MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
10 Jul 2025 04:12 PM IST
| MIDCPNIFTY 31JUL2025 14000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 4.97
Theta: -2.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 10 Jul | 13211.05 | 19.55 | -12.1 | 15.87 | 6,934 | 620 | 7,389 | |||
| 9 Jul | 13291.85 | 30.15 | -10.35 | 15.80 | 7,383 | 368 | 6,771 | |||
| 8 Jul | 13333.45 | 42 | -9.7 | 15.98 | 14,071 | 439 | 6,390 | |||
| 7 Jul | 13398.25 | 49.5 | -8.75 | 15.44 | 7,932 | 228 | 5,929 | |||
| 4 Jul | 13416.00 | 58 | -14.6 | 14.79 | 12,534 | 118 | 5,680 | |||
| 3 Jul | 13462.55 | 71.1 | -6.25 | 14.83 | 11,963 | 964 | 5,562 | |||
| 2 Jul | 13440.50 | 77.05 | -3.95 | 15.48 | 13,416 | 70 | 4,651 | |||
| 1 Jul | 13416.15 | 81.25 | -6.05 | 15.99 | 11,903 | -748 | 4,661 | |||
| 30 Jun | 13433.85 | 88.95 | 10.4 | 15.96 | 16,559 | 362 | 5,389 | |||
| 27 Jun | 13340.55 | 80.2 | 24.3 | 15.76 | 30,632 | 3,482 | 5,031 | |||
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| 26 Jun | 13305.10 | 56.1 | 11.55 | 14.18 | 2,375 | 490 | 1,543 | |||
| 25 Jun | 13221.30 | 44.9 | 1.6 | 14.44 | 751 | 238 | 1,056 | |||
| 24 Jun | 13147.85 | 43.95 | 8.1 | 15.04 | 920 | 306 | 812 | |||
| 23 Jun | 13033.10 | 35 | -0.75 | 15.51 | 639 | 416 | 505 | |||
| 20 Jun | 12984.35 | 37.8 | -117.3 | 16.07 | 116 | 79 | 79 | |||
| 19 Jun | 12727.70 | 155.1 | 0 | 6.02 | 0 | 0 | 0 | |||
| 18 Jun | 12943.35 | 155.1 | 0 | 4.74 | 0 | 0 | 0 | |||
| 17 Jun | 13039.75 | 155.1 | 0 | 4.27 | 0 | 0 | 0 | |||
| 16 Jun | 13107.50 | 155.1 | 0 | 3.75 | 0 | 0 | 0 | |||
| 13 Jun | 12991.60 | 155.1 | 0 | 4.15 | 0 | 0 | 0 | |||
| 12 Jun | 13036.30 | 155.1 | 0 | 3.98 | 0 | 0 | 0 | |||
| 11 Jun | 13237.55 | 155.1 | 0 | 2.82 | 0 | 0 | 0 | |||
| 10 Jun | 13311.65 | 155.1 | 0 | 2.44 | 0 | 0 | 0 | |||
For Nifty Midcap Select - strike price 14000 expiring on 31JUL2025
Delta for 14000 CE is 0.09
Historical price for 14000 CE is as follows
On 10 Jul MIDCPNIFTY was trading at 13211.05. The strike last trading price was 19.55, which was -12.1 lower than the previous day. The implied volatity was 15.87, the open interest changed by 620 which increased total open position to 7389
On 9 Jul MIDCPNIFTY was trading at 13291.85. The strike last trading price was 30.15, which was -10.35 lower than the previous day. The implied volatity was 15.80, the open interest changed by 368 which increased total open position to 6771
On 8 Jul MIDCPNIFTY was trading at 13333.45. The strike last trading price was 42, which was -9.7 lower than the previous day. The implied volatity was 15.98, the open interest changed by 439 which increased total open position to 6390
On 7 Jul MIDCPNIFTY was trading at 13398.25. The strike last trading price was 49.5, which was -8.75 lower than the previous day. The implied volatity was 15.44, the open interest changed by 228 which increased total open position to 5929
On 4 Jul MIDCPNIFTY was trading at 13416.00. The strike last trading price was 58, which was -14.6 lower than the previous day. The implied volatity was 14.79, the open interest changed by 118 which increased total open position to 5680
On 3 Jul MIDCPNIFTY was trading at 13462.55. The strike last trading price was 71.1, which was -6.25 lower than the previous day. The implied volatity was 14.83, the open interest changed by 964 which increased total open position to 5562
On 2 Jul MIDCPNIFTY was trading at 13440.50. The strike last trading price was 77.05, which was -3.95 lower than the previous day. The implied volatity was 15.48, the open interest changed by 70 which increased total open position to 4651
On 1 Jul MIDCPNIFTY was trading at 13416.15. The strike last trading price was 81.25, which was -6.05 lower than the previous day. The implied volatity was 15.99, the open interest changed by -748 which decreased total open position to 4661
On 30 Jun MIDCPNIFTY was trading at 13433.85. The strike last trading price was 88.95, which was 10.4 higher than the previous day. The implied volatity was 15.96, the open interest changed by 362 which increased total open position to 5389
On 27 Jun MIDCPNIFTY was trading at 13340.55. The strike last trading price was 80.2, which was 24.3 higher than the previous day. The implied volatity was 15.76, the open interest changed by 3482 which increased total open position to 5031
On 26 Jun MIDCPNIFTY was trading at 13305.10. The strike last trading price was 56.1, which was 11.55 higher than the previous day. The implied volatity was 14.18, the open interest changed by 490 which increased total open position to 1543
On 25 Jun MIDCPNIFTY was trading at 13221.30. The strike last trading price was 44.9, which was 1.6 higher than the previous day. The implied volatity was 14.44, the open interest changed by 238 which increased total open position to 1056
On 24 Jun MIDCPNIFTY was trading at 13147.85. The strike last trading price was 43.95, which was 8.1 higher than the previous day. The implied volatity was 15.04, the open interest changed by 306 which increased total open position to 812
On 23 Jun MIDCPNIFTY was trading at 13033.10. The strike last trading price was 35, which was -0.75 lower than the previous day. The implied volatity was 15.51, the open interest changed by 416 which increased total open position to 505
On 20 Jun MIDCPNIFTY was trading at 12984.35. The strike last trading price was 37.8, which was -117.3 lower than the previous day. The implied volatity was 16.07, the open interest changed by 79 which increased total open position to 79
On 19 Jun MIDCPNIFTY was trading at 12727.70. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was 6.02, the open interest changed by 0 which decreased total open position to 0
On 18 Jun MIDCPNIFTY was trading at 12943.35. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 17 Jun MIDCPNIFTY was trading at 13039.75. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
On 16 Jun MIDCPNIFTY was trading at 13107.50. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0
On 13 Jun MIDCPNIFTY was trading at 12991.60. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
On 12 Jun MIDCPNIFTY was trading at 13036.30. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
On 11 Jun MIDCPNIFTY was trading at 13237.55. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
On 10 Jun MIDCPNIFTY was trading at 13311.65. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 31JUL2025 14000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 7.47
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 10 Jul | 13211.05 | 764 | 72.35 | 20.87 | 18 | -2 | 81 |
| 9 Jul | 13291.85 | 691.65 | 49.15 | 20.21 | 53 | -2 | 83 |
| 8 Jul | 13333.45 | 634 | 29 | 18.79 | 114 | -22 | 85 |
| 7 Jul | 13398.25 | 605 | 17 | 19.76 | 34 | 5 | 108 |
| 4 Jul | 13416.00 | 588 | 33.65 | 19.35 | 30 | -6 | 102 |
| 3 Jul | 13462.55 | 555.6 | -23.75 | 19.13 | 127 | 2 | 108 |
| 2 Jul | 13440.50 | 580.4 | -15.8 | 19.85 | 88 | 52 | 106 |
| 1 Jul | 13416.15 | 585.05 | -5.4 | 18.57 | 58 | -2 | 55 |
| 30 Jun | 13433.85 | 591 | -52.35 | 19.84 | 58 | 13 | 57 |
| 27 Jun | 13340.55 | 655 | -5.85 | 20.21 | 169 | 30 | 36 |
| 26 Jun | 13305.10 | 642 | -108 | 16.59 | 11 | 3 | 5 |
| 25 Jun | 13221.30 | 750 | -11 | 19.00 | 3 | 1 | 2 |
| 24 Jun | 13147.85 | 761 | -214 | 15.38 | 1 | 0 | 1 |
| 23 Jun | 13033.10 | 975 | -685.2 | 25.47 | 1 | 0 | 0 |
| 20 Jun | 12984.35 | 1660.2 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 12727.70 | 1660.2 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 12943.35 | 1660.2 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 13039.75 | 1660.2 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 13107.50 | 1660.2 | 0 | - | 0 | 0 | 0 |
| 13 Jun | 12991.60 | 1660.2 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 13036.30 | 1660.2 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 13237.55 | 1660.2 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 13311.65 | 1660.2 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 14000 expiring on 31JUL2025
Delta for 14000 PE is -0.85
Historical price for 14000 PE is as follows
On 10 Jul MIDCPNIFTY was trading at 13211.05. The strike last trading price was 764, which was 72.35 higher than the previous day. The implied volatity was 20.87, the open interest changed by -2 which decreased total open position to 81
On 9 Jul MIDCPNIFTY was trading at 13291.85. The strike last trading price was 691.65, which was 49.15 higher than the previous day. The implied volatity was 20.21, the open interest changed by -2 which decreased total open position to 83
On 8 Jul MIDCPNIFTY was trading at 13333.45. The strike last trading price was 634, which was 29 higher than the previous day. The implied volatity was 18.79, the open interest changed by -22 which decreased total open position to 85
On 7 Jul MIDCPNIFTY was trading at 13398.25. The strike last trading price was 605, which was 17 higher than the previous day. The implied volatity was 19.76, the open interest changed by 5 which increased total open position to 108
On 4 Jul MIDCPNIFTY was trading at 13416.00. The strike last trading price was 588, which was 33.65 higher than the previous day. The implied volatity was 19.35, the open interest changed by -6 which decreased total open position to 102
On 3 Jul MIDCPNIFTY was trading at 13462.55. The strike last trading price was 555.6, which was -23.75 lower than the previous day. The implied volatity was 19.13, the open interest changed by 2 which increased total open position to 108
On 2 Jul MIDCPNIFTY was trading at 13440.50. The strike last trading price was 580.4, which was -15.8 lower than the previous day. The implied volatity was 19.85, the open interest changed by 52 which increased total open position to 106
On 1 Jul MIDCPNIFTY was trading at 13416.15. The strike last trading price was 585.05, which was -5.4 lower than the previous day. The implied volatity was 18.57, the open interest changed by -2 which decreased total open position to 55
On 30 Jun MIDCPNIFTY was trading at 13433.85. The strike last trading price was 591, which was -52.35 lower than the previous day. The implied volatity was 19.84, the open interest changed by 13 which increased total open position to 57
On 27 Jun MIDCPNIFTY was trading at 13340.55. The strike last trading price was 655, which was -5.85 lower than the previous day. The implied volatity was 20.21, the open interest changed by 30 which increased total open position to 36
On 26 Jun MIDCPNIFTY was trading at 13305.10. The strike last trading price was 642, which was -108 lower than the previous day. The implied volatity was 16.59, the open interest changed by 3 which increased total open position to 5
On 25 Jun MIDCPNIFTY was trading at 13221.30. The strike last trading price was 750, which was -11 lower than the previous day. The implied volatity was 19.00, the open interest changed by 1 which increased total open position to 2
On 24 Jun MIDCPNIFTY was trading at 13147.85. The strike last trading price was 761, which was -214 lower than the previous day. The implied volatity was 15.38, the open interest changed by 0 which decreased total open position to 1
On 23 Jun MIDCPNIFTY was trading at 13033.10. The strike last trading price was 975, which was -685.2 lower than the previous day. The implied volatity was 25.47, the open interest changed by 0 which decreased total open position to 0
On 20 Jun MIDCPNIFTY was trading at 12984.35. The strike last trading price was 1660.2, 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 19 Jun MIDCPNIFTY was trading at 12727.70. The strike last trading price was 1660.2, 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 Jun MIDCPNIFTY was trading at 12943.35. The strike last trading price was 1660.2, 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 Jun MIDCPNIFTY was trading at 13039.75. The strike last trading price was 1660.2, 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 Jun MIDCPNIFTY was trading at 13107.50. The strike last trading price was 1660.2, 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 Jun MIDCPNIFTY was trading at 12991.60. The strike last trading price was 1660.2, 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 Jun MIDCPNIFTY was trading at 13036.30. The strike last trading price was 1660.2, 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 Jun MIDCPNIFTY was trading at 13237.55. The strike last trading price was 1660.2, 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 Jun MIDCPNIFTY was trading at 13311.65. The strike last trading price was 1660.2, 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
