[--[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 13800 CE
Delta: 0.52
Vega: 13.13
Theta: -6.34
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 13741.35 193.05 -6 14.22 16,949 344 2,402
8 Dec 13764.70 190.65 -167.5 12.88 7,941 1,340 2,086
5 Dec 13998.50 359.45 76.45 12.53 1,737 -35 762
4 Dec 13875.20 281.35 6.05 12.83 1,394 72 798
3 Dec 13844.00 286.5 -86.05 13.13 3,139 -50 729
2 Dec 13990.50 378.15 -44.85 12.80 1,838 119 799
1 Dec 14046.45 432.45 -7 13.57 554 200 686
28 Nov 14043.70 442.85 -20.8 13.06 298 11 492
27 Nov 14075.90 468.2 33.6 13.03 849 -63 478
26 Nov 14009.30 441 132.9 13.74 1,647 -131 554
25 Nov 13806.70 297 -1.3 13.07 2,229 431 684
24 Nov 13738.50 300.05 -70.4 15.60 569 178 239
21 Nov 13851.35 368.4 -75 14.55 126 12 62
20 Nov 13992.20 446.15 -13.85 12.61 29 6 50
19 Nov 14000.60 460 39.45 13.34 19 5 46
18 Nov 13917.25 420.55 -52.65 14.21 7 0 42
17 Nov 13997.45 473.2 67.1 13.33 36 9 43
14 Nov 13865.25 415 37.9 13.86 22 6 33
13 Nov 13826.60 378.35 -23 13.48 16 2 25
12 Nov 13855.40 398.25 180.6 13.94 49 22 22
11 Nov 13681.20 215 -1.5 - 0 0 0
10 Nov 13527.40 215 -1.5 - 0 0 0
7 Nov 13446.75 215 -1.5 - 0 0 0
6 Nov 13375.25 215 -1.5 - 0 0 0
4 Nov 13506.00 215 -1.5 - 0 0 0
3 Nov 13589.05 215 -1.5 - 0 0 0
31 Oct 13467.85 215 -1.5 - 0 0 0
30 Oct 13467.65 215 -1.5 - 0 0 0
29 Oct 13430.75 215 -1.5 - 0 0 0
28 Oct 13366.20 215 -1.5 - 0 0 0
27 Oct 13345.30 215 -1.5 - 2 0 0
24 Oct 13164.85 215 -1.5 - 2 0 0
23 Oct 13204.55 215 -1.5 15.75 2 1 1
21 Oct 13231.75 216.5 0 1.42 0 0 0
20 Oct 13232.90 216.5 0 - 0 0 0
17 Oct 13160.80 216.5 0 - 0 0 0
16 Oct 13260.85 216.5 0 - 0 0 0
15 Oct 13161.95 216.5 0 - 0 0 0


For Nifty Midcap Select - strike price 13800 expiring on 30DEC2025

Delta for 13800 CE is 0.52

Historical price for 13800 CE is as follows

On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 193.05, which was -6 lower than the previous day. The implied volatity was 14.22, the open interest changed by 344 which increased total open position to 2402


On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 190.65, which was -167.5 lower than the previous day. The implied volatity was 12.88, the open interest changed by 1340 which increased total open position to 2086


On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 359.45, which was 76.45 higher than the previous day. The implied volatity was 12.53, the open interest changed by -35 which decreased total open position to 762


On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 281.35, which was 6.05 higher than the previous day. The implied volatity was 12.83, the open interest changed by 72 which increased total open position to 798


On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 286.5, which was -86.05 lower than the previous day. The implied volatity was 13.13, the open interest changed by -50 which decreased total open position to 729


On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 378.15, which was -44.85 lower than the previous day. The implied volatity was 12.80, the open interest changed by 119 which increased total open position to 799


On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 432.45, which was -7 lower than the previous day. The implied volatity was 13.57, the open interest changed by 200 which increased total open position to 686


On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 442.85, which was -20.8 lower than the previous day. The implied volatity was 13.06, the open interest changed by 11 which increased total open position to 492


On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 468.2, which was 33.6 higher than the previous day. The implied volatity was 13.03, the open interest changed by -63 which decreased total open position to 478


On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 441, which was 132.9 higher than the previous day. The implied volatity was 13.74, the open interest changed by -131 which decreased total open position to 554


On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 297, which was -1.3 lower than the previous day. The implied volatity was 13.07, the open interest changed by 431 which increased total open position to 684


On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 300.05, which was -70.4 lower than the previous day. The implied volatity was 15.60, the open interest changed by 178 which increased total open position to 239


On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 368.4, which was -75 lower than the previous day. The implied volatity was 14.55, the open interest changed by 12 which increased total open position to 62


On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 446.15, which was -13.85 lower than the previous day. The implied volatity was 12.61, the open interest changed by 6 which increased total open position to 50


On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 460, which was 39.45 higher than the previous day. The implied volatity was 13.34, the open interest changed by 5 which increased total open position to 46


On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 420.55, which was -52.65 lower than the previous day. The implied volatity was 14.21, the open interest changed by 0 which decreased total open position to 42


On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 473.2, which was 67.1 higher than the previous day. The implied volatity was 13.33, the open interest changed by 9 which increased total open position to 43


On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 415, which was 37.9 higher than the previous day. The implied volatity was 13.86, the open interest changed by 6 which increased total open position to 33


On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 378.35, which was -23 lower than the previous day. The implied volatity was 13.48, the open interest changed by 2 which increased total open position to 25


On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 398.25, which was 180.6 higher than the previous day. The implied volatity was 13.94, the open interest changed by 22 which increased total open position to 22


On 11 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 215, which was -1.5 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 215, which was -1.5 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 215, which was -1.5 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 215, which was -1.5 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 215, which was -1.5 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 215, which was -1.5 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 215, which was -1.5 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 215, which was -1.5 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 215, which was -1.5 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 215, which was -1.5 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 215, which was -1.5 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 215, which was -1.5 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 215, which was -1.5 lower than the previous day. The implied volatity was 15.75, the open interest changed by 1 which increased total open position to 1


On 21 Oct MIDCPNIFTY was trading at 13231.75. The strike last trading price was 216.5, which was 0 lower than the previous day. The implied volatity was 1.42, 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 216.5, 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 216.5, 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 216.5, 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 216.5, 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 13800 PE
Delta: -0.48
Vega: 13.13
Theta: -2.96
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 13741.35 197 -9.7 15.47 12,310 -211 2,337
8 Dec 13764.70 208 103.2 16.72 15,586 517 2,869
5 Dec 13998.50 102.45 -56.3 14.97 10,959 275 2,352
4 Dec 13875.20 157.4 -24.05 15.69 6,969 100 2,076
3 Dec 13844.00 169.25 36.65 16.11 8,299 468 1,976
2 Dec 13990.50 130.55 18.05 16.45 3,763 194 1,549
1 Dec 14046.45 110.2 -2.25 15.86 2,300 45 1,371
28 Nov 14043.70 107.2 -1.35 15.13 2,056 234 1,325
27 Nov 14075.90 105.6 -18.9 15.37 3,130 120 1,097
26 Nov 14009.30 126.2 -80.75 15.56 3,188 223 973
25 Nov 13806.70 210 -47.5 16.07 2,449 555 821
24 Nov 13738.50 261.65 22.75 17.02 766 96 267
21 Nov 13851.35 242.2 70 18.33 425 92 170
20 Nov 13992.20 169.75 -7.9 17.18 169 26 78
19 Nov 14000.60 175 -29.5 17.34 67 20 51
18 Nov 13917.25 210 25.3 17.54 42 14 31
17 Nov 13997.45 184 -71 17.65 41 11 17
14 Nov 13865.25 255 1.3 18.88 3 0 5
13 Nov 13826.60 251.8 -956.45 17.47 6 3 3
12 Nov 13855.40 1208.25 0 1.11 0 0 0
11 Nov 13681.20 1208.25 0 0.37 0 0 0
10 Nov 13527.40 1208.25 0 - 0 0 0
7 Nov 13446.75 1208.25 0 - 0 0 0
6 Nov 13375.25 1208.25 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 13800 expiring on 30DEC2025

Delta for 13800 PE is -0.48

Historical price for 13800 PE is as follows

On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 197, which was -9.7 lower than the previous day. The implied volatity was 15.47, the open interest changed by -211 which decreased total open position to 2337


On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 208, which was 103.2 higher than the previous day. The implied volatity was 16.72, the open interest changed by 517 which increased total open position to 2869


On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 102.45, which was -56.3 lower than the previous day. The implied volatity was 14.97, the open interest changed by 275 which increased total open position to 2352


On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 157.4, which was -24.05 lower than the previous day. The implied volatity was 15.69, the open interest changed by 100 which increased total open position to 2076


On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 169.25, which was 36.65 higher than the previous day. The implied volatity was 16.11, the open interest changed by 468 which increased total open position to 1976


On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 130.55, which was 18.05 higher than the previous day. The implied volatity was 16.45, the open interest changed by 194 which increased total open position to 1549


On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 110.2, which was -2.25 lower than the previous day. The implied volatity was 15.86, the open interest changed by 45 which increased total open position to 1371


On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 107.2, which was -1.35 lower than the previous day. The implied volatity was 15.13, the open interest changed by 234 which increased total open position to 1325


On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 105.6, which was -18.9 lower than the previous day. The implied volatity was 15.37, the open interest changed by 120 which increased total open position to 1097


On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 126.2, which was -80.75 lower than the previous day. The implied volatity was 15.56, the open interest changed by 223 which increased total open position to 973


On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 210, which was -47.5 lower than the previous day. The implied volatity was 16.07, the open interest changed by 555 which increased total open position to 821


On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 261.65, which was 22.75 higher than the previous day. The implied volatity was 17.02, the open interest changed by 96 which increased total open position to 267


On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 242.2, which was 70 higher than the previous day. The implied volatity was 18.33, the open interest changed by 92 which increased total open position to 170


On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 169.75, which was -7.9 lower than the previous day. The implied volatity was 17.18, the open interest changed by 26 which increased total open position to 78


On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 175, which was -29.5 lower than the previous day. The implied volatity was 17.34, the open interest changed by 20 which increased total open position to 51


On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 210, which was 25.3 higher than the previous day. The implied volatity was 17.54, the open interest changed by 14 which increased total open position to 31


On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 184, which was -71 lower than the previous day. The implied volatity was 17.65, the open interest changed by 11 which increased total open position to 17


On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 255, which was 1.3 higher than the previous day. The implied volatity was 18.88, the open interest changed by 0 which decreased total open position to 5


On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 251.8, which was -956.45 lower than the previous day. The implied volatity was 17.47, the open interest changed by 3 which increased total open position to 3


On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 1208.25, which was 0 lower than the previous day. The implied volatity was 1.11, 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 1208.25, which was 0 lower than the previous day. The implied volatity was 0.37, 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 1208.25, 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 1208.25, 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 1208.25, 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