MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 13650 CE | ||||||||||||||||
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Delta: 0.64
Vega: 12.32
Theta: -6.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 13741.35 | 280 | -2.15 | 14.41 | 2,875 | 225 | 240 | |||||||||
| 8 Dec | 13764.70 | 285.75 | -101.2 | 13.39 | 25 | 8 | 15 | |||||||||
| 5 Dec | 13998.50 | 386.95 | 9.4 | - | 0 | -1 | 0 | |||||||||
| 4 Dec | 13875.20 | 386.95 | 9.4 | 13.07 | 1 | 0 | 8 | |||||||||
| 3 Dec | 13844.00 | 377.55 | -3.75 | 12.32 | 7 | 2 | 8 | |||||||||
| 2 Dec | 13990.50 | 381.3 | 61.95 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 14046.45 | 381.3 | 61.95 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 14043.70 | 381.3 | 61.95 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 14075.90 | 381.3 | 61.95 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 14009.30 | 381.3 | 61.95 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 13806.70 | 381.3 | 61.95 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 13738.50 | 381.3 | 61.95 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 13851.35 | 381.3 | 61.95 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 13992.20 | 381.3 | 61.95 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 14000.60 | 381.3 | 61.95 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 13917.25 | 381.3 | 61.95 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 13997.45 | 381.3 | 61.95 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 13865.25 | 381.3 | 61.95 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 13826.60 | 381.3 | 61.95 | - | 0 | 0 | 6 | |||||||||
| 12 Nov | 13855.40 | 381.3 | 61.95 | - | 0 | 0 | 6 | |||||||||
| 11 Nov | 13681.20 | 381.3 | 61.95 | 12.91 | 1 | 0 | 5 | |||||||||
| 10 Nov | 13527.40 | 319.35 | 2.25 | 14.34 | 3 | 2 | 4 | |||||||||
| 7 Nov | 13446.75 | 317.1 | 64.95 | - | 0 | 0 | 2 | |||||||||
| 6 Nov | 13375.25 | 317.1 | 64.95 | - | 0 | 2 | 0 | |||||||||
| 4 Nov | 13506.00 | 317.1 | 64.95 | 13.58 | 2 | 0 | 0 | |||||||||
| 3 Nov | 13589.05 | 252.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 13467.85 | 252.15 | 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 | |||||||||
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| 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 13650 expiring on 30DEC2025
Delta for 13650 CE is 0.64
Historical price for 13650 CE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 280, which was -2.15 lower than the previous day. The implied volatity was 14.41, the open interest changed by 225 which increased total open position to 240
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 285.75, which was -101.2 lower than the previous day. The implied volatity was 13.39, the open interest changed by 8 which increased total open position to 15
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 386.95, which was 9.4 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 386.95, which was 9.4 higher than the previous day. The implied volatity was 13.07, the open interest changed by 0 which decreased total open position to 8
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 377.55, which was -3.75 lower than the previous day. The implied volatity was 12.32, the open interest changed by 2 which increased total open position to 8
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 381.3, which was 61.95 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 381.3, which was 61.95 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 381.3, which was 61.95 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 381.3, which was 61.95 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 381.3, which was 61.95 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 381.3, which was 61.95 higher 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 381.3, which was 61.95 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 381.3, which was 61.95 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 381.3, which was 61.95 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 381.3, which was 61.95 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 381.3, which was 61.95 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 381.3, which was 61.95 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 381.3, which was 61.95 higher 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 381.3, which was 61.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 381.3, which was 61.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 381.3, which was 61.95 higher than the previous day. The implied volatity was 12.91, the open interest changed by 0 which decreased total open position to 5
On 10 Nov MIDCPNIFTY was trading at 13527.40. The strike last trading price was 319.35, which was 2.25 higher than the previous day. The implied volatity was 14.34, the open interest changed by 2 which increased total open position to 4
On 7 Nov MIDCPNIFTY was trading at 13446.75. The strike last trading price was 317.1, which was 64.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Nov MIDCPNIFTY was trading at 13375.25. The strike last trading price was 317.1, which was 64.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 13506.00. The strike last trading price was 317.1, which was 64.95 higher than the previous day. The implied volatity was 13.58, 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 252.15, 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 31 Oct MIDCPNIFTY was trading at 13467.85. The strike last trading price was 252.15, 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
| MIDCPNIFTY 30DEC2025 13650 PE | |||||||
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Delta: -0.37
Vega: 12.43
Theta: -3.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 13741.35 | 133.65 | -12.35 | 15.64 | 5,259 | 218 | 348 |
| 8 Dec | 13764.70 | 146 | 77.45 | 16.90 | 525 | 28 | 137 |
| 5 Dec | 13998.50 | 66.7 | -40.65 | 15.23 | 224 | 18 | 114 |
| 4 Dec | 13875.20 | 109.5 | -13.7 | 15.98 | 129 | 7 | 96 |
| 3 Dec | 13844.00 | 117.6 | 27.5 | 16.23 | 202 | 37 | 89 |
| 2 Dec | 13990.50 | 88.05 | 10.1 | 16.43 | 143 | -15 | 55 |
| 1 Dec | 14046.45 | 76.9 | -1.3 | 16.25 | 64 | 9 | 72 |
| 28 Nov | 14043.70 | 76.05 | 2.25 | 15.61 | 71 | 18 | 64 |
| 27 Nov | 14075.90 | 71.45 | -14.85 | 15.48 | 89 | -8 | 45 |
| 26 Nov | 14009.30 | 87 | -70.85 | 15.65 | 104 | 39 | 53 |
| 25 Nov | 13806.70 | 157.85 | -2.5 | 16.32 | 2 | 1 | 14 |
| 24 Nov | 13738.50 | 160.35 | 8.35 | 14.76 | 2 | 0 | 12 |
| 21 Nov | 13851.35 | 152 | -0.1 | 16.34 | 5 | 0 | 11 |
| 20 Nov | 13992.20 | 152.1 | -4.7 | - | 0 | 0 | 0 |
| 19 Nov | 14000.60 | 152.1 | -4.7 | 18.80 | 1 | 0 | 11 |
| 18 Nov | 13917.25 | 156.8 | 1.75 | - | 11 | -5 | 11 |
| 17 Nov | 13997.45 | 155.05 | -33.05 | 18.74 | 3 | 1 | 16 |
| 14 Nov | 13865.25 | 188.1 | 5.75 | 18.22 | 6 | -4 | 15 |
| 13 Nov | 13826.60 | 182.35 | 5.3 | 16.78 | 20 | 11 | 19 |
| 12 Nov | 13855.40 | 177.05 | -246.65 | 16.57 | 10 | 2 | 9 |
| 11 Nov | 13681.20 | 423.7 | -672.55 | - | 0 | 0 | 0 |
| 10 Nov | 13527.40 | 423.7 | -672.55 | - | 0 | 0 | 7 |
| 7 Nov | 13446.75 | 423.7 | -672.55 | - | 7 | 0 | 7 |
| 6 Nov | 13375.25 | 423.7 | -672.55 | 18.51 | 7 | 6 | 6 |
| 4 Nov | 13506.00 | 0 | 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 13650 expiring on 30DEC2025
Delta for 13650 PE is -0.37
Historical price for 13650 PE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 133.65, which was -12.35 lower than the previous day. The implied volatity was 15.64, the open interest changed by 218 which increased total open position to 348
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 146, which was 77.45 higher than the previous day. The implied volatity was 16.90, the open interest changed by 28 which increased total open position to 137
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 66.7, which was -40.65 lower than the previous day. The implied volatity was 15.23, the open interest changed by 18 which increased total open position to 114
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 109.5, which was -13.7 lower than the previous day. The implied volatity was 15.98, the open interest changed by 7 which increased total open position to 96
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 117.6, which was 27.5 higher than the previous day. The implied volatity was 16.23, the open interest changed by 37 which increased total open position to 89
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 88.05, which was 10.1 higher than the previous day. The implied volatity was 16.43, the open interest changed by -15 which decreased total open position to 55
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 76.9, which was -1.3 lower than the previous day. The implied volatity was 16.25, the open interest changed by 9 which increased total open position to 72
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 76.05, which was 2.25 higher than the previous day. The implied volatity was 15.61, the open interest changed by 18 which increased total open position to 64
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 71.45, which was -14.85 lower than the previous day. The implied volatity was 15.48, the open interest changed by -8 which decreased total open position to 45
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 87, which was -70.85 lower than the previous day. The implied volatity was 15.65, the open interest changed by 39 which increased total open position to 53
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 157.85, which was -2.5 lower than the previous day. The implied volatity was 16.32, the open interest changed by 1 which increased total open position to 14
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 160.35, which was 8.35 higher than the previous day. The implied volatity was 14.76, the open interest changed by 0 which decreased total open position to 12
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 152, which was -0.1 lower than the previous day. The implied volatity was 16.34, the open interest changed by 0 which decreased total open position to 11
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 152.1, which was -4.7 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 152.1, which was -4.7 lower than the previous day. The implied volatity was 18.80, the open interest changed by 0 which decreased total open position to 11
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 156.8, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 11
On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 155.05, which was -33.05 lower than the previous day. The implied volatity was 18.74, the open interest changed by 1 which increased total open position to 16
On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 188.1, which was 5.75 higher than the previous day. The implied volatity was 18.22, the open interest changed by -4 which decreased total open position to 15
On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 182.35, which was 5.3 higher than the previous day. The implied volatity was 16.78, the open interest changed by 11 which increased total open position to 19
On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 177.05, which was -246.65 lower than the previous day. The implied volatity was 16.57, the open interest changed by 2 which increased total open position to 9
On 11 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 423.7, which was -672.55 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 423.7, which was -672.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 7 Nov MIDCPNIFTY was trading at 13446.75. The strike last trading price was 423.7, which was -672.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Nov MIDCPNIFTY was trading at 13375.25. The strike last trading price was 423.7, which was -672.55 lower than the previous day. The implied volatity was 18.51, the open interest changed by 6 which increased total open position to 6
On 4 Nov MIDCPNIFTY was trading at 13506.00. 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 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































































































































































































































