Historical option data for MIDCPNIFTY
12 Jun 2026 04:10 PM IST
| MIDCPNIFTY 30-Jun-2026 (17d) 11500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 14245.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 13866.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 13991.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 14180.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 13994.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 14107.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 14186.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 14149.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 14240.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 14264.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 14474.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 14705.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 14675.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 14559.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 14381.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 14333.20 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
For Nifty Midcap Select - strike price 11500 expiring on 30JUN2026
Delta for 11500 CE is -
Historical price for 11500 CE is as follows
On 12 Jun MIDCPNIFTY was trading at 14245.60. 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
On 11 Jun MIDCPNIFTY was trading at 13866.55. 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
On 10 Jun MIDCPNIFTY was trading at 13991.25. 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
On 9 Jun MIDCPNIFTY was trading at 14180.80. 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
On 8 Jun MIDCPNIFTY was trading at 13994.75. 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
On 5 Jun MIDCPNIFTY was trading at 14107.50. 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
On 4 Jun MIDCPNIFTY was trading at 14186.30. 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
On 3 Jun MIDCPNIFTY was trading at 14149.05. 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
On 2 Jun MIDCPNIFTY was trading at 14240.45. 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
On 1 Jun MIDCPNIFTY was trading at 14264.85. 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
On 29 May MIDCPNIFTY was trading at 14474.90. 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
On 27 May MIDCPNIFTY was trading at 14705.95. 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
On 26 May MIDCPNIFTY was trading at 14675.60. 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
On 25 May MIDCPNIFTY was trading at 14559.90. 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
On 22 May MIDCPNIFTY was trading at 14381.55. 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
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
| MIDCPNIFTY 30-Jun-2026 (17d) 11500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 1.35
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 14245.60 | 1.4 | -0.45 (-24.32%) | 34.18 | 18 | -3 | 41 |
| 11 Jun | 13866.55 | 1.9 | -2.1 (-52.50%) | 32.78 | 14 | 10 | 44 |
| 10 Jun | 13991.25 | 4 | 2.5 (166.67%) | 38.07 | 7 | 2 | 34 |
| 9 Jun | 14180.80 | 1.5 | 0 (0.00%) | - | 2 | 0 | 32 |
| 8 Jun | 13994.75 | 1.5 | 0 (0.00%) | - | 2 | 0 | 32 |
| 5 Jun | 14107.50 | 1.5 | -0.6 (-28.57%) | 30.34 | 2 | 0 | 32 |
| 4 Jun | 14186.30 | 2.1 | 0 (0.00%) | 31.42 | 1 | 1 | 32 |
| 3 Jun | 14149.05 | 2.1 | 0.15 (7.69%) | 30.13 | 3 | -1 | 31 |
| 2 Jun | 14240.45 | 1.95 | -0.05 (-2.50%) | 30.7 | 2 | 1 | 32 |
| 1 Jun | 14264.85 | 2 | 0 (0.00%) | 31.41 | 2 | 0 | 31 |
| 29 May | 14474.90 | 2 | 0 (0.00%) | 31.41 | 2 | 0 | 31 |
| 27 May | 14705.95 | 2 | -1.8 (-47.37%) | 31.94 | 25 | -7 | 32 |
| 26 May | 14675.60 | 3.6 | 0.1 (2.86%) | 33.4 | 33 | 7 | 38 |
| 25 May | 14559.90 | 3.5 | -1.75 (-33.33%) | 31.69 | 16 | 13 | 31 |
| 22 May | 14381.55 | 5.25 | -218.5 (-97.65%) | 30.91 | 28 | 18 | 18 |
| 11 May | 14333.20 | 0 | 0 | - | 0 | 10 | 10 |
For Nifty Midcap Select - strike price 11500 expiring on 30JUN2026
Delta for 11500 PE is 0
Historical price for 11500 PE is as follows
On 12 Jun MIDCPNIFTY was trading at 14245.60. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 34.18, the open interest changed by -3 which decreased total open position to 41
On 11 Jun MIDCPNIFTY was trading at 13866.55. The strike last trading price was 1.9, which was -2.1 lower than the previous day. The implied volatity was 32.78, the open interest changed by 10 which increased total open position to 44
On 10 Jun MIDCPNIFTY was trading at 13991.25. The strike last trading price was 4, which was 2.5 higher than the previous day. The implied volatity was 38.07, the open interest changed by 2 which increased total open position to 34
On 9 Jun MIDCPNIFTY was trading at 14180.80. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 8 Jun MIDCPNIFTY was trading at 13994.75. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 5 Jun MIDCPNIFTY was trading at 14107.50. The strike last trading price was 1.5, which was -0.6 lower than the previous day. The implied volatity was 30.34, the open interest changed by 0 which decreased total open position to 32
On 4 Jun MIDCPNIFTY was trading at 14186.30. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 31.42, the open interest changed by 1 which increased total open position to 32
On 3 Jun MIDCPNIFTY was trading at 14149.05. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 30.13, the open interest changed by -1 which decreased total open position to 31
On 2 Jun MIDCPNIFTY was trading at 14240.45. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 30.7, the open interest changed by 1 which increased total open position to 32
On 1 Jun MIDCPNIFTY was trading at 14264.85. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 31.41, the open interest changed by 0 which decreased total open position to 31
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 31.41, the open interest changed by 0 which decreased total open position to 31
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 2, which was -1.8 lower than the previous day. The implied volatity was 31.94, the open interest changed by -7 which decreased total open position to 32
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 3.6, which was 0.1 higher than the previous day. The implied volatity was 33.4, the open interest changed by 7 which increased total open position to 38
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 3.5, which was -1.75 lower than the previous day. The implied volatity was 31.69, the open interest changed by 13 which increased total open position to 31
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 5.25, which was -218.5 lower than the previous day. The implied volatity was 30.91, the open interest changed by 18 which increased total open position to 18
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
