MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
12 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 11100 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 13908.25 | 3092 | 1361.3 | - | 0 | 0 | 1 | |||||||||
| 11 Dec | 13728.05 | 3092 | 1361.3 | - | 0 | 0 | 1 | |||||||||
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| 10 Dec | 13534.35 | 3092 | 1361.3 | - | 0 | 0 | 1 | |||||||||
| 8 Dec | 13764.70 | 3092 | 1361.3 | - | 0 | 0 | 1 | |||||||||
| 3 Dec | 13844.00 | 3092 | 1361.3 | 86.38 | 1 | 0 | 0 | |||||||||
| 27 Nov | 14075.90 | 1730.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 14009.30 | 1730.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 13738.50 | 1730.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 14000.60 | 1730.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 11100 expiring on 30DEC2025
Delta for 11100 CE is -
Historical price for 11100 CE is as follows
On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 3092, which was 1361.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 3092, which was 1361.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 3092, which was 1361.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 3092, which was 1361.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 3092, which was 1361.3 higher than the previous day. The implied volatity was 86.38, the open interest changed by 0 which decreased total open position to 0
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 1730.7, 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 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 1730.7, 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 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 1730.7, 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 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 1730.7, 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
| MIDCPNIFTY 30DEC2025 11100 PE | |||||||
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Delta: -0.00
Vega: 0.40
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 13908.25 | 1.75 | 0.45 | 40.20 | 2 | 0 | 21 |
| 11 Dec | 13728.05 | 1.3 | -0.85 | 36.11 | 17 | 1 | 21 |
| 10 Dec | 13534.35 | 2.15 | 0.1 | 34.95 | 12 | 0 | 8 |
| 8 Dec | 13764.70 | 2.05 | 0.55 | - | 0 | 0 | 8 |
| 3 Dec | 13844.00 | 2.05 | 0.55 | 33.34 | 1 | 0 | 7 |
| 27 Nov | 14075.90 | 1.5 | -0.75 | 31.02 | 3 | 0 | 7 |
| 26 Nov | 14009.30 | 2.25 | -1.7 | 31.47 | 9 | 6 | 8 |
| 24 Nov | 13738.50 | 3.95 | 0.95 | - | 2 | 0 | 1 |
| 19 Nov | 14000.60 | 3 | -60.35 | - | 0 | 0 | 1 |
For Nifty Midcap Select - strike price 11100 expiring on 30DEC2025
Delta for 11100 PE is -0.00
Historical price for 11100 PE is as follows
On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 1.75, which was 0.45 higher than the previous day. The implied volatity was 40.20, the open interest changed by 0 which decreased total open position to 21
On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 1.3, which was -0.85 lower than the previous day. The implied volatity was 36.11, the open interest changed by 1 which increased total open position to 21
On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 2.15, which was 0.1 higher than the previous day. The implied volatity was 34.95, the open interest changed by 0 which decreased total open position to 8
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 2.05, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 2.05, which was 0.55 higher than the previous day. The implied volatity was 33.34, the open interest changed by 0 which decreased total open position to 7
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 1.5, which was -0.75 lower than the previous day. The implied volatity was 31.02, the open interest changed by 0 which decreased total open position to 7
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 2.25, which was -1.7 lower than the previous day. The implied volatity was 31.47, the open interest changed by 6 which increased total open position to 8
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 3.95, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 3, which was -60.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1































































































































































































































