MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 13900 CE | ||||||||||||||||
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Delta: 0.43
Vega: 12.95
Theta: -5.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 13741.35 | 144.75 | -8.35 | 14.03 | 9,192 | -171 | 1,846 | |||||||||
| 8 Dec | 13764.70 | 145.3 | -143.5 | 13.02 | 9,056 | 791 | 2,046 | |||||||||
| 5 Dec | 13998.50 | 288.9 | 62.25 | 12.40 | 11,716 | -222 | 1,256 | |||||||||
| 4 Dec | 13875.20 | 224.5 | 3.2 | 12.92 | 8,197 | 393 | 1,494 | |||||||||
| 3 Dec | 13844.00 | 232 | -72.25 | 13.34 | 6,380 | 413 | 1,104 | |||||||||
| 2 Dec | 13990.50 | 309.8 | -41.85 | 12.72 | 639 | 145 | 737 | |||||||||
| 1 Dec | 14046.45 | 353.15 | -15.55 | 12.93 | 221 | -9 | 590 | |||||||||
| 28 Nov | 14043.70 | 374 | -21.05 | 13.19 | 187 | -15 | 599 | |||||||||
| 27 Nov | 14075.90 | 396.65 | 30.4 | 13.13 | 790 | -154 | 641 | |||||||||
| 26 Nov | 14009.30 | 377.35 | 127.65 | 14.00 | 5,185 | 284 | 842 | |||||||||
| 25 Nov | 13806.70 | 243 | -6.15 | 13.10 | 1,207 | 250 | 533 | |||||||||
| 24 Nov | 13738.50 | 243.55 | -73.4 | 15.17 | 725 | 155 | 284 | |||||||||
| 21 Nov | 13851.35 | 313.5 | -66.95 | 14.83 | 329 | 91 | 127 | |||||||||
| 20 Nov | 13992.20 | 375.1 | -25.8 | 12.51 | 44 | -4 | 46 | |||||||||
| 19 Nov | 14000.60 | 400.9 | 44.8 | 13.75 | 111 | 27 | 53 | |||||||||
| 18 Nov | 13917.25 | 347.5 | -34.05 | 13.56 | 39 | 5 | 26 | |||||||||
| 17 Nov | 13997.45 | 356.55 | 9.2 | 10.46 | 34 | 7 | 24 | |||||||||
| 14 Nov | 13865.25 | 357.75 | 163.5 | 14.01 | 32 | 17 | 17 | |||||||||
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| 13 Nov | 13826.60 | 194.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 13855.40 | 194.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 13681.20 | 194.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 13527.40 | 194.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 13446.75 | 194.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 13375.25 | 194.25 | 0 | 1.56 | 0 | 0 | 0 | |||||||||
| 4 Nov | 13506.00 | 194.25 | 0 | 0.88 | 0 | 0 | 0 | |||||||||
| 3 Nov | 13589.05 | 194.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 13467.85 | 194.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 13467.65 | 194.25 | 0 | 0.90 | 0 | 0 | 0 | |||||||||
| 29 Oct | 13430.75 | 194.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 13366.20 | 194.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 13345.30 | 194.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 13164.85 | 194.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 13231.75 | 194.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 13232.90 | 194.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 13160.80 | 194.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 13260.85 | 194.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 13161.95 | 194.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13900 expiring on 30DEC2025
Delta for 13900 CE is 0.43
Historical price for 13900 CE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 144.75, which was -8.35 lower than the previous day. The implied volatity was 14.03, the open interest changed by -171 which decreased total open position to 1846
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 145.3, which was -143.5 lower than the previous day. The implied volatity was 13.02, the open interest changed by 791 which increased total open position to 2046
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 288.9, which was 62.25 higher than the previous day. The implied volatity was 12.40, the open interest changed by -222 which decreased total open position to 1256
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 224.5, which was 3.2 higher than the previous day. The implied volatity was 12.92, the open interest changed by 393 which increased total open position to 1494
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 232, which was -72.25 lower than the previous day. The implied volatity was 13.34, the open interest changed by 413 which increased total open position to 1104
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 309.8, which was -41.85 lower than the previous day. The implied volatity was 12.72, the open interest changed by 145 which increased total open position to 737
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 353.15, which was -15.55 lower than the previous day. The implied volatity was 12.93, the open interest changed by -9 which decreased total open position to 590
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 374, which was -21.05 lower than the previous day. The implied volatity was 13.19, the open interest changed by -15 which decreased total open position to 599
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 396.65, which was 30.4 higher than the previous day. The implied volatity was 13.13, the open interest changed by -154 which decreased total open position to 641
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 377.35, which was 127.65 higher than the previous day. The implied volatity was 14.00, the open interest changed by 284 which increased total open position to 842
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 243, which was -6.15 lower than the previous day. The implied volatity was 13.10, the open interest changed by 250 which increased total open position to 533
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 243.55, which was -73.4 lower than the previous day. The implied volatity was 15.17, the open interest changed by 155 which increased total open position to 284
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 313.5, which was -66.95 lower than the previous day. The implied volatity was 14.83, the open interest changed by 91 which increased total open position to 127
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 375.1, which was -25.8 lower than the previous day. The implied volatity was 12.51, the open interest changed by -4 which decreased total open position to 46
On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 400.9, which was 44.8 higher than the previous day. The implied volatity was 13.75, the open interest changed by 27 which increased total open position to 53
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 347.5, which was -34.05 lower than the previous day. The implied volatity was 13.56, the open interest changed by 5 which increased total open position to 26
On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 356.55, which was 9.2 higher than the previous day. The implied volatity was 10.46, the open interest changed by 7 which increased total open position to 24
On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 357.75, which was 163.5 higher than the previous day. The implied volatity was 14.01, the open interest changed by 17 which increased total open position to 17
On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 194.25, 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 194.25, 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 194.25, 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 194.25, 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 194.25, 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 194.25, which was 0 lower than the previous day. The implied volatity was 1.56, 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 194.25, which was 0 lower than the previous day. The implied volatity was 0.88, 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 194.25, 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 194.25, 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 194.25, which was 0 lower than the previous day. The implied volatity was 0.90, 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 194.25, 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 194.25, 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 194.25, 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 194.25, 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 194.25, 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 194.25, 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 194.25, 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 194.25, 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 194.25, 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 13900 PE | |||||||
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Delta: -0.56
Vega: 12.98
Theta: -2.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 13741.35 | 246.3 | -13.05 | 15.16 | 1,773 | -168 | 1,291 |
| 8 Dec | 13764.70 | 263.95 | 127.15 | 17.04 | 9,035 | -480 | 1,470 |
| 5 Dec | 13998.50 | 132.05 | -69 | 14.66 | 13,038 | 368 | 1,950 |
| 4 Dec | 13875.20 | 201.95 | -20.95 | 16.09 | 9,462 | 258 | 1,583 |
| 3 Dec | 13844.00 | 214 | 46.5 | 16.21 | 10,456 | -530 | 1,326 |
| 2 Dec | 13990.50 | 165 | 21.7 | 16.36 | 5,976 | 698 | 1,973 |
| 1 Dec | 14046.45 | 141.25 | -0.3 | 15.81 | 2,366 | -41 | 1,281 |
| 28 Nov | 14043.70 | 136.45 | -0.9 | 15.05 | 1,758 | -53 | 1,322 |
| 27 Nov | 14075.90 | 134.35 | -22.5 | 15.27 | 2,599 | -92 | 1,375 |
| 26 Nov | 14009.30 | 156 | -96.2 | 15.33 | 6,816 | 879 | 1,513 |
| 25 Nov | 13806.70 | 253 | -52.35 | 15.96 | 921 | 199 | 627 |
| 24 Nov | 13738.50 | 300.75 | 18.55 | 16.39 | 812 | 167 | 443 |
| 21 Nov | 13851.35 | 286.35 | 74.95 | 18.35 | 796 | 164 | 279 |
| 20 Nov | 13992.20 | 205.15 | -4.25 | 17.15 | 171 | -2 | 115 |
| 19 Nov | 14000.60 | 208.75 | -37.15 | 17.21 | 252 | 78 | 116 |
| 18 Nov | 13917.25 | 242 | 25.95 | 17.09 | 52 | 0 | 38 |
| 17 Nov | 13997.45 | 215 | -46.3 | 17.36 | 76 | 14 | 39 |
| 14 Nov | 13865.25 | 256.5 | -27.85 | 16.77 | 32 | -10 | 24 |
| 13 Nov | 13826.60 | 288.8 | -151.1 | 17.13 | 51 | 35 | 36 |
| 12 Nov | 13855.40 | 439.9 | -844.6 | 24.98 | 1 | 0 | 0 |
| 11 Nov | 13681.20 | 1284.5 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 13527.40 | 1284.5 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 13446.75 | 1284.5 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 13375.25 | 1284.5 | 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 13900 expiring on 30DEC2025
Delta for 13900 PE is -0.56
Historical price for 13900 PE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 246.3, which was -13.05 lower than the previous day. The implied volatity was 15.16, the open interest changed by -168 which decreased total open position to 1291
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 263.95, which was 127.15 higher than the previous day. The implied volatity was 17.04, the open interest changed by -480 which decreased total open position to 1470
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 132.05, which was -69 lower than the previous day. The implied volatity was 14.66, the open interest changed by 368 which increased total open position to 1950
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 201.95, which was -20.95 lower than the previous day. The implied volatity was 16.09, the open interest changed by 258 which increased total open position to 1583
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 214, which was 46.5 higher than the previous day. The implied volatity was 16.21, the open interest changed by -530 which decreased total open position to 1326
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 165, which was 21.7 higher than the previous day. The implied volatity was 16.36, the open interest changed by 698 which increased total open position to 1973
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 141.25, which was -0.3 lower than the previous day. The implied volatity was 15.81, the open interest changed by -41 which decreased total open position to 1281
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 136.45, which was -0.9 lower than the previous day. The implied volatity was 15.05, the open interest changed by -53 which decreased total open position to 1322
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 134.35, which was -22.5 lower than the previous day. The implied volatity was 15.27, the open interest changed by -92 which decreased total open position to 1375
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 156, which was -96.2 lower than the previous day. The implied volatity was 15.33, the open interest changed by 879 which increased total open position to 1513
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 253, which was -52.35 lower than the previous day. The implied volatity was 15.96, the open interest changed by 199 which increased total open position to 627
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 300.75, which was 18.55 higher than the previous day. The implied volatity was 16.39, the open interest changed by 167 which increased total open position to 443
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 286.35, which was 74.95 higher than the previous day. The implied volatity was 18.35, the open interest changed by 164 which increased total open position to 279
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 205.15, which was -4.25 lower than the previous day. The implied volatity was 17.15, the open interest changed by -2 which decreased total open position to 115
On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 208.75, which was -37.15 lower than the previous day. The implied volatity was 17.21, the open interest changed by 78 which increased total open position to 116
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 242, which was 25.95 higher than the previous day. The implied volatity was 17.09, the open interest changed by 0 which decreased total open position to 38
On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 215, which was -46.3 lower than the previous day. The implied volatity was 17.36, the open interest changed by 14 which increased total open position to 39
On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 256.5, which was -27.85 lower than the previous day. The implied volatity was 16.77, the open interest changed by -10 which decreased total open position to 24
On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 288.8, which was -151.1 lower than the previous day. The implied volatity was 17.13, the open interest changed by 35 which increased total open position to 36
On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 439.9, which was -844.6 lower than the previous day. The implied volatity was 24.98, 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 1284.5, 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 1284.5, 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 1284.5, 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 1284.5, 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 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































































































































































































































