[--[65.84.65.76]--]

MIDCPNIFTY

Nifty Midcap Select
13741.35 -23.35 (-0.17%)
L: 13498.9 H: 13789.05

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Historical option data for MIDCPNIFTY

09 Dec 2025 04:12 PM IST
MIDCPNIFTY 30-DEC-2025 13500 CE
Delta: 0.75
Vega: 10.36
Theta: -6.24
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 13741.35 379.85 -2 14.19 4,933 293 941
8 Dec 13764.70 376.85 -223.45 11.85 795 -10 648
5 Dec 13998.50 598 102 11.28 1,637 80 682
4 Dec 13875.20 495 16.55 12.10 102 4 602
3 Dec 13844.00 499 -105.75 12.69 986 -266 603
2 Dec 13990.50 607.5 -48.25 10.91 329 52 868
1 Dec 14046.45 665.1 -14.2 11.75 156 6 816
28 Nov 14043.70 682.15 -19.6 12.26 446 207 810
27 Nov 14075.90 706.1 45.2 11.46 678 -69 681
26 Nov 14009.30 678.65 184.85 13.92 866 -149 760
25 Nov 13806.70 494.3 17.55 12.27 610 338 864
24 Nov 13738.50 472 -88.45 14.88 241 104 525
21 Nov 13851.35 560 -109.9 13.67 354 263 416
20 Nov 13992.20 677 -18 12.07 86 51 153
19 Nov 14000.60 695 64.3 13.52 31 2 101
18 Nov 13917.25 617 -86.85 12.65 8 2 99
17 Nov 13997.45 707.7 141.5 13.62 15 2 96
14 Nov 13865.25 566.2 -11.5 8.49 2 -1 95
13 Nov 13826.60 570.4 -36.5 12.63 15 -1 97
12 Nov 13855.40 606.9 126.1 14.23 45 16 98
11 Nov 13681.20 485.8 88.85 13.21 60 15 83
10 Nov 13527.40 402.75 55.15 14.32 53 -2 69
7 Nov 13446.75 347.6 27.1 13.50 57 10 70
6 Nov 13375.25 318.35 -76.35 13.88 66 21 61
4 Nov 13506.00 392 -72.6 13.15 17 4 39
3 Nov 13589.05 463.95 59.25 13.67 19 -1 36
31 Oct 13467.85 397 -4.25 - 19 4 34
30 Oct 13467.65 403.5 2.55 13.56 13 9 30
29 Oct 13430.75 404 44 14.24 25 18 20
28 Oct 13366.20 360 66.7 - 0 2 0
27 Oct 13345.30 360 66.7 14.32 2 1 1
24 Oct 13164.85 293.3 0 - 0 0 0
23 Oct 13204.55 293.3 0 - 0 0 0
21 Oct 13231.75 293.3 0 - 0 0 0
20 Oct 13232.90 293.3 0 - 0 0 0
17 Oct 13160.80 293.3 0 - 0 0 0
15 Oct 13161.95 0 0 - 0 0 0


For Nifty Midcap Select - strike price 13500 expiring on 30DEC2025

Delta for 13500 CE is 0.75

Historical price for 13500 CE is as follows

On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 379.85, which was -2 lower than the previous day. The implied volatity was 14.19, the open interest changed by 293 which increased total open position to 941


On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 376.85, which was -223.45 lower than the previous day. The implied volatity was 11.85, the open interest changed by -10 which decreased total open position to 648


On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 598, which was 102 higher than the previous day. The implied volatity was 11.28, the open interest changed by 80 which increased total open position to 682


On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 495, which was 16.55 higher than the previous day. The implied volatity was 12.10, the open interest changed by 4 which increased total open position to 602


On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 499, which was -105.75 lower than the previous day. The implied volatity was 12.69, the open interest changed by -266 which decreased total open position to 603


On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 607.5, which was -48.25 lower than the previous day. The implied volatity was 10.91, the open interest changed by 52 which increased total open position to 868


On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 665.1, which was -14.2 lower than the previous day. The implied volatity was 11.75, the open interest changed by 6 which increased total open position to 816


On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 682.15, which was -19.6 lower than the previous day. The implied volatity was 12.26, the open interest changed by 207 which increased total open position to 810


On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 706.1, which was 45.2 higher than the previous day. The implied volatity was 11.46, the open interest changed by -69 which decreased total open position to 681


On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 678.65, which was 184.85 higher than the previous day. The implied volatity was 13.92, the open interest changed by -149 which decreased total open position to 760


On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 494.3, which was 17.55 higher than the previous day. The implied volatity was 12.27, the open interest changed by 338 which increased total open position to 864


On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 472, which was -88.45 lower than the previous day. The implied volatity was 14.88, the open interest changed by 104 which increased total open position to 525


On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 560, which was -109.9 lower than the previous day. The implied volatity was 13.67, the open interest changed by 263 which increased total open position to 416


On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 677, which was -18 lower than the previous day. The implied volatity was 12.07, the open interest changed by 51 which increased total open position to 153


On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 695, which was 64.3 higher than the previous day. The implied volatity was 13.52, the open interest changed by 2 which increased total open position to 101


On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 617, which was -86.85 lower than the previous day. The implied volatity was 12.65, the open interest changed by 2 which increased total open position to 99


On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 707.7, which was 141.5 higher than the previous day. The implied volatity was 13.62, the open interest changed by 2 which increased total open position to 96


On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 566.2, which was -11.5 lower than the previous day. The implied volatity was 8.49, the open interest changed by -1 which decreased total open position to 95


On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 570.4, which was -36.5 lower than the previous day. The implied volatity was 12.63, the open interest changed by -1 which decreased total open position to 97


On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 606.9, which was 126.1 higher than the previous day. The implied volatity was 14.23, the open interest changed by 16 which increased total open position to 98


On 11 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 485.8, which was 88.85 higher than the previous day. The implied volatity was 13.21, the open interest changed by 15 which increased total open position to 83


On 10 Nov MIDCPNIFTY was trading at 13527.40. The strike last trading price was 402.75, which was 55.15 higher than the previous day. The implied volatity was 14.32, the open interest changed by -2 which decreased total open position to 69


On 7 Nov MIDCPNIFTY was trading at 13446.75. The strike last trading price was 347.6, which was 27.1 higher than the previous day. The implied volatity was 13.50, the open interest changed by 10 which increased total open position to 70


On 6 Nov MIDCPNIFTY was trading at 13375.25. The strike last trading price was 318.35, which was -76.35 lower than the previous day. The implied volatity was 13.88, the open interest changed by 21 which increased total open position to 61


On 4 Nov MIDCPNIFTY was trading at 13506.00. The strike last trading price was 392, which was -72.6 lower than the previous day. The implied volatity was 13.15, the open interest changed by 4 which increased total open position to 39


On 3 Nov MIDCPNIFTY was trading at 13589.05. The strike last trading price was 463.95, which was 59.25 higher than the previous day. The implied volatity was 13.67, the open interest changed by -1 which decreased total open position to 36


On 31 Oct MIDCPNIFTY was trading at 13467.85. The strike last trading price was 397, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 34


On 30 Oct MIDCPNIFTY was trading at 13467.65. The strike last trading price was 403.5, which was 2.55 higher than the previous day. The implied volatity was 13.56, the open interest changed by 9 which increased total open position to 30


On 29 Oct MIDCPNIFTY was trading at 13430.75. The strike last trading price was 404, which was 44 higher than the previous day. The implied volatity was 14.24, the open interest changed by 18 which increased total open position to 20


On 28 Oct MIDCPNIFTY was trading at 13366.20. The strike last trading price was 360, which was 66.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 27 Oct MIDCPNIFTY was trading at 13345.30. The strike last trading price was 360, which was 66.7 higher than the previous day. The implied volatity was 14.32, the open interest changed by 1 which increased total open position to 1


On 24 Oct MIDCPNIFTY was trading at 13164.85. The strike last trading price was 293.3, 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 293.3, 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 293.3, 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 293.3, 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 293.3, 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 13500 PE
Delta: -0.27
Vega: 10.86
Theta: -3.09
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 13741.35 87.85 -8.8 15.95 19,017 472 4,330
8 Dec 13764.70 96.8 51.8 16.92 13,961 -291 3,866
5 Dec 13998.50 43.25 -28 15.68 10,246 -1,588 4,165
4 Dec 13875.20 70.35 -14.3 15.95 4,574 -60 5,755
3 Dec 13844.00 80 19.45 16.43 8,374 1,376 5,841
2 Dec 13990.50 59.25 6.3 16.69 8,235 844 4,489
1 Dec 14046.45 51.15 -1.3 16.48 5,002 808 3,677
28 Nov 14043.70 49.9 -0.65 15.74 3,849 255 2,882
27 Nov 14075.90 49.5 -9.7 15.92 4,506 416 2,629
26 Nov 14009.30 61.15 -43.5 16.05 6,055 -31 2,220
25 Nov 13806.70 104.15 -36.95 15.93 2,368 411 2,242
24 Nov 13738.50 142.85 7.9 16.95 1,596 445 1,816
21 Nov 13851.35 132.15 39.05 17.89 2,083 753 1,367
20 Nov 13992.20 92 -3.95 17.44 389 151 612
19 Nov 14000.60 96 -22.35 17.57 265 90 460
18 Nov 13917.25 120.8 20.05 17.84 324 -22 368
17 Nov 13997.45 100.95 -33.3 17.68 266 110 392
14 Nov 13865.25 129.5 -25.35 17.38 135 -18 282
13 Nov 13826.60 153.85 14.55 17.88 152 61 302
12 Nov 13855.40 140 -60.45 17.09 221 73 216
11 Nov 13681.20 209.2 -45.6 18.46 214 30 142
10 Nov 13527.40 251.05 -64.1 17.52 94 43 111
7 Nov 13446.75 315.35 -28.05 18.64 47 7 68
6 Nov 13375.25 343.4 28.25 18.36 37 13 61
4 Nov 13506.00 313.6 37.75 19.44 34 9 48
3 Nov 13589.05 274 -56.25 19.19 23 14 40
31 Oct 13467.85 331.35 -4.85 - 25 10 31
30 Oct 13467.65 336.2 -27.8 19.57 8 6 20
29 Oct 13430.75 364 -625.65 20.18 20 12 12
28 Oct 13366.20 989.65 0 - 0 0 0
27 Oct 13345.30 989.65 0 - 0 0 0
24 Oct 13164.85 989.65 0 - 0 0 0
23 Oct 13204.55 989.65 0 - 0 0 0
21 Oct 13231.75 989.65 0 - 0 0 0
20 Oct 13232.90 989.65 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 13500 expiring on 30DEC2025

Delta for 13500 PE is -0.27

Historical price for 13500 PE is as follows

On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 87.85, which was -8.8 lower than the previous day. The implied volatity was 15.95, the open interest changed by 472 which increased total open position to 4330


On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 96.8, which was 51.8 higher than the previous day. The implied volatity was 16.92, the open interest changed by -291 which decreased total open position to 3866


On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 43.25, which was -28 lower than the previous day. The implied volatity was 15.68, the open interest changed by -1588 which decreased total open position to 4165


On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 70.35, which was -14.3 lower than the previous day. The implied volatity was 15.95, the open interest changed by -60 which decreased total open position to 5755


On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 80, which was 19.45 higher than the previous day. The implied volatity was 16.43, the open interest changed by 1376 which increased total open position to 5841


On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 59.25, which was 6.3 higher than the previous day. The implied volatity was 16.69, the open interest changed by 844 which increased total open position to 4489


On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 51.15, which was -1.3 lower than the previous day. The implied volatity was 16.48, the open interest changed by 808 which increased total open position to 3677


On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 49.9, which was -0.65 lower than the previous day. The implied volatity was 15.74, the open interest changed by 255 which increased total open position to 2882


On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 49.5, which was -9.7 lower than the previous day. The implied volatity was 15.92, the open interest changed by 416 which increased total open position to 2629


On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 61.15, which was -43.5 lower than the previous day. The implied volatity was 16.05, the open interest changed by -31 which decreased total open position to 2220


On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 104.15, which was -36.95 lower than the previous day. The implied volatity was 15.93, the open interest changed by 411 which increased total open position to 2242


On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 142.85, which was 7.9 higher than the previous day. The implied volatity was 16.95, the open interest changed by 445 which increased total open position to 1816


On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 132.15, which was 39.05 higher than the previous day. The implied volatity was 17.89, the open interest changed by 753 which increased total open position to 1367


On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 92, which was -3.95 lower than the previous day. The implied volatity was 17.44, the open interest changed by 151 which increased total open position to 612


On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 96, which was -22.35 lower than the previous day. The implied volatity was 17.57, the open interest changed by 90 which increased total open position to 460


On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 120.8, which was 20.05 higher than the previous day. The implied volatity was 17.84, the open interest changed by -22 which decreased total open position to 368


On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 100.95, which was -33.3 lower than the previous day. The implied volatity was 17.68, the open interest changed by 110 which increased total open position to 392


On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 129.5, which was -25.35 lower than the previous day. The implied volatity was 17.38, the open interest changed by -18 which decreased total open position to 282


On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 153.85, which was 14.55 higher than the previous day. The implied volatity was 17.88, the open interest changed by 61 which increased total open position to 302


On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 140, which was -60.45 lower than the previous day. The implied volatity was 17.09, the open interest changed by 73 which increased total open position to 216


On 11 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 209.2, which was -45.6 lower than the previous day. The implied volatity was 18.46, the open interest changed by 30 which increased total open position to 142


On 10 Nov MIDCPNIFTY was trading at 13527.40. The strike last trading price was 251.05, which was -64.1 lower than the previous day. The implied volatity was 17.52, the open interest changed by 43 which increased total open position to 111


On 7 Nov MIDCPNIFTY was trading at 13446.75. The strike last trading price was 315.35, which was -28.05 lower than the previous day. The implied volatity was 18.64, the open interest changed by 7 which increased total open position to 68


On 6 Nov MIDCPNIFTY was trading at 13375.25. The strike last trading price was 343.4, which was 28.25 higher than the previous day. The implied volatity was 18.36, the open interest changed by 13 which increased total open position to 61


On 4 Nov MIDCPNIFTY was trading at 13506.00. The strike last trading price was 313.6, which was 37.75 higher than the previous day. The implied volatity was 19.44, the open interest changed by 9 which increased total open position to 48


On 3 Nov MIDCPNIFTY was trading at 13589.05. The strike last trading price was 274, which was -56.25 lower than the previous day. The implied volatity was 19.19, the open interest changed by 14 which increased total open position to 40


On 31 Oct MIDCPNIFTY was trading at 13467.85. The strike last trading price was 331.35, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 31


On 30 Oct MIDCPNIFTY was trading at 13467.65. The strike last trading price was 336.2, which was -27.8 lower than the previous day. The implied volatity was 19.57, the open interest changed by 6 which increased total open position to 20


On 29 Oct MIDCPNIFTY was trading at 13430.75. The strike last trading price was 364, which was -625.65 lower than the previous day. The implied volatity was 20.18, the open interest changed by 12 which increased total open position to 12


On 28 Oct MIDCPNIFTY was trading at 13366.20. The strike last trading price was 989.65, 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 989.65, 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 989.65, 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 989.65, 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 989.65, 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 989.65, 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