MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
10 Jul 2025 04:12 PM IST
| MIDCPNIFTY 31JUL2025 11500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 10 Jul | 13211.05 | 1920 | 0 | 0.00 | 0 | 0 | 0 | |||
| 9 Jul | 13291.85 | 1920 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 Jul | 13333.45 | 1920 | 0 | 0.00 | 0 | -1 | 0 | |||
| 7 Jul | 13398.25 | 1920 | -80.35 | - | 1 | 0 | 9 | |||
| 4 Jul | 13416.00 | 2000.35 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Jul | 13462.55 | 2000.35 | 56.85 | - | 2 | 1 | 9 | |||
| 2 Jul | 13440.50 | 1943.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Jul | 13416.15 | 1943.5 | 0 | 0.00 | 0 | 1 | 0 | |||
| 30 Jun | 13433.85 | 1943.5 | -86.5 | - | 2 | 1 | 8 | |||
| 27 Jun | 13340.55 | 2030 | 320 | 40.20 | 2 | 0 | 7 | |||
| 26 Jun | 13305.10 | 1710 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Jun | 13221.30 | 1710 | 0 | 0.00 | 0 | 2 | 0 | |||
| 24 Jun | 13147.85 | 1710 | 200 | - | 2 | 1 | 6 | |||
| 23 Jun | 13033.10 | 1510 | -2.8 | - | 4 | 0 | 1 | |||
| 20 Jun | 12984.35 | 1512.8 | 332.55 | - | 1 | 0 | 0 | |||
| 19 Jun | 12727.70 | 1180.25 | 0 | - | 0 | 0 | 0 | |||
| 18 Jun | 12943.35 | 1180.25 | 0 | - | 0 | 0 | 0 | |||
| 17 Jun | 13039.75 | 1180.25 | 0 | - | 0 | 0 | 0 | |||
| 16 Jun | 13107.50 | 1180.25 | 0 | - | 0 | 0 | 0 | |||
| 13 Jun | 12991.60 | 1180.25 | 0 | - | 0 | 0 | 0 | |||
| 12 Jun | 13036.30 | 1180.25 | 0 | - | 0 | 0 | 0 | |||
| 11 Jun | 13237.55 | 1180.25 | 0 | - | 0 | 0 | 0 | |||
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| 10 Jun | 13311.65 | 1180.25 | 0 | - | 0 | 0 | 0 | |||
| 9 Jun | 13302.35 | 1180.25 | 0 | - | 0 | 0 | 0 | |||
| 6 Jun | 13146.00 | 1180.25 | 0 | - | 0 | 0 | 0 | |||
| 3 Jun | 12688.60 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty Midcap Select - strike price 11500 expiring on 31JUL2025
Delta for 11500 CE is 0.00
Historical price for 11500 CE is as follows
On 10 Jul MIDCPNIFTY was trading at 13211.05. The strike last trading price was 1920, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Jul MIDCPNIFTY was trading at 13291.85. The strike last trading price was 1920, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Jul MIDCPNIFTY was trading at 13333.45. The strike last trading price was 1920, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Jul MIDCPNIFTY was trading at 13398.25. The strike last trading price was 1920, which was -80.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 4 Jul MIDCPNIFTY was trading at 13416.00. The strike last trading price was 2000.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Jul MIDCPNIFTY was trading at 13462.55. The strike last trading price was 2000.35, which was 56.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 9
On 2 Jul MIDCPNIFTY was trading at 13440.50. The strike last trading price was 1943.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Jul MIDCPNIFTY was trading at 13416.15. The strike last trading price was 1943.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 30 Jun MIDCPNIFTY was trading at 13433.85. The strike last trading price was 1943.5, which was -86.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 27 Jun MIDCPNIFTY was trading at 13340.55. The strike last trading price was 2030, which was 320 higher than the previous day. The implied volatity was 40.20, the open interest changed by 0 which decreased total open position to 7
On 26 Jun MIDCPNIFTY was trading at 13305.10. The strike last trading price was 1710, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Jun MIDCPNIFTY was trading at 13221.30. The strike last trading price was 1710, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 24 Jun MIDCPNIFTY was trading at 13147.85. The strike last trading price was 1710, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 23 Jun MIDCPNIFTY was trading at 13033.10. The strike last trading price was 1510, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Jun MIDCPNIFTY was trading at 12984.35. The strike last trading price was 1512.8, which was 332.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun MIDCPNIFTY was trading at 12727.70. The strike last trading price was 1180.25, 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 18 Jun MIDCPNIFTY was trading at 12943.35. The strike last trading price was 1180.25, 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 17 Jun MIDCPNIFTY was trading at 13039.75. The strike last trading price was 1180.25, 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 16 Jun MIDCPNIFTY was trading at 13107.50. The strike last trading price was 1180.25, 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 13 Jun MIDCPNIFTY was trading at 12991.60. The strike last trading price was 1180.25, 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 12 Jun MIDCPNIFTY was trading at 13036.30. The strike last trading price was 1180.25, 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 11 Jun MIDCPNIFTY was trading at 13237.55. The strike last trading price was 1180.25, 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 10 Jun MIDCPNIFTY was trading at 13311.65. The strike last trading price was 1180.25, 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 9 Jun MIDCPNIFTY was trading at 13302.35. The strike last trading price was 1180.25, 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 Jun MIDCPNIFTY was trading at 13146.00. The strike last trading price was 1180.25, 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 Jun MIDCPNIFTY was trading at 12688.60. 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
| MIDCPNIFTY 31JUL2025 11500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 1.15
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 10 Jul | 13211.05 | 4.55 | -0.15 | 27.88 | 785 | 324 | 1,935 |
| 9 Jul | 13291.85 | 4.85 | -0.7 | 28.53 | 1,146 | 370 | 1,619 |
| 8 Jul | 13333.45 | 5.35 | -0.45 | 28.98 | 988 | 274 | 1,248 |
| 7 Jul | 13398.25 | 6 | -0.9 | 29.53 | 299 | 63 | 976 |
| 4 Jul | 13416.00 | 6.85 | -0.35 | 28.73 | 415 | -17 | 913 |
| 3 Jul | 13462.55 | 7.15 | -1.1 | 28.92 | 352 | 10 | 930 |
| 2 Jul | 13440.50 | 8.1 | -1.3 | 28.76 | 558 | -3 | 919 |
| 1 Jul | 13416.15 | 9.15 | -1.05 | 28.62 | 661 | -111 | 922 |
| 30 Jun | 13433.85 | 10.1 | -0.35 | 28.81 | 452 | 26 | 1,034 |
| 27 Jun | 13340.55 | 11.1 | -1.25 | 27.26 | 836 | 136 | 973 |
| 26 Jun | 13305.10 | 13.15 | 2.2 | 27.21 | 638 | -57 | 842 |
| 25 Jun | 13221.30 | 11 | -16.65 | 25.02 | 1,838 | -438 | 899 |
| 24 Jun | 13147.85 | 27 | -9.75 | 28.60 | 591 | 100 | 1,337 |
| 23 Jun | 13033.10 | 36.35 | -7 | 28.68 | 504 | 186 | 1,236 |
| 20 Jun | 12984.35 | 46 | -15.2 | 28.51 | 554 | 183 | 1,030 |
| 19 Jun | 12727.70 | 67.7 | 38.85 | 27.98 | 1,194 | 758 | 847 |
| 18 Jun | 12943.35 | 29.4 | -4.35 | 24.95 | 91 | 28 | 90 |
| 17 Jun | 13039.75 | 33.5 | -2.5 | 26.44 | 77 | 10 | 64 |
| 16 Jun | 13107.50 | 36 | -10.85 | 27.50 | 34 | 4 | 55 |
| 13 Jun | 12991.60 | 45.05 | 7.45 | 27.15 | 60 | 27 | 51 |
| 12 Jun | 13036.30 | 39 | 7.85 | 26.05 | 30 | 0 | 26 |
| 11 Jun | 13237.55 | 32 | -2.6 | 26.88 | 22 | 8 | 26 |
| 10 Jun | 13311.65 | 32 | -18 | 27.44 | 25 | 14 | 15 |
| 9 Jun | 13302.35 | 50 | -180.35 | 29.99 | 2 | 1 | 1 |
| 6 Jun | 13146.00 | 230.35 | 0 | 8.83 | 0 | 0 | 0 |
| 3 Jun | 12688.60 | 230.35 | 0 | 6.76 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 11500 expiring on 31JUL2025
Delta for 11500 PE is -0.01
Historical price for 11500 PE is as follows
On 10 Jul MIDCPNIFTY was trading at 13211.05. The strike last trading price was 4.55, which was -0.15 lower than the previous day. The implied volatity was 27.88, the open interest changed by 324 which increased total open position to 1935
On 9 Jul MIDCPNIFTY was trading at 13291.85. The strike last trading price was 4.85, which was -0.7 lower than the previous day. The implied volatity was 28.53, the open interest changed by 370 which increased total open position to 1619
On 8 Jul MIDCPNIFTY was trading at 13333.45. The strike last trading price was 5.35, which was -0.45 lower than the previous day. The implied volatity was 28.98, the open interest changed by 274 which increased total open position to 1248
On 7 Jul MIDCPNIFTY was trading at 13398.25. The strike last trading price was 6, which was -0.9 lower than the previous day. The implied volatity was 29.53, the open interest changed by 63 which increased total open position to 976
On 4 Jul MIDCPNIFTY was trading at 13416.00. The strike last trading price was 6.85, which was -0.35 lower than the previous day. The implied volatity was 28.73, the open interest changed by -17 which decreased total open position to 913
On 3 Jul MIDCPNIFTY was trading at 13462.55. The strike last trading price was 7.15, which was -1.1 lower than the previous day. The implied volatity was 28.92, the open interest changed by 10 which increased total open position to 930
On 2 Jul MIDCPNIFTY was trading at 13440.50. The strike last trading price was 8.1, which was -1.3 lower than the previous day. The implied volatity was 28.76, the open interest changed by -3 which decreased total open position to 919
On 1 Jul MIDCPNIFTY was trading at 13416.15. The strike last trading price was 9.15, which was -1.05 lower than the previous day. The implied volatity was 28.62, the open interest changed by -111 which decreased total open position to 922
On 30 Jun MIDCPNIFTY was trading at 13433.85. The strike last trading price was 10.1, which was -0.35 lower than the previous day. The implied volatity was 28.81, the open interest changed by 26 which increased total open position to 1034
On 27 Jun MIDCPNIFTY was trading at 13340.55. The strike last trading price was 11.1, which was -1.25 lower than the previous day. The implied volatity was 27.26, the open interest changed by 136 which increased total open position to 973
On 26 Jun MIDCPNIFTY was trading at 13305.10. The strike last trading price was 13.15, which was 2.2 higher than the previous day. The implied volatity was 27.21, the open interest changed by -57 which decreased total open position to 842
On 25 Jun MIDCPNIFTY was trading at 13221.30. The strike last trading price was 11, which was -16.65 lower than the previous day. The implied volatity was 25.02, the open interest changed by -438 which decreased total open position to 899
On 24 Jun MIDCPNIFTY was trading at 13147.85. The strike last trading price was 27, which was -9.75 lower than the previous day. The implied volatity was 28.60, the open interest changed by 100 which increased total open position to 1337
On 23 Jun MIDCPNIFTY was trading at 13033.10. The strike last trading price was 36.35, which was -7 lower than the previous day. The implied volatity was 28.68, the open interest changed by 186 which increased total open position to 1236
On 20 Jun MIDCPNIFTY was trading at 12984.35. The strike last trading price was 46, which was -15.2 lower than the previous day. The implied volatity was 28.51, the open interest changed by 183 which increased total open position to 1030
On 19 Jun MIDCPNIFTY was trading at 12727.70. The strike last trading price was 67.7, which was 38.85 higher than the previous day. The implied volatity was 27.98, the open interest changed by 758 which increased total open position to 847
On 18 Jun MIDCPNIFTY was trading at 12943.35. The strike last trading price was 29.4, which was -4.35 lower than the previous day. The implied volatity was 24.95, the open interest changed by 28 which increased total open position to 90
On 17 Jun MIDCPNIFTY was trading at 13039.75. The strike last trading price was 33.5, which was -2.5 lower than the previous day. The implied volatity was 26.44, the open interest changed by 10 which increased total open position to 64
On 16 Jun MIDCPNIFTY was trading at 13107.50. The strike last trading price was 36, which was -10.85 lower than the previous day. The implied volatity was 27.50, the open interest changed by 4 which increased total open position to 55
On 13 Jun MIDCPNIFTY was trading at 12991.60. The strike last trading price was 45.05, which was 7.45 higher than the previous day. The implied volatity was 27.15, the open interest changed by 27 which increased total open position to 51
On 12 Jun MIDCPNIFTY was trading at 13036.30. The strike last trading price was 39, which was 7.85 higher than the previous day. The implied volatity was 26.05, the open interest changed by 0 which decreased total open position to 26
On 11 Jun MIDCPNIFTY was trading at 13237.55. The strike last trading price was 32, which was -2.6 lower than the previous day. The implied volatity was 26.88, the open interest changed by 8 which increased total open position to 26
On 10 Jun MIDCPNIFTY was trading at 13311.65. The strike last trading price was 32, which was -18 lower than the previous day. The implied volatity was 27.44, the open interest changed by 14 which increased total open position to 15
On 9 Jun MIDCPNIFTY was trading at 13302.35. The strike last trading price was 50, which was -180.35 lower than the previous day. The implied volatity was 29.99, the open interest changed by 1 which increased total open position to 1
On 6 Jun MIDCPNIFTY was trading at 13146.00. The strike last trading price was 230.35, which was 0 lower than the previous day. The implied volatity was 8.83, the open interest changed by 0 which decreased total open position to 0
On 3 Jun MIDCPNIFTY was trading at 12688.60. The strike last trading price was 230.35, which was 0 lower than the previous day. The implied volatity was 6.76, the open interest changed by 0 which decreased total open position to 0
