[--[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 12700 CE
Delta: 0.76
Vega: 5.12
Theta: -12.78
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Jun 12984.35 330.9 150.25 23.82 10,515 -307 1,125
19 Jun 12727.70 165 -164.2 21.31 9,247 812 1,435
18 Jun 12943.35 329 -72.4 21.49 310 -7 623
17 Jun 13039.75 398.6 -106.9 21.33 68 -2 629
16 Jun 13107.50 502.4 87.3 25.14 218 2 631
13 Jun 12991.60 397.1 -38.6 16.46 246 32 631
12 Jun 13036.30 430.8 -180.45 19.81 48 -10 605
11 Jun 13237.55 609.1 -53.7 16.64 65 -9 615
10 Jun 13311.65 672.15 -15.65 15.11 308 -81 624
9 Jun 13302.35 681 111.5 18.50 229 -14 740
6 Jun 13146.00 562.95 151.6 17.33 448 -96 750
5 Jun 12951.70 409.4 46.85 16.61 1,390 -249 848
4 Jun 12822.10 358.15 47.95 19.65 8,957 -239 1,098
3 Jun 12688.60 298.9 -73.95 21.02 5,781 222 1,360
2 Jun 12771.00 367.9 16.7 22.23 8,083 -124 1,151
30 May 12712.20 346.1 -31.45 21.86 6,915 281 1,305
29 May 12705.95 381.2 57.4 22.29 2,065 772 1,000
28 May 12595.35 309.1 -39.55 22.26 506 114 229
27 May 12618.35 350 -12.45 23.56 391 55 116
26 May 12653.95 359.6 19.05 22.49 67 24 61
23 May 12592.20 339.15 40.4 21.98 28 -1 37
22 May 12473.90 305 -64.4 22.52 45 6 38
21 May 12620.80 369.4 27.6 21.87 25 10 34
20 May 12583.25 340 -142.45 19.88 16 10 25
19 May 12761.85 482.45 -32.1 22.84 2 1 15
16 May 12811.40 514.55 95.5 22.42 6 -1 12
15 May 12741.35 419.05 73.95 18.67 22 9 12
14 May 12656.40 345.1 -79.9 16.13 2 1 2
13 May 12577.40 425 229.2 23.47 1 0 0
12 May 12537.90 195.8 0 0.10 0 0 0
9 May 12021.90 195.8 0 2.71 0 0 0
8 May 11983.40 195.8 0 3.29 0 0 0
7 May 12217.65 195.8 0 1.71 0 0 0
6 May 11985.90 195.8 0 2.94 0 0 0
5 May 12242.35 195.8 0 1.46 0 0 0
2 May 11977.00 195.8 0 2.59 0 0 0
29 Apr 12195.00 195.8 0 1.56 0 0 0
28 Apr 12200.40 195.8 0 1.52 0 0 0
25 Apr 11971.40 195.8 0 2.42 0 0 0
24 Apr 12243.05 195.8 0 1.14 0 0 0
23 Apr 12266.15 195.8 0 1.01 0 0 0
22 Apr 12095.80 195.8 0 1.79 0 0 0


For Nifty Midcap Select - strike price 12700 expiring on 26JUN2025

Delta for 12700 CE is 0.76

Historical price for 12700 CE is as follows

On 20 Jun MIDCPNIFTY was trading at 12984.35. The strike last trading price was 330.9, which was 150.25 higher than the previous day. The implied volatity was 23.82, the open interest changed by -307 which decreased total open position to 1125


On 19 Jun MIDCPNIFTY was trading at 12727.70. The strike last trading price was 165, which was -164.2 lower than the previous day. The implied volatity was 21.31, the open interest changed by 812 which increased total open position to 1435


On 18 Jun MIDCPNIFTY was trading at 12943.35. The strike last trading price was 329, which was -72.4 lower than the previous day. The implied volatity was 21.49, the open interest changed by -7 which decreased total open position to 623


On 17 Jun MIDCPNIFTY was trading at 13039.75. The strike last trading price was 398.6, which was -106.9 lower than the previous day. The implied volatity was 21.33, the open interest changed by -2 which decreased total open position to 629


On 16 Jun MIDCPNIFTY was trading at 13107.50. The strike last trading price was 502.4, which was 87.3 higher than the previous day. The implied volatity was 25.14, the open interest changed by 2 which increased total open position to 631


On 13 Jun MIDCPNIFTY was trading at 12991.60. The strike last trading price was 397.1, which was -38.6 lower than the previous day. The implied volatity was 16.46, the open interest changed by 32 which increased total open position to 631


On 12 Jun MIDCPNIFTY was trading at 13036.30. The strike last trading price was 430.8, which was -180.45 lower than the previous day. The implied volatity was 19.81, the open interest changed by -10 which decreased total open position to 605


On 11 Jun MIDCPNIFTY was trading at 13237.55. The strike last trading price was 609.1, which was -53.7 lower than the previous day. The implied volatity was 16.64, the open interest changed by -9 which decreased total open position to 615


On 10 Jun MIDCPNIFTY was trading at 13311.65. The strike last trading price was 672.15, which was -15.65 lower than the previous day. The implied volatity was 15.11, the open interest changed by -81 which decreased total open position to 624


On 9 Jun MIDCPNIFTY was trading at 13302.35. The strike last trading price was 681, which was 111.5 higher than the previous day. The implied volatity was 18.50, the open interest changed by -14 which decreased total open position to 740


On 6 Jun MIDCPNIFTY was trading at 13146.00. The strike last trading price was 562.95, which was 151.6 higher than the previous day. The implied volatity was 17.33, the open interest changed by -96 which decreased total open position to 750


On 5 Jun MIDCPNIFTY was trading at 12951.70. The strike last trading price was 409.4, which was 46.85 higher than the previous day. The implied volatity was 16.61, the open interest changed by -249 which decreased total open position to 848


On 4 Jun MIDCPNIFTY was trading at 12822.10. The strike last trading price was 358.15, which was 47.95 higher than the previous day. The implied volatity was 19.65, the open interest changed by -239 which decreased total open position to 1098


On 3 Jun MIDCPNIFTY was trading at 12688.60. The strike last trading price was 298.9, which was -73.95 lower than the previous day. The implied volatity was 21.02, the open interest changed by 222 which increased total open position to 1360


On 2 Jun MIDCPNIFTY was trading at 12771.00. The strike last trading price was 367.9, which was 16.7 higher than the previous day. The implied volatity was 22.23, the open interest changed by -124 which decreased total open position to 1151


On 30 May MIDCPNIFTY was trading at 12712.20. The strike last trading price was 346.1, which was -31.45 lower than the previous day. The implied volatity was 21.86, the open interest changed by 281 which increased total open position to 1305


On 29 May MIDCPNIFTY was trading at 12705.95. The strike last trading price was 381.2, which was 57.4 higher than the previous day. The implied volatity was 22.29, the open interest changed by 772 which increased total open position to 1000


On 28 May MIDCPNIFTY was trading at 12595.35. The strike last trading price was 309.1, which was -39.55 lower than the previous day. The implied volatity was 22.26, the open interest changed by 114 which increased total open position to 229


On 27 May MIDCPNIFTY was trading at 12618.35. The strike last trading price was 350, which was -12.45 lower than the previous day. The implied volatity was 23.56, the open interest changed by 55 which increased total open position to 116


On 26 May MIDCPNIFTY was trading at 12653.95. The strike last trading price was 359.6, which was 19.05 higher than the previous day. The implied volatity was 22.49, the open interest changed by 24 which increased total open position to 61


On 23 May MIDCPNIFTY was trading at 12592.20. The strike last trading price was 339.15, which was 40.4 higher than the previous day. The implied volatity was 21.98, the open interest changed by -1 which decreased total open position to 37


On 22 May MIDCPNIFTY was trading at 12473.90. The strike last trading price was 305, which was -64.4 lower than the previous day. The implied volatity was 22.52, the open interest changed by 6 which increased total open position to 38


On 21 May MIDCPNIFTY was trading at 12620.80. The strike last trading price was 369.4, which was 27.6 higher than the previous day. The implied volatity was 21.87, the open interest changed by 10 which increased total open position to 34


On 20 May MIDCPNIFTY was trading at 12583.25. The strike last trading price was 340, which was -142.45 lower than the previous day. The implied volatity was 19.88, the open interest changed by 10 which increased total open position to 25


On 19 May MIDCPNIFTY was trading at 12761.85. The strike last trading price was 482.45, which was -32.1 lower than the previous day. The implied volatity was 22.84, the open interest changed by 1 which increased total open position to 15


On 16 May MIDCPNIFTY was trading at 12811.40. The strike last trading price was 514.55, which was 95.5 higher than the previous day. The implied volatity was 22.42, the open interest changed by -1 which decreased total open position to 12


On 15 May MIDCPNIFTY was trading at 12741.35. The strike last trading price was 419.05, which was 73.95 higher than the previous day. The implied volatity was 18.67, the open interest changed by 9 which increased total open position to 12


On 14 May MIDCPNIFTY was trading at 12656.40. The strike last trading price was 345.1, which was -79.9 lower than the previous day. The implied volatity was 16.13, the open interest changed by 1 which increased total open position to 2


On 13 May MIDCPNIFTY was trading at 12577.40. The strike last trading price was 425, which was 229.2 higher than the previous day. The implied volatity was 23.47, 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 195.8, which was 0 lower than the previous day. The implied volatity was 0.10, 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 195.8, which was 0 lower than the previous day. The implied volatity was 2.71, 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 195.8, which was 0 lower than the previous day. The implied volatity was 3.29, 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 195.8, which was 0 lower than the previous day. The implied volatity was 1.71, 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 195.8, which was 0 lower than the previous day. The implied volatity was 2.94, 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 195.8, which was 0 lower than the previous day. The implied volatity was 1.46, 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 195.8, which was 0 lower than the previous day. The implied volatity was 2.59, 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 195.8, which was 0 lower than the previous day. The implied volatity was 1.56, 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 195.8, which was 0 lower than the previous day. The implied volatity was 1.52, 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 195.8, which was 0 lower than the previous day. The implied volatity was 2.42, 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 195.8, which was 0 lower than the previous day. The implied volatity was 1.14, 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 195.8, which was 0 lower than the previous day. The implied volatity was 1.01, 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 195.8, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0


MIDCPNIFTY 26JUN2025 12700 PE
Delta: -0.20
Vega: 4.70
Theta: -7.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Jun 12984.35 39.55 -89.75 20.56 34,266 2,100 4,849
19 Jun 12727.70 139.2 67.6 21.95 29,931 335 2,836
18 Jun 12943.35 71.25 7.7 22.86 5,297 12 2,442
17 Jun 13039.75 69.6 12.9 24.41 2,869 267 2,428
16 Jun 13107.50 54 -50.05 23.79 6,019 51 2,171
13 Jun 12991.60 94 16.95 23.77 8,235 -99 2,113
12 Jun 13036.30 82 38 21.63 4,647 -12 2,231
11 Jun 13237.55 43.2 -3.3 21.58 1,758 276 2,243
10 Jun 13311.65 46.9 -6.3 23.11 1,653 22 1,960
9 Jun 13302.35 53 -26.65 23.19 2,919 -98 1,944
6 Jun 13146.00 82.9 -57.25 22.04 4,256 296 2,039
5 Jun 12951.70 141.85 -53 22.61 4,574 34 1,748
4 Jun 12822.10 191.35 -79.45 22.49 11,085 178 1,728
3 Jun 12688.60 272 25 23.85 8,274 -342 1,600
2 Jun 12771.00 253.55 -24.8 24.76 10,290 857 1,957
30 May 12712.20 273 -9.35 22.96 8,629 187 1,107
29 May 12705.95 287 -77.3 24.87 1,800 747 912
28 May 12595.35 377.2 14.4 26.25 391 146 163
27 May 12618.35 365.7 20.45 26.07 46 9 17
26 May 12653.95 345.25 -32.85 25.50 12 3 8
23 May 12592.20 378.1 -773.15 24.84 5 4 4
22 May 12473.90 1151.25 0 - 0 0 0
21 May 12620.80 1151.25 0 0.28 0 0 0
20 May 12583.25 1151.25 0 - 0 0 0
19 May 12761.85 1151.25 0 1.24 0 0 0
16 May 12811.40 1151.25 0 1.47 0 0 0
15 May 12741.35 1151.25 0 1.14 0 0 0
14 May 12656.40 1151.25 0 0.56 0 0 0
13 May 12577.40 1151.25 0 0.12 0 0 0
12 May 12537.90 1151.25 0 - 0 0 0
9 May 12021.90 1151.25 0 - 0 0 0
8 May 11983.40 1151.25 0 - 0 0 0
7 May 12217.65 1151.25 0 - 0 0 0
6 May 11985.90 1151.25 0 - 0 0 0
5 May 12242.35 1151.25 0 - 0 0 0
2 May 11977.00 1151.25 0 - 0 0 0
29 Apr 12195.00 1151.25 0 - 0 0 0
28 Apr 12200.40 1151.25 0 - 0 0 0
25 Apr 11971.40 1151.25 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 12700 expiring on 26JUN2025

Delta for 12700 PE is -0.20

Historical price for 12700 PE is as follows

On 20 Jun MIDCPNIFTY was trading at 12984.35. The strike last trading price was 39.55, which was -89.75 lower than the previous day. The implied volatity was 20.56, the open interest changed by 2100 which increased total open position to 4849


On 19 Jun MIDCPNIFTY was trading at 12727.70. The strike last trading price was 139.2, which was 67.6 higher than the previous day. The implied volatity was 21.95, the open interest changed by 335 which increased total open position to 2836


On 18 Jun MIDCPNIFTY was trading at 12943.35. The strike last trading price was 71.25, which was 7.7 higher than the previous day. The implied volatity was 22.86, the open interest changed by 12 which increased total open position to 2442


On 17 Jun MIDCPNIFTY was trading at 13039.75. The strike last trading price was 69.6, which was 12.9 higher than the previous day. The implied volatity was 24.41, the open interest changed by 267 which increased total open position to 2428


On 16 Jun MIDCPNIFTY was trading at 13107.50. The strike last trading price was 54, which was -50.05 lower than the previous day. The implied volatity was 23.79, the open interest changed by 51 which increased total open position to 2171


On 13 Jun MIDCPNIFTY was trading at 12991.60. The strike last trading price was 94, which was 16.95 higher than the previous day. The implied volatity was 23.77, the open interest changed by -99 which decreased total open position to 2113


On 12 Jun MIDCPNIFTY was trading at 13036.30. The strike last trading price was 82, which was 38 higher than the previous day. The implied volatity was 21.63, the open interest changed by -12 which decreased total open position to 2231


On 11 Jun MIDCPNIFTY was trading at 13237.55. The strike last trading price was 43.2, which was -3.3 lower than the previous day. The implied volatity was 21.58, the open interest changed by 276 which increased total open position to 2243


On 10 Jun MIDCPNIFTY was trading at 13311.65. The strike last trading price was 46.9, which was -6.3 lower than the previous day. The implied volatity was 23.11, the open interest changed by 22 which increased total open position to 1960


On 9 Jun MIDCPNIFTY was trading at 13302.35. The strike last trading price was 53, which was -26.65 lower than the previous day. The implied volatity was 23.19, the open interest changed by -98 which decreased total open position to 1944


On 6 Jun MIDCPNIFTY was trading at 13146.00. The strike last trading price was 82.9, which was -57.25 lower than the previous day. The implied volatity was 22.04, the open interest changed by 296 which increased total open position to 2039


On 5 Jun MIDCPNIFTY was trading at 12951.70. The strike last trading price was 141.85, which was -53 lower than the previous day. The implied volatity was 22.61, the open interest changed by 34 which increased total open position to 1748


On 4 Jun MIDCPNIFTY was trading at 12822.10. The strike last trading price was 191.35, which was -79.45 lower than the previous day. The implied volatity was 22.49, the open interest changed by 178 which increased total open position to 1728


On 3 Jun MIDCPNIFTY was trading at 12688.60. The strike last trading price was 272, which was 25 higher than the previous day. The implied volatity was 23.85, the open interest changed by -342 which decreased total open position to 1600


On 2 Jun MIDCPNIFTY was trading at 12771.00. The strike last trading price was 253.55, which was -24.8 lower than the previous day. The implied volatity was 24.76, the open interest changed by 857 which increased total open position to 1957


On 30 May MIDCPNIFTY was trading at 12712.20. The strike last trading price was 273, which was -9.35 lower than the previous day. The implied volatity was 22.96, the open interest changed by 187 which increased total open position to 1107


On 29 May MIDCPNIFTY was trading at 12705.95. The strike last trading price was 287, which was -77.3 lower than the previous day. The implied volatity was 24.87, the open interest changed by 747 which increased total open position to 912


On 28 May MIDCPNIFTY was trading at 12595.35. The strike last trading price was 377.2, which was 14.4 higher than the previous day. The implied volatity was 26.25, the open interest changed by 146 which increased total open position to 163


On 27 May MIDCPNIFTY was trading at 12618.35. The strike last trading price was 365.7, which was 20.45 higher than the previous day. The implied volatity was 26.07, the open interest changed by 9 which increased total open position to 17


On 26 May MIDCPNIFTY was trading at 12653.95. The strike last trading price was 345.25, which was -32.85 lower than the previous day. The implied volatity was 25.50, the open interest changed by 3 which increased total open position to 8


On 23 May MIDCPNIFTY was trading at 12592.20. The strike last trading price was 378.1, which was -773.15 lower than the previous day. The implied volatity was 24.84, the open interest changed by 4 which increased total open position to 4


On 22 May MIDCPNIFTY was trading at 12473.90. The strike last trading price was 1151.25, 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 1151.25, which was 0 lower than the previous day. The implied volatity was 0.28, 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 1151.25, 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 1151.25, 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 16 May MIDCPNIFTY was trading at 12811.40. The strike last trading price was 1151.25, which was 0 lower than the previous day. The implied volatity was 1.47, 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 1151.25, which was 0 lower than the previous day. The implied volatity was 1.14, 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 1151.25, 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 13 May MIDCPNIFTY was trading at 12577.40. The strike last trading price was 1151.25, which was 0 lower than the previous day. The implied volatity was 0.12, 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 1151.25, 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 1151.25, 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 1151.25, 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 1151.25, 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 1151.25, 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 1151.25, 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 1151.25, 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 1151.25, 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 1151.25, 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 1151.25, 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