE is as follows
On 12 Dec MCX was trading at 10162.00. The strike last trading price was 433.45, which was 106.65 higher than the previous day. The implied volatity was 27.50, the open interest changed by -129 which decreased total open position to 470
On 11 Dec MCX was trading at 9938.00. The strike last trading price was 325.65, which was 24.35 higher than the previous day. The implied volatity was 30.83, the open interest changed by 146 which increased total open position to 600
On 10 Dec MCX was trading at 9864.00. The strike last trading price was 275, which was -297.25 lower than the previous day. The implied volatity was 33.39, the open interest changed by 157 which increased total open position to 445
On 9 Dec MCX was trading at 10358.00. The strike last trading price was 567.7, which was 64.55 higher than the previous day. The implied volatity was 24.66, the open interest changed by 14 which increased total open position to 292
On 8 Dec MCX was trading at 10183.00. The strike last trading price was 504.6, which was -80.4 lower than the previous day. The implied volatity was 30.76, the open interest changed by -16 which decreased total open position to 279
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 583.1, which was 104.05 higher than the previous day. The implied volatity was 24.05, the open interest changed by -12 which decreased total open position to 297
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 468.65, which was -21.55 lower than the previous day. The implied volatity was 29.07, the open interest changed by 18 which increased total open position to 310
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 501.55, which was -35.35 lower than the previous day. The implied volatity was 28.71, the open interest changed by -11 which decreased total open position to 292
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 531.25, which was -12.75 lower than the previous day. The implied volatity was 26.50, the open interest changed by -18 which decreased total open position to 304
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 547.2, which was 59.35 higher than the previous day. The implied volatity was 27.76, the open interest changed by -19 which decreased total open position to 324
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 494.75, which was -209.5 lower than the previous day. The implied volatity was 28.07, the open interest changed by 19 which increased total open position to 343
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 712.75, which was 114.1 higher than the previous day. The implied volatity was 25.42, the open interest changed by -73 which decreased total open position to 326
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 618.95, which was 249.25 higher than the previous day. The implied volatity was 24.84, the open interest changed by -194 which decreased total open position to 402
On 25 Nov MCX was trading at 9867.00. The strike last trading price was 379.85, which was -2.3 lower than the previous day. The implied volatity was 27.71, the open interest changed by 269 which increased total open position to 592
On 24 Nov MCX was trading at 9865.50. The strike last trading price was 376.7, which was 64.1 higher than the previous day. The implied volatity was 28.65, the open interest changed by 158 which increased total open position to 322
On 21 Nov MCX was trading at 9683.00. The strike last trading price was 316.6, which was -95.15 lower than the previous day. The implied volatity was 28.49, the open interest changed by 34 which increased total open position to 165
On 20 Nov MCX was trading at 9858.50. The strike last trading price was 409.45, which was 16.55 higher than the previous day. The implied volatity was 28.94, the open interest changed by 95 which increased total open position to 131
On 19 Nov MCX was trading at 9799.00. The strike last trading price was 388.55, which was 47.65 higher than the previous day. The implied volatity was 28.93, the open interest changed by 26 which increased total open position to 36
On 18 Nov MCX was trading at 9665.00. The strike last trading price was 340.8, which was -28.6 lower than the previous day. The implied volatity was 30.16, the open interest changed by 1 which increased total open position to 9
On 17 Nov MCX was trading at 9698.00. The strike last trading price was 369.45, which was -35.6 lower than the previous day. The implied volatity was 30.76, the open interest changed by 4 which increased total open position to 6
On 14 Nov MCX was trading at 9666.50. The strike last trading price was 405.05, which was -9.95 lower than the previous day. The implied volatity was 33.32, the open interest changed by 0 which decreased total open position to 1
On 13 Nov MCX was trading at 9597.00. The strike last trading price was 415, which was -32.55 lower than the previous day. The implied volatity was 36.37, 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 447.55, which was 0 lower than the previous day. The implied volatity was 2.44, 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 447.55, which was 0 lower than the previous day. The implied volatity was 2.04, 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 447.55, which was 0 lower than the previous day. The implied volatity was 1.65, 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 447.55, which was 0 lower than the previous day. The implied volatity was 2.30, 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 447.55, which was 0 lower than the previous day. The implied volatity was 3.53, 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 447.55, which was 0 lower than the previous day. The implied volatity was 2.79, 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 447.55, which was 0 lower than the previous day. The implied volatity was 1.42, 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 447.55, 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 447.55, which was 0 lower than the previous day. The implied volatity was 4.04, 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 447.55, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
| MCX 30DEC2025 9900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 7.80
Theta: -5.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 10162.00 | 123 | -106.9 | 28.17 | 2,145 | 180 | 692 |
| 11 Dec | 9938.00 | 220.8 | -70.7 | 29.80 | 2,610 | 21 | 523 |
| 10 Dec | 9864.00 | 340.15 | 230.75 | 33.52 | 1,829 | -63 | 506 |
| 9 Dec | 10358.00 | 111 | -48.55 | 30.68 | 1,581 | -40 | 568 |
| 8 Dec | 10183.00 | 158.65 | 42.65 | 30.60 | 1,578 | 20 | 607 |
| 5 Dec | 10343.00 | 112 | -92.1 | 28.46 | 1,392 | -29 | 593 |
| 4 Dec | 10121.00 | 202.15 | -8 | 30.45 | 1,536 | 52 | 626 |
| 3 Dec | 10138.00 | 193.7 | 16.85 | 30.63 | 1,227 | 56 | 574 |
| 2 Dec | 10219.00 | 175 | -16.15 | 30.55 | 482 | 9 | 520 |
| 1 Dec | 10210.00 | 188.85 | -49.9 | 31.14 | 697 | -9 | 508 |
| 28 Nov | 10073.50 | 227.5 | 96.8 | 30.10 | 3,934 | -16 | 524 |
| 27 Nov | 10424.50 | 124.85 | -53.8 | 28.95 | 1,349 | 23 | 542 |
| 26 Nov | 10283.00 | 170 | -172.3 | 30.05 | 2,021 | 145 | 509 |
| 25 Nov | 9867.00 | 329.95 | -29.65 | 30.41 | 1,040 | 234 | 364 |
| 24 Nov | 9865.50 | 361 | -93.95 | 31.21 | 311 | 46 | 128 |
| 21 Nov | 9683.00 | 454.95 | 64.9 | 31.94 | 143 | 18 | 84 |
| 20 Nov | 9858.50 | 389.9 | -33.5 | 32.56 | 205 | 53 | 66 |
| 19 Nov | 9799.00 | 423.4 | -46.6 | 33.06 | 18 | 9 | 11 |
| 18 Nov | 9665.00 | 470 | 35 | 31.04 | 1 | 0 | 1 |
| 17 Nov | 9698.00 | 435 | -692.2 | 29.36 | 1 | 0 | 0 |
| 14 Nov | 9666.50 | 1127.2 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 9597.00 | 1127.2 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 9432.00 | 1127.2 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 9495.00 | 1127.2 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 9530.50 | 1127.2 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 9430.50 | 1127.2 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 9250.50 | 1127.2 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 9325.50 | 1127.2 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 9526.50 | 1127.2 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 9243.50 | 1127.2 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 9101.50 | 1127.2 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 9175.50 | 1127.2 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 9900 expiring on 30DEC2025
Delta for 9900 PE is -0.30
Historical price for 9900 PE is as follows
On 12 Dec MCX was trading at 10162.00. The strike last trading price was 123, which was -106.9 lower than the previous day. The implied volatity was 28.17, the open interest changed by 180 which increased total open position to 692
On 11 Dec MCX was trading at 9938.00. The strike last trading price was 220.8, which was -70.7 lower than the previous day. The implied volatity was 29.80, the open interest changed by 21 which increased total open position to 523
On 10 Dec MCX was trading at 9864.00. The strike last trading price was 340.15, which was 230.75 higher than the previous day. The implied volatity was 33.52, the open interest changed by -63 which decreased total open position to 506
On 9 Dec MCX was trading at 10358.00. The strike last trading price was 111, which was -48.55 lower than the previous day. The implied volatity was 30.68, the open interest changed by -40 which decreased total open position to 568
On 8 Dec MCX was trading at 10183.00. The strike last trading price was 158.65, which was 42.65 higher than the previous day. The implied volatity was 30.60, the open interest changed by 20 which increased total open position to 607
On 5 Dec MCX was trading at 10343.00. The strike last trading price was 112, which was -92.1 lower than the previous day. The implied volatity was 28.46, the open interest changed by -29 which decreased total open position to 593
On 4 Dec MCX was trading at 10121.00. The strike last trading price was 202.15, which was -8 lower than the previous day. The implied volatity was 30.45, the open interest changed by 52 which increased total open position to 626
On 3 Dec MCX was trading at 10138.00. The strike last trading price was 193.7, which was 16.85 higher than the previous day. The implied volatity was 30.63, the open interest changed by 56 which increased total open position to 574
On 2 Dec MCX was trading at 10219.00. The strike last trading price was 175, which was -16.15 lower than the previous day. The implied volatity was 30.55, the open interest changed by 9 which increased total open position to 520
On 1 Dec MCX was trading at 10210.00. The strike last trading price was 188.85, which was -49.9 lower than the previous day. The implied volatity was 31.14, the open interest changed by -9 which decreased total open position to 508
On 28 Nov MCX was trading at 10073.50. The strike last trading price was 227.5, which was 96.8 higher than the previous day. The implied volatity was 30.10, the open interest changed by -16 which decreased total open position to 524
On 27 Nov MCX was trading at 10424.50. The strike last trading price was 124.85, which was -53.8 lower than the previous day. The implied volatity was 28.95, the open interest changed by 23 which increased total open position to 542
On 26 Nov MCX was trading at 10283.00. The strike last trading price was 170, which was -172.3 lower than the previous day. The implied volatity was 30.05, the open interest changed by 145 which increased total open position to 509
On 25 Nov MCX was trading at 9867.00. The strike last trading price was 329.95, which was -29.65 lower than the previous day. The implied volatity was 30.41, the open interest changed by 234 which increased total open position to 364
On 24 Nov MCX was trading at 9865.50. The strike last trading price was 361, which was -93.95 lower than the previous day. The implied volatity was 31.21, the open interest changed by 46 which increased total open position to 128
On 21 Nov MCX was trading at 9683.00. The strike last trading price was 454.95, which was 64.9 higher than the previous day. The implied volatity was 31.94, the open interest changed by 18 which increased total open position to 84
On 20 Nov MCX was trading at 9858.50. The strike last trading price was 389.9, which was -33.5 lower than the previous day. The implied volatity was 32.56, the open interest changed by 53 which increased total open position to 66
On 19 Nov MCX was trading at 9799.00. The strike last trading price was 423.4, which was -46.6 lower than the previous day. The implied volatity was 33.06, the open interest changed by 9 which increased total open position to 11
On 18 Nov MCX was trading at 9665.00. The strike last trading price was 470, which was 35 higher than the previous day. The implied volatity was 31.04, the open interest changed by 0 which decreased total open position to 1
On 17 Nov MCX was trading at 9698.00. The strike last trading price was 435, which was -692.2 lower than the previous day. The implied volatity was 29.36, 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 1127.2, 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 13 Nov MCX was trading at 9597.00. The strike last trading price was 1127.2, 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 12 Nov MCX was trading at 9432.00. The strike last trading price was 1127.2, 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 1127.2, 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 1127.2, 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 1127.2, 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 1127.2, 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 1127.2, 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 1127.2, 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 1127.2, 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 1127.2, 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 1127.2, 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































































































































































































































