MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
10 Jul 2025 01:55 PM IST
MIDCPNIFTY 31JUL2025 12375 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
10 Jul | 13188.75 | 654.45 | 0 | - | 0 | 0 | 0 | |||
9 Jul | 13291.85 | 654.45 | 0 | - | 0 | 0 | 0 | |||
8 Jul | 13333.45 | 654.45 | 0 | - | 0 | 0 | 0 | |||
7 Jul | 13398.25 | 654.45 | 0 | - | 0 | 0 | 0 | |||
4 Jul | 13416.00 | 654.45 | 0 | - | 0 | 0 | 0 | |||
3 Jul | 13462.55 | 654.45 | 0 | - | 0 | 0 | 0 | |||
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2 Jul | 13440.50 | 654.45 | 0 | - | 0 | 0 | 0 | |||
1 Jul | 13416.15 | 654.45 | 0 | - | 0 | 0 | 0 | |||
30 Jun | 13433.85 | 654.45 | 0 | - | 0 | 0 | 0 | |||
27 Jun | 13340.55 | 654.45 | 0 | - | 0 | 0 | 0 | |||
26 Jun | 13305.10 | 654.45 | 0 | - | 0 | 0 | 0 | |||
25 Jun | 13221.30 | 654.45 | 0 | - | 0 | 0 | 0 | |||
24 Jun | 13147.85 | 654.45 | 0 | - | 0 | 0 | 0 | |||
23 Jun | 13033.10 | 654.45 | 0 | - | 0 | 0 | 0 | |||
20 Jun | 12984.35 | 654.45 | 0 | - | 0 | 0 | 0 | |||
19 Jun | 12727.70 | 654.45 | 0 | - | 0 | 0 | 0 | |||
18 Jun | 12943.35 | 654.45 | 0 | - | 0 | 0 | 0 | |||
17 Jun | 13039.75 | 654.45 | 0 | - | 0 | 0 | 0 | |||
16 Jun | 13107.50 | 654.45 | 0 | - | 0 | 0 | 0 | |||
13 Jun | 12991.60 | 654.45 | 0 | - | 0 | 0 | 0 | |||
12 Jun | 13036.30 | 654.45 | 0 | - | 0 | 0 | 0 | |||
11 Jun | 13237.55 | 654.45 | 0 | - | 0 | 0 | 0 | |||
10 Jun | 13311.65 | 654.45 | 0 | - | 0 | 0 | 0 | |||
9 Jun | 13302.35 | 654.45 | 0 | - | 0 | 0 | 0 | |||
6 Jun | 13146.00 | 654.45 | 0 | - | 0 | 0 | 0 | |||
5 Jun | 12951.70 | 0 | 0 | - | 0 | 0 | 0 | |||
4 Jun | 12822.10 | 0 | 0 | - | 0 | 0 | 0 | |||
3 Jun | 12688.60 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12375 expiring on 31JUL2025
Delta for 12375 CE is -
Historical price for 12375 CE is as follows
On 10 Jul MIDCPNIFTY was trading at 13188.75. The strike last trading price was 654.45, 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 Jul MIDCPNIFTY was trading at 13291.85. The strike last trading price was 654.45, 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 Jul MIDCPNIFTY was trading at 13333.45. The strike last trading price was 654.45, 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 Jul MIDCPNIFTY was trading at 13398.25. The strike last trading price was 654.45, 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 Jul MIDCPNIFTY was trading at 13416.00. The strike last trading price was 654.45, 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 Jul MIDCPNIFTY was trading at 13462.55. The strike last trading price was 654.45, 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 Jul MIDCPNIFTY was trading at 13440.50. The strike last trading price was 654.45, 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 Jul MIDCPNIFTY was trading at 13416.15. The strike last trading price was 654.45, 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 Jun MIDCPNIFTY was trading at 13433.85. The strike last trading price was 654.45, 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 Jun MIDCPNIFTY was trading at 13340.55. The strike last trading price was 654.45, 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 Jun MIDCPNIFTY was trading at 13305.10. The strike last trading price was 654.45, 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 Jun MIDCPNIFTY was trading at 13221.30. The strike last trading price was 654.45, 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 Jun MIDCPNIFTY was trading at 13147.85. The strike last trading price was 654.45, 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 Jun MIDCPNIFTY was trading at 13033.10. The strike last trading price was 654.45, 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 20 Jun MIDCPNIFTY was trading at 12984.35. The strike last trading price was 654.45, 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 19 Jun MIDCPNIFTY was trading at 12727.70. The strike last trading price was 654.45, 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 654.45, 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 654.45, 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 654.45, 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 654.45, 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 654.45, 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 654.45, 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 654.45, 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 654.45, 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 654.45, 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 12951.70. 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 12822.10. 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 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 12375 PE | |||||||
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Delta: -0.09
Vega: 5.10
Theta: -2.32
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
10 Jul | 13188.75 | 29.15 | 2 | 21.88 | 16 | 1 | 49 |
9 Jul | 13291.85 | 23.8 | 0.15 | 22.01 | 28 | -3 | 48 |
8 Jul | 13333.45 | 23.65 | 0.1 | 22.42 | 67 | -1 | 51 |
7 Jul | 13398.25 | 23.55 | -1.95 | 22.80 | 6 | 0 | 52 |
4 Jul | 13416.00 | 25.5 | 1.2 | 22.35 | 7 | 3 | 52 |
3 Jul | 13462.55 | 24.25 | -8.5 | 22.34 | 19 | 0 | 49 |
2 Jul | 13440.50 | 32.75 | 0.45 | 23.35 | 18 | 10 | 49 |
1 Jul | 13416.15 | 32.3 | -531.5 | 22.58 | 51 | 0 | 0 |
30 Jun | 13433.85 | 563.8 | 0 | 7.28 | 0 | 0 | 0 |
27 Jun | 13340.55 | 563.8 | 0 | 6.64 | 0 | 0 | 0 |
26 Jun | 13305.10 | 563.8 | 0 | 6.35 | 0 | 0 | 0 |
25 Jun | 13221.30 | 563.8 | 0 | 5.73 | 0 | 0 | 0 |
24 Jun | 13147.85 | 563.8 | 0 | 5.34 | 0 | 0 | 0 |
23 Jun | 13033.10 | 563.8 | 0 | 4.63 | 0 | 0 | 0 |
20 Jun | 12984.35 | 563.8 | 0 | 4.15 | 0 | 0 | 0 |
19 Jun | 12727.70 | 563.8 | 0 | 2.77 | 0 | 0 | 0 |
18 Jun | 12943.35 | 563.8 | 0 | 4.02 | 0 | 0 | 0 |
17 Jun | 13039.75 | 563.8 | 0 | 4.50 | 0 | 0 | 0 |
16 Jun | 13107.50 | 563.8 | 0 | 4.72 | 0 | 0 | 0 |
13 Jun | 12991.60 | 563.8 | 0 | 4.23 | 0 | 0 | 0 |
12 Jun | 13036.30 | 563.8 | 0 | 4.52 | 0 | 0 | 0 |
11 Jun | 13237.55 | 563.8 | 0 | 5.33 | 0 | 0 | 0 |
10 Jun | 13311.65 | 563.8 | 0 | 5.56 | 0 | 0 | 0 |
9 Jun | 13302.35 | 563.8 | 0 | 5.49 | 0 | 0 | 0 |
6 Jun | 13146.00 | 563.8 | 0 | 4.74 | 0 | 0 | 0 |
5 Jun | 12951.70 | 563.8 | 0 | 3.84 | 0 | 0 | 0 |
4 Jun | 12822.10 | 0 | 0 | 3.20 | 0 | 0 | 0 |
3 Jun | 12688.60 | 0 | 0 | 2.60 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12375 expiring on 31JUL2025
Delta for 12375 PE is -0.09
Historical price for 12375 PE is as follows
On 10 Jul MIDCPNIFTY was trading at 13188.75. The strike last trading price was 29.15, which was 2 higher than the previous day. The implied volatity was 21.88, the open interest changed by 1 which increased total open position to 49
On 9 Jul MIDCPNIFTY was trading at 13291.85. The strike last trading price was 23.8, which was 0.15 higher than the previous day. The implied volatity was 22.01, the open interest changed by -3 which decreased total open position to 48
On 8 Jul MIDCPNIFTY was trading at 13333.45. The strike last trading price was 23.65, which was 0.1 higher than the previous day. The implied volatity was 22.42, the open interest changed by -1 which decreased total open position to 51
On 7 Jul MIDCPNIFTY was trading at 13398.25. The strike last trading price was 23.55, which was -1.95 lower than the previous day. The implied volatity was 22.80, the open interest changed by 0 which decreased total open position to 52
On 4 Jul MIDCPNIFTY was trading at 13416.00. The strike last trading price was 25.5, which was 1.2 higher than the previous day. The implied volatity was 22.35, the open interest changed by 3 which increased total open position to 52
On 3 Jul MIDCPNIFTY was trading at 13462.55. The strike last trading price was 24.25, which was -8.5 lower than the previous day. The implied volatity was 22.34, the open interest changed by 0 which decreased total open position to 49
On 2 Jul MIDCPNIFTY was trading at 13440.50. The strike last trading price was 32.75, which was 0.45 higher than the previous day. The implied volatity was 23.35, the open interest changed by 10 which increased total open position to 49
On 1 Jul MIDCPNIFTY was trading at 13416.15. The strike last trading price was 32.3, which was -531.5 lower than the previous day. The implied volatity was 22.58, the open interest changed by 0 which decreased total open position to 0
On 30 Jun MIDCPNIFTY was trading at 13433.85. The strike last trading price was 563.8, which was 0 lower than the previous day. The implied volatity was 7.28, the open interest changed by 0 which decreased total open position to 0
On 27 Jun MIDCPNIFTY was trading at 13340.55. The strike last trading price was 563.8, which was 0 lower than the previous day. The implied volatity was 6.64, the open interest changed by 0 which decreased total open position to 0
On 26 Jun MIDCPNIFTY was trading at 13305.10. The strike last trading price was 563.8, which was 0 lower than the previous day. The implied volatity was 6.35, 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 563.8, which was 0 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
On 24 Jun MIDCPNIFTY was trading at 13147.85. The strike last trading price was 563.8, which was 0 lower than the previous day. The implied volatity was 5.34, the open interest changed by 0 which decreased total open position to 0
On 23 Jun MIDCPNIFTY was trading at 13033.10. The strike last trading price was 563.8, which was 0 lower than the previous day. The implied volatity was 4.63, the open interest changed by 0 which decreased total open position to 0
On 20 Jun MIDCPNIFTY was trading at 12984.35. The strike last trading price was 563.8, which was 0 lower than the previous day. The implied volatity was 4.15, 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 563.8, which was 0 lower than the previous day. The implied volatity was 2.77, 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 563.8, which was 0 lower than the previous day. The implied volatity was 4.02, 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 563.8, which was 0 lower than the previous day. The implied volatity was 4.50, 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 563.8, which was 0 lower than the previous day. The implied volatity was 4.72, 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 563.8, which was 0 lower than the previous day. The implied volatity was 4.23, 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 563.8, which was 0 lower than the previous day. The implied volatity was 4.52, 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 563.8, which was 0 lower than the previous day. The implied volatity was 5.33, 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 563.8, which was 0 lower than the previous day. The implied volatity was 5.56, 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 563.8, which was 0 lower than the previous day. The implied volatity was 5.49, 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 563.8, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 5 Jun MIDCPNIFTY was trading at 12951.70. The strike last trading price was 563.8, which was 0 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0
On 4 Jun MIDCPNIFTY was trading at 12822.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.20, 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 2.60, the open interest changed by 0 which decreased total open position to 0