MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 11500 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 | 2400 | 10 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 13764.70 | 2400 | 10 | - | 0 | 0 | 6 | |||||||||
| 5 Dec | 13998.50 | 2400 | 10 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 13875.20 | 2400 | 10 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 13844.00 | 2400 | 10 | - | 0 | 0 | 0 | |||||||||
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| 2 Dec | 13990.50 | 2400 | 10 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 14046.45 | 2400 | 10 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 14043.70 | 2400 | 10 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 14075.90 | 2400 | 10 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 14009.30 | 2400 | 10 | - | 0 | 4 | 0 | |||||||||
| 25 Nov | 13806.70 | 2400 | 10 | - | 4 | 2 | 4 | |||||||||
| 24 Nov | 13738.50 | 2390 | 995.6 | 39.73 | 2 | 1 | 1 | |||||||||
| 19 Nov | 14000.60 | 1394.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 11500 expiring on 30DEC2025
Delta for 11500 CE is -
Historical price for 11500 CE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 2400, which was 10 higher 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 2400, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 2400, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 2400, which was 10 higher 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 2400, which was 10 higher 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 2400, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 2400, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 2400, which was 10 higher 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 2400, which was 10 higher 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 2400, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 2400, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 2390, which was 995.6 higher than the previous day. The implied volatity was 39.73, the open interest changed by 1 which increased total open position to 1
On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 1394.4, 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 11500 PE | |||||||
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Delta: -0.01
Vega: 0.51
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 13741.35 | 1.75 | 0.05 | 30.36 | 10 | 0 | 21 |
| 8 Dec | 13764.70 | 1.7 | -0.4 | - | 0 | 0 | 21 |
| 5 Dec | 13998.50 | 1.7 | -0.4 | - | 0 | -4 | 0 |
| 4 Dec | 13875.20 | 1.7 | -0.4 | 28.65 | 11 | -4 | 21 |
| 3 Dec | 13844.00 | 2.1 | -0.1 | 28.69 | 2 | 0 | 25 |
| 2 Dec | 13990.50 | 2.2 | 0 | 29.64 | 1 | 0 | 25 |
| 1 Dec | 14046.45 | 2.2 | 0.4 | 29.66 | 1 | 0 | 26 |
| 28 Nov | 14043.70 | 1.8 | -0.4 | 27.64 | 16 | 2 | 28 |
| 27 Nov | 14075.90 | 1.85 | -0.2 | 27.58 | 9 | 3 | 27 |
| 26 Nov | 14009.30 | 2 | -0.75 | 26.98 | 82 | 15 | 27 |
| 25 Nov | 13806.70 | 2.75 | -0.25 | 25.84 | 11 | 7 | 11 |
| 24 Nov | 13738.50 | 3 | 0.2 | 25.22 | 4 | 0 | 4 |
| 19 Nov | 14000.60 | 121 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 11500 expiring on 30DEC2025
Delta for 11500 PE is -0.01
Historical price for 11500 PE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was 30.36, the open interest changed by 0 which decreased total open position to 21
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 1.7, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 1.7, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 1.7, which was -0.4 lower than the previous day. The implied volatity was 28.65, the open interest changed by -4 which decreased total open position to 21
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 2.1, which was -0.1 lower than the previous day. The implied volatity was 28.69, the open interest changed by 0 which decreased total open position to 25
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 2.2, which was 0 lower than the previous day. The implied volatity was 29.64, the open interest changed by 0 which decreased total open position to 25
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 2.2, which was 0.4 higher than the previous day. The implied volatity was 29.66, the open interest changed by 0 which decreased total open position to 26
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 1.8, which was -0.4 lower than the previous day. The implied volatity was 27.64, the open interest changed by 2 which increased total open position to 28
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 1.85, which was -0.2 lower than the previous day. The implied volatity was 27.58, the open interest changed by 3 which increased total open position to 27
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 2, which was -0.75 lower than the previous day. The implied volatity was 26.98, the open interest changed by 15 which increased total open position to 27
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 25.84, the open interest changed by 7 which increased total open position to 11
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 3, which was 0.2 higher than the previous day. The implied volatity was 25.22, the open interest changed by 0 which decreased total open position to 4
On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 121, 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































































































































































































































