[--[65.84.65.76]--]

MIDCPNIFTY

Nifty Midcap Select
13813.1 -133.25 (-0.96%)
L: 13797.55 H: 13993.2

Back to Option Chain


Historical option data for MIDCPNIFTY

24 Dec 2025 04:12 PM IST
MIDCPNIFTY 27-JAN-2026 13850 CE
Delta: 0.57
Vega: 16.53
Theta: -5.16
Gamma: 0.00
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
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
Delta: -0.44
Vega: 16.61
Theta: -2.19
Gamma: 0.00
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