MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
13 Jun 2025 04:12 PM IST
| MIDCPNIFTY 26JUN2025 12400 CE | ||||||||||
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Delta: 0.95
Vega: 2.40
Theta: -4.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Jun | 12991.60 | 663.5 | -126.5 | 16.49 | 19 | -1 | 28 | |||
| 12 Jun | 13036.30 | 790 | -50 | 37.17 | 3 | -1 | 30 | |||
| 11 Jun | 13237.55 | 840 | -110 | - | 4 | -2 | 30 | |||
| 10 Jun | 13311.65 | 945 | 12.45 | - | 3 | -1 | 31 | |||
| 9 Jun | 13302.35 | 932.55 | 107.65 | - | 11 | 3 | 33 | |||
| 6 Jun | 13146.00 | 824.9 | 180.75 | 15.75 | 9 | -3 | 30 | |||
| 5 Jun | 12951.70 | 649.15 | 79.2 | 15.35 | 14 | 2 | 33 | |||
| 4 Jun | 12822.10 | 569.95 | 81.3 | 19.78 | 25 | -4 | 31 | |||
| 3 Jun | 12688.60 | 486.3 | -89.5 | 21.45 | 14 | 3 | 34 | |||
| 2 Jun | 12771.00 | 574.35 | 30.5 | 23.51 | 21 | 5 | 31 | |||
| 30 May | 12712.20 | 535.1 | -23.8 | 22.40 | 47 | 11 | 26 | |||
| 29 May | 12705.95 | 560 | 45.9 | 21.60 | 13 | 5 | 12 | |||
| 28 May | 12595.35 | 514.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 May | 12618.35 | 514.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 May | 12653.95 | 514.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 May | 12592.20 | 514.1 | 59.1 | 22.60 | 5 | 0 | 7 | |||
| 22 May | 12473.90 | 455 | -125 | 22.48 | 4 | 1 | 4 | |||
| 21 May | 12620.80 | 580 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 May | 12583.25 | 580 | 0 | 0.00 | 0 | 0 | 3 | |||
| 19 May | 12761.85 | 580 | 0 | 0.00 | 0 | 0 | 3 | |||
| 16 May | 12811.40 | 580 | 0 | 0.00 | 0 | -2 | 0 | |||
| 15 May | 12741.35 | 580 | -76 | 16.37 | 6 | -1 | 4 | |||
| 14 May | 12656.40 | 656 | 16 | 24.14 | 1 | 0 | 4 | |||
| 13 May | 12577.40 | 640 | 345 | 26.56 | 5 | 0 | 3 | |||
| 12 May | 12537.90 | 295 | 0 | 0.00 | 0 | 0 | 0 | |||
| 9 May | 12021.90 | 295 | -135 | 22.16 | 1 | 0 | 3 | |||
| 8 May | 11983.40 | 430 | 159.05 | 31.78 | 4 | 2 | 2 | |||
| 7 May | 12217.65 | 270.95 | 0 | 0.08 | 0 | 0 | 0 | |||
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| 6 May | 11985.90 | 270.95 | 0 | 1.24 | 0 | 0 | 0 | |||
| 5 May | 12242.35 | 270.95 | 0 | - | 0 | 0 | 0 | |||
| 2 May | 11977.00 | 270.95 | 0 | 1.29 | 0 | 0 | 0 | |||
| 29 Apr | 12195.00 | 270.95 | 0 | 0.08 | 0 | 0 | 0 | |||
| 28 Apr | 12200.40 | 270.95 | 0 | 0.01 | 0 | 0 | 0 | |||
| 25 Apr | 11971.40 | 270.95 | 0 | 0.99 | 0 | 0 | 0 | |||
| 24 Apr | 12243.05 | 270.95 | 0 | - | 0 | 0 | 0 | |||
| 23 Apr | 12266.15 | 270.95 | 0 | - | 0 | 0 | 0 | |||
| 22 Apr | 12095.80 | 270.95 | 0 | 0.40 | 0 | 0 | 0 | |||
| 21 Apr | 11952.75 | 270.95 | 0 | 1.16 | 0 | 0 | 0 | |||
For Nifty Midcap Select - strike price 12400 expiring on 26JUN2025
Delta for 12400 CE is 0.95
Historical price for 12400 CE is as follows
On 13 Jun MIDCPNIFTY was trading at 12991.60. The strike last trading price was 663.5, which was -126.5 lower than the previous day. The implied volatity was 16.49, the open interest changed by -1 which decreased total open position to 28
On 12 Jun MIDCPNIFTY was trading at 13036.30. The strike last trading price was 790, which was -50 lower than the previous day. The implied volatity was 37.17, the open interest changed by -1 which decreased total open position to 30
On 11 Jun MIDCPNIFTY was trading at 13237.55. The strike last trading price was 840, which was -110 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 30
On 10 Jun MIDCPNIFTY was trading at 13311.65. The strike last trading price was 945, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 31
On 9 Jun MIDCPNIFTY was trading at 13302.35. The strike last trading price was 932.55, which was 107.65 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 33
On 6 Jun MIDCPNIFTY was trading at 13146.00. The strike last trading price was 824.9, which was 180.75 higher than the previous day. The implied volatity was 15.75, the open interest changed by -3 which decreased total open position to 30
On 5 Jun MIDCPNIFTY was trading at 12951.70. The strike last trading price was 649.15, which was 79.2 higher than the previous day. The implied volatity was 15.35, the open interest changed by 2 which increased total open position to 33
On 4 Jun MIDCPNIFTY was trading at 12822.10. The strike last trading price was 569.95, which was 81.3 higher than the previous day. The implied volatity was 19.78, the open interest changed by -4 which decreased total open position to 31
On 3 Jun MIDCPNIFTY was trading at 12688.60. The strike last trading price was 486.3, which was -89.5 lower than the previous day. The implied volatity was 21.45, the open interest changed by 3 which increased total open position to 34
On 2 Jun MIDCPNIFTY was trading at 12771.00. The strike last trading price was 574.35, which was 30.5 higher than the previous day. The implied volatity was 23.51, the open interest changed by 5 which increased total open position to 31
On 30 May MIDCPNIFTY was trading at 12712.20. The strike last trading price was 535.1, which was -23.8 lower than the previous day. The implied volatity was 22.40, the open interest changed by 11 which increased total open position to 26
On 29 May MIDCPNIFTY was trading at 12705.95. The strike last trading price was 560, which was 45.9 higher than the previous day. The implied volatity was 21.60, the open interest changed by 5 which increased total open position to 12
On 28 May MIDCPNIFTY was trading at 12595.35. The strike last trading price was 514.1, 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 27 May MIDCPNIFTY was trading at 12618.35. The strike last trading price was 514.1, 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 26 May MIDCPNIFTY was trading at 12653.95. The strike last trading price was 514.1, 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 23 May MIDCPNIFTY was trading at 12592.20. The strike last trading price was 514.1, which was 59.1 higher than the previous day. The implied volatity was 22.60, the open interest changed by 0 which decreased total open position to 7
On 22 May MIDCPNIFTY was trading at 12473.90. The strike last trading price was 455, which was -125 lower than the previous day. The implied volatity was 22.48, the open interest changed by 1 which increased total open position to 4
On 21 May MIDCPNIFTY was trading at 12620.80. The strike last trading price was 580, 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 20 May MIDCPNIFTY was trading at 12583.25. The strike last trading price was 580, 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 3
On 19 May MIDCPNIFTY was trading at 12761.85. The strike last trading price was 580, 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 3
On 16 May MIDCPNIFTY was trading at 12811.40. The strike last trading price was 580, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 15 May MIDCPNIFTY was trading at 12741.35. The strike last trading price was 580, which was -76 lower than the previous day. The implied volatity was 16.37, the open interest changed by -1 which decreased total open position to 4
On 14 May MIDCPNIFTY was trading at 12656.40. The strike last trading price was 656, which was 16 higher than the previous day. The implied volatity was 24.14, the open interest changed by 0 which decreased total open position to 4
On 13 May MIDCPNIFTY was trading at 12577.40. The strike last trading price was 640, which was 345 higher than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 3
On 12 May MIDCPNIFTY was trading at 12537.90. The strike last trading price was 295, 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 9 May MIDCPNIFTY was trading at 12021.90. The strike last trading price was 295, which was -135 lower than the previous day. The implied volatity was 22.16, the open interest changed by 0 which decreased total open position to 3
On 8 May MIDCPNIFTY was trading at 11983.40. The strike last trading price was 430, which was 159.05 higher than the previous day. The implied volatity was 31.78, the open interest changed by 2 which increased total open position to 2
On 7 May MIDCPNIFTY was trading at 12217.65. The strike last trading price was 270.95, which was 0 lower than the previous day. The implied volatity was 0.08, 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 270.95, which was 0 lower than the previous day. The implied volatity was 1.24, 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 270.95, 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 270.95, which was 0 lower than the previous day. The implied volatity was 1.29, 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 270.95, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 28 Apr MIDCPNIFTY was trading at 12200.40. The strike last trading price was 270.95, which was 0 lower than the previous day. The implied volatity was 0.01, 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 270.95, which was 0 lower than the previous day. The implied volatity was 0.99, 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 270.95, 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 270.95, 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 270.95, which was 0 lower than the previous day. The implied volatity was 0.40, 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 270.95, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 26JUN2025 12400 PE | |||||||
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Delta: -0.15
Vega: 5.69
Theta: -5.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Jun | 12991.60 | 51.9 | 18.95 | 26.92 | 3,453 | 237 | 1,928 |
| 12 Jun | 13036.30 | 34.4 | 15.15 | 22.91 | 2,131 | -146 | 1,704 |
| 11 Jun | 13237.55 | 19.85 | -2.65 | 23.60 | 1,598 | 49 | 1,850 |
| 10 Jun | 13311.65 | 22.6 | -4.95 | 24.93 | 1,141 | 57 | 1,815 |
| 9 Jun | 13302.35 | 27.65 | -11.6 | 25.28 | 2,421 | 176 | 1,765 |
| 6 Jun | 13146.00 | 41.45 | -28.8 | 23.38 | 3,682 | 665 | 1,589 |
| 5 Jun | 12951.70 | 70 | -38.2 | 23.06 | 4,424 | -215 | 929 |
| 4 Jun | 12822.10 | 105.3 | -54.1 | 23.45 | 6,603 | 753 | 1,173 |
| 3 Jun | 12688.60 | 165 | 16.9 | 25.00 | 704 | -7 | 419 |
| 2 Jun | 12771.00 | 150.95 | -18.2 | 25.43 | 1,264 | -18 | 427 |
| 30 May | 12712.20 | 169 | -8.7 | 24.06 | 6,471 | 335 | 461 |
| 29 May | 12705.95 | 175 | -59.4 | 25.16 | 241 | 45 | 111 |
| 28 May | 12595.35 | 239.95 | 3.7 | 26.09 | 42 | 7 | 67 |
| 27 May | 12618.35 | 241.15 | 11.15 | 26.62 | 116 | 48 | 60 |
| 26 May | 12653.95 | 230 | -16 | 26.33 | 8 | 2 | 11 |
| 23 May | 12592.20 | 246 | -70.6 | 24.97 | 17 | 3 | 10 |
| 22 May | 12473.90 | 316.6 | -615.25 | 26.90 | 15 | 6 | 6 |
| 21 May | 12620.80 | 931.85 | 0 | 2.20 | 0 | 0 | 0 |
| 20 May | 12583.25 | 931.85 | 0 | 1.88 | 0 | 0 | 0 |
| 19 May | 12761.85 | 931.85 | 0 | 3.05 | 0 | 0 | 0 |
| 16 May | 12811.40 | 931.85 | 0 | 3.42 | 0 | 0 | 0 |
| 15 May | 12741.35 | 931.85 | 0 | 2.87 | 0 | 0 | 0 |
| 14 May | 12656.40 | 931.85 | 0 | 2.26 | 0 | 0 | 0 |
| 13 May | 12577.40 | 931.85 | 0 | 1.82 | 0 | 0 | 0 |
| 12 May | 12537.90 | 931.85 | 0 | 1.67 | 0 | 0 | 0 |
| 9 May | 12021.90 | 931.85 | 0 | - | 0 | 0 | 0 |
| 8 May | 11983.40 | 931.85 | 0 | - | 0 | 0 | 0 |
| 7 May | 12217.65 | 931.85 | 0 | - | 0 | 0 | 0 |
| 6 May | 11985.90 | 931.85 | 0 | - | 0 | 0 | 0 |
| 5 May | 12242.35 | 931.85 | 0 | 0.14 | 0 | 0 | 0 |
| 2 May | 11977.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 12195.00 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 12200.40 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Apr | 11971.40 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 12243.05 | 0 | 0 | 0.32 | 0 | 0 | 0 |
| 23 Apr | 12266.15 | 0 | 0 | 0.45 | 0 | 0 | 0 |
| 22 Apr | 12095.80 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 11952.75 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12400 expiring on 26JUN2025
Delta for 12400 PE is -0.15
Historical price for 12400 PE is as follows
On 13 Jun MIDCPNIFTY was trading at 12991.60. The strike last trading price was 51.9, which was 18.95 higher than the previous day. The implied volatity was 26.92, the open interest changed by 237 which increased total open position to 1928
On 12 Jun MIDCPNIFTY was trading at 13036.30. The strike last trading price was 34.4, which was 15.15 higher than the previous day. The implied volatity was 22.91, the open interest changed by -146 which decreased total open position to 1704
On 11 Jun MIDCPNIFTY was trading at 13237.55. The strike last trading price was 19.85, which was -2.65 lower than the previous day. The implied volatity was 23.60, the open interest changed by 49 which increased total open position to 1850
On 10 Jun MIDCPNIFTY was trading at 13311.65. The strike last trading price was 22.6, which was -4.95 lower than the previous day. The implied volatity was 24.93, the open interest changed by 57 which increased total open position to 1815
On 9 Jun MIDCPNIFTY was trading at 13302.35. The strike last trading price was 27.65, which was -11.6 lower than the previous day. The implied volatity was 25.28, the open interest changed by 176 which increased total open position to 1765
On 6 Jun MIDCPNIFTY was trading at 13146.00. The strike last trading price was 41.45, which was -28.8 lower than the previous day. The implied volatity was 23.38, the open interest changed by 665 which increased total open position to 1589
On 5 Jun MIDCPNIFTY was trading at 12951.70. The strike last trading price was 70, which was -38.2 lower than the previous day. The implied volatity was 23.06, the open interest changed by -215 which decreased total open position to 929
On 4 Jun MIDCPNIFTY was trading at 12822.10. The strike last trading price was 105.3, which was -54.1 lower than the previous day. The implied volatity was 23.45, the open interest changed by 753 which increased total open position to 1173
On 3 Jun MIDCPNIFTY was trading at 12688.60. The strike last trading price was 165, which was 16.9 higher than the previous day. The implied volatity was 25.00, the open interest changed by -7 which decreased total open position to 419
On 2 Jun MIDCPNIFTY was trading at 12771.00. The strike last trading price was 150.95, which was -18.2 lower than the previous day. The implied volatity was 25.43, the open interest changed by -18 which decreased total open position to 427
On 30 May MIDCPNIFTY was trading at 12712.20. The strike last trading price was 169, which was -8.7 lower than the previous day. The implied volatity was 24.06, the open interest changed by 335 which increased total open position to 461
On 29 May MIDCPNIFTY was trading at 12705.95. The strike last trading price was 175, which was -59.4 lower than the previous day. The implied volatity was 25.16, the open interest changed by 45 which increased total open position to 111
On 28 May MIDCPNIFTY was trading at 12595.35. The strike last trading price was 239.95, which was 3.7 higher than the previous day. The implied volatity was 26.09, the open interest changed by 7 which increased total open position to 67
On 27 May MIDCPNIFTY was trading at 12618.35. The strike last trading price was 241.15, which was 11.15 higher than the previous day. The implied volatity was 26.62, the open interest changed by 48 which increased total open position to 60
On 26 May MIDCPNIFTY was trading at 12653.95. The strike last trading price was 230, which was -16 lower than the previous day. The implied volatity was 26.33, the open interest changed by 2 which increased total open position to 11
On 23 May MIDCPNIFTY was trading at 12592.20. The strike last trading price was 246, which was -70.6 lower than the previous day. The implied volatity was 24.97, the open interest changed by 3 which increased total open position to 10
On 22 May MIDCPNIFTY was trading at 12473.90. The strike last trading price was 316.6, which was -615.25 lower than the previous day. The implied volatity was 26.90, the open interest changed by 6 which increased total open position to 6
On 21 May MIDCPNIFTY was trading at 12620.80. The strike last trading price was 931.85, which was 0 lower than the previous day. The implied volatity was 2.20, the open interest changed by 0 which decreased total open position to 0
On 20 May MIDCPNIFTY was trading at 12583.25. The strike last trading price was 931.85, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 19 May MIDCPNIFTY was trading at 12761.85. The strike last trading price was 931.85, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0
On 16 May MIDCPNIFTY was trading at 12811.40. The strike last trading price was 931.85, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
On 15 May MIDCPNIFTY was trading at 12741.35. The strike last trading price was 931.85, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0
On 14 May MIDCPNIFTY was trading at 12656.40. The strike last trading price was 931.85, which was 0 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0
On 13 May MIDCPNIFTY was trading at 12577.40. The strike last trading price was 931.85, which was 0 lower than the previous day. The implied volatity was 1.82, 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 931.85, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
On 9 May MIDCPNIFTY was trading at 12021.90. The strike last trading price was 931.85, 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 May MIDCPNIFTY was trading at 11983.40. The strike last trading price was 931.85, 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 931.85, 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 931.85, 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 931.85, which was 0 lower than the previous day. The implied volatity was 0.14, 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 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 Apr MIDCPNIFTY was trading at 12195.00. 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 28 Apr MIDCPNIFTY was trading at 12200.40. 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 Apr MIDCPNIFTY was trading at 11971.40. 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 24 Apr MIDCPNIFTY was trading at 12243.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.32, 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 0, which was 0 lower than the previous day. The implied volatity was 0.45, 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 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 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 -, the open interest changed by 0 which decreased total open position to 0
