Historical option data for MCX
23 Jun 2026 12:23 PM IST
| MCX 28-Jul-2026 (35d) 2850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.03
Theta: -2.09
Gamma: 0.00117
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 2812.70 | 131 | -30.35 (-18.81%) | 38.79 | 68 | 34 | 141 | |||||||||
| 22 Jun | 2870.40 | 163.7 | 29.65 (22.12%) | 39.75 | 87 | 34 | 108 | |||||||||
| 19 Jun | 2803.80 | 134 | -8.85 (-6.20%) | 39.41 | 23 | 6 | 71 | |||||||||
| 18 Jun | 2817.20 | 144.7 | -16.95 (-10.49%) | 40.3 | 70 | 36 | 63 | |||||||||
| 17 Jun | 2857.30 | 161.65 | -7.35 (-4.35%) | 38.95 | 26 | 10 | 26 | |||||||||
| 16 Jun | 2885.40 | 169 | 1 (0.60%) | 37.04 | 15 | 7 | 17 | |||||||||
| 15 Jun | 2895.60 | 168 | 6 (3.70%) | 36 | 10 | 3 | 10 | |||||||||
| 12 Jun | 2853.00 | 162 | 41 (33.88%) | 36.93 | 7 | -2 | 6 | |||||||||
| 11 Jun | 2778.80 | 121 | 0 (0.00%) | 40.38 | 6 | 0 | 8 | |||||||||
| 10 Jun | 2743.80 | 121 | -65 (-34.95%) | 40.38 | 6 | 4 | 7 | |||||||||
| 9 Jun | 2824.80 | 185.5 | 10.5 (6.00%) | 39.42 | 4 | 0 | 3 | |||||||||
| 8 Jun | 2823.80 | 174.6 | -28.4 (-13.99%) | 40.77 | 2 | 0 | 3 | |||||||||
| 5 Jun | 2795.00 | 202.7 | -0.3 (-0.15%) | 42.56 | 1 | 0 | 3 | |||||||||
| 4 Jun | 2893.50 | 202.7 | -28.3 (-12.25%) | 42.56 | 1 | 0 | 3 | |||||||||
| 3 Jun | 2833.60 | 231 | 0 (0.00%) | - | 3 | 0 | 3 | |||||||||
| 2 Jun | 2878.70 | 231 | 0 (0.00%) | 43.05 | 3 | 0 | 3 | |||||||||
| 1 Jun | 2890.50 | 231 | -331 (-58.90%) | 43.05 | 3 | 1 | 1 | |||||||||
For Multi Commodity Exchange - strike price 2850 expiring on 28JUL2026
Delta for 2850 CE is 0.51
Historical price for 2850 CE is as follows
On 23 Jun MCX was trading at 2812.70. The strike last trading price was 131, which was -30.35 lower than the previous day. The implied volatity was 38.79, the open interest changed by 34 which increased total open position to 141
On 22 Jun MCX was trading at 2870.40. The strike last trading price was 163.7, which was 29.65 higher than the previous day. The implied volatity was 39.75, the open interest changed by 34 which increased total open position to 108
On 19 Jun MCX was trading at 2803.80. The strike last trading price was 134, which was -8.85 lower than the previous day. The implied volatity was 39.41, the open interest changed by 6 which increased total open position to 71
On 18 Jun MCX was trading at 2817.20. The strike last trading price was 144.7, which was -16.95 lower than the previous day. The implied volatity was 40.3, the open interest changed by 36 which increased total open position to 63
On 17 Jun MCX was trading at 2857.30. The strike last trading price was 161.65, which was -7.35 lower than the previous day. The implied volatity was 38.95, the open interest changed by 10 which increased total open position to 26
On 16 Jun MCX was trading at 2885.40. The strike last trading price was 169, which was 1 higher than the previous day. The implied volatity was 37.04, the open interest changed by 7 which increased total open position to 17
On 15 Jun MCX was trading at 2895.60. The strike last trading price was 168, which was 6 higher than the previous day. The implied volatity was 36, the open interest changed by 3 which increased total open position to 10
On 12 Jun MCX was trading at 2853.00. The strike last trading price was 162, which was 41 higher than the previous day. The implied volatity was 36.93, the open interest changed by -2 which decreased total open position to 6
On 11 Jun MCX was trading at 2778.80. The strike last trading price was 121, which was 0 lower than the previous day. The implied volatity was 40.38, the open interest changed by 0 which decreased total open position to 8
On 10 Jun MCX was trading at 2743.80. The strike last trading price was 121, which was -65 lower than the previous day. The implied volatity was 40.38, the open interest changed by 4 which increased total open position to 7
On 9 Jun MCX was trading at 2824.80. The strike last trading price was 185.5, which was 10.5 higher than the previous day. The implied volatity was 39.42, the open interest changed by 0 which decreased total open position to 3
On 8 Jun MCX was trading at 2823.80. The strike last trading price was 174.6, which was -28.4 lower than the previous day. The implied volatity was 40.77, the open interest changed by 0 which decreased total open position to 3
On 5 Jun MCX was trading at 2795.00. The strike last trading price was 202.7, which was -0.3 lower than the previous day. The implied volatity was 42.56, the open interest changed by 0 which decreased total open position to 3
On 4 Jun MCX was trading at 2893.50. The strike last trading price was 202.7, which was -28.3 lower than the previous day. The implied volatity was 42.56, the open interest changed by 0 which decreased total open position to 3
On 3 Jun MCX was trading at 2833.60. The strike last trading price was 231, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Jun MCX was trading at 2878.70. The strike last trading price was 231, which was 0 lower than the previous day. The implied volatity was 43.05, the open interest changed by 0 which decreased total open position to 3
On 1 Jun MCX was trading at 2890.50. The strike last trading price was 231, which was -331 lower than the previous day. The implied volatity was 43.05, the open interest changed by 1 which increased total open position to 1
| MCX 28-Jul-2026 (35d) 2850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.03
Theta: -1.7
Gamma: 0.00115
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 2812.70 | 144.6 | 27.5 (23.48%) | 39.56 | 84 | 61 | 97 |
| 22 Jun | 2870.40 | 115 | -36.75 (-24.22%) | 36.46 | 15 | 4 | 32 |
| 19 Jun | 2803.80 | 152.3 | 11.45 (8.13%) | 37.88 | 10 | 2 | 28 |
| 18 Jun | 2817.20 | 141 | 15.85 (12.66%) | 35.92 | 31 | 10 | 21 |
| 17 Jun | 2857.30 | 125 | 49.45 (65.45%) | 35.78 | 18 | 9 | 9 |
| 16 Jun | 2885.40 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 2895.60 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 2853.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 2778.80 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 2743.80 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 2824.80 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 2823.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 2795.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 2893.50 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 2833.60 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 2878.70 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 2890.50 | 0 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 2850 expiring on 28JUL2026
Delta for 2850 PE is -0.49
Historical price for 2850 PE is as follows
On 23 Jun MCX was trading at 2812.70. The strike last trading price was 144.6, which was 27.5 higher than the previous day. The implied volatity was 39.56, the open interest changed by 61 which increased total open position to 97
On 22 Jun MCX was trading at 2870.40. The strike last trading price was 115, which was -36.75 lower than the previous day. The implied volatity was 36.46, the open interest changed by 4 which increased total open position to 32
On 19 Jun MCX was trading at 2803.80. The strike last trading price was 152.3, which was 11.45 higher than the previous day. The implied volatity was 37.88, the open interest changed by 2 which increased total open position to 28
On 18 Jun MCX was trading at 2817.20. The strike last trading price was 141, which was 15.85 higher than the previous day. The implied volatity was 35.92, the open interest changed by 10 which increased total open position to 21
On 17 Jun MCX was trading at 2857.30. The strike last trading price was 125, which was 49.45 higher than the previous day. The implied volatity was 35.78, the open interest changed by 9 which increased total open position to 9
On 16 Jun MCX was trading at 2885.40. The strike last trading price was 0, 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 15 Jun MCX was trading at 2895.60. The strike last trading price was 0, 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 Jun MCX was trading at 2853.00. The strike last trading price was 0, 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 Jun MCX was trading at 2778.80. The strike last trading price was 0, 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 Jun MCX was trading at 2743.80. The strike last trading price was 0, 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 9 Jun MCX was trading at 2824.80. The strike last trading price was 0, 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 8 Jun MCX was trading at 2823.80. The strike last trading price was 0, 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 5 Jun MCX was trading at 2795.00. The strike last trading price was 0, 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 Jun MCX was trading at 2893.50. The strike last trading price was 0, 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 Jun MCX was trading at 2833.60. The strike last trading price was 0, 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 2 Jun MCX was trading at 2878.70. The strike last trading price was 0, 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 1 Jun MCX was trading at 2890.50. The strike last trading price was 0, 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
