[--[65.84.65.76]--]
MIDCPNIFTY
Nifty Midcap Select

12727.7 -215.65 (-1.67%)

Back to Option Chain


Historical option data for MIDCPNIFTY

19 Jun 2025 04:12 PM IST
MIDCPNIFTY 26JUN2025 12000 CE
Delta: 0.89
Vega: 3.20
Theta: -10.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Jun 12727.70 760.3 -203.35 34.72 907 558 797
18 Jun 12943.35 963.65 -116.85 - 8 -2 240
17 Jun 13039.75 1080.5 -19.8 40.43 8 -1 242
16 Jun 13107.50 1100.3 94.05 - 32 -17 243
13 Jun 12991.60 1006.25 -59.9 - 13 1 260
12 Jun 13036.30 1056.6 -229.1 - 76 -50 259
11 Jun 13237.55 1285.7 -44.35 - 7 -2 313
10 Jun 13311.65 1343 -2.1 - 17 -11 316
9 Jun 13302.35 1338.35 139.15 - 108 -19 327
6 Jun 13146.00 1200 210 - 79 -31 346
5 Jun 12951.70 1003 97 - 67 -21 378
4 Jun 12822.10 906 116.45 17.87 22 2 399
3 Jun 12688.60 789.55 -91.35 19.73 2 0 397
2 Jun 12771.00 881.65 27.8 22.27 42 2 398
30 May 12712.20 843.35 -30.4 22.77 62 -30 396
29 May 12705.95 880.7 121.5 22.60 268 152 423
28 May 12595.35 755 -52.65 21.48 161 115 272
27 May 12618.35 811.4 -20.55 24.36 9 5 156
26 May 12653.95 826.8 29.1 22.40 115 106 151
23 May 12592.20 797.7 81.55 22.87 12 8 44
22 May 12473.90 715 -130.15 21.93 45 23 28
21 May 12620.80 845.15 5.2 23.45 3 -1 7
20 May 12583.25 839.95 -141.05 23.00 3 2 7
19 May 12761.85 981 0 0.00 0 1 0
16 May 12811.40 981 130 18.98 1 0 4
15 May 12741.35 851 160 - 2 1 3
14 May 12656.40 691 391 - 1 0 1
13 May 12577.40 300 0 0.00 0 0 0
12 May 12537.90 300 0 0.00 0 1 0
9 May 12021.90 300 -106 10.97 1 0 0
8 May 11983.40 406 0 - 0 0 0
7 May 12217.65 406 0 - 0 0 0
6 May 11985.90 406 0 - 0 0 0
5 May 12242.35 406 0 - 0 0 0
2 May 11977.00 406 0 - 0 0 0
30 Apr 12075.30 406 0 - 0 0 0
29 Apr 12195.00 406 0 - 0 0 0
25 Apr 11971.40 406 0 - 0 0 0
24 Apr 12243.05 406 0 - 0 0 0
23 Apr 12266.15 406 0 - 0 0 0
22 Apr 12095.80 406 0 - 0 0 0
21 Apr 11952.75 406 0 - 0 0 0


For Nifty Midcap Select - strike price 12000 expiring on 26JUN2025

Delta for 12000 CE is 0.89

Historical price for 12000 CE is as follows

On 19 Jun MIDCPNIFTY was trading at 12727.70. The strike last trading price was 760.3, which was -203.35 lower than the previous day. The implied volatity was 34.72, the open interest changed by 558 which increased total open position to 797


On 18 Jun MIDCPNIFTY was trading at 12943.35. The strike last trading price was 963.65, which was -116.85 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 240


On 17 Jun MIDCPNIFTY was trading at 13039.75. The strike last trading price was 1080.5, which was -19.8 lower than the previous day. The implied volatity was 40.43, the open interest changed by -1 which decreased total open position to 242


On 16 Jun MIDCPNIFTY was trading at 13107.50. The strike last trading price was 1100.3, which was 94.05 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 243


On 13 Jun MIDCPNIFTY was trading at 12991.60. The strike last trading price was 1006.25, which was -59.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 260


On 12 Jun MIDCPNIFTY was trading at 13036.30. The strike last trading price was 1056.6, which was -229.1 lower than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 259


On 11 Jun MIDCPNIFTY was trading at 13237.55. The strike last trading price was 1285.7, which was -44.35 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 313


On 10 Jun MIDCPNIFTY was trading at 13311.65. The strike last trading price was 1343, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 316


On 9 Jun MIDCPNIFTY was trading at 13302.35. The strike last trading price was 1338.35, which was 139.15 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 327


On 6 Jun MIDCPNIFTY was trading at 13146.00. The strike last trading price was 1200, which was 210 higher than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 346


On 5 Jun MIDCPNIFTY was trading at 12951.70. The strike last trading price was 1003, which was 97 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 378


On 4 Jun MIDCPNIFTY was trading at 12822.10. The strike last trading price was 906, which was 116.45 higher than the previous day. The implied volatity was 17.87, the open interest changed by 2 which increased total open position to 399


On 3 Jun MIDCPNIFTY was trading at 12688.60. The strike last trading price was 789.55, which was -91.35 lower than the previous day. The implied volatity was 19.73, the open interest changed by 0 which decreased total open position to 397


On 2 Jun MIDCPNIFTY was trading at 12771.00. The strike last trading price was 881.65, which was 27.8 higher than the previous day. The implied volatity was 22.27, the open interest changed by 2 which increased total open position to 398


On 30 May MIDCPNIFTY was trading at 12712.20. The strike last trading price was 843.35, which was -30.4 lower than the previous day. The implied volatity was 22.77, the open interest changed by -30 which decreased total open position to 396


On 29 May MIDCPNIFTY was trading at 12705.95. The strike last trading price was 880.7, which was 121.5 higher than the previous day. The implied volatity was 22.60, the open interest changed by 152 which increased total open position to 423


On 28 May MIDCPNIFTY was trading at 12595.35. The strike last trading price was 755, which was -52.65 lower than the previous day. The implied volatity was 21.48, the open interest changed by 115 which increased total open position to 272


On 27 May MIDCPNIFTY was trading at 12618.35. The strike last trading price was 811.4, which was -20.55 lower than the previous day. The implied volatity was 24.36, the open interest changed by 5 which increased total open position to 156


On 26 May MIDCPNIFTY was trading at 12653.95. The strike last trading price was 826.8, which was 29.1 higher than the previous day. The implied volatity was 22.40, the open interest changed by 106 which increased total open position to 151


On 23 May MIDCPNIFTY was trading at 12592.20. The strike last trading price was 797.7, which was 81.55 higher than the previous day. The implied volatity was 22.87, the open interest changed by 8 which increased total open position to 44


On 22 May MIDCPNIFTY was trading at 12473.90. The strike last trading price was 715, which was -130.15 lower than the previous day. The implied volatity was 21.93, the open interest changed by 23 which increased total open position to 28


On 21 May MIDCPNIFTY was trading at 12620.80. The strike last trading price was 845.15, which was 5.2 higher than the previous day. The implied volatity was 23.45, the open interest changed by -1 which decreased total open position to 7


On 20 May MIDCPNIFTY was trading at 12583.25. The strike last trading price was 839.95, which was -141.05 lower than the previous day. The implied volatity was 23.00, the open interest changed by 2 which increased total open position to 7


On 19 May MIDCPNIFTY was trading at 12761.85. The strike last trading price was 981, 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 16 May MIDCPNIFTY was trading at 12811.40. The strike last trading price was 981, which was 130 higher than the previous day. The implied volatity was 18.98, the open interest changed by 0 which decreased total open position to 4


On 15 May MIDCPNIFTY was trading at 12741.35. The strike last trading price was 851, which was 160 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3


On 14 May MIDCPNIFTY was trading at 12656.40. The strike last trading price was 691, which was 391 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 13 May MIDCPNIFTY was trading at 12577.40. The strike last trading price was 300, 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 12 May MIDCPNIFTY was trading at 12537.90. The strike last trading price was 300, 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 9 May MIDCPNIFTY was trading at 12021.90. The strike last trading price was 300, which was -106 lower than the previous day. The implied volatity was 10.97, the open interest changed by 0 which decreased total open position to 0


On 8 May MIDCPNIFTY was trading at 11983.40. The strike last trading price was 406, 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 7 May MIDCPNIFTY was trading at 12217.65. The strike last trading price was 406, 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 May MIDCPNIFTY was trading at 11985.90. The strike last trading price was 406, 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 May MIDCPNIFTY was trading at 12242.35. The strike last trading price was 406, 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 May MIDCPNIFTY was trading at 11977.00. The strike last trading price was 406, 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 30 Apr MIDCPNIFTY was trading at 12075.30. The strike last trading price was 406, 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 Apr MIDCPNIFTY was trading at 12195.00. The strike last trading price was 406, 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 Apr MIDCPNIFTY was trading at 11971.40. The strike last trading price was 406, 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 24 Apr MIDCPNIFTY was trading at 12243.05. The strike last trading price was 406, 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 23 Apr MIDCPNIFTY was trading at 12266.15. The strike last trading price was 406, 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 Apr MIDCPNIFTY was trading at 12095.80. The strike last trading price was 406, 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 21 Apr MIDCPNIFTY was trading at 11952.75. The strike last trading price was 406, 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 26JUN2025 12000 PE
Delta: -0.07
Vega: 2.26
Theta: -4.41
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Jun 12727.70 14.9 6.25 28.74 20,553 2,519 7,385
18 Jun 12943.35 9.7 0.15 30.42 9,434 559 4,798
17 Jun 13039.75 11 -0.5 31.30 6,050 -408 4,138
16 Jun 13107.50 10.9 -12.7 31.58 7,122 460 4,561
13 Jun 12991.60 21.4 9.2 30.11 11,241 645 4,085
12 Jun 13036.30 11.95 3.7 25.76 7,575 -652 3,461
11 Jun 13237.55 8 -2.5 26.88 3,249 -86 4,116
10 Jun 13311.65 10.5 -3.2 28.47 2,663 -396 4,211
9 Jun 13302.35 13.6 -4.65 28.86 6,010 -116 4,613
6 Jun 13146.00 19.2 -7.55 26.35 10,063 1,569 4,711
5 Jun 12951.70 26.95 -18.8 24.62 5,602 -714 3,168
4 Jun 12822.10 44.05 -26.1 24.96 4,995 960 3,887
3 Jun 12688.60 73 2.8 25.82 3,526 -66 2,969
2 Jun 12771.00 72.05 -8.9 26.86 6,666 855 3,066
30 May 12712.20 80.5 -7.5 25.24 4,423 740 2,226
29 May 12705.95 89.8 -26.9 26.62 1,918 632 1,475
28 May 12595.35 120 -9.8 26.43 919 141 841
27 May 12618.35 130 2.8 27.60 572 -13 700
26 May 12653.95 130 -15.85 27.90 443 96 715
23 May 12592.20 143 -27.95 26.69 483 175 619
22 May 12473.90 168.95 9.9 26.58 514 -89 444
21 May 12620.80 155 -1.05 27.83 208 43 534
20 May 12583.25 151 26.4 26.93 246 69 489
19 May 12761.85 121 -0.5 26.97 189 22 419
16 May 12811.40 119.45 -46.55 26.52 88 41 397
15 May 12741.35 141 -28.6 27.01 319 207 356
14 May 12656.40 161 -50.1 27.28 78 27 147
13 May 12577.40 212.3 -4.85 29.09 52 18 120
12 May 12537.90 210 -210 27.74 62 35 100
9 May 12021.90 420 -100 29.51 75 50 65
8 May 11983.40 520 170 32.56 4 3 16
7 May 12217.65 350 0 0.00 0 0 0
6 May 11985.90 350 0 0.00 0 3 0
5 May 12242.35 350 -70 29.43 5 3 13
2 May 11977.00 420 0 26.77 2 0 8
30 Apr 12075.30 420 20 27.95 8 4 10
29 Apr 12195.00 400 0 0.00 0 0 6
25 Apr 11971.40 400 76 24.27 5 3 5
24 Apr 12243.05 324 -350.05 25.94 4 1 1
23 Apr 12266.15 674.05 0 2.36 0 0 0
22 Apr 12095.80 674.05 0 1.66 0 0 0
21 Apr 11952.75 0 0 0.83 0 0 0


For Nifty Midcap Select - strike price 12000 expiring on 26JUN2025

Delta for 12000 PE is -0.07

Historical price for 12000 PE is as follows

On 19 Jun MIDCPNIFTY was trading at 12727.70. The strike last trading price was 14.9, which was 6.25 higher than the previous day. The implied volatity was 28.74, the open interest changed by 2519 which increased total open position to 7385


On 18 Jun MIDCPNIFTY was trading at 12943.35. The strike last trading price was 9.7, which was 0.15 higher than the previous day. The implied volatity was 30.42, the open interest changed by 559 which increased total open position to 4798


On 17 Jun MIDCPNIFTY was trading at 13039.75. The strike last trading price was 11, which was -0.5 lower than the previous day. The implied volatity was 31.30, the open interest changed by -408 which decreased total open position to 4138


On 16 Jun MIDCPNIFTY was trading at 13107.50. The strike last trading price was 10.9, which was -12.7 lower than the previous day. The implied volatity was 31.58, the open interest changed by 460 which increased total open position to 4561


On 13 Jun MIDCPNIFTY was trading at 12991.60. The strike last trading price was 21.4, which was 9.2 higher than the previous day. The implied volatity was 30.11, the open interest changed by 645 which increased total open position to 4085


On 12 Jun MIDCPNIFTY was trading at 13036.30. The strike last trading price was 11.95, which was 3.7 higher than the previous day. The implied volatity was 25.76, the open interest changed by -652 which decreased total open position to 3461


On 11 Jun MIDCPNIFTY was trading at 13237.55. The strike last trading price was 8, which was -2.5 lower than the previous day. The implied volatity was 26.88, the open interest changed by -86 which decreased total open position to 4116


On 10 Jun MIDCPNIFTY was trading at 13311.65. The strike last trading price was 10.5, which was -3.2 lower than the previous day. The implied volatity was 28.47, the open interest changed by -396 which decreased total open position to 4211


On 9 Jun MIDCPNIFTY was trading at 13302.35. The strike last trading price was 13.6, which was -4.65 lower than the previous day. The implied volatity was 28.86, the open interest changed by -116 which decreased total open position to 4613


On 6 Jun MIDCPNIFTY was trading at 13146.00. The strike last trading price was 19.2, which was -7.55 lower than the previous day. The implied volatity was 26.35, the open interest changed by 1569 which increased total open position to 4711


On 5 Jun MIDCPNIFTY was trading at 12951.70. The strike last trading price was 26.95, which was -18.8 lower than the previous day. The implied volatity was 24.62, the open interest changed by -714 which decreased total open position to 3168


On 4 Jun MIDCPNIFTY was trading at 12822.10. The strike last trading price was 44.05, which was -26.1 lower than the previous day. The implied volatity was 24.96, the open interest changed by 960 which increased total open position to 3887


On 3 Jun MIDCPNIFTY was trading at 12688.60. The strike last trading price was 73, which was 2.8 higher than the previous day. The implied volatity was 25.82, the open interest changed by -66 which decreased total open position to 2969


On 2 Jun MIDCPNIFTY was trading at 12771.00. The strike last trading price was 72.05, which was -8.9 lower than the previous day. The implied volatity was 26.86, the open interest changed by 855 which increased total open position to 3066


On 30 May MIDCPNIFTY was trading at 12712.20. The strike last trading price was 80.5, which was -7.5 lower than the previous day. The implied volatity was 25.24, the open interest changed by 740 which increased total open position to 2226


On 29 May MIDCPNIFTY was trading at 12705.95. The strike last trading price was 89.8, which was -26.9 lower than the previous day. The implied volatity was 26.62, the open interest changed by 632 which increased total open position to 1475


On 28 May MIDCPNIFTY was trading at 12595.35. The strike last trading price was 120, which was -9.8 lower than the previous day. The implied volatity was 26.43, the open interest changed by 141 which increased total open position to 841


On 27 May MIDCPNIFTY was trading at 12618.35. The strike last trading price was 130, which was 2.8 higher than the previous day. The implied volatity was 27.60, the open interest changed by -13 which decreased total open position to 700


On 26 May MIDCPNIFTY was trading at 12653.95. The strike last trading price was 130, which was -15.85 lower than the previous day. The implied volatity was 27.90, the open interest changed by 96 which increased total open position to 715


On 23 May MIDCPNIFTY was trading at 12592.20. The strike last trading price was 143, which was -27.95 lower than the previous day. The implied volatity was 26.69, the open interest changed by 175 which increased total open position to 619


On 22 May MIDCPNIFTY was trading at 12473.90. The strike last trading price was 168.95, which was 9.9 higher than the previous day. The implied volatity was 26.58, the open interest changed by -89 which decreased total open position to 444


On 21 May MIDCPNIFTY was trading at 12620.80. The strike last trading price was 155, which was -1.05 lower than the previous day. The implied volatity was 27.83, the open interest changed by 43 which increased total open position to 534


On 20 May MIDCPNIFTY was trading at 12583.25. The strike last trading price was 151, which was 26.4 higher than the previous day. The implied volatity was 26.93, the open interest changed by 69 which increased total open position to 489


On 19 May MIDCPNIFTY was trading at 12761.85. The strike last trading price was 121, which was -0.5 lower than the previous day. The implied volatity was 26.97, the open interest changed by 22 which increased total open position to 419


On 16 May MIDCPNIFTY was trading at 12811.40. The strike last trading price was 119.45, which was -46.55 lower than the previous day. The implied volatity was 26.52, the open interest changed by 41 which increased total open position to 397


On 15 May MIDCPNIFTY was trading at 12741.35. The strike last trading price was 141, which was -28.6 lower than the previous day. The implied volatity was 27.01, the open interest changed by 207 which increased total open position to 356


On 14 May MIDCPNIFTY was trading at 12656.40. The strike last trading price was 161, which was -50.1 lower than the previous day. The implied volatity was 27.28, the open interest changed by 27 which increased total open position to 147


On 13 May MIDCPNIFTY was trading at 12577.40. The strike last trading price was 212.3, which was -4.85 lower than the previous day. The implied volatity was 29.09, the open interest changed by 18 which increased total open position to 120


On 12 May MIDCPNIFTY was trading at 12537.90. The strike last trading price was 210, which was -210 lower than the previous day. The implied volatity was 27.74, the open interest changed by 35 which increased total open position to 100


On 9 May MIDCPNIFTY was trading at 12021.90. The strike last trading price was 420, which was -100 lower than the previous day. The implied volatity was 29.51, the open interest changed by 50 which increased total open position to 65


On 8 May MIDCPNIFTY was trading at 11983.40. The strike last trading price was 520, which was 170 higher than the previous day. The implied volatity was 32.56, the open interest changed by 3 which increased total open position to 16


On 7 May MIDCPNIFTY was trading at 12217.65. The strike last trading price was 350, 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 6 May MIDCPNIFTY was trading at 11985.90. The strike last trading price was 350, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 5 May MIDCPNIFTY was trading at 12242.35. The strike last trading price was 350, which was -70 lower than the previous day. The implied volatity was 29.43, the open interest changed by 3 which increased total open position to 13


On 2 May MIDCPNIFTY was trading at 11977.00. The strike last trading price was 420, which was 0 lower than the previous day. The implied volatity was 26.77, the open interest changed by 0 which decreased total open position to 8


On 30 Apr MIDCPNIFTY was trading at 12075.30. The strike last trading price was 420, which was 20 higher than the previous day. The implied volatity was 27.95, the open interest changed by 4 which increased total open position to 10


On 29 Apr MIDCPNIFTY was trading at 12195.00. The strike last trading price was 400, 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 6


On 25 Apr MIDCPNIFTY was trading at 11971.40. The strike last trading price was 400, which was 76 higher than the previous day. The implied volatity was 24.27, the open interest changed by 3 which increased total open position to 5


On 24 Apr MIDCPNIFTY was trading at 12243.05. The strike last trading price was 324, which was -350.05 lower than the previous day. The implied volatity was 25.94, the open interest changed by 1 which increased total open position to 1


On 23 Apr MIDCPNIFTY was trading at 12266.15. The strike last trading price was 674.05, which was 0 lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0


On 22 Apr MIDCPNIFTY was trading at 12095.80. The strike last trading price was 674.05, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0


On 21 Apr MIDCPNIFTY was trading at 11952.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0