MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
12 Jan 2026 04:12 PM IST
| MIDCPNIFTY 27-JAN-2026 14025 CE | ||||||||||||||||
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Delta: 0.28
Vega: 9.28
Theta: -5.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jan | 13696.95 | 73 | 2.1 | 15.74 | 873 | -14 | 243 | |||||||||
| 9 Jan | 13676.70 | 73.05 | -26.55 | 14.60 | 648 | -24 | 261 | |||||||||
| 8 Jan | 13759.60 | 94.75 | -142.8 | 13.90 | 2,912 | 143 | 300 | |||||||||
| 7 Jan | 14053.40 | 235.5 | 52.05 | 13.80 | 3,647 | -6 | 165 | |||||||||
| 6 Jan | 13957.10 | 177.55 | -12.1 | 13.15 | 2,028 | 49 | 176 | |||||||||
| 5 Jan | 13968.00 | 180.45 | -39.75 | 12.46 | 2,332 | 33 | 126 | |||||||||
| 2 Jan | 13984.00 | 227.7 | 81.7 | 13.35 | 452 | 82 | 83 | |||||||||
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| 1 Jan | 13843.60 | 146 | -247.4 | - | 0 | 0 | 1 | |||||||||
| 31 Dec | 13777.25 | 146 | -247.4 | - | 0 | 0 | 0 | |||||||||
| 30 Dec | 13601.40 | 146 | -247.4 | - | 0 | 0 | 1 | |||||||||
| 29 Dec | 13651.45 | 146 | -247.4 | 16.64 | 2 | 1 | 1 | |||||||||
| 26 Dec | 13722.85 | 393.4 | 0 | 1.14 | 0 | 0 | 0 | |||||||||
| 24 Dec | 13813.10 | 393.4 | 0 | 0.53 | 0 | 0 | 0 | |||||||||
| 23 Dec | 13946.35 | 393.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 13971.65 | 393.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 13862.35 | 393.4 | 0 | 0.19 | 0 | 0 | 0 | |||||||||
| 18 Dec | 13745.15 | 393.4 | 0 | 0.82 | 0 | 0 | 0 | |||||||||
| 17 Dec | 13652.30 | 393.4 | 0 | 1.22 | 0 | 0 | 0 | |||||||||
| 16 Dec | 13748.00 | 393.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 13862.60 | 393.4 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
| 12 Dec | 13908.25 | 393.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 13728.05 | 393.4 | 0 | 0.65 | 0 | 0 | 0 | |||||||||
| 10 Dec | 13534.35 | 393.4 | 0 | 1.62 | 0 | 0 | 0 | |||||||||
| 9 Dec | 13741.35 | 393.4 | 0 | 0.56 | 0 | 0 | 0 | |||||||||
| 8 Dec | 13764.70 | 393.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 13998.50 | 393.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 13875.20 | 393.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 13844.00 | 393.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 13990.50 | 393.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 14046.45 | 393.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 14043.70 | 393.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 13681.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 14025 expiring on 27JAN2026
Delta for 14025 CE is 0.28
Historical price for 14025 CE is as follows
On 12 Jan MIDCPNIFTY was trading at 13696.95. The strike last trading price was 73, which was 2.1 higher than the previous day. The implied volatity was 15.74, the open interest changed by -14 which decreased total open position to 243
On 9 Jan MIDCPNIFTY was trading at 13676.70. The strike last trading price was 73.05, which was -26.55 lower than the previous day. The implied volatity was 14.60, the open interest changed by -24 which decreased total open position to 261
On 8 Jan MIDCPNIFTY was trading at 13759.60. The strike last trading price was 94.75, which was -142.8 lower than the previous day. The implied volatity was 13.90, the open interest changed by 143 which increased total open position to 300
On 7 Jan MIDCPNIFTY was trading at 14053.40. The strike last trading price was 235.5, which was 52.05 higher than the previous day. The implied volatity was 13.80, the open interest changed by -6 which decreased total open position to 165
On 6 Jan MIDCPNIFTY was trading at 13957.10. The strike last trading price was 177.55, which was -12.1 lower than the previous day. The implied volatity was 13.15, the open interest changed by 49 which increased total open position to 176
On 5 Jan MIDCPNIFTY was trading at 13968.00. The strike last trading price was 180.45, which was -39.75 lower than the previous day. The implied volatity was 12.46, the open interest changed by 33 which increased total open position to 126
On 2 Jan MIDCPNIFTY was trading at 13984.00. The strike last trading price was 227.7, which was 81.7 higher than the previous day. The implied volatity was 13.35, the open interest changed by 82 which increased total open position to 83
On 1 Jan MIDCPNIFTY was trading at 13843.60. The strike last trading price was 146, which was -247.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 31 Dec MIDCPNIFTY was trading at 13777.25. The strike last trading price was 146, which was -247.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec MIDCPNIFTY was trading at 13601.40. The strike last trading price was 146, which was -247.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Dec MIDCPNIFTY was trading at 13651.45. The strike last trading price was 146, which was -247.4 lower than the previous day. The implied volatity was 16.64, the open interest changed by 1 which increased total open position to 1
On 26 Dec MIDCPNIFTY was trading at 13722.85. The strike last trading price was 393.4, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 24 Dec MIDCPNIFTY was trading at 13813.10. The strike last trading price was 393.4, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 23 Dec MIDCPNIFTY was trading at 13946.35. The strike last trading price was 393.4, 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 22 Dec MIDCPNIFTY was trading at 13971.65. The strike last trading price was 393.4, 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 19 Dec MIDCPNIFTY was trading at 13862.35. The strike last trading price was 393.4, which was 0 lower than the previous day. The implied volatity was 0.19, 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 393.4, which was 0 lower than the previous day. The implied volatity was 0.82, 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 393.4, which was 0 lower than the previous day. The implied volatity was 1.22, 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 393.4, 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 15 Dec MIDCPNIFTY was trading at 13862.60. The strike last trading price was 393.4, which was 0 lower than the previous day. The implied volatity was 0.08, 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 393.4, 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 393.4, which was 0 lower than the previous day. The implied volatity was 0.65, 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 393.4, which was 0 lower than the previous day. The implied volatity was 1.62, 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 393.4, which was 0 lower than the previous day. The implied volatity was 0.56, 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 393.4, 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 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 393.4, 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 393.4, 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 393.4, 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 393.4, 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 393.4, 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 393.4, 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
| MIDCPNIFTY 27JAN2026 14025 PE | |||||||
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Delta: -0.72
Vega: 9.40
Theta: -2.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jan | 13696.95 | 350 | -42.7 | 16.39 | 13 | -6 | 151 |
| 9 Jan | 13676.70 | 397.45 | 70.15 | 18.99 | 90 | -21 | 163 |
| 8 Jan | 13759.60 | 329.45 | 178.25 | 17.20 | 2,127 | -145 | 190 |
| 7 Jan | 14053.40 | 149.6 | -50.7 | 15.02 | 5,087 | 228 | 339 |
| 6 Jan | 13957.10 | 200 | -10.25 | 15.14 | 1,483 | 24 | 114 |
| 5 Jan | 13968.00 | 211.85 | 27.1 | 16.21 | 1,866 | 38 | 90 |
| 2 Jan | 13984.00 | 178.5 | -150.9 | 14.35 | 513 | 58 | 64 |
| 1 Jan | 13843.60 | 329.4 | 10.4 | 19.55 | 4 | 0 | 6 |
| 31 Dec | 13777.25 | 319 | -47.2 | 16.07 | 10 | 3 | 4 |
| 30 Dec | 13601.40 | 366.2 | -474 | - | 0 | 0 | 1 |
| 29 Dec | 13651.45 | 366.2 | -474 | - | 0 | 0 | 1 |
| 26 Dec | 13722.85 | 366.2 | -474 | - | 0 | 0 | 1 |
| 24 Dec | 13813.10 | 366.2 | -474 | - | 0 | 0 | 1 |
| 23 Dec | 13946.35 | 366.2 | -474 | - | 0 | 0 | 0 |
| 22 Dec | 13971.65 | 366.2 | -474 | - | 0 | 0 | 1 |
| 19 Dec | 13862.35 | 366.2 | -474 | - | 0 | 0 | 1 |
| 18 Dec | 13745.15 | 366.2 | -474 | - | 0 | 0 | 1 |
| 17 Dec | 13652.30 | 366.2 | -474 | - | 0 | 0 | 1 |
| 16 Dec | 13748.00 | 366.2 | -474 | - | 0 | 0 | 1 |
| 15 Dec | 13862.60 | 366.2 | -474 | - | 0 | 0 | 0 |
| 12 Dec | 13908.25 | 366.2 | -474 | - | 0 | 0 | 1 |
| 11 Dec | 13728.05 | 366.2 | -474 | - | 0 | 0 | 1 |
| 10 Dec | 13534.35 | 366.2 | -474 | - | 0 | 0 | 1 |
| 9 Dec | 13741.35 | 366.2 | -474 | - | 0 | 0 | 1 |
| 8 Dec | 13764.70 | 366.2 | -474 | - | 0 | 0 | 1 |
| 5 Dec | 13998.50 | 366.2 | -474 | - | 0 | 0 | 1 |
| 4 Dec | 13875.20 | 366.2 | -474 | - | 0 | 0 | 1 |
| 3 Dec | 13844.00 | 366.2 | -474 | - | 0 | 0 | 1 |
| 2 Dec | 13990.50 | 366.2 | -474 | - | 0 | 0 | 1 |
| 1 Dec | 14046.45 | 366.2 | -474 | - | 0 | 0 | 1 |
| 28 Nov | 14043.70 | 366.2 | -474 | - | 0 | 0 | 1 |
| 11 Nov | 13681.20 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 14025 expiring on 27JAN2026
Delta for 14025 PE is -0.72
Historical price for 14025 PE is as follows
On 12 Jan MIDCPNIFTY was trading at 13696.95. The strike last trading price was 350, which was -42.7 lower than the previous day. The implied volatity was 16.39, the open interest changed by -6 which decreased total open position to 151
On 9 Jan MIDCPNIFTY was trading at 13676.70. The strike last trading price was 397.45, which was 70.15 higher than the previous day. The implied volatity was 18.99, the open interest changed by -21 which decreased total open position to 163
On 8 Jan MIDCPNIFTY was trading at 13759.60. The strike last trading price was 329.45, which was 178.25 higher than the previous day. The implied volatity was 17.20, the open interest changed by -145 which decreased total open position to 190
On 7 Jan MIDCPNIFTY was trading at 14053.40. The strike last trading price was 149.6, which was -50.7 lower than the previous day. The implied volatity was 15.02, the open interest changed by 228 which increased total open position to 339
On 6 Jan MIDCPNIFTY was trading at 13957.10. The strike last trading price was 200, which was -10.25 lower than the previous day. The implied volatity was 15.14, the open interest changed by 24 which increased total open position to 114
On 5 Jan MIDCPNIFTY was trading at 13968.00. The strike last trading price was 211.85, which was 27.1 higher than the previous day. The implied volatity was 16.21, the open interest changed by 38 which increased total open position to 90
On 2 Jan MIDCPNIFTY was trading at 13984.00. The strike last trading price was 178.5, which was -150.9 lower than the previous day. The implied volatity was 14.35, the open interest changed by 58 which increased total open position to 64
On 1 Jan MIDCPNIFTY was trading at 13843.60. The strike last trading price was 329.4, which was 10.4 higher than the previous day. The implied volatity was 19.55, the open interest changed by 0 which decreased total open position to 6
On 31 Dec MIDCPNIFTY was trading at 13777.25. The strike last trading price was 319, which was -47.2 lower than the previous day. The implied volatity was 16.07, the open interest changed by 3 which increased total open position to 4
On 30 Dec MIDCPNIFTY was trading at 13601.40. The strike last trading price was 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Dec MIDCPNIFTY was trading at 13651.45. The strike last trading price was 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Dec MIDCPNIFTY was trading at 13722.85. The strike last trading price was 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Dec MIDCPNIFTY was trading at 13813.10. The strike last trading price was 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Dec MIDCPNIFTY was trading at 13946.35. The strike last trading price was 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec MIDCPNIFTY was trading at 13971.65. The strike last trading price was 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Dec MIDCPNIFTY was trading at 13862.35. The strike last trading price was 366.2, which was -474 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 366.2, which was -474 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 366.2, which was -474 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 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Dec MIDCPNIFTY was trading at 13862.60. The strike last trading price was 366.2, which was -474 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 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 366.2, which was -474 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
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































































































































































































































