Historical option data for MCX
26 May 2026 04:10 PM IST
| MCX 30-Jun-2026 (34d) 3300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.04
Theta: -2.23
Gamma: 0.00109
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 3307.30 | 158.7 | -15.3 (-8.79%) | 35.34 | 1,764 | 342 | 864 | |||||||||
| 25 May | 3313.90 | 177.5 | 17.5 (10.94%) | 36.9 | 1,559 | 142 | 522 | |||||||||
| 22 May | 3269.90 | 158.7 | -34.3 (-17.77%) | 38.25 | 725 | 200 | 381 | |||||||||
| 21 May | 3322.80 | 190 | -63 (-24.90%) | 39.22 | 203 | 59 | 181 | |||||||||
| 20 May | 3441.70 | 255 | 10 (4.08%) | 35.85 | 61 | 2 | 123 | |||||||||
| 19 May | 3414.70 | 236.65 | 23.65 (11.10%) | 35.73 | 97 | -19 | 122 | |||||||||
| 18 May | 3348.40 | 214 | -21 (-8.94%) | 38.26 | 146 | 24 | 141 | |||||||||
| 15 May | 3391.00 | 235 | 19 (8.80%) | 36.34 | 143 | 0 | 113 | |||||||||
| 14 May | 3339.10 | 222 | 80 (56.34%) | 39.82 | 270 | 41 | 117 | |||||||||
| 13 May | 3204.20 | 143.45 | -4.55 (-3.07%) | 0 | 52 | 12 | 74 | |||||||||
| 12 May | 3156.90 | 148 | 4 (2.78%) | 0 | 32 | 11 | 62 | |||||||||
| 11 May | 3187.90 | 140.15 | 33.15 (30.98%) | 0 | 58 | 8 | 51 | |||||||||
| 8 May | 3097.80 | 109.95 | 18.9 (20.76%) | 37.97 | 25 | 11 | 42 | |||||||||
| 7 May | 3042.60 | 87.1 | 10.5 (13.71%) | 36.87 | 12 | 7 | 30 | |||||||||
| 6 May | 2973.20 | 76.6 | 12.1 (18.76%) | 39.38 | 14 | 10 | 23 | |||||||||
| 5 May | 2902.50 | 64.5 | -3.5 (-5.15%) | 40.59 | 13 | 2 | 13 | |||||||||
| 4 May | 2912.90 | 68 | -15 (-18.07%) | 40.57 | 3 | 1 | 9 | |||||||||
| 30 Apr | 2971.50 | 83 | 45.05 (118.71%) | 38.9 | 11 | 4 | 4 | |||||||||
For Multi Commodity Exchange - strike price 3300 expiring on 30JUN2026
Delta for 3300 CE is 0.55
Historical price for 3300 CE is as follows
On 26 May MCX was trading at 3307.30. The strike last trading price was 158.7, which was -15.3 lower than the previous day. The implied volatity was 35.34, the open interest changed by 342 which increased total open position to 864
On 25 May MCX was trading at 3313.90. The strike last trading price was 177.5, which was 17.5 higher than the previous day. The implied volatity was 36.9, the open interest changed by 142 which increased total open position to 522
On 22 May MCX was trading at 3269.90. The strike last trading price was 158.7, which was -34.3 lower than the previous day. The implied volatity was 38.25, the open interest changed by 200 which increased total open position to 381
On 21 May MCX was trading at 3322.80. The strike last trading price was 190, which was -63 lower than the previous day. The implied volatity was 39.22, the open interest changed by 59 which increased total open position to 181
On 20 May MCX was trading at 3441.70. The strike last trading price was 255, which was 10 higher than the previous day. The implied volatity was 35.85, the open interest changed by 2 which increased total open position to 123
On 19 May MCX was trading at 3414.70. The strike last trading price was 236.65, which was 23.65 higher than the previous day. The implied volatity was 35.73, the open interest changed by -19 which decreased total open position to 122
On 18 May MCX was trading at 3348.40. The strike last trading price was 214, which was -21 lower than the previous day. The implied volatity was 38.26, the open interest changed by 24 which increased total open position to 141
On 15 May MCX was trading at 3391.00. The strike last trading price was 235, which was 19 higher than the previous day. The implied volatity was 36.34, the open interest changed by 0 which decreased total open position to 113
On 14 May MCX was trading at 3339.10. The strike last trading price was 222, which was 80 higher than the previous day. The implied volatity was 39.82, the open interest changed by 41 which increased total open position to 117
On 13 May MCX was trading at 3204.20. The strike last trading price was 143.45, which was -4.55 lower than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 74
On 12 May MCX was trading at 3156.90. The strike last trading price was 148, which was 4 higher than the previous day. The implied volatity was 0, the open interest changed by 11 which increased total open position to 62
On 11 May MCX was trading at 3187.90. The strike last trading price was 140.15, which was 33.15 higher than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 51
On 8 May MCX was trading at 3097.80. The strike last trading price was 109.95, which was 18.9 higher than the previous day. The implied volatity was 37.97, the open interest changed by 11 which increased total open position to 42
On 7 May MCX was trading at 3042.60. The strike last trading price was 87.1, which was 10.5 higher than the previous day. The implied volatity was 36.87, the open interest changed by 7 which increased total open position to 30
On 6 May MCX was trading at 2973.20. The strike last trading price was 76.6, which was 12.1 higher than the previous day. The implied volatity was 39.38, the open interest changed by 10 which increased total open position to 23
On 5 May MCX was trading at 2902.50. The strike last trading price was 64.5, which was -3.5 lower than the previous day. The implied volatity was 40.59, the open interest changed by 2 which increased total open position to 13
On 4 May MCX was trading at 2912.90. The strike last trading price was 68, which was -15 lower than the previous day. The implied volatity was 40.57, the open interest changed by 1 which increased total open position to 9
On 30 Apr MCX was trading at 2971.50. The strike last trading price was 83, which was 45.05 higher than the previous day. The implied volatity was 38.9, the open interest changed by 4 which increased total open position to 4
| MCX 30-Jun-2026 (34d) 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.04
Theta: -1.77
Gamma: 0.00107
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 3307.30 | 133.2 | -3.9 (-2.84%) | 35.84 | 992 | 161 | 599 |
| 25 May | 3313.90 | 130.4 | -27.95 (-17.65%) | 36.63 | 696 | 153 | 437 |
| 22 May | 3269.90 | 158 | 12.5 (8.59%) | 35.61 | 388 | 22 | 284 |
| 21 May | 3322.80 | 149 | 43.65 (41.43%) | 37.97 | 215 | 61 | 262 |
| 20 May | 3441.70 | 102.1 | -14.3 (-12.29%) | 38.14 | 76 | 0 | 201 |
| 19 May | 3414.70 | 118.4 | -22.85 (-16.18%) | 39.39 | 170 | 77 | 201 |
| 18 May | 3348.40 | 139 | 0.75 (0.54%) | 38.3 | 120 | 25 | 125 |
| 15 May | 3391.00 | 143.5 | -6.9 (-4.59%) | 41.23 | 156 | 35 | 102 |
| 14 May | 3339.10 | 143 | -67.95 (-32.21%) | 36.32 | 107 | 50 | 67 |
| 13 May | 3204.20 | 210.95 | -33.05 (-13.55%) | 0 | 11 | 8 | 16 |
| 12 May | 3156.90 | 244 | 21 (9.42%) | 0 | 4 | -1 | 8 |
| 11 May | 3187.90 | 223 | -57 (-20.36%) | 0 | 5 | 0 | 7 |
| 8 May | 3097.80 | 280 | -609.45 (-68.52%) | 36.81 | 7 | 5 | 5 |
| 7 May | 3042.60 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 2973.20 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 2902.50 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 2912.90 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 2971.50 | 0 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 3300 expiring on 30JUN2026
Delta for 3300 PE is -0.45
Historical price for 3300 PE is as follows
On 26 May MCX was trading at 3307.30. The strike last trading price was 133.2, which was -3.9 lower than the previous day. The implied volatity was 35.84, the open interest changed by 161 which increased total open position to 599
On 25 May MCX was trading at 3313.90. The strike last trading price was 130.4, which was -27.95 lower than the previous day. The implied volatity was 36.63, the open interest changed by 153 which increased total open position to 437
On 22 May MCX was trading at 3269.90. The strike last trading price was 158, which was 12.5 higher than the previous day. The implied volatity was 35.61, the open interest changed by 22 which increased total open position to 284
On 21 May MCX was trading at 3322.80. The strike last trading price was 149, which was 43.65 higher than the previous day. The implied volatity was 37.97, the open interest changed by 61 which increased total open position to 262
On 20 May MCX was trading at 3441.70. The strike last trading price was 102.1, which was -14.3 lower than the previous day. The implied volatity was 38.14, the open interest changed by 0 which decreased total open position to 201
On 19 May MCX was trading at 3414.70. The strike last trading price was 118.4, which was -22.85 lower than the previous day. The implied volatity was 39.39, the open interest changed by 77 which increased total open position to 201
On 18 May MCX was trading at 3348.40. The strike last trading price was 139, which was 0.75 higher than the previous day. The implied volatity was 38.3, the open interest changed by 25 which increased total open position to 125
On 15 May MCX was trading at 3391.00. The strike last trading price was 143.5, which was -6.9 lower than the previous day. The implied volatity was 41.23, the open interest changed by 35 which increased total open position to 102
On 14 May MCX was trading at 3339.10. The strike last trading price was 143, which was -67.95 lower than the previous day. The implied volatity was 36.32, the open interest changed by 50 which increased total open position to 67
On 13 May MCX was trading at 3204.20. The strike last trading price was 210.95, which was -33.05 lower than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 16
On 12 May MCX was trading at 3156.90. The strike last trading price was 244, which was 21 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 8
On 11 May MCX was trading at 3187.90. The strike last trading price was 223, which was -57 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 7
On 8 May MCX was trading at 3097.80. The strike last trading price was 280, which was -609.45 lower than the previous day. The implied volatity was 36.81, the open interest changed by 5 which increased total open position to 5
On 7 May MCX was trading at 3042.60. 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 6 May MCX was trading at 2973.20. 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 May MCX was trading at 2902.50. 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 4 May MCX was trading at 2912.90. 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 30 Apr MCX was trading at 2971.50. 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
