MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 12400 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 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 13764.70 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 13998.50 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 13875.20 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 13844.00 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 13990.50 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 14046.45 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 14043.70 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 14075.90 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 14009.30 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 13806.70 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 13738.50 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 13851.35 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 13992.20 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 14000.60 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 13917.25 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 13855.40 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 13681.20 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 13589.05 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
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| 31 Oct | 13467.85 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 13467.65 | 766.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12400 expiring on 30DEC2025
Delta for 12400 CE is -
Historical price for 12400 CE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 766.75, 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 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 766.75, 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 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 766.75, 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 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 766.75, 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 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 766.75, 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 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 766.75, 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 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 766.75, 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 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 766.75, 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 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 766.75, 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 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 766.75, 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 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 766.75, 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 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 766.75, 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 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 766.75, 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 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 766.75, 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 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 766.75, 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 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 766.75, 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 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 766.75, 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 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 766.75, 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 Nov MIDCPNIFTY was trading at 13589.05. The strike last trading price was 766.75, 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 31 Oct MIDCPNIFTY was trading at 13467.85. The strike last trading price was 766.75, 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 Oct MIDCPNIFTY was trading at 13467.65. The strike last trading price was 766.75, 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 30DEC2025 12400 PE | |||||||
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Delta: -0.02
Vega: 1.35
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 13741.35 | 4.2 | 0.75 | 21.33 | 104 | 7 | 25 |
| 8 Dec | 13764.70 | 3.45 | -1.55 | - | 0 | 0 | 18 |
| 5 Dec | 13998.50 | 3.45 | -1.55 | - | 0 | -8 | 0 |
| 4 Dec | 13875.20 | 3.45 | -1.55 | 20.25 | 16 | -6 | 20 |
| 3 Dec | 13844.00 | 5 | 0.6 | 20.91 | 9 | 5 | 25 |
| 2 Dec | 13990.50 | 4.4 | -0.35 | - | 0 | 4 | 0 |
| 1 Dec | 14046.45 | 4.4 | -0.35 | 21.73 | 7 | 0 | 16 |
| 28 Nov | 14043.70 | 5.15 | 2 | 21.30 | 38 | 1 | 17 |
| 27 Nov | 14075.90 | 3.15 | -1.4 | 19.86 | 50 | -13 | 16 |
| 26 Nov | 14009.30 | 4.75 | -14.25 | 20.21 | 31 | 14 | 17 |
| 25 Nov | 13806.70 | 19 | -11 | - | 0 | 0 | 0 |
| 24 Nov | 13738.50 | 19 | -11 | - | 0 | 0 | 0 |
| 21 Nov | 13851.35 | 19 | -11 | - | 0 | 0 | 0 |
| 20 Nov | 13992.20 | 19 | -11 | - | 0 | 0 | 0 |
| 19 Nov | 14000.60 | 19 | -11 | - | 0 | 0 | 0 |
| 18 Nov | 13917.25 | 19 | -11 | - | 0 | 0 | 0 |
| 12 Nov | 13855.40 | 19 | -11 | 20.31 | 5 | 0 | 8 |
| 11 Nov | 13681.20 | 30 | -15 | - | 1 | 0 | 9 |
| 3 Nov | 13589.05 | 45 | -10 | - | 1 | 0 | 8 |
| 31 Oct | 13467.85 | 55 | -5 | - | 2 | 1 | 7 |
| 30 Oct | 13467.65 | 60 | 2.5 | 20.31 | 4 | 3 | 5 |
For Nifty Midcap Select - strike price 12400 expiring on 30DEC2025
Delta for 12400 PE is -0.02
Historical price for 12400 PE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 4.2, which was 0.75 higher than the previous day. The implied volatity was 21.33, the open interest changed by 7 which increased total open position to 25
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 3.45, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 3.45, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 3.45, which was -1.55 lower than the previous day. The implied volatity was 20.25, the open interest changed by -6 which decreased total open position to 20
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 5, which was 0.6 higher than the previous day. The implied volatity was 20.91, the open interest changed by 5 which increased total open position to 25
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 4.4, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 4.4, which was -0.35 lower than the previous day. The implied volatity was 21.73, the open interest changed by 0 which decreased total open position to 16
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 5.15, which was 2 higher than the previous day. The implied volatity was 21.30, the open interest changed by 1 which increased total open position to 17
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 3.15, which was -1.4 lower than the previous day. The implied volatity was 19.86, the open interest changed by -13 which decreased total open position to 16
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 4.75, which was -14.25 lower than the previous day. The implied volatity was 20.21, the open interest changed by 14 which increased total open position to 17
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 19, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 19, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 19, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 19, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 19, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 19, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 19, which was -11 lower than the previous day. The implied volatity was 20.31, the open interest changed by 0 which decreased total open position to 8
On 11 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 30, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 3 Nov MIDCPNIFTY was trading at 13589.05. The strike last trading price was 45, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 31 Oct MIDCPNIFTY was trading at 13467.85. The strike last trading price was 55, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7
On 30 Oct MIDCPNIFTY was trading at 13467.65. The strike last trading price was 60, which was 2.5 higher than the previous day. The implied volatity was 20.31, the open interest changed by 3 which increased total open position to 5































































































































































































































