MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 13775 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 13.08
Theta: -6.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 13741.35 | 204 | -9.95 | 14.08 | 2,224 | 44 | 167 | |||||||||
| 8 Dec | 13764.70 | 205.75 | -99.25 | 12.98 | 894 | 107 | 131 | |||||||||
| 5 Dec | 13998.50 | 305 | 5 | - | 13 | 2 | 25 | |||||||||
| 4 Dec | 13875.20 | 300 | 16.4 | 13.01 | 10 | -2 | 24 | |||||||||
| 3 Dec | 13844.00 | 288 | -127 | 12.10 | 13 | 7 | 27 | |||||||||
| 2 Dec | 13990.50 | 415 | -8.65 | 14.29 | 1 | 0 | 20 | |||||||||
| 1 Dec | 14046.45 | 423.65 | -66.35 | 11.19 | 8 | 0 | 28 | |||||||||
| 28 Nov | 14043.70 | 490 | 75.8 | 15.24 | 2 | 0 | 29 | |||||||||
| 27 Nov | 14075.90 | 414.2 | -35.95 | - | 10 | -1 | 29 | |||||||||
| 26 Nov | 14009.30 | 451.55 | 134.35 | 13.20 | 26 | -4 | 32 | |||||||||
| 25 Nov | 13806.70 | 311.05 | -3 | 12.91 | 197 | 31 | 36 | |||||||||
| 24 Nov | 13738.50 | 315 | -159 | 15.69 | 10 | 4 | 5 | |||||||||
| 21 Nov | 13851.35 | 474 | 251.8 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 13992.20 | 474 | 251.8 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 14000.60 | 474 | 251.8 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 13917.25 | 474 | 251.8 | - | 0 | 1 | 0 | |||||||||
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| 17 Nov | 13997.45 | 474 | 251.8 | - | 2 | 1 | 1 | |||||||||
| 14 Nov | 13865.25 | 222.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 13826.60 | 222.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 13855.40 | 222.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 13681.20 | 222.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 13527.40 | 222.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 13446.75 | 222.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 13375.25 | 222.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 13506.00 | 222.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 13589.05 | 222.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 13467.85 | 222.2 | 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 13775 expiring on 30DEC2025
Delta for 13775 CE is 0.54
Historical price for 13775 CE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 204, which was -9.95 lower than the previous day. The implied volatity was 14.08, the open interest changed by 44 which increased total open position to 167
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 205.75, which was -99.25 lower than the previous day. The implied volatity was 12.98, the open interest changed by 107 which increased total open position to 131
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 305, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 25
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 300, which was 16.4 higher than the previous day. The implied volatity was 13.01, the open interest changed by -2 which decreased total open position to 24
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 288, which was -127 lower than the previous day. The implied volatity was 12.10, the open interest changed by 7 which increased total open position to 27
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 415, which was -8.65 lower than the previous day. The implied volatity was 14.29, the open interest changed by 0 which decreased total open position to 20
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 423.65, which was -66.35 lower than the previous day. The implied volatity was 11.19, the open interest changed by 0 which decreased total open position to 28
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 490, which was 75.8 higher than the previous day. The implied volatity was 15.24, the open interest changed by 0 which decreased total open position to 29
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 414.2, which was -35.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 29
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 451.55, which was 134.35 higher than the previous day. The implied volatity was 13.20, the open interest changed by -4 which decreased total open position to 32
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 311.05, which was -3 lower than the previous day. The implied volatity was 12.91, the open interest changed by 31 which increased total open position to 36
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 315, which was -159 lower than the previous day. The implied volatity was 15.69, the open interest changed by 4 which increased total open position to 5
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 474, which was 251.8 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 474, which was 251.8 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 474, which was 251.8 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 474, which was 251.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 474, which was 251.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 222.2, 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 222.2, 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 222.2, 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 222.2, 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 222.2, 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 222.2, 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 222.2, 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 222.2, 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 222.2, 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 222.2, 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 13775 PE | |||||||
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Delta: -0.46
Vega: 13.09
Theta: -3.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 13741.35 | 187 | -7.7 | 15.63 | 1,483 | 25 | 141 |
| 8 Dec | 13764.70 | 199 | 100.4 | 16.93 | 1,405 | 28 | 117 |
| 5 Dec | 13998.50 | 98.65 | -53.3 | 15.25 | 343 | 33 | 90 |
| 4 Dec | 13875.20 | 150.75 | -14.65 | 15.89 | 130 | 0 | 56 |
| 3 Dec | 13844.00 | 162 | 37.7 | 16.29 | 131 | -2 | 60 |
| 2 Dec | 13990.50 | 125.8 | 19.7 | 16.66 | 41 | 2 | 62 |
| 1 Dec | 14046.45 | 104.4 | -3.6 | 15.96 | 41 | 10 | 59 |
| 28 Nov | 14043.70 | 108 | 8.1 | 15.70 | 25 | 8 | 49 |
| 27 Nov | 14075.90 | 99.65 | -16.7 | 15.42 | 35 | 9 | 40 |
| 26 Nov | 14009.30 | 115 | -82.5 | 15.31 | 31 | 6 | 33 |
| 25 Nov | 13806.70 | 200 | -182 | 15.98 | 86 | 25 | 26 |
| 24 Nov | 13738.50 | 382 | -807.35 | - | 0 | 0 | 0 |
| 21 Nov | 13851.35 | 382 | -807.35 | - | 0 | 0 | 0 |
| 20 Nov | 13992.20 | 382 | -807.35 | - | 0 | 0 | 0 |
| 19 Nov | 14000.60 | 382 | -807.35 | - | 0 | 0 | 0 |
| 18 Nov | 13917.25 | 382 | -807.35 | - | 0 | 0 | 0 |
| 17 Nov | 13997.45 | 382 | -807.35 | - | 0 | 0 | 0 |
| 14 Nov | 13865.25 | 382 | -807.35 | - | 0 | 0 | 1 |
| 13 Nov | 13826.60 | 382 | -807.35 | - | 0 | 0 | 0 |
| 12 Nov | 13855.40 | 382 | -807.35 | - | 0 | 0 | 1 |
| 11 Nov | 13681.20 | 382 | -807.35 | - | 0 | 0 | 1 |
| 10 Nov | 13527.40 | 382 | -807.35 | 17.59 | 10 | 2 | 2 |
| 7 Nov | 13446.75 | 1189.35 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 13375.25 | 1189.35 | 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 13775 expiring on 30DEC2025
Delta for 13775 PE is -0.46
Historical price for 13775 PE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 187, which was -7.7 lower than the previous day. The implied volatity was 15.63, the open interest changed by 25 which increased total open position to 141
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 199, which was 100.4 higher than the previous day. The implied volatity was 16.93, the open interest changed by 28 which increased total open position to 117
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 98.65, which was -53.3 lower than the previous day. The implied volatity was 15.25, the open interest changed by 33 which increased total open position to 90
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 150.75, which was -14.65 lower than the previous day. The implied volatity was 15.89, the open interest changed by 0 which decreased total open position to 56
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 162, which was 37.7 higher than the previous day. The implied volatity was 16.29, the open interest changed by -2 which decreased total open position to 60
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 125.8, which was 19.7 higher than the previous day. The implied volatity was 16.66, the open interest changed by 2 which increased total open position to 62
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 104.4, which was -3.6 lower than the previous day. The implied volatity was 15.96, the open interest changed by 10 which increased total open position to 59
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 108, which was 8.1 higher than the previous day. The implied volatity was 15.70, the open interest changed by 8 which increased total open position to 49
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 99.65, which was -16.7 lower than the previous day. The implied volatity was 15.42, the open interest changed by 9 which increased total open position to 40
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 115, which was -82.5 lower than the previous day. The implied volatity was 15.31, the open interest changed by 6 which increased total open position to 33
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 200, which was -182 lower than the previous day. The implied volatity was 15.98, the open interest changed by 25 which increased total open position to 26
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 382, which was -807.35 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 382, which was -807.35 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 382, which was -807.35 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 382, which was -807.35 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 382, which was -807.35 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 382, which was -807.35 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 382, which was -807.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 382, which was -807.35 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 382, which was -807.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 382, which was -807.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Nov MIDCPNIFTY was trading at 13527.40. The strike last trading price was 382, which was -807.35 lower than the previous day. The implied volatity was 17.59, the open interest changed by 2 which increased total open position to 2
On 7 Nov MIDCPNIFTY was trading at 13446.75. The strike last trading price was 1189.35, 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 6 Nov MIDCPNIFTY was trading at 13375.25. The strike last trading price was 1189.35, 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 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































































































































































































































