MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 13400 CE | ||||||||||||||||
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Delta: 0.86
Vega: 7.49
Theta: -5.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 13741.35 | 440.05 | -142.35 | 12.09 | 22 | 10 | 14 | |||||||||
| 8 Dec | 13764.70 | 582.4 | 28.75 | - | 0 | 0 | 4 | |||||||||
| 5 Dec | 13998.50 | 582.4 | 28.75 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 13875.20 | 582.4 | 28.75 | 12.12 | 3 | 1 | 5 | |||||||||
| 3 Dec | 13844.00 | 562.5 | 109.55 | 9.15 | 4 | 2 | 3 | |||||||||
| 2 Dec | 13990.50 | 452.95 | 129.4 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 14046.45 | 452.95 | 129.4 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 14043.70 | 452.95 | 129.4 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 14075.90 | 452.95 | 129.4 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 14009.30 | 452.95 | 129.4 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 13806.70 | 452.95 | 129.4 | - | 0 | 1 | 0 | |||||||||
| 24 Nov | 13738.50 | 452.95 | 129.4 | - | 1 | 0 | 0 | |||||||||
| 21 Nov | 13851.35 | 323.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 13992.20 | 323.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 14000.60 | 323.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 13917.25 | 323.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 13997.45 | 323.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 13865.25 | 323.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 13826.60 | 323.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 13855.40 | 323.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 13681.20 | 323.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 13527.40 | 323.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 13446.75 | 323.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 13375.25 | 323.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 13506.00 | 323.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 13589.05 | 323.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 31 Oct | 13467.85 | 323.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 13467.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 13430.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 13366.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 13345.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 13164.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 13204.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 13231.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 13232.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 13160.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 13161.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13400 expiring on 30DEC2025
Delta for 13400 CE is 0.86
Historical price for 13400 CE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 440.05, which was -142.35 lower than the previous day. The implied volatity was 12.09, the open interest changed by 10 which increased total open position to 14
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 582.4, which was 28.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 582.4, which was 28.75 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 582.4, which was 28.75 higher than the previous day. The implied volatity was 12.12, the open interest changed by 1 which increased total open position to 5
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 562.5, which was 109.55 higher than the previous day. The implied volatity was 9.15, the open interest changed by 2 which increased total open position to 3
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 452.95, which was 129.4 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 452.95, which was 129.4 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 452.95, which was 129.4 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 452.95, which was 129.4 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 452.95, which was 129.4 higher 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 452.95, which was 129.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 452.95, which was 129.4 higher 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 323.55, 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 323.55, 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 323.55, 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 323.55, 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 323.55, 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 323.55, 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 323.55, 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 323.55, 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 323.55, 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 323.55, 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 323.55, 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 323.55, 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 323.55, 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 323.55, 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 323.55, 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 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 29 Oct MIDCPNIFTY was trading at 13430.75. 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 28 Oct MIDCPNIFTY was trading at 13366.20. 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 27 Oct MIDCPNIFTY was trading at 13345.30. 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 24 Oct MIDCPNIFTY was trading at 13164.85. 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 Oct MIDCPNIFTY was trading at 13204.55. 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 21 Oct MIDCPNIFTY was trading at 13231.75. 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 20 Oct MIDCPNIFTY was trading at 13232.90. 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 17 Oct MIDCPNIFTY was trading at 13160.80. 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
On 15 Oct MIDCPNIFTY was trading at 13161.95. 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
| MIDCPNIFTY 30DEC2025 13400 PE | |||||||
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Delta: -0.21
Vega: 9.56
Theta: -2.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 13741.35 | 65.7 | -5.9 | 16.23 | 6,337 | 15 | 2,090 |
| 8 Dec | 13764.70 | 72.6 | 40.1 | 17.04 | 4,322 | 183 | 2,081 |
| 5 Dec | 13998.50 | 31.25 | -22.2 | 15.85 | 3,859 | 416 | 1,899 |
| 4 Dec | 13875.20 | 52.8 | -11.6 | 16.16 | 3,229 | 1,227 | 1,483 |
| 3 Dec | 13844.00 | 61 | 14.4 | 16.64 | 1,658 | 187 | 266 |
| 2 Dec | 13990.50 | 45.7 | -875.65 | 16.97 | 329 | 80 | 80 |
| 1 Dec | 14046.45 | 921.35 | 0 | 4.74 | 0 | 0 | 0 |
| 28 Nov | 14043.70 | 921.35 | 0 | 4.57 | 0 | 0 | 0 |
| 27 Nov | 14075.90 | 921.35 | 0 | 4.67 | 0 | 0 | 0 |
| 26 Nov | 14009.30 | 921.35 | 0 | 4.32 | 0 | 0 | 0 |
| 25 Nov | 13806.70 | 921.35 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 13738.50 | 921.35 | 0 | 2.69 | 0 | 0 | 0 |
| 21 Nov | 13851.35 | 921.35 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 13992.20 | 921.35 | 0 | 4.03 | 0 | 0 | 0 |
| 19 Nov | 14000.60 | 921.35 | 0 | 4.00 | 0 | 0 | 0 |
| 18 Nov | 13917.25 | 921.35 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 13997.45 | 921.35 | 0 | 3.96 | 0 | 0 | 0 |
| 14 Nov | 13865.25 | 921.35 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 13826.60 | 921.35 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 13855.40 | 921.35 | 0 | 3.08 | 0 | 0 | 0 |
| 11 Nov | 13681.20 | 921.35 | 0 | 2.34 | 0 | 0 | 0 |
| 10 Nov | 13527.40 | 921.35 | 0 | 1.58 | 0 | 0 | 0 |
| 7 Nov | 13446.75 | 921.35 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 13375.25 | 921.35 | 0 | 0.81 | 0 | 0 | 0 |
| 4 Nov | 13506.00 | 921.35 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 13589.05 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 13467.85 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 13467.65 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 13430.75 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 13366.20 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 13345.30 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 13164.85 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 13204.55 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 13231.75 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 13232.90 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 13160.80 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 13161.95 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13400 expiring on 30DEC2025
Delta for 13400 PE is -0.21
Historical price for 13400 PE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 65.7, which was -5.9 lower than the previous day. The implied volatity was 16.23, the open interest changed by 15 which increased total open position to 2090
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 72.6, which was 40.1 higher than the previous day. The implied volatity was 17.04, the open interest changed by 183 which increased total open position to 2081
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 31.25, which was -22.2 lower than the previous day. The implied volatity was 15.85, the open interest changed by 416 which increased total open position to 1899
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 52.8, which was -11.6 lower than the previous day. The implied volatity was 16.16, the open interest changed by 1227 which increased total open position to 1483
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 61, which was 14.4 higher than the previous day. The implied volatity was 16.64, the open interest changed by 187 which increased total open position to 266
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 45.7, which was -875.65 lower than the previous day. The implied volatity was 16.97, the open interest changed by 80 which increased total open position to 80
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 921.35, which was 0 lower than the previous day. The implied volatity was 4.74, 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 921.35, which was 0 lower than the previous day. The implied volatity was 4.57, 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 921.35, which was 0 lower than the previous day. The implied volatity was 4.67, 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 921.35, which was 0 lower than the previous day. The implied volatity was 4.32, 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 921.35, 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 921.35, which was 0 lower than the previous day. The implied volatity was 2.69, 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 921.35, 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 921.35, which was 0 lower than the previous day. The implied volatity was 4.03, 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 921.35, which was 0 lower than the previous day. The implied volatity was 4.00, 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 921.35, 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 921.35, which was 0 lower than the previous day. The implied volatity was 3.96, 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 921.35, 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 921.35, 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 921.35, which was 0 lower than the previous day. The implied volatity was 3.08, 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 921.35, which was 0 lower than the previous day. The implied volatity was 2.34, 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 921.35, 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 7 Nov MIDCPNIFTY was trading at 13446.75. The strike last trading price was 921.35, 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 921.35, which was 0 lower than the previous day. The implied volatity was 0.81, 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 921.35, 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 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 31 Oct MIDCPNIFTY was trading at 13467.85. 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 30 Oct MIDCPNIFTY was trading at 13467.65. 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 29 Oct MIDCPNIFTY was trading at 13430.75. 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 28 Oct MIDCPNIFTY was trading at 13366.20. 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 27 Oct MIDCPNIFTY was trading at 13345.30. 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 24 Oct MIDCPNIFTY was trading at 13164.85. 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 Oct MIDCPNIFTY was trading at 13204.55. 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 21 Oct MIDCPNIFTY was trading at 13231.75. 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 20 Oct MIDCPNIFTY was trading at 13232.90. 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 17 Oct MIDCPNIFTY was trading at 13160.80. 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
On 15 Oct MIDCPNIFTY was trading at 13161.95. 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































































































































































































































