MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 13600 CE | ||||||||||||||||
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Delta: 0.68
Vega: 11.76
Theta: -6.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 13741.35 | 310 | -10.5 | 14.23 | 7,203 | 683 | 768 | |||||||||
| 8 Dec | 13764.70 | 308 | -203.65 | 12.42 | 129 | 40 | 86 | |||||||||
| 5 Dec | 13998.50 | 512.8 | 84.8 | 11.82 | 34 | 3 | 41 | |||||||||
| 4 Dec | 13875.20 | 428 | 17.45 | 13.40 | 18 | 4 | 38 | |||||||||
| 3 Dec | 13844.00 | 414.45 | -103.2 | 12.24 | 62 | 10 | 34 | |||||||||
| 2 Dec | 13990.50 | 517.65 | -75.4 | 10.86 | 26 | 7 | 23 | |||||||||
| 1 Dec | 14046.45 | 593.05 | -31.95 | - | 0 | 1 | 0 | |||||||||
| 28 Nov | 14043.70 | 593.05 | -31.95 | 12.11 | 5 | 1 | 16 | |||||||||
| 27 Nov | 14075.90 | 625 | 68 | 12.66 | 1 | 0 | 15 | |||||||||
| 26 Nov | 14009.30 | 557 | 58.5 | 9.72 | 16 | 0 | 15 | |||||||||
| 25 Nov | 13806.70 | 498.5 | -51.5 | 18.23 | 3 | 0 | 12 | |||||||||
| 24 Nov | 13738.50 | 545 | 67 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 13851.35 | 545 | 67 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 13992.20 | 545 | 67 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 14000.60 | 545 | 67 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 13917.25 | 545 | 67 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 13997.45 | 545 | 67 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 13865.25 | 545 | 67 | 13.57 | 2 | 1 | 13 | |||||||||
| 13 Nov | 13826.60 | 478 | 66.9 | - | 4 | 0 | 12 | |||||||||
| 12 Nov | 13855.40 | 478 | 66.9 | 10.64 | 4 | -1 | 13 | |||||||||
| 11 Nov | 13681.20 | 411.1 | 71.55 | 12.79 | 11 | 5 | 14 | |||||||||
| 10 Nov | 13527.40 | 339.55 | -50.45 | 14.01 | 13 | 9 | 10 | |||||||||
| 7 Nov | 13446.75 | 390 | 12.25 | - | 0 | 0 | 1 | |||||||||
| 6 Nov | 13375.25 | 390 | 12.25 | - | 0 | 0 | 0 | |||||||||
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| 4 Nov | 13506.00 | 390 | 12.25 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 13589.05 | 390 | 12.25 | 13.06 | 1 | 0 | 1 | |||||||||
| 31 Oct | 13467.85 | 377.75 | 12.85 | - | 5 | 1 | 3 | |||||||||
| 30 Oct | 13467.65 | 364.9 | 3.15 | 14.35 | 1 | 0 | 1 | |||||||||
| 29 Oct | 13430.75 | 361.75 | 96.4 | 14.77 | 1 | 0 | 0 | |||||||||
| 28 Oct | 13366.20 | 265.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 13345.30 | 265.35 | 0 | 0.10 | 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 13600 expiring on 30DEC2025
Delta for 13600 CE is 0.68
Historical price for 13600 CE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 310, which was -10.5 lower than the previous day. The implied volatity was 14.23, the open interest changed by 683 which increased total open position to 768
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 308, which was -203.65 lower than the previous day. The implied volatity was 12.42, the open interest changed by 40 which increased total open position to 86
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 512.8, which was 84.8 higher than the previous day. The implied volatity was 11.82, the open interest changed by 3 which increased total open position to 41
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 428, which was 17.45 higher than the previous day. The implied volatity was 13.40, the open interest changed by 4 which increased total open position to 38
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 414.45, which was -103.2 lower than the previous day. The implied volatity was 12.24, the open interest changed by 10 which increased total open position to 34
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 517.65, which was -75.4 lower than the previous day. The implied volatity was 10.86, the open interest changed by 7 which increased total open position to 23
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 593.05, which was -31.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 593.05, which was -31.95 lower than the previous day. The implied volatity was 12.11, the open interest changed by 1 which increased total open position to 16
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 625, which was 68 higher than the previous day. The implied volatity was 12.66, the open interest changed by 0 which decreased total open position to 15
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 557, which was 58.5 higher than the previous day. The implied volatity was 9.72, the open interest changed by 0 which decreased total open position to 15
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 498.5, which was -51.5 lower than the previous day. The implied volatity was 18.23, the open interest changed by 0 which decreased total open position to 12
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 545, which was 67 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 545, which was 67 higher 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 545, which was 67 higher 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 545, which was 67 higher 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 545, which was 67 higher 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 545, which was 67 higher 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 545, which was 67 higher than the previous day. The implied volatity was 13.57, the open interest changed by 1 which increased total open position to 13
On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 478, which was 66.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 478, which was 66.9 higher than the previous day. The implied volatity was 10.64, the open interest changed by -1 which decreased total open position to 13
On 11 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 411.1, which was 71.55 higher than the previous day. The implied volatity was 12.79, the open interest changed by 5 which increased total open position to 14
On 10 Nov MIDCPNIFTY was trading at 13527.40. The strike last trading price was 339.55, which was -50.45 lower than the previous day. The implied volatity was 14.01, the open interest changed by 9 which increased total open position to 10
On 7 Nov MIDCPNIFTY was trading at 13446.75. The strike last trading price was 390, which was 12.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Nov MIDCPNIFTY was trading at 13375.25. The strike last trading price was 390, which was 12.25 higher 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 390, which was 12.25 higher 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 390, which was 12.25 higher than the previous day. The implied volatity was 13.06, the open interest changed by 0 which decreased total open position to 1
On 31 Oct MIDCPNIFTY was trading at 13467.85. The strike last trading price was 377.75, which was 12.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 30 Oct MIDCPNIFTY was trading at 13467.65. The strike last trading price was 364.9, which was 3.15 higher than the previous day. The implied volatity was 14.35, the open interest changed by 0 which decreased total open position to 1
On 29 Oct MIDCPNIFTY was trading at 13430.75. The strike last trading price was 361.75, which was 96.4 higher than the previous day. The implied volatity was 14.77, 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 265.35, 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 27 Oct MIDCPNIFTY was trading at 13345.30. The strike last trading price was 265.35, 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 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 13600 PE | |||||||
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Delta: -0.34
Vega: 12.01
Theta: -3.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 13741.35 | 119 | -8 | 15.93 | 16,393 | 1,312 | 3,526 |
| 8 Dec | 13764.70 | 126.85 | 66.35 | 16.81 | 5,912 | -40 | 2,243 |
| 5 Dec | 13998.50 | 58.3 | -38.1 | 15.43 | 6,384 | 270 | 2,284 |
| 4 Dec | 13875.20 | 94.8 | -16 | 15.96 | 3,438 | 968 | 2,032 |
| 3 Dec | 13844.00 | 103.6 | 24.05 | 16.29 | 2,937 | 384 | 1,063 |
| 2 Dec | 13990.50 | 78.7 | 10 | 16.65 | 2,258 | 16 | 685 |
| 1 Dec | 14046.45 | 65.4 | -2 | 16.14 | 1,210 | -14 | 689 |
| 28 Nov | 14043.70 | 64.5 | -1.15 | 15.49 | 882 | -29 | 703 |
| 27 Nov | 14075.90 | 62.8 | -13.05 | 15.57 | 1,235 | 172 | 732 |
| 26 Nov | 14009.30 | 77.7 | -55.45 | 15.80 | 1,638 | 375 | 565 |
| 25 Nov | 13806.70 | 135.4 | -40.95 | 16.05 | 272 | 69 | 183 |
| 24 Nov | 13738.50 | 175 | 3 | 16.83 | 156 | 58 | 111 |
| 21 Nov | 13851.35 | 176 | -884.15 | 18.87 | 149 | 32 | 32 |
| 20 Nov | 13992.20 | 1060.15 | 0 | 2.97 | 0 | 0 | 0 |
| 19 Nov | 14000.60 | 1060.15 | 0 | 2.95 | 0 | 0 | 0 |
| 18 Nov | 13917.25 | 1060.15 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 13997.45 | 1060.15 | 0 | 2.93 | 0 | 0 | 0 |
| 14 Nov | 13865.25 | 1060.15 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 13826.60 | 1060.15 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 13855.40 | 1060.15 | 0 | 2.08 | 0 | 0 | 0 |
| 11 Nov | 13681.20 | 1060.15 | 0 | 1.36 | 0 | 0 | 0 |
| 10 Nov | 13527.40 | 1060.15 | 0 | 0.62 | 0 | 0 | 0 |
| 7 Nov | 13446.75 | 1060.15 | 0 | 0.21 | 0 | 0 | 0 |
| 6 Nov | 13375.25 | 1060.15 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 13506.00 | 1060.15 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 13589.05 | 1060.15 | 0 | 0.94 | 0 | 0 | 0 |
| 31 Oct | 13467.85 | 1060.15 | 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 13600 expiring on 30DEC2025
Delta for 13600 PE is -0.34
Historical price for 13600 PE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 119, which was -8 lower than the previous day. The implied volatity was 15.93, the open interest changed by 1312 which increased total open position to 3526
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 126.85, which was 66.35 higher than the previous day. The implied volatity was 16.81, the open interest changed by -40 which decreased total open position to 2243
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 58.3, which was -38.1 lower than the previous day. The implied volatity was 15.43, the open interest changed by 270 which increased total open position to 2284
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 94.8, which was -16 lower than the previous day. The implied volatity was 15.96, the open interest changed by 968 which increased total open position to 2032
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 103.6, which was 24.05 higher than the previous day. The implied volatity was 16.29, the open interest changed by 384 which increased total open position to 1063
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 78.7, which was 10 higher than the previous day. The implied volatity was 16.65, the open interest changed by 16 which increased total open position to 685
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 65.4, which was -2 lower than the previous day. The implied volatity was 16.14, the open interest changed by -14 which decreased total open position to 689
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 64.5, which was -1.15 lower than the previous day. The implied volatity was 15.49, the open interest changed by -29 which decreased total open position to 703
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 62.8, which was -13.05 lower than the previous day. The implied volatity was 15.57, the open interest changed by 172 which increased total open position to 732
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 77.7, which was -55.45 lower than the previous day. The implied volatity was 15.80, the open interest changed by 375 which increased total open position to 565
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 135.4, which was -40.95 lower than the previous day. The implied volatity was 16.05, the open interest changed by 69 which increased total open position to 183
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 175, which was 3 higher than the previous day. The implied volatity was 16.83, the open interest changed by 58 which increased total open position to 111
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 176, which was -884.15 lower than the previous day. The implied volatity was 18.87, the open interest changed by 32 which increased total open position to 32
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 1060.15, which was 0 lower than the previous day. The implied volatity was 2.97, 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 1060.15, which was 0 lower than the previous day. The implied volatity was 2.95, 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 1060.15, 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 1060.15, which was 0 lower than the previous day. The implied volatity was 2.93, 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 1060.15, 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 1060.15, 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 1060.15, which was 0 lower than the previous day. The implied volatity was 2.08, 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 1060.15, which was 0 lower than the previous day. The implied volatity was 1.36, 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 1060.15, which was 0 lower than the previous day. The implied volatity was 0.62, 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 1060.15, which was 0 lower than the previous day. The implied volatity was 0.21, 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 1060.15, 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 1060.15, 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 1060.15, which was 0 lower than the previous day. The implied volatity was 0.94, 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 1060.15, 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































































































































































































































