MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 12500 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 | 1116.3 | -300 | - | 2 | -1 | 172 | |||||||||
| 8 Dec | 13764.70 | 1416.3 | 30 | - | 0 | 0 | 173 | |||||||||
| 5 Dec | 13998.50 | 1416.3 | 30 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 13875.20 | 1416.3 | 30 | - | 0 | 1 | 0 | |||||||||
| 3 Dec | 13844.00 | 1416.3 | 30 | - | 1 | 0 | 172 | |||||||||
| 2 Dec | 13990.50 | 1385 | 674.85 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 14046.45 | 1385 | 674.85 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 14043.70 | 1385 | 674.85 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 14075.90 | 1385 | 674.85 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 14009.30 | 1385 | 674.85 | - | 0 | 172 | 0 | |||||||||
| 25 Nov | 13806.70 | 1385 | 674.85 | - | 172 | 171 | 171 | |||||||||
| 24 Nov | 13738.50 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 13851.35 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 13992.20 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 14000.60 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 13917.25 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 13997.45 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 13865.25 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 13826.60 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Nov | 13855.40 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 13681.20 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 13527.40 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 13446.75 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 13375.25 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 13506.00 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 13589.05 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 13467.85 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 13467.65 | 710.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12500 expiring on 30DEC2025
Delta for 12500 CE is -
Historical price for 12500 CE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 1116.3, which was -300 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 172
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 1416.3, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 173
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 1416.3, which was 30 higher 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 1416.3, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 1416.3, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 172
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 1385, which was 674.85 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 1385, which was 674.85 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 1385, which was 674.85 higher 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 1385, which was 674.85 higher 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 1385, which was 674.85 higher than the previous day. The implied volatity was -, the open interest changed by 172 which increased total open position to 0
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 1385, which was 674.85 higher than the previous day. The implied volatity was -, the open interest changed by 171 which increased total open position to 171
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 710.15, 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 710.15, 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 710.15, 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 710.15, 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 710.15, 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 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 710.15, 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 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 710.15, 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 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 710.15, 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 710.15, 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 710.15, 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 Nov MIDCPNIFTY was trading at 13527.40. The strike last trading price was 710.15, 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 Nov MIDCPNIFTY was trading at 13446.75. The strike last trading price was 710.15, 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 Nov MIDCPNIFTY was trading at 13375.25. The strike last trading price was 710.15, 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 Nov MIDCPNIFTY was trading at 13506.00. The strike last trading price was 710.15, 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 710.15, 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 710.15, 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 710.15, 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 12500 PE | |||||||
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Delta: -0.02
Vega: 1.56
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 13741.35 | 4.85 | -1.65 | 20.39 | 3,514 | 597 | 1,847 |
| 8 Dec | 13764.70 | 6.2 | 2.15 | 20.98 | 1,670 | 375 | 1,238 |
| 5 Dec | 13998.50 | 4 | -0.3 | 21.17 | 1,132 | -35 | 871 |
| 4 Dec | 13875.20 | 4.5 | -1.65 | 19.79 | 991 | -49 | 864 |
| 3 Dec | 13844.00 | 5.75 | 0.55 | 20.11 | 663 | 265 | 917 |
| 2 Dec | 13990.50 | 5 | -0.1 | 20.76 | 295 | -10 | 649 |
| 1 Dec | 14046.45 | 5 | -0.25 | 20.97 | 255 | -30 | 659 |
| 28 Nov | 14043.70 | 5.35 | 0.45 | 20.31 | 374 | 31 | 690 |
| 27 Nov | 14075.90 | 4.55 | -0.8 | 19.79 | 1,444 | 25 | 655 |
| 26 Nov | 14009.30 | 5.5 | -2.05 | 19.55 | 1,187 | -67 | 632 |
| 25 Nov | 13806.70 | 7.4 | -6.85 | 18.17 | 1,132 | 146 | 710 |
| 24 Nov | 13738.50 | 14.75 | -0.1 | 19.45 | 530 | 418 | 565 |
| 21 Nov | 13851.35 | 15 | 4.7 | 20.03 | 145 | 62 | 146 |
| 20 Nov | 13992.20 | 11 | -1 | 20.25 | 34 | 25 | 84 |
| 19 Nov | 14000.60 | 12 | -2 | 20.30 | 29 | 11 | 57 |
| 18 Nov | 13917.25 | 14 | -3 | - | 9 | 4 | 45 |
| 17 Nov | 13997.45 | 17 | -1 | 21.27 | 2 | 0 | 41 |
| 14 Nov | 13865.25 | 17 | -4.7 | 19.55 | 14 | 1 | 41 |
| 13 Nov | 13826.60 | 21 | -1.05 | 19.68 | 13 | 1 | 38 |
| 12 Nov | 13855.40 | 22 | -10 | 19.82 | 19 | 12 | 36 |
| 11 Nov | 13681.20 | 32 | -12 | 19.78 | 14 | 6 | 24 |
| 10 Nov | 13527.40 | 44 | -19.55 | 19.54 | 38 | -16 | 20 |
| 7 Nov | 13446.75 | 63.55 | 1.55 | 20.17 | 5 | -1 | 37 |
| 6 Nov | 13375.25 | 62 | -6.95 | 19.02 | 15 | 11 | 37 |
| 4 Nov | 13506.00 | 68.95 | 4.95 | 20.97 | 8 | 2 | 27 |
| 3 Nov | 13589.05 | 64 | -2 | 21.33 | 2 | 1 | 26 |
| 31 Oct | 13467.85 | 66 | -14 | - | 24 | 23 | 24 |
| 30 Oct | 13467.65 | 80 | -341.65 | - | 0 | 0 | 1 |
For Nifty Midcap Select - strike price 12500 expiring on 30DEC2025
Delta for 12500 PE is -0.02
Historical price for 12500 PE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 4.85, which was -1.65 lower than the previous day. The implied volatity was 20.39, the open interest changed by 597 which increased total open position to 1847
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 6.2, which was 2.15 higher than the previous day. The implied volatity was 20.98, the open interest changed by 375 which increased total open position to 1238
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 4, which was -0.3 lower than the previous day. The implied volatity was 21.17, the open interest changed by -35 which decreased total open position to 871
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 4.5, which was -1.65 lower than the previous day. The implied volatity was 19.79, the open interest changed by -49 which decreased total open position to 864
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 5.75, which was 0.55 higher than the previous day. The implied volatity was 20.11, the open interest changed by 265 which increased total open position to 917
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 5, which was -0.1 lower than the previous day. The implied volatity was 20.76, the open interest changed by -10 which decreased total open position to 649
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 5, which was -0.25 lower than the previous day. The implied volatity was 20.97, the open interest changed by -30 which decreased total open position to 659
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 5.35, which was 0.45 higher than the previous day. The implied volatity was 20.31, the open interest changed by 31 which increased total open position to 690
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 4.55, which was -0.8 lower than the previous day. The implied volatity was 19.79, the open interest changed by 25 which increased total open position to 655
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 5.5, which was -2.05 lower than the previous day. The implied volatity was 19.55, the open interest changed by -67 which decreased total open position to 632
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 7.4, which was -6.85 lower than the previous day. The implied volatity was 18.17, the open interest changed by 146 which increased total open position to 710
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 14.75, which was -0.1 lower than the previous day. The implied volatity was 19.45, the open interest changed by 418 which increased total open position to 565
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 15, which was 4.7 higher than the previous day. The implied volatity was 20.03, the open interest changed by 62 which increased total open position to 146
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 11, which was -1 lower than the previous day. The implied volatity was 20.25, the open interest changed by 25 which increased total open position to 84
On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 12, which was -2 lower than the previous day. The implied volatity was 20.30, the open interest changed by 11 which increased total open position to 57
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 14, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 45
On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 17, which was -1 lower than the previous day. The implied volatity was 21.27, the open interest changed by 0 which decreased total open position to 41
On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 17, which was -4.7 lower than the previous day. The implied volatity was 19.55, the open interest changed by 1 which increased total open position to 41
On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 21, which was -1.05 lower than the previous day. The implied volatity was 19.68, the open interest changed by 1 which increased total open position to 38
On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 22, which was -10 lower than the previous day. The implied volatity was 19.82, the open interest changed by 12 which increased total open position to 36
On 11 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 32, which was -12 lower than the previous day. The implied volatity was 19.78, the open interest changed by 6 which increased total open position to 24
On 10 Nov MIDCPNIFTY was trading at 13527.40. The strike last trading price was 44, which was -19.55 lower than the previous day. The implied volatity was 19.54, the open interest changed by -16 which decreased total open position to 20
On 7 Nov MIDCPNIFTY was trading at 13446.75. The strike last trading price was 63.55, which was 1.55 higher than the previous day. The implied volatity was 20.17, the open interest changed by -1 which decreased total open position to 37
On 6 Nov MIDCPNIFTY was trading at 13375.25. The strike last trading price was 62, which was -6.95 lower than the previous day. The implied volatity was 19.02, the open interest changed by 11 which increased total open position to 37
On 4 Nov MIDCPNIFTY was trading at 13506.00. The strike last trading price was 68.95, which was 4.95 higher than the previous day. The implied volatity was 20.97, the open interest changed by 2 which increased total open position to 27
On 3 Nov MIDCPNIFTY was trading at 13589.05. The strike last trading price was 64, which was -2 lower than the previous day. The implied volatity was 21.33, the open interest changed by 1 which increased total open position to 26
On 31 Oct MIDCPNIFTY was trading at 13467.85. The strike last trading price was 66, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 24
On 30 Oct MIDCPNIFTY was trading at 13467.65. The strike last trading price was 80, which was -341.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1































































































































































































































