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

12984.35 256.65 (2.02%)

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Historical option data for MIDCPNIFTY

20 Jun 2025 04:12 PM IST
MIDCPNIFTY 26JUN2025 12625 CE
Delta: 0.83
Vega: 4.18
Theta: -10.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Jun 12984.35 384.4 160.05 22.61 34 2 28
19 Jun 12727.70 219.2 -241.8 23.07 158 11 26
18 Jun 12943.35 461 0 0.00 0 0 0
17 Jun 13039.75 461 0 0.00 0 0 0
16 Jun 13107.50 461 0 0.00 0 0 0
13 Jun 12991.60 461 0 0.00 0 0 0
12 Jun 13036.30 461 0 0.00 0 0 0
11 Jun 13237.55 461 0 0.00 0 0 0
10 Jun 13311.65 461 0 0.00 0 0 0
9 Jun 13302.35 461 0 0.00 0 0 0
6 Jun 13146.00 461 0 0.00 0 -1 0
5 Jun 12951.70 461 45.55 15.85 3 0 16
4 Jun 12822.10 413.7 66.6 20.34 39 -10 16
3 Jun 12688.60 347.1 -72.5 21.63 20 2 25
2 Jun 12771.00 419.6 28.45 22.89 12 -1 23
30 May 12712.20 393 -20.35 22.27 41 0 25
29 May 12705.95 420 64 22.01 66 17 26
28 May 12595.35 356 0.95 22.95 1 0 8
27 May 12618.35 355.05 -66.3 21.24 20 -2 8
26 May 12653.95 421.35 208.55 24.08 10 0 0
23 May 12592.20 212.8 0 - 0 0 0
22 May 12473.90 212.8 0 0.14 0 0 0
21 May 12620.80 212.8 0 - 0 0 0
20 May 12583.25 212.8 0 - 0 0 0
19 May 12761.85 212.8 0 - 0 0 0
16 May 12811.40 212.8 0 - 0 0 0
15 May 12741.35 212.8 0 - 0 0 0
14 May 12656.40 212.8 0 - 0 0 0
13 May 12577.40 212.8 0 - 0 0 0
12 May 12537.90 212.8 0 - 0 0 0
9 May 12021.90 0 0 2.55 0 0 0
8 May 11983.40 0 0 2.53 0 0 0
7 May 12217.65 0 0 1.28 0 0 0
6 May 11985.90 0 0 2.43 0 0 0
5 May 12242.35 0 0 1.10 0 0 0
2 May 11977.00 0 0 2.26 0 0 0
29 Apr 12195.00 0 0 1.19 0 0 0
28 Apr 12200.40 0 0 1.15 0 0 0
25 Apr 11971.40 0 0 2.07 0 0 0
24 Apr 12243.05 0 0 0.84 0 0 0
23 Apr 12266.15 0 0 0.71 0 0 0
22 Apr 12095.80 0 0 1.45 0 0 0


For Nifty Midcap Select - strike price 12625 expiring on 26JUN2025

Delta for 12625 CE is 0.83

Historical price for 12625 CE is as follows

On 20 Jun MIDCPNIFTY was trading at 12984.35. The strike last trading price was 384.4, which was 160.05 higher than the previous day. The implied volatity was 22.61, the open interest changed by 2 which increased total open position to 28


On 19 Jun MIDCPNIFTY was trading at 12727.70. The strike last trading price was 219.2, which was -241.8 lower than the previous day. The implied volatity was 23.07, the open interest changed by 11 which increased total open position to 26


On 18 Jun MIDCPNIFTY was trading at 12943.35. The strike last trading price was 461, 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 17 Jun MIDCPNIFTY was trading at 13039.75. The strike last trading price was 461, 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 16 Jun MIDCPNIFTY was trading at 13107.50. The strike last trading price was 461, 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 13 Jun MIDCPNIFTY was trading at 12991.60. The strike last trading price was 461, 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 Jun MIDCPNIFTY was trading at 13036.30. The strike last trading price was 461, 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 11 Jun MIDCPNIFTY was trading at 13237.55. The strike last trading price was 461, 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 10 Jun MIDCPNIFTY was trading at 13311.65. The strike last trading price was 461, 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 Jun MIDCPNIFTY was trading at 13302.35. The strike last trading price was 461, 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 Jun MIDCPNIFTY was trading at 13146.00. The strike last trading price was 461, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 5 Jun MIDCPNIFTY was trading at 12951.70. The strike last trading price was 461, which was 45.55 higher than the previous day. The implied volatity was 15.85, the open interest changed by 0 which decreased total open position to 16


On 4 Jun MIDCPNIFTY was trading at 12822.10. The strike last trading price was 413.7, which was 66.6 higher than the previous day. The implied volatity was 20.34, the open interest changed by -10 which decreased total open position to 16


On 3 Jun MIDCPNIFTY was trading at 12688.60. The strike last trading price was 347.1, which was -72.5 lower than the previous day. The implied volatity was 21.63, the open interest changed by 2 which increased total open position to 25


On 2 Jun MIDCPNIFTY was trading at 12771.00. The strike last trading price was 419.6, which was 28.45 higher than the previous day. The implied volatity was 22.89, the open interest changed by -1 which decreased total open position to 23


On 30 May MIDCPNIFTY was trading at 12712.20. The strike last trading price was 393, which was -20.35 lower than the previous day. The implied volatity was 22.27, the open interest changed by 0 which decreased total open position to 25


On 29 May MIDCPNIFTY was trading at 12705.95. The strike last trading price was 420, which was 64 higher than the previous day. The implied volatity was 22.01, the open interest changed by 17 which increased total open position to 26


On 28 May MIDCPNIFTY was trading at 12595.35. The strike last trading price was 356, which was 0.95 higher than the previous day. The implied volatity was 22.95, the open interest changed by 0 which decreased total open position to 8


On 27 May MIDCPNIFTY was trading at 12618.35. The strike last trading price was 355.05, which was -66.3 lower than the previous day. The implied volatity was 21.24, the open interest changed by -2 which decreased total open position to 8


On 26 May MIDCPNIFTY was trading at 12653.95. The strike last trading price was 421.35, which was 208.55 higher than the previous day. The implied volatity was 24.08, 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 212.8, 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 May MIDCPNIFTY was trading at 12473.90. The strike last trading price was 212.8, 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 21 May MIDCPNIFTY was trading at 12620.80. The strike last trading price was 212.8, 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 May MIDCPNIFTY was trading at 12583.25. The strike last trading price was 212.8, 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 May MIDCPNIFTY was trading at 12761.85. The strike last trading price was 212.8, 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 May MIDCPNIFTY was trading at 12811.40. The strike last trading price was 212.8, 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 15 May MIDCPNIFTY was trading at 12741.35. The strike last trading price was 212.8, 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 May MIDCPNIFTY was trading at 12656.40. The strike last trading price was 212.8, 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 May MIDCPNIFTY was trading at 12577.40. The strike last trading price was 212.8, 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 May MIDCPNIFTY was trading at 12537.90. The strike last trading price was 212.8, 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 May MIDCPNIFTY was trading at 12021.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.55, 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 0, which was 0 lower than the previous day. The implied volatity was 2.53, 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 0, which was 0 lower than the previous day. The implied volatity was 1.28, 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 0, which was 0 lower than the previous day. The implied volatity was 2.43, 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 0, which was 0 lower than the previous day. The implied volatity was 1.10, 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 2.26, 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 1.19, 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 1.15, 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 2.07, 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 0.84, 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 0.71, 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 1.45, the open interest changed by 0 which decreased total open position to 0


MIDCPNIFTY 26JUN2025 12625 PE
Delta: -0.17
Vega: 4.14
Theta: -7.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Jun 12984.35 33.25 -68.95 22.38 2,180 50 170
19 Jun 12727.70 113.4 57.35 22.96 2,788 32 134
18 Jun 12943.35 56.95 7 23.58 134 2 102
17 Jun 13039.75 52.15 4.85 24.31 88 21 100
16 Jun 13107.50 47.8 -41.05 25.16 174 -12 79
13 Jun 12991.60 84.05 19.65 24.99 203 20 95
12 Jun 13036.30 67.3 32.4 22.05 107 24 75
11 Jun 13237.55 34.9 -3.45 21.95 31 -16 51
10 Jun 13311.65 38.3 -6.7 23.41 25 7 67
9 Jun 13302.35 44.05 -22.95 23.54 60 5 60
6 Jun 13146.00 68.35 -50.45 22.19 133 -5 54
5 Jun 12951.70 119.85 -49.55 22.58 234 -12 58
4 Jun 12822.10 167.9 -70.9 22.91 291 17 70
3 Jun 12688.60 259.95 39.65 25.65 166 12 53
2 Jun 12771.00 223.7 -25.15 24.92 528 19 47
30 May 12712.20 248.6 -6.8 23.63 173 11 29
29 May 12705.95 255.25 -839.35 24.93 37 16 16
28 May 12595.35 1094.6 0 0.47 0 0 0
27 May 12618.35 1094.6 0 0.71 0 0 0
26 May 12653.95 1094.6 0 0.97 0 0 0
23 May 12592.20 1094.6 0 0.56 0 0 0
22 May 12473.90 1094.6 0 - 0 0 0
21 May 12620.80 1094.6 0 0.79 0 0 0
20 May 12583.25 1094.6 0 0.89 0 0 0
19 May 12761.85 1094.6 0 1.63 0 0 0
16 May 12811.40 1094.6 0 1.91 0 0 0
15 May 12741.35 1094.6 0 1.58 0 0 0
14 May 12656.40 1094.6 0 1.02 0 0 0
13 May 12577.40 1094.6 0 0.56 0 0 0
12 May 12537.90 1094.6 0 0.43 0 0 0
9 May 12021.90 1094.6 0 - 0 0 0
8 May 11983.40 1094.6 0 - 0 0 0
7 May 12217.65 1094.6 0 - 0 0 0
6 May 11985.90 1094.6 0 - 0 0 0
5 May 12242.35 1094.6 0 - 0 0 0
2 May 11977.00 1094.6 0 - 0 0 0
29 Apr 12195.00 1094.6 0 - 0 0 0
28 Apr 12200.40 1094.6 0 - 0 0 0
25 Apr 11971.40 1094.6 0 - 0 0 0
24 Apr 12243.05 0 0 - 0 0 0
23 Apr 12266.15 0 0 - 0 0 0
22 Apr 12095.80 0 0 - 0 0 0


For Nifty Midcap Select - strike price 12625 expiring on 26JUN2025

Delta for 12625 PE is -0.17

Historical price for 12625 PE is as follows

On 20 Jun MIDCPNIFTY was trading at 12984.35. The strike last trading price was 33.25, which was -68.95 lower than the previous day. The implied volatity was 22.38, the open interest changed by 50 which increased total open position to 170


On 19 Jun MIDCPNIFTY was trading at 12727.70. The strike last trading price was 113.4, which was 57.35 higher than the previous day. The implied volatity was 22.96, the open interest changed by 32 which increased total open position to 134


On 18 Jun MIDCPNIFTY was trading at 12943.35. The strike last trading price was 56.95, which was 7 higher than the previous day. The implied volatity was 23.58, the open interest changed by 2 which increased total open position to 102


On 17 Jun MIDCPNIFTY was trading at 13039.75. The strike last trading price was 52.15, which was 4.85 higher than the previous day. The implied volatity was 24.31, the open interest changed by 21 which increased total open position to 100


On 16 Jun MIDCPNIFTY was trading at 13107.50. The strike last trading price was 47.8, which was -41.05 lower than the previous day. The implied volatity was 25.16, the open interest changed by -12 which decreased total open position to 79


On 13 Jun MIDCPNIFTY was trading at 12991.60. The strike last trading price was 84.05, which was 19.65 higher than the previous day. The implied volatity was 24.99, the open interest changed by 20 which increased total open position to 95


On 12 Jun MIDCPNIFTY was trading at 13036.30. The strike last trading price was 67.3, which was 32.4 higher than the previous day. The implied volatity was 22.05, the open interest changed by 24 which increased total open position to 75


On 11 Jun MIDCPNIFTY was trading at 13237.55. The strike last trading price was 34.9, which was -3.45 lower than the previous day. The implied volatity was 21.95, the open interest changed by -16 which decreased total open position to 51


On 10 Jun MIDCPNIFTY was trading at 13311.65. The strike last trading price was 38.3, which was -6.7 lower than the previous day. The implied volatity was 23.41, the open interest changed by 7 which increased total open position to 67


On 9 Jun MIDCPNIFTY was trading at 13302.35. The strike last trading price was 44.05, which was -22.95 lower than the previous day. The implied volatity was 23.54, the open interest changed by 5 which increased total open position to 60


On 6 Jun MIDCPNIFTY was trading at 13146.00. The strike last trading price was 68.35, which was -50.45 lower than the previous day. The implied volatity was 22.19, the open interest changed by -5 which decreased total open position to 54


On 5 Jun MIDCPNIFTY was trading at 12951.70. The strike last trading price was 119.85, which was -49.55 lower than the previous day. The implied volatity was 22.58, the open interest changed by -12 which decreased total open position to 58


On 4 Jun MIDCPNIFTY was trading at 12822.10. The strike last trading price was 167.9, which was -70.9 lower than the previous day. The implied volatity was 22.91, the open interest changed by 17 which increased total open position to 70


On 3 Jun MIDCPNIFTY was trading at 12688.60. The strike last trading price was 259.95, which was 39.65 higher than the previous day. The implied volatity was 25.65, the open interest changed by 12 which increased total open position to 53


On 2 Jun MIDCPNIFTY was trading at 12771.00. The strike last trading price was 223.7, which was -25.15 lower than the previous day. The implied volatity was 24.92, the open interest changed by 19 which increased total open position to 47


On 30 May MIDCPNIFTY was trading at 12712.20. The strike last trading price was 248.6, which was -6.8 lower than the previous day. The implied volatity was 23.63, the open interest changed by 11 which increased total open position to 29


On 29 May MIDCPNIFTY was trading at 12705.95. The strike last trading price was 255.25, which was -839.35 lower than the previous day. The implied volatity was 24.93, the open interest changed by 16 which increased total open position to 16


On 28 May MIDCPNIFTY was trading at 12595.35. The strike last trading price was 1094.6, which was 0 lower than the previous day. The implied volatity was 0.47, 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 1094.6, which was 0 lower than the previous day. The implied volatity was 0.71, 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 1094.6, which was 0 lower than the previous day. The implied volatity was 0.97, 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 1094.6, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0


On 22 May MIDCPNIFTY was trading at 12473.90. The strike last trading price was 1094.6, 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 May MIDCPNIFTY was trading at 12620.80. The strike last trading price was 1094.6, which was 0 lower than the previous day. The implied volatity was 0.79, 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 1094.6, which was 0 lower than the previous day. The implied volatity was 0.89, 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 1094.6, which was 0 lower than the previous day. The implied volatity was 1.63, 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 1094.6, which was 0 lower than the previous day. The implied volatity was 1.91, 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 1094.6, which was 0 lower than the previous day. The implied volatity was 1.58, 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 1094.6, which was 0 lower than the previous day. The implied volatity was 1.02, 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 1094.6, which was 0 lower than the previous day. The implied volatity was 0.56, 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 1094.6, which was 0 lower than the previous day. The implied volatity was 0.43, 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 1094.6, 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 1094.6, 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 1094.6, 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 1094.6, 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 1094.6, 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 1094.6, 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 1094.6, 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 1094.6, 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 1094.6, 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 -, 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 -, 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