MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 13750 CE | ||||||||||||||||
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Delta: 0.56
Vega: 13.00
Theta: -6.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 13741.35 | 219.95 | -8.3 | 14.28 | 6,381 | 51 | 470 | |||||||||
| 8 Dec | 13764.70 | 222 | -156.05 | 13.16 | 2,569 | 388 | 418 | |||||||||
| 5 Dec | 13998.50 | 378 | 58.35 | 10.75 | 98 | 0 | 30 | |||||||||
| 4 Dec | 13875.20 | 308.55 | -1.05 | 12.42 | 50 | 5 | 29 | |||||||||
| 3 Dec | 13844.00 | 312.4 | -112.6 | 12.78 | 20 | 6 | 24 | |||||||||
| 2 Dec | 13990.50 | 425 | -66.4 | 13.65 | 3 | 0 | 18 | |||||||||
| 1 Dec | 14046.45 | 491.4 | 23.4 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 14043.70 | 491.4 | 23.4 | - | 0 | 1 | 0 | |||||||||
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| 27 Nov | 14075.90 | 491.4 | 23.4 | 11.71 | 1 | 0 | 17 | |||||||||
| 26 Nov | 14009.30 | 468 | 140.45 | 13.05 | 36 | 2 | 20 | |||||||||
| 25 Nov | 13806.70 | 327.55 | -92.05 | 13.31 | 34 | 13 | 14 | |||||||||
| 24 Nov | 13738.50 | 419.6 | 191.55 | 21.06 | 1 | 0 | 0 | |||||||||
| 21 Nov | 13851.35 | 228.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 13992.20 | 228.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 14000.60 | 228.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 13917.25 | 228.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 13997.45 | 228.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 13865.25 | 228.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 13826.60 | 228.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 13855.40 | 228.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 13681.20 | 228.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 13527.40 | 228.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 13446.75 | 228.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 13375.25 | 228.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 13506.00 | 228.05 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
| 3 Nov | 13589.05 | 228.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 13467.85 | 228.05 | 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 13750 expiring on 30DEC2025
Delta for 13750 CE is 0.56
Historical price for 13750 CE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 219.95, which was -8.3 lower than the previous day. The implied volatity was 14.28, the open interest changed by 51 which increased total open position to 470
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 222, which was -156.05 lower than the previous day. The implied volatity was 13.16, the open interest changed by 388 which increased total open position to 418
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 378, which was 58.35 higher than the previous day. The implied volatity was 10.75, the open interest changed by 0 which decreased total open position to 30
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 308.55, which was -1.05 lower than the previous day. The implied volatity was 12.42, the open interest changed by 5 which increased total open position to 29
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 312.4, which was -112.6 lower than the previous day. The implied volatity was 12.78, the open interest changed by 6 which increased total open position to 24
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 425, which was -66.4 lower than the previous day. The implied volatity was 13.65, the open interest changed by 0 which decreased total open position to 18
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 491.4, which was 23.4 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 491.4, which was 23.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 491.4, which was 23.4 higher than the previous day. The implied volatity was 11.71, the open interest changed by 0 which decreased total open position to 17
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 468, which was 140.45 higher than the previous day. The implied volatity was 13.05, the open interest changed by 2 which increased total open position to 20
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 327.55, which was -92.05 lower than the previous day. The implied volatity was 13.31, the open interest changed by 13 which increased total open position to 14
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 419.6, which was 191.55 higher than the previous day. The implied volatity was 21.06, 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 228.05, 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 228.05, 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 228.05, 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 228.05, 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 228.05, 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 228.05, 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 228.05, 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 228.05, 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 228.05, 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 228.05, 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 228.05, 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 228.05, 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 228.05, which was 0 lower than the previous day. The implied volatity was 0.17, 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 228.05, 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 228.05, 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
| MIDCPNIFTY 30DEC2025 13750 PE | |||||||
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Delta: -0.44
Vega: 13.01
Theta: -3.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 13741.35 | 172.6 | -11.4 | 15.39 | 5,334 | 199 | 469 |
| 8 Dec | 13764.70 | 185.75 | 95.1 | 16.79 | 2,815 | 129 | 269 |
| 5 Dec | 13998.50 | 87.7 | -52.35 | 14.92 | 420 | 41 | 141 |
| 4 Dec | 13875.20 | 142.45 | -15.75 | 15.98 | 286 | 2 | 103 |
| 3 Dec | 13844.00 | 147.85 | 31.55 | 15.96 | 434 | 7 | 102 |
| 2 Dec | 13990.50 | 116 | 15 | 16.53 | 309 | 14 | 95 |
| 1 Dec | 14046.45 | 98.85 | -0.95 | 16.06 | 190 | -14 | 112 |
| 28 Nov | 14043.70 | 98 | 2.35 | 15.46 | 121 | 15 | 126 |
| 27 Nov | 14075.90 | 94 | -16.65 | 15.44 | 227 | 61 | 111 |
| 26 Nov | 14009.30 | 112 | -74.2 | 15.60 | 280 | 16 | 52 |
| 25 Nov | 13806.70 | 165.25 | -22.75 | 14.44 | 93 | 35 | 36 |
| 24 Nov | 13738.50 | 188 | -11.9 | 14.01 | 2 | 1 | 1 |
| 21 Nov | 13851.35 | 220.7 | -949.9 | 18.27 | 3 | 1 | 1 |
| 20 Nov | 13992.20 | 1170.6 | 0 | 2.17 | 0 | 0 | 0 |
| 19 Nov | 14000.60 | 1170.6 | 0 | 2.16 | 0 | 0 | 0 |
| 18 Nov | 13917.25 | 1170.6 | 0 | 1.71 | 0 | 0 | 0 |
| 17 Nov | 13997.45 | 1170.6 | 0 | 2.16 | 0 | 0 | 0 |
| 14 Nov | 13865.25 | 1170.6 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 13826.60 | 1170.6 | 0 | 1.28 | 0 | 0 | 0 |
| 12 Nov | 13855.40 | 1170.6 | 0 | 1.34 | 0 | 0 | 0 |
| 11 Nov | 13681.20 | 1170.6 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 13527.40 | 1170.6 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 13446.75 | 1170.6 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 13375.25 | 1170.6 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 13506.00 | 1170.6 | 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 13750 expiring on 30DEC2025
Delta for 13750 PE is -0.44
Historical price for 13750 PE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 172.6, which was -11.4 lower than the previous day. The implied volatity was 15.39, the open interest changed by 199 which increased total open position to 469
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 185.75, which was 95.1 higher than the previous day. The implied volatity was 16.79, the open interest changed by 129 which increased total open position to 269
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 87.7, which was -52.35 lower than the previous day. The implied volatity was 14.92, the open interest changed by 41 which increased total open position to 141
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 142.45, which was -15.75 lower than the previous day. The implied volatity was 15.98, the open interest changed by 2 which increased total open position to 103
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 147.85, which was 31.55 higher than the previous day. The implied volatity was 15.96, the open interest changed by 7 which increased total open position to 102
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 116, which was 15 higher than the previous day. The implied volatity was 16.53, the open interest changed by 14 which increased total open position to 95
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 98.85, which was -0.95 lower than the previous day. The implied volatity was 16.06, the open interest changed by -14 which decreased total open position to 112
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 98, which was 2.35 higher than the previous day. The implied volatity was 15.46, the open interest changed by 15 which increased total open position to 126
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 94, which was -16.65 lower than the previous day. The implied volatity was 15.44, the open interest changed by 61 which increased total open position to 111
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 112, which was -74.2 lower than the previous day. The implied volatity was 15.60, the open interest changed by 16 which increased total open position to 52
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 165.25, which was -22.75 lower than the previous day. The implied volatity was 14.44, the open interest changed by 35 which increased total open position to 36
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 188, which was -11.9 lower than the previous day. The implied volatity was 14.01, the open interest changed by 1 which increased total open position to 1
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 220.7, which was -949.9 lower than the previous day. The implied volatity was 18.27, the open interest changed by 1 which increased total open position to 1
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 1170.6, which was 0 lower than the previous day. The implied volatity was 2.17, 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 1170.6, which was 0 lower than the previous day. The implied volatity was 2.16, 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 1170.6, 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 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 1170.6, which was 0 lower than the previous day. The implied volatity was 2.16, 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 1170.6, 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 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 1170.6, which was 0 lower than the previous day. The implied volatity was 1.28, 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 1170.6, which was 0 lower than the previous day. The implied volatity was 1.34, 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 1170.6, 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 Nov MIDCPNIFTY was trading at 13527.40. The strike last trading price was 1170.6, 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 7 Nov MIDCPNIFTY was trading at 13446.75. The strike last trading price was 1170.6, 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 Nov MIDCPNIFTY was trading at 13375.25. The strike last trading price was 1170.6, 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 4 Nov MIDCPNIFTY was trading at 13506.00. The strike last trading price was 1170.6, 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 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































































































































































































































