MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Jun 2025 04:12 PM IST
| MIDCPNIFTY 26JUN2025 13350 CE | ||||||||||
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Delta: 0.05
Vega: 1.73
Theta: -2.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Jun | 12727.70 | 6.9 | -19.4 | 20.33 | 4,847 | 96 | 1,144 | |||
| 18 Jun | 12943.35 | 25.8 | -22.1 | 18.29 | 2,740 | 495 | 1,060 | |||
| 17 Jun | 13039.75 | 44.4 | -43.7 | 18.05 | 1,216 | 80 | 566 | |||
| 16 Jun | 13107.50 | 86.45 | 17.6 | 19.56 | 1,396 | 5 | 489 | |||
| 13 Jun | 12991.60 | 71.3 | -7.6 | 18.26 | 1,108 | 18 | 491 | |||
| 12 Jun | 13036.30 | 76.25 | -81.95 | 17.96 | 2,862 | -39 | 459 | |||
| 11 Jun | 13237.55 | 162 | -37.4 | 17.58 | 5,511 | -220 | 518 | |||
| 10 Jun | 13311.65 | 204.85 | -16.85 | 17.75 | 5,940 | 544 | 749 | |||
| 9 Jun | 13302.35 | 220 | 59.15 | 18.85 | 1,332 | 109 | 204 | |||
| 6 Jun | 13146.00 | 164.05 | 72.4 | 18.03 | 314 | 12 | 98 | |||
| 5 Jun | 12951.70 | 95.05 | 20.5 | 17.39 | 246 | -9 | 86 | |||
| 4 Jun | 12822.10 | 73 | 7.95 | 18.03 | 184 | 18 | 96 | |||
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| 3 Jun | 12688.60 | 65.6 | -22.1 | 19.96 | 60 | -5 | 79 | |||
| 2 Jun | 12771.00 | 87.3 | 2.6 | 19.96 | 142 | 45 | 79 | |||
| 30 May | 12712.20 | 84.1 | -15.65 | 19.77 | 113 | 30 | 32 | |||
| 29 May | 12705.95 | 99.75 | 10.4 | 19.98 | 3 | 1 | 1 | |||
| 28 May | 12595.35 | 89.35 | 0 | 4.42 | 0 | 0 | 0 | |||
| 27 May | 12618.35 | 89.35 | 0 | 4.29 | 0 | 0 | 0 | |||
| 26 May | 12653.95 | 89.35 | 0 | 3.83 | 0 | 0 | 0 | |||
| 23 May | 12592.20 | 89.35 | 0 | 3.97 | 0 | 0 | 0 | |||
| 22 May | 12473.90 | 89.35 | 0 | 4.62 | 0 | 0 | 0 | |||
| 21 May | 12620.80 | 89.35 | 0 | 3.66 | 0 | 0 | 0 | |||
| 20 May | 12583.25 | 89.35 | 0 | 3.62 | 0 | 0 | 0 | |||
| 19 May | 12761.85 | 89.35 | 0 | 2.61 | 0 | 0 | 0 | |||
| 16 May | 12811.40 | 89.35 | 0 | 2.23 | 0 | 0 | 0 | |||
| 15 May | 12741.35 | 0 | 0 | 2.52 | 0 | 0 | 0 | |||
| 9 May | 12021.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 May | 11983.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 May | 12217.65 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Nifty Midcap Select - strike price 13350 expiring on 26JUN2025
Delta for 13350 CE is 0.05
Historical price for 13350 CE is as follows
On 19 Jun MIDCPNIFTY was trading at 12727.70. The strike last trading price was 6.9, which was -19.4 lower than the previous day. The implied volatity was 20.33, the open interest changed by 96 which increased total open position to 1144
On 18 Jun MIDCPNIFTY was trading at 12943.35. The strike last trading price was 25.8, which was -22.1 lower than the previous day. The implied volatity was 18.29, the open interest changed by 495 which increased total open position to 1060
On 17 Jun MIDCPNIFTY was trading at 13039.75. The strike last trading price was 44.4, which was -43.7 lower than the previous day. The implied volatity was 18.05, the open interest changed by 80 which increased total open position to 566
On 16 Jun MIDCPNIFTY was trading at 13107.50. The strike last trading price was 86.45, which was 17.6 higher than the previous day. The implied volatity was 19.56, the open interest changed by 5 which increased total open position to 489
On 13 Jun MIDCPNIFTY was trading at 12991.60. The strike last trading price was 71.3, which was -7.6 lower than the previous day. The implied volatity was 18.26, the open interest changed by 18 which increased total open position to 491
On 12 Jun MIDCPNIFTY was trading at 13036.30. The strike last trading price was 76.25, which was -81.95 lower than the previous day. The implied volatity was 17.96, the open interest changed by -39 which decreased total open position to 459
On 11 Jun MIDCPNIFTY was trading at 13237.55. The strike last trading price was 162, which was -37.4 lower than the previous day. The implied volatity was 17.58, the open interest changed by -220 which decreased total open position to 518
On 10 Jun MIDCPNIFTY was trading at 13311.65. The strike last trading price was 204.85, which was -16.85 lower than the previous day. The implied volatity was 17.75, the open interest changed by 544 which increased total open position to 749
On 9 Jun MIDCPNIFTY was trading at 13302.35. The strike last trading price was 220, which was 59.15 higher than the previous day. The implied volatity was 18.85, the open interest changed by 109 which increased total open position to 204
On 6 Jun MIDCPNIFTY was trading at 13146.00. The strike last trading price was 164.05, which was 72.4 higher than the previous day. The implied volatity was 18.03, the open interest changed by 12 which increased total open position to 98
On 5 Jun MIDCPNIFTY was trading at 12951.70. The strike last trading price was 95.05, which was 20.5 higher than the previous day. The implied volatity was 17.39, the open interest changed by -9 which decreased total open position to 86
On 4 Jun MIDCPNIFTY was trading at 12822.10. The strike last trading price was 73, which was 7.95 higher than the previous day. The implied volatity was 18.03, the open interest changed by 18 which increased total open position to 96
On 3 Jun MIDCPNIFTY was trading at 12688.60. The strike last trading price was 65.6, which was -22.1 lower than the previous day. The implied volatity was 19.96, the open interest changed by -5 which decreased total open position to 79
On 2 Jun MIDCPNIFTY was trading at 12771.00. The strike last trading price was 87.3, which was 2.6 higher than the previous day. The implied volatity was 19.96, the open interest changed by 45 which increased total open position to 79
On 30 May MIDCPNIFTY was trading at 12712.20. The strike last trading price was 84.1, which was -15.65 lower than the previous day. The implied volatity was 19.77, the open interest changed by 30 which increased total open position to 32
On 29 May MIDCPNIFTY was trading at 12705.95. The strike last trading price was 99.75, which was 10.4 higher than the previous day. The implied volatity was 19.98, the open interest changed by 1 which increased total open position to 1
On 28 May MIDCPNIFTY was trading at 12595.35. The strike last trading price was 89.35, which was 0 lower than the previous day. The implied volatity was 4.42, 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 89.35, which was 0 lower than the previous day. The implied volatity was 4.29, 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 89.35, which was 0 lower than the previous day. The implied volatity was 3.83, 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 89.35, which was 0 lower than the previous day. The implied volatity was 3.97, 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 89.35, which was 0 lower than the previous day. The implied volatity was 4.62, 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 89.35, which was 0 lower than the previous day. The implied volatity was 3.66, 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 89.35, which was 0 lower than the previous day. The implied volatity was 3.62, 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 89.35, which was 0 lower than the previous day. The implied volatity was 2.61, 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 89.35, which was 0 lower than the previous day. The implied volatity was 2.23, 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 0, which was 0 lower than the previous day. The implied volatity was 2.52, 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 26JUN2025 13350 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Jun | 12727.70 | 607.15 | 200.1 | - | 5 | 0 | 350 |
| 18 Jun | 12943.35 | 407.75 | 51.95 | 18.50 | 17 | 0 | 351 |
| 17 Jun | 13039.75 | 355.8 | 68.05 | 19.79 | 34 | -4 | 351 |
| 16 Jun | 13107.50 | 288.55 | -136.15 | 18.88 | 89 | -13 | 356 |
| 13 Jun | 12991.60 | 419.7 | 52 | 24.98 | 36 | -12 | 368 |
| 12 Jun | 13036.30 | 378.4 | 142.05 | 20.00 | 656 | -42 | 375 |
| 11 Jun | 13237.55 | 238 | 16.8 | 19.41 | 4,608 | -307 | 429 |
| 10 Jun | 13311.65 | 225.65 | -11.25 | 20.99 | 7,194 | 477 | 726 |
| 9 Jun | 13302.35 | 238.5 | -1444.6 | 21.21 | 1,008 | 246 | 246 |
| 6 Jun | 13146.00 | 1683.1 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 12951.70 | 1683.1 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 12822.10 | 1683.1 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 12688.60 | 1683.1 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 12771.00 | 1683.1 | 0 | - | 0 | 0 | 0 |
| 30 May | 12712.20 | 1683.1 | 0 | - | 0 | 0 | 0 |
| 29 May | 12705.95 | 1683.1 | 0 | - | 0 | 0 | 0 |
| 28 May | 12595.35 | 1683.1 | 0 | - | 0 | 0 | 0 |
| 27 May | 12618.35 | 1683.1 | 0 | - | 0 | 0 | 0 |
| 26 May | 12653.95 | 1683.1 | 0 | - | 0 | 0 | 0 |
| 23 May | 12592.20 | 1683.1 | 0 | - | 0 | 0 | 0 |
| 22 May | 12473.90 | 1683.1 | 0 | - | 0 | 0 | 0 |
| 21 May | 12620.80 | 1683.1 | 0 | - | 0 | 0 | 0 |
| 20 May | 12583.25 | 1683.1 | 0 | - | 0 | 0 | 0 |
| 19 May | 12761.85 | 1683.1 | 0 | - | 0 | 0 | 0 |
| 16 May | 12811.40 | 1683.1 | 0 | - | 0 | 0 | 0 |
| 15 May | 12741.35 | 0 | 0 | - | 0 | 0 | 0 |
| 9 May | 12021.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 8 May | 11983.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 May | 12217.65 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13350 expiring on 26JUN2025
Delta for 13350 PE is -
Historical price for 13350 PE is as follows
On 19 Jun MIDCPNIFTY was trading at 12727.70. The strike last trading price was 607.15, which was 200.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 350
On 18 Jun MIDCPNIFTY was trading at 12943.35. The strike last trading price was 407.75, which was 51.95 higher than the previous day. The implied volatity was 18.50, the open interest changed by 0 which decreased total open position to 351
On 17 Jun MIDCPNIFTY was trading at 13039.75. The strike last trading price was 355.8, which was 68.05 higher than the previous day. The implied volatity was 19.79, the open interest changed by -4 which decreased total open position to 351
On 16 Jun MIDCPNIFTY was trading at 13107.50. The strike last trading price was 288.55, which was -136.15 lower than the previous day. The implied volatity was 18.88, the open interest changed by -13 which decreased total open position to 356
On 13 Jun MIDCPNIFTY was trading at 12991.60. The strike last trading price was 419.7, which was 52 higher than the previous day. The implied volatity was 24.98, the open interest changed by -12 which decreased total open position to 368
On 12 Jun MIDCPNIFTY was trading at 13036.30. The strike last trading price was 378.4, which was 142.05 higher than the previous day. The implied volatity was 20.00, the open interest changed by -42 which decreased total open position to 375
On 11 Jun MIDCPNIFTY was trading at 13237.55. The strike last trading price was 238, which was 16.8 higher than the previous day. The implied volatity was 19.41, the open interest changed by -307 which decreased total open position to 429
On 10 Jun MIDCPNIFTY was trading at 13311.65. The strike last trading price was 225.65, which was -11.25 lower than the previous day. The implied volatity was 20.99, the open interest changed by 477 which increased total open position to 726
On 9 Jun MIDCPNIFTY was trading at 13302.35. The strike last trading price was 238.5, which was -1444.6 lower than the previous day. The implied volatity was 21.21, the open interest changed by 246 which increased total open position to 246
On 6 Jun MIDCPNIFTY was trading at 13146.00. The strike last trading price was 1683.1, 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 Jun MIDCPNIFTY was trading at 12951.70. The strike last trading price was 1683.1, 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 Jun MIDCPNIFTY was trading at 12822.10. The strike last trading price was 1683.1, 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 Jun MIDCPNIFTY was trading at 12688.60. The strike last trading price was 1683.1, 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 Jun MIDCPNIFTY was trading at 12771.00. The strike last trading price was 1683.1, 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 May MIDCPNIFTY was trading at 12712.20. The strike last trading price was 1683.1, 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 May MIDCPNIFTY was trading at 12705.95. The strike last trading price was 1683.1, 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 May MIDCPNIFTY was trading at 12595.35. The strike last trading price was 1683.1, 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 May MIDCPNIFTY was trading at 12618.35. The strike last trading price was 1683.1, 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 May MIDCPNIFTY was trading at 12653.95. The strike last trading price was 1683.1, 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 May MIDCPNIFTY was trading at 12592.20. The strike last trading price was 1683.1, 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 1683.1, 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 1683.1, 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 1683.1, 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 1683.1, 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 1683.1, 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 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 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0
