[--[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 13850 CE
Delta: 0.48
Vega: 13.12
Theta: -6.18
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 13741.35 168.85 -5.95 14.20 2,181 33 343
8 Dec 13764.70 167.8 -154 13.01 2,197 183 316
5 Dec 13998.50 323.7 69.5 12.50 1,612 -57 135
4 Dec 13875.20 253.05 3.2 12.96 1,628 -103 193
3 Dec 13844.00 259.45 -88.35 13.38 2,620 250 295
2 Dec 13990.50 347.8 -95 13.13 2 -1 46
1 Dec 14046.45 442.8 40.95 16.95 3 -2 48
28 Nov 14043.70 401.85 -27.15 12.71 3 0 53
27 Nov 14075.90 429 32.3 12.86 17 -3 53
26 Nov 14009.30 400.9 119.05 13.37 523 -10 59
25 Nov 13806.70 279.65 10.8 13.70 64 -4 70
24 Nov 13738.50 274 -69.6 15.56 187 40 78
21 Nov 13851.35 347.2 -43.55 15.01 44 13 35
20 Nov 13992.20 390.75 -37.6 - 0 0 0
19 Nov 14000.60 390.75 -37.6 - 0 2 0
18 Nov 13917.25 390.75 -37.6 14.30 2 1 21
17 Nov 13997.45 428.35 55.4 12.73 7 -1 21
14 Nov 13865.25 372.95 19 13.25 10 1 21
13 Nov 13826.60 362.7 -25.45 14.24 2 1 20
12 Nov 13855.40 388.15 198.45 14.95 34 17 19
11 Nov 13681.20 189.7 1.45 - 0 0 2
10 Nov 13527.40 189.7 1.45 - 0 -6 0
7 Nov 13446.75 189.7 1.45 13.72 6 -4 4
6 Nov 13375.25 188.25 -50.65 14.85 8 6 6
4 Nov 13506.00 238.9 33.5 14.25 4 2 2
3 Nov 13589.05 205.4 0 - 0 0 0
31 Oct 13467.85 205.4 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
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 13850 expiring on 30DEC2025

Delta for 13850 CE is 0.48

Historical price for 13850 CE is as follows

On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 168.85, which was -5.95 lower than the previous day. The implied volatity was 14.20, the open interest changed by 33 which increased total open position to 343


On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 167.8, which was -154 lower than the previous day. The implied volatity was 13.01, the open interest changed by 183 which increased total open position to 316


On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 323.7, which was 69.5 higher than the previous day. The implied volatity was 12.50, the open interest changed by -57 which decreased total open position to 135


On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 253.05, which was 3.2 higher than the previous day. The implied volatity was 12.96, the open interest changed by -103 which decreased total open position to 193


On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 259.45, which was -88.35 lower than the previous day. The implied volatity was 13.38, the open interest changed by 250 which increased total open position to 295


On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 347.8, which was -95 lower than the previous day. The implied volatity was 13.13, the open interest changed by -1 which decreased total open position to 46


On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 442.8, which was 40.95 higher than the previous day. The implied volatity was 16.95, the open interest changed by -2 which decreased total open position to 48


On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 401.85, which was -27.15 lower than the previous day. The implied volatity was 12.71, the open interest changed by 0 which decreased total open position to 53


On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 429, which was 32.3 higher than the previous day. The implied volatity was 12.86, the open interest changed by -3 which decreased total open position to 53


On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 400.9, which was 119.05 higher than the previous day. The implied volatity was 13.37, the open interest changed by -10 which decreased total open position to 59


On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 279.65, which was 10.8 higher than the previous day. The implied volatity was 13.70, the open interest changed by -4 which decreased total open position to 70


On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 274, which was -69.6 lower than the previous day. The implied volatity was 15.56, the open interest changed by 40 which increased total open position to 78


On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 347.2, which was -43.55 lower than the previous day. The implied volatity was 15.01, the open interest changed by 13 which increased total open position to 35


On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 390.75, which was -37.6 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 390.75, which was -37.6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 390.75, which was -37.6 lower than the previous day. The implied volatity was 14.30, the open interest changed by 1 which increased total open position to 21


On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 428.35, which was 55.4 higher than the previous day. The implied volatity was 12.73, the open interest changed by -1 which decreased total open position to 21


On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 372.95, which was 19 higher than the previous day. The implied volatity was 13.25, the open interest changed by 1 which increased total open position to 21


On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 362.7, which was -25.45 lower than the previous day. The implied volatity was 14.24, the open interest changed by 1 which increased total open position to 20


On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 388.15, which was 198.45 higher than the previous day. The implied volatity was 14.95, the open interest changed by 17 which increased total open position to 19


On 11 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 189.7, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Nov MIDCPNIFTY was trading at 13527.40. The strike last trading price was 189.7, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 0


On 7 Nov MIDCPNIFTY was trading at 13446.75. The strike last trading price was 189.7, which was 1.45 higher than the previous day. The implied volatity was 13.72, the open interest changed by -4 which decreased total open position to 4


On 6 Nov MIDCPNIFTY was trading at 13375.25. The strike last trading price was 188.25, which was -50.65 lower than the previous day. The implied volatity was 14.85, the open interest changed by 6 which increased total open position to 6


On 4 Nov MIDCPNIFTY was trading at 13506.00. The strike last trading price was 238.9, which was 33.5 higher than the previous day. The implied volatity was 14.25, the open interest changed by 2 which increased total open position to 2


On 3 Nov MIDCPNIFTY was trading at 13589.05. The strike last trading price was 205.4, 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 205.4, 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 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 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 13850 PE
Delta: -0.52
Vega: 13.12
Theta: -2.85
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 13741.35 224.3 -7.1 15.59 539 -55 240
8 Dec 13764.70 235.3 114.3 16.86 2,361 33 304
5 Dec 13998.50 115.9 -63.45 14.77 2,380 33 272
4 Dec 13875.20 179.35 -21.25 15.79 1,887 -13 238
3 Dec 13844.00 191 43.35 16.13 2,892 106 251
2 Dec 13990.50 146.75 14.65 16.37 481 -26 164
1 Dec 14046.45 124.35 -1.25 15.78 233 0 189
28 Nov 14043.70 120.3 -0.75 15.00 170 13 192
27 Nov 14075.90 118.3 -22 15.23 201 5 180
26 Nov 14009.30 140.05 -110.95 15.42 817 104 173
25 Nov 13806.70 251 -12.1 17.06 46 8 57
24 Nov 13738.50 266.7 -7.5 15.89 182 29 57
21 Nov 13851.35 290.95 35.35 19.93 49 6 14
20 Nov 13992.20 255.6 31.1 - 0 0 0
19 Nov 14000.60 255.6 31.1 - 0 0 0
18 Nov 13917.25 255.6 31.1 - 0 0 0
17 Nov 13997.45 255.6 31.1 - 0 -1 0
14 Nov 13865.25 255.6 31.1 17.83 7 -1 8
13 Nov 13826.60 224.5 -20.9 14.95 9 7 9
12 Nov 13855.40 246 -257.75 16.21 5 0 1
11 Nov 13681.20 503.75 -742.7 - 0 0 1
10 Nov 13527.40 503.75 -742.7 - 1 0 1
7 Nov 13446.75 503.75 -742.7 18.93 1 0 0
6 Nov 13375.25 1246.45 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
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 13850 expiring on 30DEC2025

Delta for 13850 PE is -0.52

Historical price for 13850 PE is as follows

On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 224.3, which was -7.1 lower than the previous day. The implied volatity was 15.59, the open interest changed by -55 which decreased total open position to 240


On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 235.3, which was 114.3 higher than the previous day. The implied volatity was 16.86, the open interest changed by 33 which increased total open position to 304


On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 115.9, which was -63.45 lower than the previous day. The implied volatity was 14.77, the open interest changed by 33 which increased total open position to 272


On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 179.35, which was -21.25 lower than the previous day. The implied volatity was 15.79, the open interest changed by -13 which decreased total open position to 238


On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 191, which was 43.35 higher than the previous day. The implied volatity was 16.13, the open interest changed by 106 which increased total open position to 251


On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 146.75, which was 14.65 higher than the previous day. The implied volatity was 16.37, the open interest changed by -26 which decreased total open position to 164


On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 124.35, which was -1.25 lower than the previous day. The implied volatity was 15.78, the open interest changed by 0 which decreased total open position to 189


On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 120.3, which was -0.75 lower than the previous day. The implied volatity was 15.00, the open interest changed by 13 which increased total open position to 192


On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 118.3, which was -22 lower than the previous day. The implied volatity was 15.23, the open interest changed by 5 which increased total open position to 180


On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 140.05, which was -110.95 lower than the previous day. The implied volatity was 15.42, the open interest changed by 104 which increased total open position to 173


On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 251, which was -12.1 lower than the previous day. The implied volatity was 17.06, the open interest changed by 8 which increased total open position to 57


On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 266.7, which was -7.5 lower than the previous day. The implied volatity was 15.89, the open interest changed by 29 which increased total open position to 57


On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 290.95, which was 35.35 higher than the previous day. The implied volatity was 19.93, the open interest changed by 6 which increased total open position to 14


On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 255.6, which was 31.1 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 255.6, which was 31.1 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 255.6, which was 31.1 higher 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 255.6, which was 31.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 255.6, which was 31.1 higher than the previous day. The implied volatity was 17.83, the open interest changed by -1 which decreased total open position to 8


On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 224.5, which was -20.9 lower than the previous day. The implied volatity was 14.95, the open interest changed by 7 which increased total open position to 9


On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 246, which was -257.75 lower than the previous day. The implied volatity was 16.21, 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 503.75, which was -742.7 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 503.75, which was -742.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 Nov MIDCPNIFTY was trading at 13446.75. The strike last trading price was 503.75, which was -742.7 lower than the previous day. The implied volatity was 18.93, 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 1246.45, 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 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