MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 13875 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 13.05
Theta: -6.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 13741.35 | 156 | -8.35 | 14.08 | 980 | -7 | 161 | |||||||||
| 8 Dec | 13764.70 | 156.9 | -150.65 | 13.09 | 1,008 | 70 | 169 | |||||||||
| 5 Dec | 13998.50 | 302.3 | 60.25 | 12.12 | 2,438 | -8 | 99 | |||||||||
| 4 Dec | 13875.20 | 240.3 | 4.3 | 13.05 | 1,211 | -56 | 124 | |||||||||
| 3 Dec | 13844.00 | 248.35 | -171.4 | 13.53 | 1,676 | 157 | 184 | |||||||||
| 2 Dec | 13990.50 | 419.75 | 24.75 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 14046.45 | 419.75 | 24.75 | - | 0 | 2 | 0 | |||||||||
| 28 Nov | 14043.70 | 419.75 | 24.75 | 15.17 | 3 | 0 | 25 | |||||||||
| 27 Nov | 14075.90 | 395 | 8.5 | 11.70 | 9 | 0 | 26 | |||||||||
| 26 Nov | 14009.30 | 386.2 | 104.2 | 13.51 | 191 | 4 | 26 | |||||||||
| 25 Nov | 13806.70 | 260 | -0.1 | - | 16 | 3 | 22 | |||||||||
| 24 Nov | 13738.50 | 260.1 | -74 | 15.45 | 23 | 17 | 20 | |||||||||
| 21 Nov | 13851.35 | 327.55 | -77.45 | 14.75 | 6 | 1 | 2 | |||||||||
| 20 Nov | 13992.20 | 405 | 25 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 14000.60 | 405 | 25 | 13.04 | 1 | 0 | 1 | |||||||||
| 18 Nov | 13917.25 | 380 | 180.5 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 13997.45 | 380 | 180.5 | - | 1 | 0 | 1 | |||||||||
| 14 Nov | 13865.25 | 380 | 180.5 | - | 1 | 0 | 0 | |||||||||
| 13 Nov | 13826.60 | 199.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 13855.40 | 199.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 13681.20 | 199.5 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Nov | 13527.40 | 199.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 13446.75 | 199.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 13375.25 | 199.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 13506.00 | 199.5 | 0 | 0.81 | 0 | 0 | 0 | |||||||||
| 3 Nov | 13589.05 | 199.5 | 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 13875 expiring on 30DEC2025
Delta for 13875 CE is 0.45
Historical price for 13875 CE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 156, which was -8.35 lower than the previous day. The implied volatity was 14.08, the open interest changed by -7 which decreased total open position to 161
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 156.9, which was -150.65 lower than the previous day. The implied volatity was 13.09, the open interest changed by 70 which increased total open position to 169
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 302.3, which was 60.25 higher than the previous day. The implied volatity was 12.12, the open interest changed by -8 which decreased total open position to 99
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 240.3, which was 4.3 higher than the previous day. The implied volatity was 13.05, the open interest changed by -56 which decreased total open position to 124
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 248.35, which was -171.4 lower than the previous day. The implied volatity was 13.53, the open interest changed by 157 which increased total open position to 184
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 419.75, which was 24.75 higher 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 419.75, which was 24.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 419.75, which was 24.75 higher than the previous day. The implied volatity was 15.17, the open interest changed by 0 which decreased total open position to 25
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 395, which was 8.5 higher than the previous day. The implied volatity was 11.70, the open interest changed by 0 which decreased total open position to 26
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 386.2, which was 104.2 higher than the previous day. The implied volatity was 13.51, the open interest changed by 4 which increased total open position to 26
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 260, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 22
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 260.1, which was -74 lower than the previous day. The implied volatity was 15.45, the open interest changed by 17 which increased total open position to 20
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 327.55, which was -77.45 lower than the previous day. The implied volatity was 14.75, the open interest changed by 1 which increased total open position to 2
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 405, which was 25 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 405, which was 25 higher than the previous day. The implied volatity was 13.04, the open interest changed by 0 which decreased total open position to 1
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 380, which was 180.5 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 380, which was 180.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 380, which was 180.5 higher 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 199.5, 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 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 199.5, 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 11 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 199.5, 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 10 Nov MIDCPNIFTY was trading at 13527.40. The strike last trading price was 199.5, 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 7 Nov MIDCPNIFTY was trading at 13446.75. The strike last trading price was 199.5, 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 6 Nov MIDCPNIFTY was trading at 13375.25. The strike last trading price was 199.5, 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 4 Nov MIDCPNIFTY was trading at 13506.00. The strike last trading price was 199.5, which was 0 lower than the previous day. The implied volatity was 0.81, 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 199.5, 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 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
| MIDCPNIFTY 30DEC2025 13875 PE | |||||||
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Delta: -0.54
Vega: 13.08
Theta: -2.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 13741.35 | 240.9 | -2.1 | 15.82 | 72 | 2 | 108 |
| 8 Dec | 13764.70 | 247.7 | 119.45 | 16.84 | 1,156 | -38 | 108 |
| 5 Dec | 13998.50 | 125.5 | -64.65 | 14.84 | 2,586 | -18 | 146 |
| 4 Dec | 13875.20 | 188.2 | -23.4 | 15.65 | 1,052 | 26 | 173 |
| 3 Dec | 13844.00 | 199.95 | 42.6 | 16.03 | 1,794 | 12 | 155 |
| 2 Dec | 13990.50 | 157.05 | 23.9 | 16.46 | 260 | 4 | 152 |
| 1 Dec | 14046.45 | 133.1 | -1.6 | 15.83 | 68 | 6 | 150 |
| 28 Nov | 14043.70 | 135.5 | 5.5 | 15.55 | 82 | -14 | 146 |
| 27 Nov | 14075.90 | 126.15 | -22.9 | 15.26 | 191 | 22 | 161 |
| 26 Nov | 14009.30 | 148.8 | -136.25 | 15.43 | 547 | 120 | 138 |
| 25 Nov | 13806.70 | 285 | 11.65 | - | 0 | 5 | 0 |
| 24 Nov | 13738.50 | 285 | 11.65 | 16.37 | 28 | 3 | 16 |
| 21 Nov | 13851.35 | 255.65 | -0.4 | 17.32 | 10 | 2 | 13 |
| 20 Nov | 13992.20 | 256.05 | -9.95 | - | 0 | 0 | 0 |
| 19 Nov | 14000.60 | 256.05 | -9.95 | - | 0 | 0 | 11 |
| 18 Nov | 13917.25 | 256.05 | -9.95 | - | 0 | 0 | 0 |
| 17 Nov | 13997.45 | 256.05 | -9.95 | - | 0 | -11 | 0 |
| 14 Nov | 13865.25 | 256.05 | -9.95 | 17.26 | 18 | -11 | 11 |
| 13 Nov | 13826.60 | 266 | -999.15 | 16.55 | 22 | 20 | 20 |
| 12 Nov | 13855.40 | 1265.15 | 0 | 0.77 | 0 | 0 | 0 |
| 11 Nov | 13681.20 | 1265.15 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 13527.40 | 1265.15 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 13446.75 | 1265.15 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 13375.25 | 1265.15 | 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 13875 expiring on 30DEC2025
Delta for 13875 PE is -0.54
Historical price for 13875 PE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 240.9, which was -2.1 lower than the previous day. The implied volatity was 15.82, the open interest changed by 2 which increased total open position to 108
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 247.7, which was 119.45 higher than the previous day. The implied volatity was 16.84, the open interest changed by -38 which decreased total open position to 108
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 125.5, which was -64.65 lower than the previous day. The implied volatity was 14.84, the open interest changed by -18 which decreased total open position to 146
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 188.2, which was -23.4 lower than the previous day. The implied volatity was 15.65, the open interest changed by 26 which increased total open position to 173
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 199.95, which was 42.6 higher than the previous day. The implied volatity was 16.03, the open interest changed by 12 which increased total open position to 155
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 157.05, which was 23.9 higher than the previous day. The implied volatity was 16.46, the open interest changed by 4 which increased total open position to 152
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 133.1, which was -1.6 lower than the previous day. The implied volatity was 15.83, the open interest changed by 6 which increased total open position to 150
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 135.5, which was 5.5 higher than the previous day. The implied volatity was 15.55, the open interest changed by -14 which decreased total open position to 146
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 126.15, which was -22.9 lower than the previous day. The implied volatity was 15.26, the open interest changed by 22 which increased total open position to 161
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 148.8, which was -136.25 lower than the previous day. The implied volatity was 15.43, the open interest changed by 120 which increased total open position to 138
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 285, which was 11.65 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 285, which was 11.65 higher than the previous day. The implied volatity was 16.37, the open interest changed by 3 which increased total open position to 16
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 255.65, which was -0.4 lower than the previous day. The implied volatity was 17.32, the open interest changed by 2 which increased total open position to 13
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 256.05, which was -9.95 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 256.05, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 256.05, which was -9.95 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 256.05, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 256.05, which was -9.95 lower than the previous day. The implied volatity was 17.26, the open interest changed by -11 which decreased total open position to 11
On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 266, which was -999.15 lower than the previous day. The implied volatity was 16.55, the open interest changed by 20 which increased total open position to 20
On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 1265.15, which was 0 lower than the previous day. The implied volatity was 0.77, 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 1265.15, 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 1265.15, 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 1265.15, 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 1265.15, 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































































































































































































































