MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Dec 2025 04:12 PM IST
| MIDCPNIFTY 27-JAN-2026 13850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 16.53
Theta: -5.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 13813.10 | 258 | -80.5 | 12.58 | 29 | 9 | 18 | |||||||||
| 23 Dec | 13946.35 | 338.5 | -36.9 | 12.62 | 5 | -2 | 9 | |||||||||
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| 22 Dec | 13971.65 | 375.4 | 143.1 | 13.33 | 16 | -8 | 12 | |||||||||
| 19 Dec | 13862.35 | 232.3 | -35.15 | 8.36 | 14 | 11 | 21 | |||||||||
| 18 Dec | 13745.15 | 267.45 | 23.3 | 13.67 | 12 | -1 | 10 | |||||||||
| 17 Dec | 13652.30 | 244.15 | -43.5 | 14.73 | 11 | -1 | 11 | |||||||||
| 16 Dec | 13748.00 | 287.65 | -62.85 | 14.69 | 16 | 1 | 11 | |||||||||
| 15 Dec | 13862.60 | 351 | 31 | 13.77 | 10 | 0 | 10 | |||||||||
| 12 Dec | 13908.25 | 320 | 36.05 | 9.57 | 2 | 0 | 10 | |||||||||
| 11 Dec | 13728.05 | 292.9 | 73.95 | 13.52 | 27 | -1 | 11 | |||||||||
| 10 Dec | 13534.35 | 218.95 | -86.8 | 14.51 | 10 | 8 | 10 | |||||||||
| 9 Dec | 13741.35 | 305.75 | -153.6 | 13.51 | 2 | 1 | 1 | |||||||||
| 8 Dec | 13764.70 | 459.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 13998.50 | 459.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 13875.20 | 459.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 13844.00 | 459.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 13990.50 | 459.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 14046.45 | 459.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 14043.70 | 459.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 14075.90 | 459.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 14009.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 13681.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13850 expiring on 27JAN2026
Delta for 13850 CE is 0.57
Historical price for 13850 CE is as follows
On 24 Dec MIDCPNIFTY was trading at 13813.10. The strike last trading price was 258, which was -80.5 lower than the previous day. The implied volatity was 12.58, the open interest changed by 9 which increased total open position to 18
On 23 Dec MIDCPNIFTY was trading at 13946.35. The strike last trading price was 338.5, which was -36.9 lower than the previous day. The implied volatity was 12.62, the open interest changed by -2 which decreased total open position to 9
On 22 Dec MIDCPNIFTY was trading at 13971.65. The strike last trading price was 375.4, which was 143.1 higher than the previous day. The implied volatity was 13.33, the open interest changed by -8 which decreased total open position to 12
On 19 Dec MIDCPNIFTY was trading at 13862.35. The strike last trading price was 232.3, which was -35.15 lower than the previous day. The implied volatity was 8.36, the open interest changed by 11 which increased total open position to 21
On 18 Dec MIDCPNIFTY was trading at 13745.15. The strike last trading price was 267.45, which was 23.3 higher than the previous day. The implied volatity was 13.67, the open interest changed by -1 which decreased total open position to 10
On 17 Dec MIDCPNIFTY was trading at 13652.30. The strike last trading price was 244.15, which was -43.5 lower than the previous day. The implied volatity was 14.73, the open interest changed by -1 which decreased total open position to 11
On 16 Dec MIDCPNIFTY was trading at 13748.00. The strike last trading price was 287.65, which was -62.85 lower than the previous day. The implied volatity was 14.69, the open interest changed by 1 which increased total open position to 11
On 15 Dec MIDCPNIFTY was trading at 13862.60. The strike last trading price was 351, which was 31 higher than the previous day. The implied volatity was 13.77, the open interest changed by 0 which decreased total open position to 10
On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 320, which was 36.05 higher than the previous day. The implied volatity was 9.57, the open interest changed by 0 which decreased total open position to 10
On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 292.9, which was 73.95 higher than the previous day. The implied volatity was 13.52, the open interest changed by -1 which decreased total open position to 11
On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 218.95, which was -86.8 lower than the previous day. The implied volatity was 14.51, the open interest changed by 8 which increased total open position to 10
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 305.75, which was -153.6 lower than the previous day. The implied volatity was 13.51, the open interest changed by 1 which increased total open position to 1
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 459.35, 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 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 459.35, 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 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 459.35, 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 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 459.35, 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 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 459.35, 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 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 459.35, 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 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 459.35, 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 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 459.35, 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 26 Nov MIDCPNIFTY was trading at 14009.30. 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 11 Nov MIDCPNIFTY was trading at 13681.20. 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
| MIDCPNIFTY 27JAN2026 13850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 16.61
Theta: -2.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 13813.10 | 225 | 46.85 | 15.97 | 8 | 0 | 23 |
| 23 Dec | 13946.35 | 178.15 | 13.9 | 16.03 | 3 | -1 | 22 |
| 22 Dec | 13971.65 | 164.25 | -102.25 | 15.58 | 4 | -2 | 22 |
| 19 Dec | 13862.35 | 266.5 | -46.95 | - | 0 | 0 | 24 |
| 18 Dec | 13745.15 | 266.5 | -46.95 | - | 0 | 0 | 24 |
| 17 Dec | 13652.30 | 266.5 | -46.95 | - | 29 | 0 | 24 |
| 16 Dec | 13748.00 | 266.5 | -46.95 | 15.16 | 29 | 19 | 24 |
| 15 Dec | 13862.60 | 313.45 | -65.35 | - | 0 | 0 | 0 |
| 12 Dec | 13908.25 | 313.45 | -65.35 | - | 0 | 0 | 5 |
| 11 Dec | 13728.05 | 313.45 | -65.35 | 17.32 | 3 | -1 | 5 |
| 10 Dec | 13534.35 | 378.8 | 67.55 | 15.30 | 9 | 0 | 7 |
| 9 Dec | 13741.35 | 311.25 | 5.5 | 17.19 | 3 | 2 | 6 |
| 8 Dec | 13764.70 | 305.75 | -428 | 17.24 | 4 | 2 | 2 |
| 5 Dec | 13998.50 | 733.75 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 13875.20 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 13844.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 13990.50 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 14046.45 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 14043.70 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 14075.90 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 14009.30 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 13681.20 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13850 expiring on 27JAN2026
Delta for 13850 PE is -0.44
Historical price for 13850 PE is as follows
On 24 Dec MIDCPNIFTY was trading at 13813.10. The strike last trading price was 225, which was 46.85 higher than the previous day. The implied volatity was 15.97, the open interest changed by 0 which decreased total open position to 23
On 23 Dec MIDCPNIFTY was trading at 13946.35. The strike last trading price was 178.15, which was 13.9 higher than the previous day. The implied volatity was 16.03, the open interest changed by -1 which decreased total open position to 22
On 22 Dec MIDCPNIFTY was trading at 13971.65. The strike last trading price was 164.25, which was -102.25 lower than the previous day. The implied volatity was 15.58, the open interest changed by -2 which decreased total open position to 22
On 19 Dec MIDCPNIFTY was trading at 13862.35. The strike last trading price was 266.5, which was -46.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 18 Dec MIDCPNIFTY was trading at 13745.15. The strike last trading price was 266.5, which was -46.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 17 Dec MIDCPNIFTY was trading at 13652.30. The strike last trading price was 266.5, which was -46.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 16 Dec MIDCPNIFTY was trading at 13748.00. The strike last trading price was 266.5, which was -46.95 lower than the previous day. The implied volatity was 15.16, the open interest changed by 19 which increased total open position to 24
On 15 Dec MIDCPNIFTY was trading at 13862.60. The strike last trading price was 313.45, which was -65.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 313.45, which was -65.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 313.45, which was -65.35 lower than the previous day. The implied volatity was 17.32, the open interest changed by -1 which decreased total open position to 5
On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 378.8, which was 67.55 higher than the previous day. The implied volatity was 15.30, the open interest changed by 0 which decreased total open position to 7
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 311.25, which was 5.5 higher than the previous day. The implied volatity was 17.19, the open interest changed by 2 which increased total open position to 6
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 305.75, which was -428 lower than the previous day. The implied volatity was 17.24, the open interest changed by 2 which increased total open position to 2
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 733.75, 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 Dec MIDCPNIFTY was trading at 13875.20. 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 3 Dec MIDCPNIFTY was trading at 13844.00. 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 2 Dec MIDCPNIFTY was trading at 13990.50. 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 1 Dec MIDCPNIFTY was trading at 14046.45. 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 Nov MIDCPNIFTY was trading at 14043.70. 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 Nov MIDCPNIFTY was trading at 14075.90. 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 26 Nov MIDCPNIFTY was trading at 14009.30. 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 11 Nov MIDCPNIFTY was trading at 13681.20. 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































































































































































































































