MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 11300 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 13741.35 | 1559 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 13764.70 | 1559 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 13844.00 | 1559 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 13990.50 | 1559 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 14075.90 | 1559 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 14009.30 | 1559 | 0 | - | 0 | 0 | 0 | |||||||||
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| 24 Nov | 13738.50 | 1559 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 14000.60 | 1559 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 11300 expiring on 30DEC2025
Delta for 11300 CE is -
Historical price for 11300 CE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 1559, 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 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 1559, 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 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 1559, 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 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 1559, 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 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 1559, 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 1559, 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 1559, 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 1559, 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 11300 PE | |||||||
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Delta: -0.01
Vega: 0.56
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 13741.35 | 2.2 | 0.1 | 33.86 | 7 | 1 | 15 |
| 8 Dec | 13764.70 | 2.1 | 0 | - | 0 | 0 | 14 |
| 3 Dec | 13844.00 | 2.1 | 0 | - | 0 | 3 | 0 |
| 2 Dec | 13990.50 | 2.1 | 0 | 31.76 | 10 | 3 | 14 |
| 27 Nov | 14075.90 | 2.1 | 0.45 | 30.06 | 25 | -7 | 28 |
| 26 Nov | 14009.30 | 1.65 | -87 | 28.42 | 38 | 35 | 35 |
| 24 Nov | 13738.50 | 88.65 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 14000.60 | 88.65 | 0 | 15.34 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 11300 expiring on 30DEC2025
Delta for 11300 PE is -0.01
Historical price for 11300 PE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 2.2, which was 0.1 higher than the previous day. The implied volatity was 33.86, the open interest changed by 1 which increased total open position to 15
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 31.76, the open interest changed by 3 which increased total open position to 14
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 2.1, which was 0.45 higher than the previous day. The implied volatity was 30.06, the open interest changed by -7 which decreased total open position to 28
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 1.65, which was -87 lower than the previous day. The implied volatity was 28.42, the open interest changed by 35 which increased total open position to 35
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 88.65, 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 88.65, which was 0 lower than the previous day. The implied volatity was 15.34, the open interest changed by 0 which decreased total open position to 0































































































































































































































