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MCX options IV analysis

End-of-day data as of 2026-10-09

Tomorrow: where MCX can go (next trading day)

For the next trading day, options point to about 2.2% either way: MCX between 3,244 and 3,393 (from 3,318).

2026-07-16 O 2,898 H 2,903 L 2,810 C 2,8162026-07-17 O 2,810 H 2,819 L 2,729 C 2,7482026-07-20 O 2,749 H 2,845 L 2,739 C 2,8182026-07-21 O 2,810 H 2,862 L 2,795 C 2,8012026-07-22 O 2,808 H 2,832 L 2,755 C 2,8042026-07-23 O 2,784 H 2,811 L 2,726 C 2,7532026-07-24 O 2,735 H 2,747 L 2,706 C 2,7302026-07-27 O 2,740 H 2,767 L 2,733 C 2,7552026-07-28 O 2,740 H 2,765 L 2,700 C 2,7132026-07-29 O 2,731 H 2,778 L 2,699 C 2,7182026-07-30 O 2,732 H 2,732 L 2,663 C 2,6772026-07-31 O 2,685 H 2,705 L 2,668 C 2,6922026-08-03 O 2,700 H 2,710 L 2,630 C 2,6422026-08-04 O 2,656 H 2,699 L 2,637 C 2,6802026-08-05 O 2,678 H 2,678 L 2,566 C 2,5992026-08-06 O 2,621 H 2,667 L 2,617 C 2,6402026-08-07 O 2,633 H 2,685 L 2,621 C 2,6382026-08-10 O 2,640 H 2,789 L 2,603 C 2,7592026-08-11 O 2,780 H 2,895 L 2,743 C 2,8952026-08-12 O 2,965 H 2,988 L 2,880 C 2,9702026-08-13 O 2,981 H 3,024 L 2,929 C 2,9702026-08-14 O 2,970 H 2,977 L 2,912 C 2,9122026-08-17 O 2,913 H 2,981 L 2,892 C 2,9332026-08-18 O 2,950 H 3,058 L 2,916 C 3,0402026-08-19 O 3,060 H 3,068 L 2,960 C 2,9732026-08-20 O 3,020 H 3,133 L 3,006 C 3,1262026-08-21 O 3,145 H 3,211 L 3,132 C 3,1852026-08-24 O 3,200 H 3,290 L 3,180 C 3,2682026-08-25 O 3,290 H 3,309 L 3,254 C 3,2802026-08-26 O 3,300 H 3,355 L 3,243 C 3,3502026-08-27 O 3,330 H 3,362 L 3,271 C 3,2732026-08-28 O 3,273 H 3,339 L 3,245 C 3,3322026-08-31 O 3,316 H 3,400 L 3,300 C 3,4002026-09-01 O 3,360 H 3,369 L 3,255 C 3,3032026-09-02 O 3,280 H 3,333 L 3,258 C 3,2862026-09-03 O 3,317 H 3,333 L 3,170 C 3,1702026-09-04 O 3,188 H 3,287 L 3,166 C 3,2752026-09-07 O 3,277 H 3,374 L 3,277 C 3,3302026-09-08 O 3,350 H 3,366 L 3,280 C 3,3422026-09-09 O 3,362 H 3,398 L 3,324 C 3,3502026-09-10 O 3,312 H 3,336 L 3,285 C 3,3002026-09-11 O 3,326 H 3,389 L 3,247 C 3,2762026-09-15 O 3,265 H 3,268 L 3,156 C 3,1742026-09-16 O 3,170 H 3,225 L 3,057 C 3,2112026-09-17 O 3,201 H 3,304 L 3,180 C 3,2652026-09-18 O 3,258 H 3,315 L 3,230 C 3,2602026-09-21 O 3,250 H 3,268 L 3,156 C 3,2092026-09-22 O 3,220 H 3,290 L 3,213 C 3,2632026-09-23 O 3,269 H 3,374 L 3,238 C 3,3742026-09-24 O 3,365 H 3,477 L 3,351 C 3,4282026-09-25 O 3,464 H 3,481 L 3,310 C 3,3252026-09-28 O 3,310 H 3,321 L 3,252 C 3,2642026-09-29 O 3,248 H 3,344 L 3,232 C 3,2322026-09-30 O 3,280 H 3,345 L 3,255 C 3,3002026-10-01 O 3,300 H 3,331 L 3,194 C 3,2042026-10-05 O 3,220 H 3,259 L 3,150 C 3,1822026-10-06 O 3,195 H 3,323 L 3,185 C 3,3102026-10-07 O 3,305 H 3,375 L 3,268 C 3,3632026-10-08 O 3,360 H 3,370 L 3,246 C 3,2562026-10-09 O 3,265 H 3,342 L 3,221 C 3,318Upper end 3,393Lower end 3,244Now 3,31816 Jul9 Oct
Lower end 3,244Now 3,318Upper end 3,393

Where MCX can go in the next 3 days

Options imply about 3.9% either way over 3 days (about 2.2% in a day). That puts MCX between 3,189 and 3,447 in 3 days (now 3,318).

2026-07-16 O 2,898 H 2,903 L 2,810 C 2,8162026-07-17 O 2,810 H 2,819 L 2,729 C 2,7482026-07-20 O 2,749 H 2,845 L 2,739 C 2,8182026-07-21 O 2,810 H 2,862 L 2,795 C 2,8012026-07-22 O 2,808 H 2,832 L 2,755 C 2,8042026-07-23 O 2,784 H 2,811 L 2,726 C 2,7532026-07-24 O 2,735 H 2,747 L 2,706 C 2,7302026-07-27 O 2,740 H 2,767 L 2,733 C 2,7552026-07-28 O 2,740 H 2,765 L 2,700 C 2,7132026-07-29 O 2,731 H 2,778 L 2,699 C 2,7182026-07-30 O 2,732 H 2,732 L 2,663 C 2,6772026-07-31 O 2,685 H 2,705 L 2,668 C 2,6922026-08-03 O 2,700 H 2,710 L 2,630 C 2,6422026-08-04 O 2,656 H 2,699 L 2,637 C 2,6802026-08-05 O 2,678 H 2,678 L 2,566 C 2,5992026-08-06 O 2,621 H 2,667 L 2,617 C 2,6402026-08-07 O 2,633 H 2,685 L 2,621 C 2,6382026-08-10 O 2,640 H 2,789 L 2,603 C 2,7592026-08-11 O 2,780 H 2,895 L 2,743 C 2,8952026-08-12 O 2,965 H 2,988 L 2,880 C 2,9702026-08-13 O 2,981 H 3,024 L 2,929 C 2,9702026-08-14 O 2,970 H 2,977 L 2,912 C 2,9122026-08-17 O 2,913 H 2,981 L 2,892 C 2,9332026-08-18 O 2,950 H 3,058 L 2,916 C 3,0402026-08-19 O 3,060 H 3,068 L 2,960 C 2,9732026-08-20 O 3,020 H 3,133 L 3,006 C 3,1262026-08-21 O 3,145 H 3,211 L 3,132 C 3,1852026-08-24 O 3,200 H 3,290 L 3,180 C 3,2682026-08-25 O 3,290 H 3,309 L 3,254 C 3,2802026-08-26 O 3,300 H 3,355 L 3,243 C 3,3502026-08-27 O 3,330 H 3,362 L 3,271 C 3,2732026-08-28 O 3,273 H 3,339 L 3,245 C 3,3322026-08-31 O 3,316 H 3,400 L 3,300 C 3,4002026-09-01 O 3,360 H 3,369 L 3,255 C 3,3032026-09-02 O 3,280 H 3,333 L 3,258 C 3,2862026-09-03 O 3,317 H 3,333 L 3,170 C 3,1702026-09-04 O 3,188 H 3,287 L 3,166 C 3,2752026-09-07 O 3,277 H 3,374 L 3,277 C 3,3302026-09-08 O 3,350 H 3,366 L 3,280 C 3,3422026-09-09 O 3,362 H 3,398 L 3,324 C 3,3502026-09-10 O 3,312 H 3,336 L 3,285 C 3,3002026-09-11 O 3,326 H 3,389 L 3,247 C 3,2762026-09-15 O 3,265 H 3,268 L 3,156 C 3,1742026-09-16 O 3,170 H 3,225 L 3,057 C 3,2112026-09-17 O 3,201 H 3,304 L 3,180 C 3,2652026-09-18 O 3,258 H 3,315 L 3,230 C 3,2602026-09-21 O 3,250 H 3,268 L 3,156 C 3,2092026-09-22 O 3,220 H 3,290 L 3,213 C 3,2632026-09-23 O 3,269 H 3,374 L 3,238 C 3,3742026-09-24 O 3,365 H 3,477 L 3,351 C 3,4282026-09-25 O 3,464 H 3,481 L 3,310 C 3,3252026-09-28 O 3,310 H 3,321 L 3,252 C 3,2642026-09-29 O 3,248 H 3,344 L 3,232 C 3,2322026-09-30 O 3,280 H 3,345 L 3,255 C 3,3002026-10-01 O 3,300 H 3,331 L 3,194 C 3,2042026-10-05 O 3,220 H 3,259 L 3,150 C 3,1822026-10-06 O 3,195 H 3,323 L 3,185 C 3,3102026-10-07 O 3,305 H 3,375 L 3,268 C 3,3632026-10-08 O 3,360 H 3,370 L 3,246 C 3,2562026-10-09 O 3,265 H 3,342 L 3,221 C 3,318Upper end 3,447Lower end 3,189Now 3,31816 Jul9 Oct
Lower end 3,189Now 3,318Upper end 3,447

If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.

MCX (Capital Markets): ATM IV is 35.6%, higher than 35% of days over the last year in the same expiry-cycle phase. Options imply about ±2.24% in a day and ±3.89% over three days. This describes what options price in, not where the stock will go.

All the numbers (for experienced traders)
ATM IV
35.6%
IV percentile
35%
Expected move 1d
±2.24%
Expected move 3d
±3.89%
IV / realised
1.00
Gamma flip
-5.7%
from spot
Max pain
-0.5%
from spot
Lot size
225
Confirm lot size with your broker.
Event
None announced

ATM IV, last 60 days

43.2%23.8%2026-07-162026-10-09

Free view shows the last 60 days. The full history comes with the free 5-day trial.

IV moves with the expiry cycle, so compare like with like.

Same sector: Capital Markets

Sector peers by IV percentile

What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.