MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 13675 CE | ||||||||||||||||
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Delta: 0.62
Vega: 12.54
Theta: -6.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 13741.35 | 264.5 | -9.05 | 14.40 | 1,275 | 58 | 62 | |||||||||
| 8 Dec | 13764.70 | 273.55 | -83.45 | 13.69 | 9 | 4 | 5 | |||||||||
| 5 Dec | 13998.50 | 357 | 99 | - | 3 | 0 | 4 | |||||||||
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| 4 Dec | 13875.20 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 13844.00 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 13990.50 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 14046.45 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 14043.70 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 14075.90 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 14009.30 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 13806.70 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 13738.50 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 13851.35 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 13992.20 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 14000.60 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 13917.25 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 13997.45 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 13865.25 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 13826.60 | 258 | -26.75 | - | 0 | 0 | 4 | |||||||||
| 12 Nov | 13855.40 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 13681.20 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 13527.40 | 258 | -26.75 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 13446.75 | 258 | -26.75 | - | 1 | 0 | 4 | |||||||||
| 6 Nov | 13375.25 | 258 | -26.75 | 14.96 | 1 | 0 | 5 | |||||||||
| 4 Nov | 13506.00 | 284.75 | -72.3 | 12.64 | 8 | -2 | 5 | |||||||||
| 3 Nov | 13589.05 | 357.05 | 3.15 | 13.54 | 1 | 0 | 6 | |||||||||
| 31 Oct | 13467.85 | 353.9 | 36.55 | - | 2 | 0 | 5 | |||||||||
| 30 Oct | 13467.65 | 317.35 | -9.7 | - | 0 | 0 | 5 | |||||||||
| 29 Oct | 13430.75 | 317.35 | -9.7 | - | 0 | 0 | 5 | |||||||||
| 28 Oct | 13366.20 | 317.35 | -9.7 | - | 0 | 0 | 5 | |||||||||
| 27 Oct | 13345.30 | 317.35 | -9.7 | - | 3 | 0 | 5 | |||||||||
| 24 Oct | 13164.85 | 317.35 | -9.7 | - | 3 | 0 | 5 | |||||||||
| 23 Oct | 13204.55 | 317.35 | -9.7 | - | 3 | 0 | 5 | |||||||||
| 21 Oct | 13231.75 | 317.35 | -9.7 | 17.79 | 3 | 0 | 2 | |||||||||
| 20 Oct | 13232.90 | 327.05 | 81.25 | - | 0 | 0 | 2 | |||||||||
| 17 Oct | 13160.80 | 327.05 | 81.25 | - | 0 | 0 | 2 | |||||||||
| 16 Oct | 13260.85 | 327.05 | 81.25 | - | 0 | 0 | 2 | |||||||||
| 15 Oct | 13161.95 | 327.05 | 81.25 | - | 0 | 2 | 0 | |||||||||
For Nifty Midcap Select - strike price 13675 expiring on 30DEC2025
Delta for 13675 CE is 0.62
Historical price for 13675 CE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 264.5, which was -9.05 lower than the previous day. The implied volatity was 14.40, the open interest changed by 58 which increased total open position to 62
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 273.55, which was -83.45 lower than the previous day. The implied volatity was 13.69, the open interest changed by 4 which increased total open position to 5
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 357, which was 99 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 258, which was -26.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 258, which was -26.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 258, which was -26.75 lower 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 258, which was -26.75 lower 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 258, which was -26.75 lower 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 258, which was -26.75 lower 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 258, which was -26.75 lower 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 258, which was -26.75 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 258, which was -26.75 lower 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 258, which was -26.75 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 258, which was -26.75 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 258, which was -26.75 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 258, which was -26.75 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 258, which was -26.75 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 258, which was -26.75 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 258, which was -26.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 258, which was -26.75 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 258, which was -26.75 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 258, which was -26.75 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 258, which was -26.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Nov MIDCPNIFTY was trading at 13375.25. The strike last trading price was 258, which was -26.75 lower than the previous day. The implied volatity was 14.96, the open interest changed by 0 which decreased total open position to 5
On 4 Nov MIDCPNIFTY was trading at 13506.00. The strike last trading price was 284.75, which was -72.3 lower than the previous day. The implied volatity was 12.64, the open interest changed by -2 which decreased total open position to 5
On 3 Nov MIDCPNIFTY was trading at 13589.05. The strike last trading price was 357.05, which was 3.15 higher than the previous day. The implied volatity was 13.54, the open interest changed by 0 which decreased total open position to 6
On 31 Oct MIDCPNIFTY was trading at 13467.85. The strike last trading price was 353.9, which was 36.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 30 Oct MIDCPNIFTY was trading at 13467.65. The strike last trading price was 317.35, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 29 Oct MIDCPNIFTY was trading at 13430.75. The strike last trading price was 317.35, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 28 Oct MIDCPNIFTY was trading at 13366.20. The strike last trading price was 317.35, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 27 Oct MIDCPNIFTY was trading at 13345.30. The strike last trading price was 317.35, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 24 Oct MIDCPNIFTY was trading at 13164.85. The strike last trading price was 317.35, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Oct MIDCPNIFTY was trading at 13204.55. The strike last trading price was 317.35, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 21 Oct MIDCPNIFTY was trading at 13231.75. The strike last trading price was 317.35, which was -9.7 lower than the previous day. The implied volatity was 17.79, the open interest changed by 0 which decreased total open position to 2
On 20 Oct MIDCPNIFTY was trading at 13232.90. The strike last trading price was 327.05, which was 81.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Oct MIDCPNIFTY was trading at 13160.80. The strike last trading price was 327.05, which was 81.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Oct MIDCPNIFTY was trading at 13260.85. The strike last trading price was 327.05, which was 81.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Oct MIDCPNIFTY was trading at 13161.95. The strike last trading price was 327.05, which was 81.25 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
| MIDCPNIFTY 30DEC2025 13675 PE | |||||||
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Delta: -0.39
Vega: 12.63
Theta: -3.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 13741.35 | 146.7 | -9.8 | 15.90 | 3,784 | -17 | 363 |
| 8 Dec | 13764.70 | 154.85 | 81.25 | 16.83 | 878 | 354 | 385 |
| 5 Dec | 13998.50 | 72.85 | -42.45 | 15.27 | 44 | 11 | 31 |
| 4 Dec | 13875.20 | 115.3 | -29.55 | 15.85 | 30 | 13 | 20 |
| 3 Dec | 13844.00 | 144.85 | -969.6 | 17.66 | 7 | 2 | 2 |
| 2 Dec | 13990.50 | 1114.45 | 0 | 2.73 | 0 | 0 | 0 |
| 1 Dec | 14046.45 | 1114.45 | 0 | 3.02 | 0 | 0 | 0 |
| 28 Nov | 14043.70 | 1114.45 | 0 | 2.95 | 0 | 0 | 0 |
| 27 Nov | 14075.90 | 1114.45 | 0 | 3.08 | 0 | 0 | 0 |
| 26 Nov | 14009.30 | 1114.45 | 0 | 2.75 | 0 | 0 | 0 |
| 25 Nov | 13806.70 | 1114.45 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 13738.50 | 1114.45 | 0 | 1.10 | 0 | 0 | 0 |
| 21 Nov | 13851.35 | 1114.45 | 0 | 1.72 | 0 | 0 | 0 |
| 20 Nov | 13992.20 | 1114.45 | 0 | 2.59 | 0 | 0 | 0 |
| 19 Nov | 14000.60 | 1114.45 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 13917.25 | 1114.45 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 13997.45 | 1114.45 | 0 | 2.55 | 0 | 0 | 0 |
| 14 Nov | 13865.25 | 1114.45 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 13826.60 | 1114.45 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 13855.40 | 1114.45 | 0 | 1.71 | 0 | 0 | 0 |
| 11 Nov | 13681.20 | 1114.45 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 13527.40 | 1114.45 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 13446.75 | 1114.45 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 13375.25 | 1114.45 | 0 | - | 0 | 0 | 0 |
| 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 |
| 16 Oct | 13260.85 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 13161.95 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13675 expiring on 30DEC2025
Delta for 13675 PE is -0.39
Historical price for 13675 PE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 146.7, which was -9.8 lower than the previous day. The implied volatity was 15.90, the open interest changed by -17 which decreased total open position to 363
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 154.85, which was 81.25 higher than the previous day. The implied volatity was 16.83, the open interest changed by 354 which increased total open position to 385
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 72.85, which was -42.45 lower than the previous day. The implied volatity was 15.27, the open interest changed by 11 which increased total open position to 31
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 115.3, which was -29.55 lower than the previous day. The implied volatity was 15.85, the open interest changed by 13 which increased total open position to 20
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 144.85, which was -969.6 lower than the previous day. The implied volatity was 17.66, the open interest changed by 2 which increased total open position to 2
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 1114.45, which was 0 lower than the previous day. The implied volatity was 2.73, 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 1114.45, which was 0 lower than the previous day. The implied volatity was 3.02, 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 1114.45, 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 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 1114.45, 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 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 1114.45, which was 0 lower than the previous day. The implied volatity was 2.75, 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 1114.45, 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 1114.45, which was 0 lower than the previous day. The implied volatity was 1.10, 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 1114.45, which was 0 lower than the previous day. The implied volatity was 1.72, 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 1114.45, which was 0 lower than the previous day. The implied volatity was 2.59, 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 1114.45, 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 1114.45, 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 1114.45, which was 0 lower than the previous day. The implied volatity was 2.55, 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 1114.45, 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 1114.45, 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 1114.45, which was 0 lower than the previous day. The implied volatity was 1.71, 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 1114.45, 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 1114.45, 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 1114.45, 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 1114.45, 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 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 16 Oct MIDCPNIFTY was trading at 13260.85. 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 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































































































































































































































