MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 13950 CE | ||||||||||||||||
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Delta: 0.39
Vega: 12.63
Theta: -5.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 13741.35 | 124 | -7.7 | 13.99 | 1,887 | -100 | 557 | |||||||||
| 8 Dec | 13764.70 | 126 | -130.75 | 13.14 | 2,934 | 306 | 668 | |||||||||
| 5 Dec | 13998.50 | 258.6 | 58.45 | 12.49 | 4,339 | -11 | 363 | |||||||||
| 4 Dec | 13875.20 | 198.95 | 1.85 | 12.96 | 2,408 | 53 | 374 | |||||||||
| 3 Dec | 13844.00 | 204 | -73.7 | 13.26 | 2,724 | 166 | 325 | |||||||||
| 2 Dec | 13990.50 | 277.9 | -38.2 | 12.73 | 323 | 7 | 162 | |||||||||
| 1 Dec | 14046.45 | 324.1 | -8.9 | 13.20 | 29 | -7 | 155 | |||||||||
| 28 Nov | 14043.70 | 337.25 | -21.95 | 12.93 | 34 | -2 | 164 | |||||||||
| 27 Nov | 14075.90 | 361.2 | 29.65 | 13.02 | 431 | -168 | 167 | |||||||||
| 26 Nov | 14009.30 | 338.1 | 101.3 | 13.52 | 2,131 | 306 | 337 | |||||||||
| 25 Nov | 13806.70 | 242.55 | 13.45 | 14.76 | 23 | 9 | 30 | |||||||||
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| 24 Nov | 13738.50 | 229.1 | -60.5 | 15.68 | 36 | 12 | 22 | |||||||||
| 21 Nov | 13851.35 | 285.05 | -119.95 | 14.55 | 72 | 6 | 14 | |||||||||
| 20 Nov | 13992.20 | 405 | 31.2 | 15.91 | 12 | 3 | 11 | |||||||||
| 19 Nov | 14000.60 | 373.8 | 15.55 | 13.99 | 15 | 2 | 7 | |||||||||
| 18 Nov | 13917.25 | 358.25 | 13.25 | 15.70 | 6 | 0 | 6 | |||||||||
| 17 Nov | 13997.45 | 345 | 27.1 | 11.71 | 4 | 1 | 5 | |||||||||
| 14 Nov | 13865.25 | 317.9 | 133.85 | 13.41 | 7 | 3 | 3 | |||||||||
| 13 Nov | 13826.60 | 184.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 13855.40 | 184.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 13681.20 | 184.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 13527.40 | 184.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 13446.75 | 184.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 13375.25 | 184.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 13506.00 | 184.05 | 0 | 1.07 | 0 | 0 | 0 | |||||||||
| 3 Nov | 13589.05 | 184.05 | 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 13950 expiring on 30DEC2025
Delta for 13950 CE is 0.39
Historical price for 13950 CE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 124, which was -7.7 lower than the previous day. The implied volatity was 13.99, the open interest changed by -100 which decreased total open position to 557
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 126, which was -130.75 lower than the previous day. The implied volatity was 13.14, the open interest changed by 306 which increased total open position to 668
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 258.6, which was 58.45 higher than the previous day. The implied volatity was 12.49, the open interest changed by -11 which decreased total open position to 363
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 198.95, which was 1.85 higher than the previous day. The implied volatity was 12.96, the open interest changed by 53 which increased total open position to 374
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 204, which was -73.7 lower than the previous day. The implied volatity was 13.26, the open interest changed by 166 which increased total open position to 325
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 277.9, which was -38.2 lower than the previous day. The implied volatity was 12.73, the open interest changed by 7 which increased total open position to 162
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 324.1, which was -8.9 lower than the previous day. The implied volatity was 13.20, the open interest changed by -7 which decreased total open position to 155
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 337.25, which was -21.95 lower than the previous day. The implied volatity was 12.93, the open interest changed by -2 which decreased total open position to 164
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 361.2, which was 29.65 higher than the previous day. The implied volatity was 13.02, the open interest changed by -168 which decreased total open position to 167
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 338.1, which was 101.3 higher than the previous day. The implied volatity was 13.52, the open interest changed by 306 which increased total open position to 337
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 242.55, which was 13.45 higher than the previous day. The implied volatity was 14.76, the open interest changed by 9 which increased total open position to 30
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 229.1, which was -60.5 lower than the previous day. The implied volatity was 15.68, the open interest changed by 12 which increased total open position to 22
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 285.05, which was -119.95 lower than the previous day. The implied volatity was 14.55, the open interest changed by 6 which increased total open position to 14
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 405, which was 31.2 higher than the previous day. The implied volatity was 15.91, the open interest changed by 3 which increased total open position to 11
On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 373.8, which was 15.55 higher than the previous day. The implied volatity was 13.99, the open interest changed by 2 which increased total open position to 7
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 358.25, which was 13.25 higher than the previous day. The implied volatity was 15.70, the open interest changed by 0 which decreased total open position to 6
On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 345, which was 27.1 higher than the previous day. The implied volatity was 11.71, the open interest changed by 1 which increased total open position to 5
On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 317.9, which was 133.85 higher than the previous day. The implied volatity was 13.41, the open interest changed by 3 which increased total open position to 3
On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 184.05, 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 184.05, 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 184.05, 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 184.05, 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 184.05, 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 184.05, 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 184.05, which was 0 lower than the previous day. The implied volatity was 1.07, 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 184.05, 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 13950 PE | |||||||
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Delta: -0.60
Vega: 12.74
Theta: -2.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 13741.35 | 278.7 | -11.2 | 15.38 | 101 | -18 | 301 |
| 8 Dec | 13764.70 | 294.85 | 140.05 | 17.24 | 3,049 | -299 | 320 |
| 5 Dec | 13998.50 | 152.1 | -72.95 | 14.74 | 4,231 | 408 | 620 |
| 4 Dec | 13875.20 | 227.9 | -19.15 | 15.96 | 1,963 | 5 | 212 |
| 3 Dec | 13844.00 | 235.15 | 47.95 | 16.01 | 2,433 | 28 | 222 |
| 2 Dec | 13990.50 | 185.45 | 24.15 | 16.40 | 1,120 | 3 | 199 |
| 1 Dec | 14046.45 | 156 | -3.35 | 15.58 | 471 | -30 | 209 |
| 28 Nov | 14043.70 | 155 | 0.9 | 15.05 | 495 | -17 | 244 |
| 27 Nov | 14075.90 | 152.15 | -22.2 | 15.30 | 1,477 | -235 | 259 |
| 26 Nov | 14009.30 | 173.1 | -128.9 | 15.23 | 2,305 | 486 | 494 |
| 25 Nov | 13806.70 | 302 | 2 | - | 0 | 0 | 0 |
| 24 Nov | 13738.50 | 302 | 2 | - | 3 | 0 | 8 |
| 21 Nov | 13851.35 | 300 | 62.05 | 17.79 | 33 | -6 | 9 |
| 20 Nov | 13992.20 | 240.85 | 15.45 | 18.05 | 11 | 6 | 15 |
| 19 Nov | 14000.60 | 225.4 | -18.7 | 17.04 | 20 | 8 | 10 |
| 18 Nov | 13917.25 | 244.1 | -1079.45 | 16.03 | 2 | 0 | 0 |
| 17 Nov | 13997.45 | 1323.55 | 0 | 1.12 | 0 | 0 | 0 |
| 14 Nov | 13865.25 | 1323.55 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 13826.60 | 1323.55 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 13855.40 | 1323.55 | 0 | 0.36 | 0 | 0 | 0 |
| 11 Nov | 13681.20 | 1323.55 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 13527.40 | 1323.55 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 13446.75 | 1323.55 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 13375.25 | 1323.55 | 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 13950 expiring on 30DEC2025
Delta for 13950 PE is -0.60
Historical price for 13950 PE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 278.7, which was -11.2 lower than the previous day. The implied volatity was 15.38, the open interest changed by -18 which decreased total open position to 301
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 294.85, which was 140.05 higher than the previous day. The implied volatity was 17.24, the open interest changed by -299 which decreased total open position to 320
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 152.1, which was -72.95 lower than the previous day. The implied volatity was 14.74, the open interest changed by 408 which increased total open position to 620
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 227.9, which was -19.15 lower than the previous day. The implied volatity was 15.96, the open interest changed by 5 which increased total open position to 212
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 235.15, which was 47.95 higher than the previous day. The implied volatity was 16.01, the open interest changed by 28 which increased total open position to 222
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 185.45, which was 24.15 higher than the previous day. The implied volatity was 16.40, the open interest changed by 3 which increased total open position to 199
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 156, which was -3.35 lower than the previous day. The implied volatity was 15.58, the open interest changed by -30 which decreased total open position to 209
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 155, which was 0.9 higher than the previous day. The implied volatity was 15.05, the open interest changed by -17 which decreased total open position to 244
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 152.15, which was -22.2 lower than the previous day. The implied volatity was 15.30, the open interest changed by -235 which decreased total open position to 259
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 173.1, which was -128.9 lower than the previous day. The implied volatity was 15.23, the open interest changed by 486 which increased total open position to 494
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 302, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 302, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 300, which was 62.05 higher than the previous day. The implied volatity was 17.79, the open interest changed by -6 which decreased total open position to 9
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 240.85, which was 15.45 higher than the previous day. The implied volatity was 18.05, the open interest changed by 6 which increased total open position to 15
On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 225.4, which was -18.7 lower than the previous day. The implied volatity was 17.04, the open interest changed by 8 which increased total open position to 10
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 244.1, which was -1079.45 lower than the previous day. The implied volatity was 16.03, 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 1323.55, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 1323.55, 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 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 1323.55, 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 1323.55, which was 0 lower than the previous day. The implied volatity was 0.36, 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 1323.55, 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 1323.55, 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 1323.55, 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 1323.55, 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































































































































































































































