MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 12000 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 | 1700.05 | -138.65 | - | 1 | 0 | 6 | |||||||||
| 8 Dec | 13764.70 | 1838.7 | -43.3 | 32.41 | 1 | 0 | 7 | |||||||||
| 5 Dec | 13998.50 | 1882 | -262 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 13875.20 | 1882 | -262 | - | 0 | -1 | 0 | |||||||||
| 3 Dec | 13844.00 | 1882 | -262 | - | 1 | 0 | 8 | |||||||||
| 2 Dec | 13990.50 | 2144 | 94.6 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 14046.45 | 2144 | 94.6 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 14043.70 | 2144 | 94.6 | - | 0 | -1 | 0 | |||||||||
| 27 Nov | 14075.90 | 2144 | 94.6 | - | 1 | 0 | 9 | |||||||||
| 26 Nov | 14009.30 | 2049.4 | 149.4 | - | 1 | 0 | 8 | |||||||||
| 25 Nov | 13806.70 | 1900 | -52.1 | - | 1 | 0 | 7 | |||||||||
| 24 Nov | 13738.50 | 1952.1 | 70 | 40.88 | 2 | 1 | 6 | |||||||||
| 21 Nov | 13851.35 | 1882.1 | -227.9 | - | 1 | 0 | 4 | |||||||||
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| 20 Nov | 13992.20 | 2110 | 110 | - | 2 | 1 | 4 | |||||||||
| 19 Nov | 14000.60 | 2000 | 0 | - | 1 | 0 | 2 | |||||||||
| 18 Nov | 13917.25 | 2000 | 979.6 | - | 2 | 1 | 1 | |||||||||
For Nifty Midcap Select - strike price 12000 expiring on 30DEC2025
Delta for 12000 CE is -
Historical price for 12000 CE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 1700.05, which was -138.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 1838.7, which was -43.3 lower than the previous day. The implied volatity was 32.41, the open interest changed by 0 which decreased total open position to 7
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 1882, which was -262 lower 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 1882, which was -262 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 1882, which was -262 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 2144, which was 94.6 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 2144, which was 94.6 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 2144, which was 94.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 2144, which was 94.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 2049.4, which was 149.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 1900, which was -52.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 1952.1, which was 70 higher than the previous day. The implied volatity was 40.88, the open interest changed by 1 which increased total open position to 6
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 1882.1, which was -227.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 2110, which was 110 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 2000, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 2000, which was 979.6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
| MIDCPNIFTY 30DEC2025 12000 PE | |||||||
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Delta: -0.01
Vega: 0.93
Theta: -0.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 13741.35 | 3.15 | -1.05 | 25.82 | 1,119 | 541 | 1,723 |
| 8 Dec | 13764.70 | 4 | 1.35 | 26.30 | 859 | 593 | 1,180 |
| 5 Dec | 13998.50 | 2.55 | -0.4 | 25.81 | 169 | -69 | 586 |
| 4 Dec | 13875.20 | 2.95 | -0.9 | 24.52 | 95 | 30 | 656 |
| 3 Dec | 13844.00 | 4.05 | 0.7 | 25.00 | 373 | 283 | 614 |
| 2 Dec | 13990.50 | 3.25 | 0.05 | 25.23 | 45 | 28 | 331 |
| 1 Dec | 14046.45 | 3 | -0.55 | 25.07 | 31 | 1 | 304 |
| 28 Nov | 14043.70 | 3.15 | -0.2 | 24.14 | 88 | 30 | 303 |
| 27 Nov | 14075.90 | 3.25 | -0.3 | 24.12 | 199 | -16 | 275 |
| 26 Nov | 14009.30 | 3.6 | -0.95 | 23.62 | 553 | 89 | 292 |
| 25 Nov | 13806.70 | 4.2 | -2.05 | 21.94 | 314 | 151 | 182 |
| 24 Nov | 13738.50 | 6.5 | 0.45 | 22.40 | 43 | 21 | 31 |
| 21 Nov | 13851.35 | 6.05 | -0.1 | - | 4 | -2 | 8 |
| 20 Nov | 13992.20 | 5.75 | -1.6 | - | 5 | 3 | 10 |
| 19 Nov | 14000.60 | 7.35 | -2.7 | 23.86 | 8 | 5 | 7 |
| 18 Nov | 13917.25 | 10.05 | -229.35 | 24.04 | 2 | 1 | 1 |
For Nifty Midcap Select - strike price 12000 expiring on 30DEC2025
Delta for 12000 PE is -0.01
Historical price for 12000 PE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 3.15, which was -1.05 lower than the previous day. The implied volatity was 25.82, the open interest changed by 541 which increased total open position to 1723
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 4, which was 1.35 higher than the previous day. The implied volatity was 26.30, the open interest changed by 593 which increased total open position to 1180
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 2.55, which was -0.4 lower than the previous day. The implied volatity was 25.81, the open interest changed by -69 which decreased total open position to 586
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 2.95, which was -0.9 lower than the previous day. The implied volatity was 24.52, the open interest changed by 30 which increased total open position to 656
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 4.05, which was 0.7 higher than the previous day. The implied volatity was 25.00, the open interest changed by 283 which increased total open position to 614
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 3.25, which was 0.05 higher than the previous day. The implied volatity was 25.23, the open interest changed by 28 which increased total open position to 331
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 3, which was -0.55 lower than the previous day. The implied volatity was 25.07, the open interest changed by 1 which increased total open position to 304
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 3.15, which was -0.2 lower than the previous day. The implied volatity was 24.14, the open interest changed by 30 which increased total open position to 303
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 3.25, which was -0.3 lower than the previous day. The implied volatity was 24.12, the open interest changed by -16 which decreased total open position to 275
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 3.6, which was -0.95 lower than the previous day. The implied volatity was 23.62, the open interest changed by 89 which increased total open position to 292
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 4.2, which was -2.05 lower than the previous day. The implied volatity was 21.94, the open interest changed by 151 which increased total open position to 182
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 6.5, which was 0.45 higher than the previous day. The implied volatity was 22.40, the open interest changed by 21 which increased total open position to 31
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 6.05, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 8
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 5.75, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 10
On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 7.35, which was -2.7 lower than the previous day. The implied volatity was 23.86, the open interest changed by 5 which increased total open position to 7
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 10.05, which was -229.35 lower than the previous day. The implied volatity was 24.04, the open interest changed by 1 which increased total open position to 1































































































































































































































