MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Dec 2025 04:12 PM IST
| MIDCPNIFTY 27-JAN-2026 14000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 16.74
Theta: -4.76
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.53
Vega: 16.78
Theta: -1.85
Gamma: 0.00
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| 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































































































































































































































