MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
06 May 2026 04:10 PM IST
| MIDCPNIFTY 26-May-2026 (19d) 14100 CE | ||||||||||||||||
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Delta: 0.65
Vega: 0.13
Theta: -7.99
Gamma: 0.00047
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 May | 14312.90 | 469.85 | 230.50000000000003 (96.30%) | 23.3 | 5,573 | 528 | 1,054 | |||||||||
| 5 May | 13950.25 | 249.95 | 8.149999999999977 (3.37%) | 21.13 | 1,389 | -46 | 528 | |||||||||
| 4 May | 13930.20 | 245.45 | 15.199999999999989 (6.60%) | 21.5 | 2,103 | -99 | 575 | |||||||||
| 30 Apr | 13826.00 | 241.7 | -31.850000000000023 (-11.64%) | 22.49 | 1,418 | -213 | 461 | |||||||||
| 29 Apr | 13932.70 | 261.45 | -51.5 (-16.46%) | 21.07 | 4,109 | 564 | 676 | |||||||||
| 28 Apr | 13976.15 | 319.15 | 6.5499999999999545 (2.10%) | 21.72 | 345 | 67 | 114 | |||||||||
| 27 Apr | 13932.05 | 315 | 77.65 (32.72%) | 22.85 | 231 | 17 | 49 | |||||||||
| 24 Apr | 13731.75 | 236.7 | -41 (-14.76%) | 22.01 | 90 | -5 | 32 | |||||||||
| 23 Apr | 13848.55 | 276.85 | -51.94999999999999 (-15.80%) | 21.49 | 72 | 15 | 37 | |||||||||
| 22 Apr | 13939.80 | 331.05 | 27 (8.88%) | 21.85 | 62 | -1 | 21 | |||||||||
| 21 Apr | 13919.45 | 305 | 38.64999999999998 (14.51%) | 20.48 | 45 | 4 | 22 | |||||||||
| 20 Apr | 13807.25 | 259.75 | 16.19999999999999 (6.65%) | 20.77 | 42 | 1 | 18 | |||||||||
| 17 Apr | 13838.85 | 245.15 | -147.65 (-37.59%) | 17.62 | 28 | 17 | 17 | |||||||||
| 16 Apr | 13683.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 13552.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 13 Apr | 13269.45 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
For Nifty Midcap Select - strike price 14100 expiring on 26MAY2026
Delta for 14100 CE is 0.65
Historical price for 14100 CE is as follows
On 6 May MIDCPNIFTY was trading at 14312.90. The strike last trading price was 469.85, which was 230.50000000000003 higher than the previous day. The implied volatity was 23.3, the open interest changed by 528 which increased total open position to 1054
On 5 May MIDCPNIFTY was trading at 13950.25. The strike last trading price was 249.95, which was 8.149999999999977 higher than the previous day. The implied volatity was 21.13, the open interest changed by -46 which decreased total open position to 528
On 4 May MIDCPNIFTY was trading at 13930.20. The strike last trading price was 245.45, which was 15.199999999999989 higher than the previous day. The implied volatity was 21.5, the open interest changed by -99 which decreased total open position to 575
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 241.7, which was -31.850000000000023 lower than the previous day. The implied volatity was 22.49, the open interest changed by -213 which decreased total open position to 461
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 261.45, which was -51.5 lower than the previous day. The implied volatity was 21.07, the open interest changed by 564 which increased total open position to 676
On 28 Apr MIDCPNIFTY was trading at 13976.15. The strike last trading price was 319.15, which was 6.5499999999999545 higher than the previous day. The implied volatity was 21.72, the open interest changed by 67 which increased total open position to 114
On 27 Apr MIDCPNIFTY was trading at 13932.05. The strike last trading price was 315, which was 77.65 higher than the previous day. The implied volatity was 22.85, the open interest changed by 17 which increased total open position to 49
On 24 Apr MIDCPNIFTY was trading at 13731.75. The strike last trading price was 236.7, which was -41 lower than the previous day. The implied volatity was 22.01, the open interest changed by -5 which decreased total open position to 32
On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 276.85, which was -51.94999999999999 lower than the previous day. The implied volatity was 21.49, the open interest changed by 15 which increased total open position to 37
On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 331.05, which was 27 higher than the previous day. The implied volatity was 21.85, the open interest changed by -1 which decreased total open position to 21
On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 305, which was 38.64999999999998 higher than the previous day. The implied volatity was 20.48, the open interest changed by 4 which increased total open position to 22
On 20 Apr MIDCPNIFTY was trading at 13807.25. The strike last trading price was 259.75, which was 16.19999999999999 higher than the previous day. The implied volatity was 20.77, the open interest changed by 1 which increased total open position to 18
On 17 Apr MIDCPNIFTY was trading at 13838.85. The strike last trading price was 245.15, which was -147.65 lower than the previous day. The implied volatity was 17.62, the open interest changed by 17 which increased total open position to 17
On 16 Apr MIDCPNIFTY was trading at 13683.70. 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 Apr MIDCPNIFTY was trading at 13552.65. 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 13 Apr MIDCPNIFTY was trading at 13269.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
| MIDCPNIFTY 26-May-2026 (19d) 14100 PE | |||||||
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Delta: -0.32
Vega: 0.12
Theta: -4.3
Gamma: 0.00056
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 May | 14312.90 | 138 | -198 (-58.93%) | 18.91 | 8,959 | 2,634 | 2,915 |
| 5 May | 13950.25 | 322.4 | -54 (-14.35%) | 20.93 | 678 | -43 | 288 |
| 4 May | 13930.20 | 365.1 | -87.79999999999995 (-19.39%) | 22.3 | 1,204 | -85 | 335 |
| 30 Apr | 13826.00 | 425.75 | 17.899999999999977 (4.39%) | 20.58 | 426 | -125 | 295 |
| 29 Apr | 13932.70 | 416.35 | 46 (12.42%) | 22.88 | 3,311 | 314 | 421 |
| 28 Apr | 13976.15 | 354 | -257.45000000000005 (-42.10%) | 21.19 | 232 | 107 | 108 |
| 27 Apr | 13932.05 | 611.45 | 611.45 | - | 0 | 0 | 1 |
| 24 Apr | 13731.75 | 611.45 | 611.45 | - | 0 | 0 | 1 |
| 23 Apr | 13848.55 | 611.45 | 611.45 | - | 0 | 0 | 1 |
| 22 Apr | 13939.80 | 611.45 | 611.45 | - | 0 | 0 | 1 |
| 21 Apr | 13919.45 | 611.45 | 611.45 | - | 0 | 0 | 1 |
| 20 Apr | 13807.25 | 611.45 | 611.45 | - | 0 | 0 | 1 |
| 17 Apr | 13838.85 | 611.45 | -200.5 (-24.69%) | 28.73 | 1 | 0 | 0 |
| 16 Apr | 13683.70 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 13552.65 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 13269.45 | 0 | 0 | - | 0 | 10 | 10 |
For Nifty Midcap Select - strike price 14100 expiring on 26MAY2026
Delta for 14100 PE is -0.32
Historical price for 14100 PE is as follows
On 6 May MIDCPNIFTY was trading at 14312.90. The strike last trading price was 138, which was -198 lower than the previous day. The implied volatity was 18.91, the open interest changed by 2634 which increased total open position to 2915
On 5 May MIDCPNIFTY was trading at 13950.25. The strike last trading price was 322.4, which was -54 lower than the previous day. The implied volatity was 20.93, the open interest changed by -43 which decreased total open position to 288
On 4 May MIDCPNIFTY was trading at 13930.20. The strike last trading price was 365.1, which was -87.79999999999995 lower than the previous day. The implied volatity was 22.3, the open interest changed by -85 which decreased total open position to 335
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 425.75, which was 17.899999999999977 higher than the previous day. The implied volatity was 20.58, the open interest changed by -125 which decreased total open position to 295
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 416.35, which was 46 higher than the previous day. The implied volatity was 22.88, the open interest changed by 314 which increased total open position to 421
On 28 Apr MIDCPNIFTY was trading at 13976.15. The strike last trading price was 354, which was -257.45000000000005 lower than the previous day. The implied volatity was 21.19, the open interest changed by 107 which increased total open position to 108
On 27 Apr MIDCPNIFTY was trading at 13932.05. The strike last trading price was 611.45, which was 611.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Apr MIDCPNIFTY was trading at 13731.75. The strike last trading price was 611.45, which was 611.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 611.45, which was 611.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 611.45, which was 611.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 611.45, which was 611.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Apr MIDCPNIFTY was trading at 13807.25. The strike last trading price was 611.45, which was 611.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr MIDCPNIFTY was trading at 13838.85. The strike last trading price was 611.45, which was -200.5 lower than the previous day. The implied volatity was 28.73, the open interest changed by 0 which decreased total open position to 0
On 16 Apr MIDCPNIFTY was trading at 13683.70. 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 Apr MIDCPNIFTY was trading at 13552.65. 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 13 Apr MIDCPNIFTY was trading at 13269.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
