[--[65.84.65.76]--]

MIDCPNIFTY

Nifty Midcap Select
13676.7 -82.90 (-0.60%)
L: 13619.15 H: 13843.45

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Historical option data for MIDCPNIFTY

09 Jan 2026 04:12 PM IST
MIDCPNIFTY 27-JAN-2026 13875 CE
Delta: 0.39
Vega: 11.69
Theta: -6.02
Gamma: 0.00
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
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
Delta: -0.58
Vega: 11.87
Theta: -3.69
Gamma: 0.00
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