[--[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 13700 CE
Delta: 0.60
Vega: 12.72
Theta: -6.54
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 13741.35 249.05 -6.1 14.35 16,347 625 1,231
8 Dec 13764.70 244.95 -196.65 12.70 2,971 -68 615
5 Dec 13998.50 438.2 88.15 12.80 829 577 682
4 Dec 13875.20 348.9 5.95 12.92 82 9 98
3 Dec 13844.00 349 -90.05 12.91 151 34 94
2 Dec 13990.50 433.45 -65.55 10.93 77 7 63
1 Dec 14046.45 501.7 -28.3 12.90 30 -4 58
28 Nov 14043.70 530 -6.3 13.97 3 0 63
27 Nov 14075.90 536.3 26.7 12.18 42 -4 63
26 Nov 14009.30 514.3 150.45 13.71 136 23 65
25 Nov 13806.70 344.25 104.15 12.16 66 43 43
24 Nov 13738.50 240.1 0 - 0 0 0
21 Nov 13851.35 240.1 0 - 0 0 0
20 Nov 13992.20 240.1 0 - 0 0 0
19 Nov 14000.60 240.1 0 - 0 0 0
18 Nov 13917.25 240.1 0 - 0 0 0
17 Nov 13997.45 240.1 0 - 0 0 0
14 Nov 13865.25 240.1 0 - 0 0 0
13 Nov 13826.60 240.1 0 - 0 0 0
12 Nov 13855.40 240.1 0 - 0 0 0
11 Nov 13681.20 240.1 0 - 0 0 0
10 Nov 13527.40 240.1 0 - 0 0 0
7 Nov 13446.75 240.1 0 - 0 0 0
6 Nov 13375.25 240.1 0 0.66 0 0 0
4 Nov 13506.00 240.1 0 - 0 0 0
3 Nov 13589.05 240.1 0 - 0 0 0
31 Oct 13467.85 240.1 0 - 0 0 0
30 Oct 13467.65 240.1 0 - 0 0 0
29 Oct 13430.75 240.1 0 - 0 0 0
28 Oct 13366.20 240.1 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 13700 expiring on 30DEC2025

Delta for 13700 CE is 0.60

Historical price for 13700 CE is as follows

On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 249.05, which was -6.1 lower than the previous day. The implied volatity was 14.35, the open interest changed by 625 which increased total open position to 1231


On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 244.95, which was -196.65 lower than the previous day. The implied volatity was 12.70, the open interest changed by -68 which decreased total open position to 615


On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 438.2, which was 88.15 higher than the previous day. The implied volatity was 12.80, the open interest changed by 577 which increased total open position to 682


On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 348.9, which was 5.95 higher than the previous day. The implied volatity was 12.92, the open interest changed by 9 which increased total open position to 98


On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 349, which was -90.05 lower than the previous day. The implied volatity was 12.91, the open interest changed by 34 which increased total open position to 94


On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 433.45, which was -65.55 lower than the previous day. The implied volatity was 10.93, the open interest changed by 7 which increased total open position to 63


On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 501.7, which was -28.3 lower than the previous day. The implied volatity was 12.90, the open interest changed by -4 which decreased total open position to 58


On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 530, which was -6.3 lower than the previous day. The implied volatity was 13.97, the open interest changed by 0 which decreased total open position to 63


On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 536.3, which was 26.7 higher than the previous day. The implied volatity was 12.18, the open interest changed by -4 which decreased total open position to 63


On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 514.3, which was 150.45 higher than the previous day. The implied volatity was 13.71, the open interest changed by 23 which increased total open position to 65


On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 344.25, which was 104.15 higher than the previous day. The implied volatity was 12.16, the open interest changed by 43 which increased total open position to 43


On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 240.1, 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 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 240.1, 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 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 240.1, 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 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 240.1, 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 240.1, 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 240.1, 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 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 240.1, 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 240.1, 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 240.1, 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 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 240.1, 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 240.1, 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 240.1, 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 240.1, which was 0 lower than the previous day. The implied volatity was 0.66, 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 240.1, 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 240.1, 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 240.1, 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 240.1, 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 240.1, 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 240.1, 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


MIDCPNIFTY 30DEC2025 13700 PE
Delta: -0.41
Vega: 12.78
Theta: -3.18
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 13741.35 153.5 -8.5 15.60 22,189 812 2,813
8 Dec 13764.70 163.55 85.1 16.73 14,829 -252 2,170
5 Dec 13998.50 77 -46.95 15.13 6,223 615 2,423
4 Dec 13875.20 123.95 -18.15 15.89 3,373 264 1,809
3 Dec 13844.00 134.9 31.55 16.30 7,897 -11 1,547
2 Dec 13990.50 101.7 13.4 16.50 3,005 110 1,582
1 Dec 14046.45 86.65 -0.5 16.10 1,773 170 1,481
28 Nov 14043.70 84 -1.6 15.38 2,425 222 1,315
27 Nov 14075.90 82.45 -15.45 15.49 2,472 195 1,261
26 Nov 14009.30 98.7 -68.75 15.61 2,666 541 1,065
25 Nov 13806.70 167.4 -46.45 15.98 975 337 523
24 Nov 13738.50 220 17.85 17.19 251 84 184
21 Nov 13851.35 201.15 62.3 18.28 153 9 101
20 Nov 13992.20 142.75 0.05 17.46 118 59 93
19 Nov 14000.60 142.7 -29.3 17.30 42 2 34
18 Nov 13917.25 174 10.6 17.51 23 3 32
17 Nov 13997.45 175.25 -11.5 19.06 18 4 29
14 Nov 13865.25 182.55 -31.2 16.95 8 1 27
13 Nov 13826.60 203.5 11.5 16.97 45 24 26
12 Nov 13855.40 192 -941.4 16.45 7 1 1
11 Nov 13681.20 1133.4 0 0.85 0 0 0
10 Nov 13527.40 1133.4 0 - 0 0 0
7 Nov 13446.75 1133.4 0 - 0 0 0
6 Nov 13375.25 1133.4 0 - 0 0 0
4 Nov 13506.00 1133.4 0 - 0 0 0
3 Nov 13589.05 1133.4 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 13700 expiring on 30DEC2025

Delta for 13700 PE is -0.41

Historical price for 13700 PE is as follows

On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 153.5, which was -8.5 lower than the previous day. The implied volatity was 15.60, the open interest changed by 812 which increased total open position to 2813


On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 163.55, which was 85.1 higher than the previous day. The implied volatity was 16.73, the open interest changed by -252 which decreased total open position to 2170


On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 77, which was -46.95 lower than the previous day. The implied volatity was 15.13, the open interest changed by 615 which increased total open position to 2423


On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 123.95, which was -18.15 lower than the previous day. The implied volatity was 15.89, the open interest changed by 264 which increased total open position to 1809


On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 134.9, which was 31.55 higher than the previous day. The implied volatity was 16.30, the open interest changed by -11 which decreased total open position to 1547


On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 101.7, which was 13.4 higher than the previous day. The implied volatity was 16.50, the open interest changed by 110 which increased total open position to 1582


On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 86.65, which was -0.5 lower than the previous day. The implied volatity was 16.10, the open interest changed by 170 which increased total open position to 1481


On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 84, which was -1.6 lower than the previous day. The implied volatity was 15.38, the open interest changed by 222 which increased total open position to 1315


On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 82.45, which was -15.45 lower than the previous day. The implied volatity was 15.49, the open interest changed by 195 which increased total open position to 1261


On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 98.7, which was -68.75 lower than the previous day. The implied volatity was 15.61, the open interest changed by 541 which increased total open position to 1065


On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 167.4, which was -46.45 lower than the previous day. The implied volatity was 15.98, the open interest changed by 337 which increased total open position to 523


On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 220, which was 17.85 higher than the previous day. The implied volatity was 17.19, the open interest changed by 84 which increased total open position to 184


On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 201.15, which was 62.3 higher than the previous day. The implied volatity was 18.28, the open interest changed by 9 which increased total open position to 101


On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 142.75, which was 0.05 higher than the previous day. The implied volatity was 17.46, the open interest changed by 59 which increased total open position to 93


On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 142.7, which was -29.3 lower than the previous day. The implied volatity was 17.30, the open interest changed by 2 which increased total open position to 34


On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 174, which was 10.6 higher than the previous day. The implied volatity was 17.51, the open interest changed by 3 which increased total open position to 32


On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 175.25, which was -11.5 lower than the previous day. The implied volatity was 19.06, the open interest changed by 4 which increased total open position to 29


On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 182.55, which was -31.2 lower than the previous day. The implied volatity was 16.95, the open interest changed by 1 which increased total open position to 27


On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 203.5, which was 11.5 higher than the previous day. The implied volatity was 16.97, the open interest changed by 24 which increased total open position to 26


On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 192, which was -941.4 lower than the previous day. The implied volatity was 16.45, the open interest changed by 1 which increased total open position to 1


On 11 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 1133.4, which was 0 lower than the previous day. The implied volatity was 0.85, 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 1133.4, 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 1133.4, 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 1133.4, 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 1133.4, 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 1133.4, 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