[--[65.84.65.76]--]

MIDCPNIFTY

Nifty Midcap Select
13813.1 -133.25 (-0.96%)
L: 13797.55 H: 13993.2

Back to Option Chain


Historical option data for MIDCPNIFTY

24 Dec 2025 04:12 PM IST
MIDCPNIFTY 27-JAN-2026 14000 CE
Delta: 0.46
Vega: 16.74
Theta: -4.76
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 13813.10 180.8 -88.35 12.44 2,492 864 1,360
23 Dec 13946.35 265.35 -29.55 13.50 636 146 497
22 Dec 13971.65 284.9 45 13.33 508 -3 318
19 Dec 13862.35 236 31.6 13.22 557 -77 324
18 Dec 13745.15 198.45 20.2 13.69 406 54 400
17 Dec 13652.30 180 -30.25 14.60 287 122 344
16 Dec 13748.00 200.6 -67.9 13.70 212 73 212
15 Dec 13862.60 266.85 -36.1 13.69 150 30 140
12 Dec 13908.25 305 86.35 13.30 112 2 110
11 Dec 13728.05 220 64.2 13.42 179 -1 105
10 Dec 13534.35 156.75 -80.25 14.11 161 44 105
9 Dec 13741.35 241.2 -9.1 13.88 192 -22 62
8 Dec 13764.70 243 -138.45 13.32 136 38 87
5 Dec 13998.50 376.95 65.5 12.72 48 9 48
4 Dec 13875.20 311.45 -3.55 12.91 15 1 40
3 Dec 13844.00 315 -92.95 13.07 20 10 38
2 Dec 13990.50 392.5 -39.4 12.96 22 1 29
1 Dec 14046.45 443.35 -6.1 13.48 12 2 29
28 Nov 14043.70 449.45 -21.9 13.08 5 1 26
27 Nov 14075.90 460.05 22.75 12.52 4 2 26
26 Nov 14009.30 440 37.65 13.06 32 24 24
11 Nov 13681.20 402.35 0 - 0 0 0


For Nifty Midcap Select - strike price 14000 expiring on 27JAN2026

Delta for 14000 CE is 0.46

Historical price for 14000 CE is as follows

On 24 Dec MIDCPNIFTY was trading at 13813.10. The strike last trading price was 180.8, which was -88.35 lower than the previous day. The implied volatity was 12.44, the open interest changed by 864 which increased total open position to 1360


On 23 Dec MIDCPNIFTY was trading at 13946.35. The strike last trading price was 265.35, which was -29.55 lower than the previous day. The implied volatity was 13.50, the open interest changed by 146 which increased total open position to 497


On 22 Dec MIDCPNIFTY was trading at 13971.65. The strike last trading price was 284.9, which was 45 higher than the previous day. The implied volatity was 13.33, the open interest changed by -3 which decreased total open position to 318


On 19 Dec MIDCPNIFTY was trading at 13862.35. The strike last trading price was 236, which was 31.6 higher than the previous day. The implied volatity was 13.22, the open interest changed by -77 which decreased total open position to 324


On 18 Dec MIDCPNIFTY was trading at 13745.15. The strike last trading price was 198.45, which was 20.2 higher than the previous day. The implied volatity was 13.69, the open interest changed by 54 which increased total open position to 400


On 17 Dec MIDCPNIFTY was trading at 13652.30. The strike last trading price was 180, which was -30.25 lower than the previous day. The implied volatity was 14.60, the open interest changed by 122 which increased total open position to 344


On 16 Dec MIDCPNIFTY was trading at 13748.00. The strike last trading price was 200.6, which was -67.9 lower than the previous day. The implied volatity was 13.70, the open interest changed by 73 which increased total open position to 212


On 15 Dec MIDCPNIFTY was trading at 13862.60. The strike last trading price was 266.85, which was -36.1 lower than the previous day. The implied volatity was 13.69, the open interest changed by 30 which increased total open position to 140


On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 305, which was 86.35 higher than the previous day. The implied volatity was 13.30, the open interest changed by 2 which increased total open position to 110


On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 220, which was 64.2 higher than the previous day. The implied volatity was 13.42, the open interest changed by -1 which decreased total open position to 105


On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 156.75, which was -80.25 lower than the previous day. The implied volatity was 14.11, the open interest changed by 44 which increased total open position to 105


On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 241.2, which was -9.1 lower than the previous day. The implied volatity was 13.88, the open interest changed by -22 which decreased total open position to 62


On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 243, which was -138.45 lower than the previous day. The implied volatity was 13.32, the open interest changed by 38 which increased total open position to 87


On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 376.95, which was 65.5 higher than the previous day. The implied volatity was 12.72, the open interest changed by 9 which increased total open position to 48


On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 311.45, which was -3.55 lower than the previous day. The implied volatity was 12.91, the open interest changed by 1 which increased total open position to 40


On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 315, which was -92.95 lower than the previous day. The implied volatity was 13.07, the open interest changed by 10 which increased total open position to 38


On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 392.5, which was -39.4 lower than the previous day. The implied volatity was 12.96, the open interest changed by 1 which increased total open position to 29


On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 443.35, which was -6.1 lower than the previous day. The implied volatity was 13.48, the open interest changed by 2 which increased total open position to 29


On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 449.45, which was -21.9 lower than the previous day. The implied volatity was 13.08, the open interest changed by 1 which increased total open position to 26


On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 460.05, which was 22.75 higher than the previous day. The implied volatity was 12.52, the open interest changed by 2 which increased total open position to 26


On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 440, which was 37.65 higher than the previous day. The implied volatity was 13.06, the open interest changed by 24 which increased total open position to 24


On 11 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 402.35, 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 14000 PE
Delta: -0.53
Vega: 16.78
Theta: -1.85
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 13813.10 298.85 70.4 15.89 2,092 434 871
23 Dec 13946.35 231.4 12.7 15.28 663 71 440
22 Dec 13971.65 214.55 -67.9 14.97 545 245 347
19 Dec 13862.35 281 -64.35 15.41 130 5 101
18 Dec 13745.15 351.25 -44.8 16.10 72 -4 96
17 Dec 13652.30 394.1 42.65 15.39 45 -1 100
16 Dec 13748.00 361.9 84.45 16.03 49 -7 97
15 Dec 13862.60 277.45 17.55 15.10 35 4 105
12 Dec 13908.25 257 -106.05 14.91 27 10 103
11 Dec 13728.05 361 3.15 15.80 5 0 93
10 Dec 13534.35 357.85 -9.15 8.78 1 0 93
9 Dec 13741.35 367 -32.9 16.17 44 11 93
8 Dec 13764.70 399.9 141.45 18.20 97 28 82
5 Dec 13998.50 256.9 -68.1 16.35 16 3 52
4 Dec 13875.20 325 -25 16.96 13 3 49
3 Dec 13844.00 350 50.5 17.89 31 15 45
2 Dec 13990.50 300 -32.3 18.13 36 28 30
1 Dec 14046.45 332.3 -492.2 20.53 2 1 1
28 Nov 14043.70 824.5 0 - 0 0 0
27 Nov 14075.90 824.5 0 - 0 0 0
26 Nov 14009.30 824.5 0 - 0 0 0
11 Nov 13681.20 0 0 - 0 0 0


For Nifty Midcap Select - strike price 14000 expiring on 27JAN2026

Delta for 14000 PE is -0.53

Historical price for 14000 PE is as follows

On 24 Dec MIDCPNIFTY was trading at 13813.10. The strike last trading price was 298.85, which was 70.4 higher than the previous day. The implied volatity was 15.89, the open interest changed by 434 which increased total open position to 871


On 23 Dec MIDCPNIFTY was trading at 13946.35. The strike last trading price was 231.4, which was 12.7 higher than the previous day. The implied volatity was 15.28, the open interest changed by 71 which increased total open position to 440


On 22 Dec MIDCPNIFTY was trading at 13971.65. The strike last trading price was 214.55, which was -67.9 lower than the previous day. The implied volatity was 14.97, the open interest changed by 245 which increased total open position to 347


On 19 Dec MIDCPNIFTY was trading at 13862.35. The strike last trading price was 281, which was -64.35 lower than the previous day. The implied volatity was 15.41, the open interest changed by 5 which increased total open position to 101


On 18 Dec MIDCPNIFTY was trading at 13745.15. The strike last trading price was 351.25, which was -44.8 lower than the previous day. The implied volatity was 16.10, the open interest changed by -4 which decreased total open position to 96


On 17 Dec MIDCPNIFTY was trading at 13652.30. The strike last trading price was 394.1, which was 42.65 higher than the previous day. The implied volatity was 15.39, the open interest changed by -1 which decreased total open position to 100


On 16 Dec MIDCPNIFTY was trading at 13748.00. The strike last trading price was 361.9, which was 84.45 higher than the previous day. The implied volatity was 16.03, the open interest changed by -7 which decreased total open position to 97


On 15 Dec MIDCPNIFTY was trading at 13862.60. The strike last trading price was 277.45, which was 17.55 higher than the previous day. The implied volatity was 15.10, the open interest changed by 4 which increased total open position to 105


On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 257, which was -106.05 lower than the previous day. The implied volatity was 14.91, the open interest changed by 10 which increased total open position to 103


On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 361, which was 3.15 higher than the previous day. The implied volatity was 15.80, the open interest changed by 0 which decreased total open position to 93


On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 357.85, which was -9.15 lower than the previous day. The implied volatity was 8.78, the open interest changed by 0 which decreased total open position to 93


On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 367, which was -32.9 lower than the previous day. The implied volatity was 16.17, the open interest changed by 11 which increased total open position to 93


On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 399.9, which was 141.45 higher than the previous day. The implied volatity was 18.20, the open interest changed by 28 which increased total open position to 82


On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 256.9, which was -68.1 lower than the previous day. The implied volatity was 16.35, the open interest changed by 3 which increased total open position to 52


On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 325, which was -25 lower than the previous day. The implied volatity was 16.96, the open interest changed by 3 which increased total open position to 49


On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 350, which was 50.5 higher than the previous day. The implied volatity was 17.89, the open interest changed by 15 which increased total open position to 45


On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 300, which was -32.3 lower than the previous day. The implied volatity was 18.13, the open interest changed by 28 which increased total open position to 30


On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 332.3, which was -492.2 lower than the previous day. The implied volatity was 20.53, the open interest changed by 1 which increased total open position to 1


On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 824.5, 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 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 824.5, 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 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 824.5, 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 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