MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Jan 2026 04:12 PM IST
| MIDCPNIFTY 27-JAN-2026 13875 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 11.69
Theta: -6.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 13676.70 | 117.1 | -40.9 | 14.11 | 1,793 | 29 | 223 | |||||||||
| 8 Jan | 13759.60 | 151.5 | -189.25 | 13.90 | 1,809 | 106 | 200 | |||||||||
| 7 Jan | 14053.40 | 327 | 66.4 | 13.39 | 33 | 0 | 94 | |||||||||
| 6 Jan | 13957.10 | 259.95 | -10.6 | 13.00 | 85 | 8 | 94 | |||||||||
| 5 Jan | 13968.00 | 262 | -48.95 | 12.08 | 106 | 2 | 86 | |||||||||
| 2 Jan | 13984.00 | 323.05 | 107.15 | 13.76 | 897 | -38 | 85 | |||||||||
| 1 Jan | 13843.60 | 212.75 | 15.9 | 11.88 | 973 | 41 | 123 | |||||||||
| 31 Dec | 13777.25 | 197.75 | 92.75 | 12.99 | 569 | 57 | 90 | |||||||||
| 30 Dec | 13601.40 | 105 | -90.4 | - | 0 | 0 | 33 | |||||||||
| 29 Dec | 13651.45 | 105 | -90.4 | 10.17 | 24 | 12 | 34 | |||||||||
| 26 Dec | 13722.85 | 193.05 | -57.55 | 12.97 | 24 | 15 | 25 | |||||||||
| 24 Dec | 13813.10 | 250.6 | -16.4 | 12.90 | 23 | 1 | 8 | |||||||||
| 23 Dec | 13946.35 | 267 | -37.9 | - | 0 | 0 | 7 | |||||||||
| 22 Dec | 13971.65 | 267 | -37.9 | - | 0 | 0 | 7 | |||||||||
| 19 Dec | 13862.35 | 267 | -37.9 | 11.26 | 5 | 0 | 8 | |||||||||
| 18 Dec | 13745.15 | 266.9 | -61.75 | - | 0 | 0 | 8 | |||||||||
| 17 Dec | 13652.30 | 266.9 | -61.75 | - | 0 | 0 | 8 | |||||||||
| 16 Dec | 13748.00 | 266.9 | -61.75 | 14.24 | 7 | 5 | 7 | |||||||||
| 15 Dec | 13862.60 | 328.65 | 125.55 | 13.38 | 5 | -4 | 2 | |||||||||
| 12 Dec | 13908.25 | 203.1 | -89.85 | - | 0 | 0 | 6 | |||||||||
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| 11 Dec | 13728.05 | 203.1 | -89.85 | - | 0 | 0 | 6 | |||||||||
| 10 Dec | 13534.35 | 203.1 | -89.85 | 14.21 | 2 | 0 | 4 | |||||||||
| 9 Dec | 13741.35 | 292.95 | -156.5 | 13.51 | 4 | 2 | 2 | |||||||||
| 8 Dec | 13764.70 | 449.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 13998.50 | 449.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 13875.20 | 449.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 13844.00 | 449.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 13990.50 | 449.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 14046.45 | 449.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 14043.70 | 449.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 14075.90 | 449.45 | 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 13875 expiring on 27JAN2026
Delta for 13875 CE is 0.39
Historical price for 13875 CE is as follows
On 9 Jan MIDCPNIFTY was trading at 13676.70. The strike last trading price was 117.1, which was -40.9 lower than the previous day. The implied volatity was 14.11, the open interest changed by 29 which increased total open position to 223
On 8 Jan MIDCPNIFTY was trading at 13759.60. The strike last trading price was 151.5, which was -189.25 lower than the previous day. The implied volatity was 13.90, the open interest changed by 106 which increased total open position to 200
On 7 Jan MIDCPNIFTY was trading at 14053.40. The strike last trading price was 327, which was 66.4 higher than the previous day. The implied volatity was 13.39, the open interest changed by 0 which decreased total open position to 94
On 6 Jan MIDCPNIFTY was trading at 13957.10. The strike last trading price was 259.95, which was -10.6 lower than the previous day. The implied volatity was 13.00, the open interest changed by 8 which increased total open position to 94
On 5 Jan MIDCPNIFTY was trading at 13968.00. The strike last trading price was 262, which was -48.95 lower than the previous day. The implied volatity was 12.08, the open interest changed by 2 which increased total open position to 86
On 2 Jan MIDCPNIFTY was trading at 13984.00. The strike last trading price was 323.05, which was 107.15 higher than the previous day. The implied volatity was 13.76, the open interest changed by -38 which decreased total open position to 85
On 1 Jan MIDCPNIFTY was trading at 13843.60. The strike last trading price was 212.75, which was 15.9 higher than the previous day. The implied volatity was 11.88, the open interest changed by 41 which increased total open position to 123
On 31 Dec MIDCPNIFTY was trading at 13777.25. The strike last trading price was 197.75, which was 92.75 higher than the previous day. The implied volatity was 12.99, the open interest changed by 57 which increased total open position to 90
On 30 Dec MIDCPNIFTY was trading at 13601.40. The strike last trading price was 105, which was -90.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 29 Dec MIDCPNIFTY was trading at 13651.45. The strike last trading price was 105, which was -90.4 lower than the previous day. The implied volatity was 10.17, the open interest changed by 12 which increased total open position to 34
On 26 Dec MIDCPNIFTY was trading at 13722.85. The strike last trading price was 193.05, which was -57.55 lower than the previous day. The implied volatity was 12.97, the open interest changed by 15 which increased total open position to 25
On 24 Dec MIDCPNIFTY was trading at 13813.10. The strike last trading price was 250.6, which was -16.4 lower than the previous day. The implied volatity was 12.90, the open interest changed by 1 which increased total open position to 8
On 23 Dec MIDCPNIFTY was trading at 13946.35. The strike last trading price was 267, which was -37.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 22 Dec MIDCPNIFTY was trading at 13971.65. The strike last trading price was 267, which was -37.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 19 Dec MIDCPNIFTY was trading at 13862.35. The strike last trading price was 267, which was -37.9 lower than the previous day. The implied volatity was 11.26, the open interest changed by 0 which decreased total open position to 8
On 18 Dec MIDCPNIFTY was trading at 13745.15. The strike last trading price was 266.9, which was -61.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Dec MIDCPNIFTY was trading at 13652.30. The strike last trading price was 266.9, which was -61.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Dec MIDCPNIFTY was trading at 13748.00. The strike last trading price was 266.9, which was -61.75 lower than the previous day. The implied volatity was 14.24, the open interest changed by 5 which increased total open position to 7
On 15 Dec MIDCPNIFTY was trading at 13862.60. The strike last trading price was 328.65, which was 125.55 higher than the previous day. The implied volatity was 13.38, the open interest changed by -4 which decreased total open position to 2
On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 203.1, which was -89.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 203.1, which was -89.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 203.1, which was -89.85 lower than the previous day. The implied volatity was 14.21, the open interest changed by 0 which decreased total open position to 4
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 292.95, which was -156.5 lower than the previous day. The implied volatity was 13.51, the open interest changed by 2 which increased total open position to 2
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 449.45, 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 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 449.45, 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 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 449.45, 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 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 449.45, 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 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 449.45, 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 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 449.45, 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 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 449.45, 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 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 449.45, 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 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 13875 PE | |||||||
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Delta: -0.58
Vega: 11.87
Theta: -3.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 13676.70 | 286.65 | 53.1 | 18.02 | 480 | -6 | 148 |
| 8 Jan | 13759.60 | 237.4 | 135.6 | 17.04 | 2,621 | 5 | 163 |
| 7 Jan | 14053.40 | 99.1 | -37.65 | 15.36 | 459 | 17 | 158 |
| 6 Jan | 13957.10 | 133.75 | -12 | 15.16 | 244 | 11 | 140 |
| 5 Jan | 13968.00 | 147.25 | 20.25 | 16.31 | 872 | -17 | 129 |
| 2 Jan | 13984.00 | 123.3 | -66.8 | 14.67 | 1,129 | 61 | 164 |
| 1 Jan | 13843.60 | 190.6 | -34.75 | 15.27 | 621 | 68 | 105 |
| 31 Dec | 13777.25 | 228.4 | -87.55 | 15.52 | 240 | 26 | 37 |
| 30 Dec | 13601.40 | 315.95 | 64.1 | - | 0 | 0 | 11 |
| 29 Dec | 13651.45 | 315.95 | 64.1 | - | 6 | -2 | 12 |
| 26 Dec | 13722.85 | 251.85 | 23.05 | 14.38 | 57 | -8 | 10 |
| 24 Dec | 13813.10 | 235 | 41.05 | 15.88 | 3 | 0 | 20 |
| 23 Dec | 13946.35 | 193.95 | -9.45 | 16.26 | 23 | 13 | 20 |
| 22 Dec | 13971.65 | 203.4 | -71.6 | 17.39 | 8 | 3 | 7 |
| 19 Dec | 13862.35 | 275 | -33 | - | 0 | 0 | 4 |
| 18 Dec | 13745.15 | 275 | -33 | - | 0 | 0 | 4 |
| 17 Dec | 13652.30 | 275 | -33 | - | 4 | 0 | 4 |
| 16 Dec | 13748.00 | 275 | -33 | 15.18 | 4 | 2 | 6 |
| 15 Dec | 13862.60 | 308 | -3.6 | - | 0 | 0 | 0 |
| 12 Dec | 13908.25 | 308 | -3.6 | - | 0 | 0 | 4 |
| 11 Dec | 13728.05 | 308 | -3.6 | 16.42 | 2 | 0 | 4 |
| 10 Dec | 13534.35 | 313.9 | -434.6 | - | 0 | 0 | 4 |
| 9 Dec | 13741.35 | 313.9 | -434.6 | - | 0 | 0 | 4 |
| 8 Dec | 13764.70 | 313.9 | -434.6 | 17.06 | 4 | 3 | 3 |
| 5 Dec | 13998.50 | 748.5 | 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 13875 expiring on 27JAN2026
Delta for 13875 PE is -0.58
Historical price for 13875 PE is as follows
On 9 Jan MIDCPNIFTY was trading at 13676.70. The strike last trading price was 286.65, which was 53.1 higher than the previous day. The implied volatity was 18.02, the open interest changed by -6 which decreased total open position to 148
On 8 Jan MIDCPNIFTY was trading at 13759.60. The strike last trading price was 237.4, which was 135.6 higher than the previous day. The implied volatity was 17.04, the open interest changed by 5 which increased total open position to 163
On 7 Jan MIDCPNIFTY was trading at 14053.40. The strike last trading price was 99.1, which was -37.65 lower than the previous day. The implied volatity was 15.36, the open interest changed by 17 which increased total open position to 158
On 6 Jan MIDCPNIFTY was trading at 13957.10. The strike last trading price was 133.75, which was -12 lower than the previous day. The implied volatity was 15.16, the open interest changed by 11 which increased total open position to 140
On 5 Jan MIDCPNIFTY was trading at 13968.00. The strike last trading price was 147.25, which was 20.25 higher than the previous day. The implied volatity was 16.31, the open interest changed by -17 which decreased total open position to 129
On 2 Jan MIDCPNIFTY was trading at 13984.00. The strike last trading price was 123.3, which was -66.8 lower than the previous day. The implied volatity was 14.67, the open interest changed by 61 which increased total open position to 164
On 1 Jan MIDCPNIFTY was trading at 13843.60. The strike last trading price was 190.6, which was -34.75 lower than the previous day. The implied volatity was 15.27, the open interest changed by 68 which increased total open position to 105
On 31 Dec MIDCPNIFTY was trading at 13777.25. The strike last trading price was 228.4, which was -87.55 lower than the previous day. The implied volatity was 15.52, the open interest changed by 26 which increased total open position to 37
On 30 Dec MIDCPNIFTY was trading at 13601.40. The strike last trading price was 315.95, which was 64.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 29 Dec MIDCPNIFTY was trading at 13651.45. The strike last trading price was 315.95, which was 64.1 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 12
On 26 Dec MIDCPNIFTY was trading at 13722.85. The strike last trading price was 251.85, which was 23.05 higher than the previous day. The implied volatity was 14.38, the open interest changed by -8 which decreased total open position to 10
On 24 Dec MIDCPNIFTY was trading at 13813.10. The strike last trading price was 235, which was 41.05 higher than the previous day. The implied volatity was 15.88, the open interest changed by 0 which decreased total open position to 20
On 23 Dec MIDCPNIFTY was trading at 13946.35. The strike last trading price was 193.95, which was -9.45 lower than the previous day. The implied volatity was 16.26, the open interest changed by 13 which increased total open position to 20
On 22 Dec MIDCPNIFTY was trading at 13971.65. The strike last trading price was 203.4, which was -71.6 lower than the previous day. The implied volatity was 17.39, the open interest changed by 3 which increased total open position to 7
On 19 Dec MIDCPNIFTY was trading at 13862.35. The strike last trading price was 275, which was -33 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Dec MIDCPNIFTY was trading at 13745.15. The strike last trading price was 275, which was -33 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Dec MIDCPNIFTY was trading at 13652.30. The strike last trading price was 275, which was -33 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Dec MIDCPNIFTY was trading at 13748.00. The strike last trading price was 275, which was -33 lower than the previous day. The implied volatity was 15.18, the open interest changed by 2 which increased total open position to 6
On 15 Dec MIDCPNIFTY was trading at 13862.60. The strike last trading price was 308, which was -3.6 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 308, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 308, which was -3.6 lower than the previous day. The implied volatity was 16.42, the open interest changed by 0 which decreased total open position to 4
On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 313.9, which was -434.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 313.9, which was -434.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 313.9, which was -434.6 lower than the previous day. The implied volatity was 17.06, the open interest changed by 3 which increased total open position to 3
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 748.5, 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 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































































































































































































































