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MIDCPNIFTY

Nifty Midcap Select
13741.35 -23.35 (-0.17%)
L: 13498.9 H: 13789.05

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Historical option data for MIDCPNIFTY

09 Dec 2025 04:12 PM IST
MIDCPNIFTY 30-DEC-2025 11500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.01
Vega: 0.51
Theta: -0.35
Gamma: 0.00
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