[--[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 13900 CE
Delta: 0.37
Vega: 11.51
Theta: -5.96
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 13676.70 110.6 -37.2 14.34 17,435 510 3,031
8 Jan 13759.60 140.35 -176.2 13.81 14,917 984 2,526
7 Jan 14053.40 315.65 61.5 13.90 2,902 -89 1,568
6 Jan 13957.10 247.05 -13.65 13.20 4,325 133 1,659
5 Jan 13968.00 249 -46.95 12.28 4,901 -72 1,564
2 Jan 13984.00 306.2 102.7 13.70 11,162 121 1,670
1 Jan 13843.60 201 17.25 12.01 6,215 440 1,603
31 Dec 13777.25 182 47.6 12.71 5,667 664 1,168
30 Dec 13601.40 144 -3.05 14.02 748 76 510
29 Dec 13651.45 145 -42.9 13.51 567 178 433
26 Dec 13722.85 185 -46.25 13.19 499 114 255
24 Dec 13813.10 230.35 -93.6 12.55 310 117 129
23 Dec 13946.35 324.95 -26.65 13.70 34 4 13
22 Dec 13971.65 350.2 -89.55 13.73 41 9 9
19 Dec 13862.35 439.75 0 - 0 0 0
18 Dec 13745.15 439.75 0 - 0 0 0
17 Dec 13652.30 439.75 0 0.59 0 0 0
16 Dec 13748.00 439.75 0 - 0 0 0
15 Dec 13862.60 439.75 0 - 0 0 0
12 Dec 13908.25 439.75 0 - 0 0 0
11 Dec 13728.05 439.75 0 - 0 0 0
10 Dec 13534.35 439.75 0 - 0 0 0
9 Dec 13741.35 439.75 0 - 0 0 0
8 Dec 13764.70 439.75 0 - 0 0 0
5 Dec 13998.50 439.75 0 - 0 0 0
4 Dec 13875.20 439.75 0 - 0 0 0
3 Dec 13844.00 439.75 0 - 0 0 0
2 Dec 13990.50 439.75 0 - 0 0 0
1 Dec 14046.45 439.75 0 - 0 0 0
28 Nov 14043.70 439.75 0 - 0 0 0
27 Nov 14075.90 439.75 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 13900 expiring on 27JAN2026

Delta for 13900 CE is 0.37

Historical price for 13900 CE is as follows

On 9 Jan MIDCPNIFTY was trading at 13676.70. The strike last trading price was 110.6, which was -37.2 lower than the previous day. The implied volatity was 14.34, the open interest changed by 510 which increased total open position to 3031


On 8 Jan MIDCPNIFTY was trading at 13759.60. The strike last trading price was 140.35, which was -176.2 lower than the previous day. The implied volatity was 13.81, the open interest changed by 984 which increased total open position to 2526


On 7 Jan MIDCPNIFTY was trading at 14053.40. The strike last trading price was 315.65, which was 61.5 higher than the previous day. The implied volatity was 13.90, the open interest changed by -89 which decreased total open position to 1568


On 6 Jan MIDCPNIFTY was trading at 13957.10. The strike last trading price was 247.05, which was -13.65 lower than the previous day. The implied volatity was 13.20, the open interest changed by 133 which increased total open position to 1659


On 5 Jan MIDCPNIFTY was trading at 13968.00. The strike last trading price was 249, which was -46.95 lower than the previous day. The implied volatity was 12.28, the open interest changed by -72 which decreased total open position to 1564


On 2 Jan MIDCPNIFTY was trading at 13984.00. The strike last trading price was 306.2, which was 102.7 higher than the previous day. The implied volatity was 13.70, the open interest changed by 121 which increased total open position to 1670


On 1 Jan MIDCPNIFTY was trading at 13843.60. The strike last trading price was 201, which was 17.25 higher than the previous day. The implied volatity was 12.01, the open interest changed by 440 which increased total open position to 1603


On 31 Dec MIDCPNIFTY was trading at 13777.25. The strike last trading price was 182, which was 47.6 higher than the previous day. The implied volatity was 12.71, the open interest changed by 664 which increased total open position to 1168


On 30 Dec MIDCPNIFTY was trading at 13601.40. The strike last trading price was 144, which was -3.05 lower than the previous day. The implied volatity was 14.02, the open interest changed by 76 which increased total open position to 510


On 29 Dec MIDCPNIFTY was trading at 13651.45. The strike last trading price was 145, which was -42.9 lower than the previous day. The implied volatity was 13.51, the open interest changed by 178 which increased total open position to 433


On 26 Dec MIDCPNIFTY was trading at 13722.85. The strike last trading price was 185, which was -46.25 lower than the previous day. The implied volatity was 13.19, the open interest changed by 114 which increased total open position to 255


On 24 Dec MIDCPNIFTY was trading at 13813.10. The strike last trading price was 230.35, which was -93.6 lower than the previous day. The implied volatity was 12.55, the open interest changed by 117 which increased total open position to 129


On 23 Dec MIDCPNIFTY was trading at 13946.35. The strike last trading price was 324.95, which was -26.65 lower than the previous day. The implied volatity was 13.70, the open interest changed by 4 which increased total open position to 13


On 22 Dec MIDCPNIFTY was trading at 13971.65. The strike last trading price was 350.2, which was -89.55 lower than the previous day. The implied volatity was 13.73, the open interest changed by 9 which increased total open position to 9


On 19 Dec MIDCPNIFTY was trading at 13862.35. The strike last trading price was 439.75, 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 18 Dec MIDCPNIFTY was trading at 13745.15. The strike last trading price was 439.75, 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 17 Dec MIDCPNIFTY was trading at 13652.30. The strike last trading price was 439.75, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0


On 16 Dec MIDCPNIFTY was trading at 13748.00. The strike last trading price was 439.75, 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 15 Dec MIDCPNIFTY was trading at 13862.60. The strike last trading price was 439.75, 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 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 439.75, 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 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 439.75, 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 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 439.75, 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 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 439.75, 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 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 439.75, 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 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 439.75, 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 439.75, 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 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 439.75, 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 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 439.75, 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 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 439.75, 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 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 439.75, 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 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 439.75, 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 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 13900 PE
Delta: -0.60
Vega: 11.76
Theta: -3.66
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 13676.70 305 57.85 18.30 6,568 1,096 3,305
8 Jan 13759.60 254.5 147.45 17.32 15,636 -609 2,213
7 Jan 14053.40 107 -38.7 15.36 8,247 523 2,830
6 Jan 13957.10 145 -9.3 15.29 8,007 177 2,341
5 Jan 13968.00 157.3 20.8 16.31 10,064 -307 2,168
2 Jan 13984.00 130 -71.4 14.50 10,283 1,644 2,439
1 Jan 13843.60 202.8 -35.3 15.31 3,033 209 795
31 Dec 13777.25 240 -110 15.48 2,131 324 586
30 Dec 13601.40 337 -3.15 16.63 149 16 273
29 Dec 13651.45 358.85 62.8 18.28 396 78 257
26 Dec 13722.85 295.15 42.75 16.33 391 72 182
24 Dec 13813.10 252.75 65.7 16.23 521 73 109
23 Dec 13946.35 189 9 15.35 86 2 36
22 Dec 13971.65 180 -127.1 15.39 86 32 33
19 Dec 13862.35 307.1 -456.3 - 0 0 1
18 Dec 13745.15 307.1 -456.3 - 0 0 1
17 Dec 13652.30 307.1 -456.3 - 0 0 1
16 Dec 13748.00 307.1 -456.3 - 1 0 0
15 Dec 13862.60 763.4 0 - 0 0 0
12 Dec 13908.25 763.4 0 - 0 0 0
11 Dec 13728.05 763.4 0 0.03 0 0 0
10 Dec 13534.35 763.4 0 - 0 0 0
9 Dec 13741.35 763.4 0 0.11 0 0 0
8 Dec 13764.70 763.4 0 0.25 0 0 0
5 Dec 13998.50 763.4 0 - 0 0 0
4 Dec 13875.20 763.4 0 - 0 0 0
3 Dec 13844.00 763.4 0 - 0 0 0
2 Dec 13990.50 763.4 0 - 0 0 0
1 Dec 14046.45 763.4 0 - 0 0 0
28 Nov 14043.70 763.4 0 - 0 0 0
27 Nov 14075.90 763.4 0 - 0 0 0
26 Nov 14009.30 763.4 0 - 0 0 0
11 Nov 13681.20 0 0 - 0 0 0


For Nifty Midcap Select - strike price 13900 expiring on 27JAN2026

Delta for 13900 PE is -0.60

Historical price for 13900 PE is as follows

On 9 Jan MIDCPNIFTY was trading at 13676.70. The strike last trading price was 305, which was 57.85 higher than the previous day. The implied volatity was 18.30, the open interest changed by 1096 which increased total open position to 3305


On 8 Jan MIDCPNIFTY was trading at 13759.60. The strike last trading price was 254.5, which was 147.45 higher than the previous day. The implied volatity was 17.32, the open interest changed by -609 which decreased total open position to 2213


On 7 Jan MIDCPNIFTY was trading at 14053.40. The strike last trading price was 107, which was -38.7 lower than the previous day. The implied volatity was 15.36, the open interest changed by 523 which increased total open position to 2830


On 6 Jan MIDCPNIFTY was trading at 13957.10. The strike last trading price was 145, which was -9.3 lower than the previous day. The implied volatity was 15.29, the open interest changed by 177 which increased total open position to 2341


On 5 Jan MIDCPNIFTY was trading at 13968.00. The strike last trading price was 157.3, which was 20.8 higher than the previous day. The implied volatity was 16.31, the open interest changed by -307 which decreased total open position to 2168


On 2 Jan MIDCPNIFTY was trading at 13984.00. The strike last trading price was 130, which was -71.4 lower than the previous day. The implied volatity was 14.50, the open interest changed by 1644 which increased total open position to 2439


On 1 Jan MIDCPNIFTY was trading at 13843.60. The strike last trading price was 202.8, which was -35.3 lower than the previous day. The implied volatity was 15.31, the open interest changed by 209 which increased total open position to 795


On 31 Dec MIDCPNIFTY was trading at 13777.25. The strike last trading price was 240, which was -110 lower than the previous day. The implied volatity was 15.48, the open interest changed by 324 which increased total open position to 586


On 30 Dec MIDCPNIFTY was trading at 13601.40. The strike last trading price was 337, which was -3.15 lower than the previous day. The implied volatity was 16.63, the open interest changed by 16 which increased total open position to 273


On 29 Dec MIDCPNIFTY was trading at 13651.45. The strike last trading price was 358.85, which was 62.8 higher than the previous day. The implied volatity was 18.28, the open interest changed by 78 which increased total open position to 257


On 26 Dec MIDCPNIFTY was trading at 13722.85. The strike last trading price was 295.15, which was 42.75 higher than the previous day. The implied volatity was 16.33, the open interest changed by 72 which increased total open position to 182


On 24 Dec MIDCPNIFTY was trading at 13813.10. The strike last trading price was 252.75, which was 65.7 higher than the previous day. The implied volatity was 16.23, the open interest changed by 73 which increased total open position to 109


On 23 Dec MIDCPNIFTY was trading at 13946.35. The strike last trading price was 189, which was 9 higher than the previous day. The implied volatity was 15.35, the open interest changed by 2 which increased total open position to 36


On 22 Dec MIDCPNIFTY was trading at 13971.65. The strike last trading price was 180, which was -127.1 lower than the previous day. The implied volatity was 15.39, the open interest changed by 32 which increased total open position to 33


On 19 Dec MIDCPNIFTY was trading at 13862.35. The strike last trading price was 307.1, which was -456.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 Dec MIDCPNIFTY was trading at 13745.15. The strike last trading price was 307.1, which was -456.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Dec MIDCPNIFTY was trading at 13652.30. The strike last trading price was 307.1, which was -456.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Dec MIDCPNIFTY was trading at 13748.00. The strike last trading price was 307.1, which was -456.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Dec MIDCPNIFTY was trading at 13862.60. The strike last trading price was 763.4, 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 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 763.4, 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 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 763.4, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0


On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 763.4, 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 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 763.4, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0


On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 763.4, which was 0 lower than the previous day. The implied volatity was 0.25, 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 763.4, 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 763.4, 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 763.4, 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 763.4, 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 763.4, 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 763.4, 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 763.4, 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 763.4, 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