MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
10 Jul 2025 01:27 PM IST
| MIDCPNIFTY 31JUL2025 13500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 11.53
Theta: -5.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 10 Jul | 13185.65 | 112.2 | -43.95 | 16.42 | 7,456 | 1,061 | 7,098 | |||
| 9 Jul | 13291.85 | 153 | -30.3 | 16.23 | 14,568 | 1,402 | 6,105 | |||
| 8 Jul | 13333.45 | 188 | -26.6 | 16.60 | 17,258 | 586 | 4,737 | |||
| 7 Jul | 13398.25 | 210.85 | -18.95 | 15.89 | 12,150 | 187 | 4,153 | |||
| 4 Jul | 13416.00 | 227.2 | -38.25 | 15.09 | 20,309 | -1,474 | 4,086 | |||
| 3 Jul | 13462.55 | 261.25 | -2.7 | 15.38 | 16,737 | 547 | 5,560 | |||
| 2 Jul | 13440.50 | 266.8 | 1.3 | 16.18 | 18,851 | 608 | 5,061 | |||
| 1 Jul | 13416.15 | 267 | -7.35 | 16.58 | 11,790 | -169 | 4,462 | |||
| 30 Jun | 13433.85 | 278 | 37 | 16.28 | 14,418 | 2,117 | 4,659 | |||
| 27 Jun | 13340.55 | 245.3 | 26.15 | 15.72 | 17,848 | 1,401 | 2,544 | |||
| 26 Jun | 13305.10 | 221 | 40.35 | 15.24 | 2,949 | 322 | 1,149 | |||
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| 25 Jun | 13221.30 | 180.45 | 14.05 | 15.11 | 977 | 38 | 826 | |||
| 24 Jun | 13147.85 | 170.8 | 26.8 | 15.80 | 925 | 72 | 786 | |||
| 23 Jun | 13033.10 | 143 | 7.65 | 16.46 | 761 | 356 | 715 | |||
| 20 Jun | 12984.35 | 137 | 32.85 | 16.67 | 353 | 102 | 358 | |||
| 19 Jun | 12727.70 | 100.05 | -44.5 | 18.41 | 359 | 110 | 255 | |||
| 18 Jun | 12943.35 | 147 | -25.05 | 17.09 | 132 | 29 | 143 | |||
| 17 Jun | 13039.75 | 171 | -49.7 | 16.73 | 33 | 6 | 115 | |||
| 16 Jun | 13107.50 | 221.05 | 20.55 | 17.43 | 46 | 20 | 109 | |||
| 13 Jun | 12991.60 | 201 | 8.2 | 17.51 | 33 | 12 | 90 | |||
| 12 Jun | 13036.30 | 198 | -91.05 | 17.07 | 49 | 7 | 77 | |||
| 11 Jun | 13237.55 | 290 | -10 | 16.68 | 57 | 14 | 66 | |||
| 10 Jun | 13311.65 | 300 | -30.05 | 15.25 | 53 | 48 | 52 | |||
| 9 Jun | 13302.35 | 330.05 | 70.05 | 16.79 | 4 | 2 | 3 | |||
| 6 Jun | 13146.00 | 260 | 6.55 | 16.07 | 2 | 1 | 1 | |||
For Nifty Midcap Select - strike price 13500 expiring on 31JUL2025
Delta for 13500 CE is 0.33
Historical price for 13500 CE is as follows
On 10 Jul MIDCPNIFTY was trading at 13185.65. The strike last trading price was 112.2, which was -43.95 lower than the previous day. The implied volatity was 16.42, the open interest changed by 1061 which increased total open position to 7098
On 9 Jul MIDCPNIFTY was trading at 13291.85. The strike last trading price was 153, which was -30.3 lower than the previous day. The implied volatity was 16.23, the open interest changed by 1402 which increased total open position to 6105
On 8 Jul MIDCPNIFTY was trading at 13333.45. The strike last trading price was 188, which was -26.6 lower than the previous day. The implied volatity was 16.60, the open interest changed by 586 which increased total open position to 4737
On 7 Jul MIDCPNIFTY was trading at 13398.25. The strike last trading price was 210.85, which was -18.95 lower than the previous day. The implied volatity was 15.89, the open interest changed by 187 which increased total open position to 4153
On 4 Jul MIDCPNIFTY was trading at 13416.00. The strike last trading price was 227.2, which was -38.25 lower than the previous day. The implied volatity was 15.09, the open interest changed by -1474 which decreased total open position to 4086
On 3 Jul MIDCPNIFTY was trading at 13462.55. The strike last trading price was 261.25, which was -2.7 lower than the previous day. The implied volatity was 15.38, the open interest changed by 547 which increased total open position to 5560
On 2 Jul MIDCPNIFTY was trading at 13440.50. The strike last trading price was 266.8, which was 1.3 higher than the previous day. The implied volatity was 16.18, the open interest changed by 608 which increased total open position to 5061
On 1 Jul MIDCPNIFTY was trading at 13416.15. The strike last trading price was 267, which was -7.35 lower than the previous day. The implied volatity was 16.58, the open interest changed by -169 which decreased total open position to 4462
On 30 Jun MIDCPNIFTY was trading at 13433.85. The strike last trading price was 278, which was 37 higher than the previous day. The implied volatity was 16.28, the open interest changed by 2117 which increased total open position to 4659
On 27 Jun MIDCPNIFTY was trading at 13340.55. The strike last trading price was 245.3, which was 26.15 higher than the previous day. The implied volatity was 15.72, the open interest changed by 1401 which increased total open position to 2544
On 26 Jun MIDCPNIFTY was trading at 13305.10. The strike last trading price was 221, which was 40.35 higher than the previous day. The implied volatity was 15.24, the open interest changed by 322 which increased total open position to 1149
On 25 Jun MIDCPNIFTY was trading at 13221.30. The strike last trading price was 180.45, which was 14.05 higher than the previous day. The implied volatity was 15.11, the open interest changed by 38 which increased total open position to 826
On 24 Jun MIDCPNIFTY was trading at 13147.85. The strike last trading price was 170.8, which was 26.8 higher than the previous day. The implied volatity was 15.80, the open interest changed by 72 which increased total open position to 786
On 23 Jun MIDCPNIFTY was trading at 13033.10. The strike last trading price was 143, which was 7.65 higher than the previous day. The implied volatity was 16.46, the open interest changed by 356 which increased total open position to 715
On 20 Jun MIDCPNIFTY was trading at 12984.35. The strike last trading price was 137, which was 32.85 higher than the previous day. The implied volatity was 16.67, the open interest changed by 102 which increased total open position to 358
On 19 Jun MIDCPNIFTY was trading at 12727.70. The strike last trading price was 100.05, which was -44.5 lower than the previous day. The implied volatity was 18.41, the open interest changed by 110 which increased total open position to 255
On 18 Jun MIDCPNIFTY was trading at 12943.35. The strike last trading price was 147, which was -25.05 lower than the previous day. The implied volatity was 17.09, the open interest changed by 29 which increased total open position to 143
On 17 Jun MIDCPNIFTY was trading at 13039.75. The strike last trading price was 171, which was -49.7 lower than the previous day. The implied volatity was 16.73, the open interest changed by 6 which increased total open position to 115
On 16 Jun MIDCPNIFTY was trading at 13107.50. The strike last trading price was 221.05, which was 20.55 higher than the previous day. The implied volatity was 17.43, the open interest changed by 20 which increased total open position to 109
On 13 Jun MIDCPNIFTY was trading at 12991.60. The strike last trading price was 201, which was 8.2 higher than the previous day. The implied volatity was 17.51, the open interest changed by 12 which increased total open position to 90
On 12 Jun MIDCPNIFTY was trading at 13036.30. The strike last trading price was 198, which was -91.05 lower than the previous day. The implied volatity was 17.07, the open interest changed by 7 which increased total open position to 77
On 11 Jun MIDCPNIFTY was trading at 13237.55. The strike last trading price was 290, which was -10 lower than the previous day. The implied volatity was 16.68, the open interest changed by 14 which increased total open position to 66
On 10 Jun MIDCPNIFTY was trading at 13311.65. The strike last trading price was 300, which was -30.05 lower than the previous day. The implied volatity was 15.25, the open interest changed by 48 which increased total open position to 52
On 9 Jun MIDCPNIFTY was trading at 13302.35. The strike last trading price was 330.05, which was 70.05 higher than the previous day. The implied volatity was 16.79, the open interest changed by 2 which increased total open position to 3
On 6 Jun MIDCPNIFTY was trading at 13146.00. The strike last trading price was 260, which was 6.55 higher than the previous day. The implied volatity was 16.07, the open interest changed by 1 which increased total open position to 1
| MIDCPNIFTY 31JUL2025 13500 PE | |||||||
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Delta: -0.64
Vega: 11.88
Theta: -3.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 10 Jul | 13185.65 | 386 | 68.95 | 19.63 | 820 | 73 | 2,408 |
| 9 Jul | 13291.85 | 315.6 | 26.9 | 18.70 | 1,903 | 263 | 2,335 |
| 8 Jul | 13333.45 | 282 | 10.45 | 18.30 | 5,854 | -141 | 2,083 |
| 7 Jul | 13398.25 | 280.3 | 14.85 | 19.91 | 5,782 | 162 | 2,257 |
| 4 Jul | 13416.00 | 261.05 | 12.75 | 18.52 | 12,102 | -196 | 2,105 |
| 3 Jul | 13462.55 | 247 | -19.55 | 18.71 | 13,534 | 429 | 2,301 |
| 2 Jul | 13440.50 | 260.25 | -19.6 | 18.68 | 10,412 | 310 | 1,878 |
| 1 Jul | 13416.15 | 275.45 | -5.5 | 18.79 | 7,489 | -361 | 1,628 |
| 30 Jun | 13433.85 | 282.6 | -35.5 | 19.51 | 6,703 | 211 | 2,004 |
| 27 Jun | 13340.55 | 318.65 | -9.4 | 18.91 | 9,136 | 1,512 | 1,806 |
| 26 Jun | 13305.10 | 318.85 | -64.3 | 17.38 | 842 | 104 | 299 |
| 25 Jun | 13221.30 | 382.3 | -71.4 | 17.76 | 493 | 30 | 196 |
| 24 Jun | 13147.85 | 443.55 | -109.05 | 19.15 | 290 | 71 | 164 |
| 23 Jun | 13033.10 | 566.65 | -18.15 | 22.08 | 132 | 81 | 88 |
| 20 Jun | 12984.35 | 573.7 | -203.15 | 19.37 | 8 | 2 | 7 |
| 19 Jun | 12727.70 | 783.2 | 143.2 | 21.62 | 4 | 3 | 4 |
| 18 Jun | 12943.35 | 640 | -627.6 | 22.61 | 2 | 1 | 1 |
| 17 Jun | 13039.75 | 1267.6 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 13107.50 | 1267.6 | 0 | - | 0 | 0 | 0 |
| 13 Jun | 12991.60 | 1267.6 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 13036.30 | 1267.6 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 13237.55 | 1267.6 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 13311.65 | 1267.6 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 13302.35 | 1267.6 | 0 | - | 0 | 0 | 0 |
| 6 Jun | 13146.00 | 1267.6 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13500 expiring on 31JUL2025
Delta for 13500 PE is -0.64
Historical price for 13500 PE is as follows
On 10 Jul MIDCPNIFTY was trading at 13185.65. The strike last trading price was 386, which was 68.95 higher than the previous day. The implied volatity was 19.63, the open interest changed by 73 which increased total open position to 2408
On 9 Jul MIDCPNIFTY was trading at 13291.85. The strike last trading price was 315.6, which was 26.9 higher than the previous day. The implied volatity was 18.70, the open interest changed by 263 which increased total open position to 2335
On 8 Jul MIDCPNIFTY was trading at 13333.45. The strike last trading price was 282, which was 10.45 higher than the previous day. The implied volatity was 18.30, the open interest changed by -141 which decreased total open position to 2083
On 7 Jul MIDCPNIFTY was trading at 13398.25. The strike last trading price was 280.3, which was 14.85 higher than the previous day. The implied volatity was 19.91, the open interest changed by 162 which increased total open position to 2257
On 4 Jul MIDCPNIFTY was trading at 13416.00. The strike last trading price was 261.05, which was 12.75 higher than the previous day. The implied volatity was 18.52, the open interest changed by -196 which decreased total open position to 2105
On 3 Jul MIDCPNIFTY was trading at 13462.55. The strike last trading price was 247, which was -19.55 lower than the previous day. The implied volatity was 18.71, the open interest changed by 429 which increased total open position to 2301
On 2 Jul MIDCPNIFTY was trading at 13440.50. The strike last trading price was 260.25, which was -19.6 lower than the previous day. The implied volatity was 18.68, the open interest changed by 310 which increased total open position to 1878
On 1 Jul MIDCPNIFTY was trading at 13416.15. The strike last trading price was 275.45, which was -5.5 lower than the previous day. The implied volatity was 18.79, the open interest changed by -361 which decreased total open position to 1628
On 30 Jun MIDCPNIFTY was trading at 13433.85. The strike last trading price was 282.6, which was -35.5 lower than the previous day. The implied volatity was 19.51, the open interest changed by 211 which increased total open position to 2004
On 27 Jun MIDCPNIFTY was trading at 13340.55. The strike last trading price was 318.65, which was -9.4 lower than the previous day. The implied volatity was 18.91, the open interest changed by 1512 which increased total open position to 1806
On 26 Jun MIDCPNIFTY was trading at 13305.10. The strike last trading price was 318.85, which was -64.3 lower than the previous day. The implied volatity was 17.38, the open interest changed by 104 which increased total open position to 299
On 25 Jun MIDCPNIFTY was trading at 13221.30. The strike last trading price was 382.3, which was -71.4 lower than the previous day. The implied volatity was 17.76, the open interest changed by 30 which increased total open position to 196
On 24 Jun MIDCPNIFTY was trading at 13147.85. The strike last trading price was 443.55, which was -109.05 lower than the previous day. The implied volatity was 19.15, the open interest changed by 71 which increased total open position to 164
On 23 Jun MIDCPNIFTY was trading at 13033.10. The strike last trading price was 566.65, which was -18.15 lower than the previous day. The implied volatity was 22.08, the open interest changed by 81 which increased total open position to 88
On 20 Jun MIDCPNIFTY was trading at 12984.35. The strike last trading price was 573.7, which was -203.15 lower than the previous day. The implied volatity was 19.37, the open interest changed by 2 which increased total open position to 7
On 19 Jun MIDCPNIFTY was trading at 12727.70. The strike last trading price was 783.2, which was 143.2 higher than the previous day. The implied volatity was 21.62, the open interest changed by 3 which increased total open position to 4
On 18 Jun MIDCPNIFTY was trading at 12943.35. The strike last trading price was 640, which was -627.6 lower than the previous day. The implied volatity was 22.61, the open interest changed by 1 which increased total open position to 1
On 17 Jun MIDCPNIFTY was trading at 13039.75. The strike last trading price was 1267.6, 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 16 Jun MIDCPNIFTY was trading at 13107.50. The strike last trading price was 1267.6, 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 13 Jun MIDCPNIFTY was trading at 12991.60. The strike last trading price was 1267.6, 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 12 Jun MIDCPNIFTY was trading at 13036.30. The strike last trading price was 1267.6, 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 11 Jun MIDCPNIFTY was trading at 13237.55. The strike last trading price was 1267.6, 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 10 Jun MIDCPNIFTY was trading at 13311.65. The strike last trading price was 1267.6, 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 9 Jun MIDCPNIFTY was trading at 13302.35. The strike last trading price was 1267.6, 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 Jun MIDCPNIFTY was trading at 13146.00. The strike last trading price was 1267.6, 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
