MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
12 Jan 2026 04:12 PM IST
| MIDCPNIFTY 27-JAN-2026 14125 CE | ||||||||||||||||
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Delta: 0.21
Vega: 7.91
Theta: -4.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jan | 13696.95 | 50 | 0.35 | 15.76 | 521 | -20 | 200 | |||||||||
| 9 Jan | 13676.70 | 51 | -19.2 | 14.55 | 590 | 19 | 225 | |||||||||
| 8 Jan | 13759.60 | 66 | -118.3 | 13.85 | 963 | 22 | 206 | |||||||||
| 7 Jan | 14053.40 | 179.35 | 44.95 | 13.61 | 1,008 | 74 | 190 | |||||||||
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| 6 Jan | 13957.10 | 132.05 | -7.55 | 13.05 | 442 | -7 | 123 | |||||||||
| 5 Jan | 13968.00 | 136.5 | -32.4 | 12.64 | 493 | -13 | 134 | |||||||||
| 2 Jan | 13984.00 | 175.55 | 73 | 13.16 | 577 | 42 | 139 | |||||||||
| 1 Jan | 13843.60 | 102.45 | 9.7 | 11.93 | 287 | 15 | 97 | |||||||||
| 31 Dec | 13777.25 | 93 | 31.8 | 12.58 | 292 | 82 | 83 | |||||||||
| 30 Dec | 13601.40 | 61.2 | -134.7 | 13.37 | 3 | 1 | 2 | |||||||||
| 29 Dec | 13651.45 | 195.9 | 3.85 | - | 0 | 0 | 1 | |||||||||
| 26 Dec | 13722.85 | 195.9 | 3.85 | - | 0 | 0 | 1 | |||||||||
| 24 Dec | 13813.10 | 195.9 | 3.85 | 16.46 | 1 | 0 | 0 | |||||||||
| 23 Dec | 13946.35 | 192.05 | -167 | 12.79 | 3 | 0 | 0 | |||||||||
| 22 Dec | 13971.65 | 359.05 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
| 19 Dec | 13862.35 | 359.05 | 0 | 0.76 | 0 | 0 | 0 | |||||||||
| 18 Dec | 13745.15 | 359.05 | 0 | 1.31 | 0 | 0 | 0 | |||||||||
| 17 Dec | 13652.30 | 359.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 13748.00 | 359.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 13862.60 | 359.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 13908.25 | 359.05 | 0 | 0.27 | 0 | 0 | 0 | |||||||||
| 11 Dec | 13728.05 | 359.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 13534.35 | 359.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 13741.35 | 359.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 13764.70 | 359.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 13998.50 | 359.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 13875.20 | 359.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 13844.00 | 359.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 13990.50 | 359.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 14046.45 | 359.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 14043.70 | 359.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 14125 expiring on 27JAN2026
Delta for 14125 CE is 0.21
Historical price for 14125 CE is as follows
On 12 Jan MIDCPNIFTY was trading at 13696.95. The strike last trading price was 50, which was 0.35 higher than the previous day. The implied volatity was 15.76, the open interest changed by -20 which decreased total open position to 200
On 9 Jan MIDCPNIFTY was trading at 13676.70. The strike last trading price was 51, which was -19.2 lower than the previous day. The implied volatity was 14.55, the open interest changed by 19 which increased total open position to 225
On 8 Jan MIDCPNIFTY was trading at 13759.60. The strike last trading price was 66, which was -118.3 lower than the previous day. The implied volatity was 13.85, the open interest changed by 22 which increased total open position to 206
On 7 Jan MIDCPNIFTY was trading at 14053.40. The strike last trading price was 179.35, which was 44.95 higher than the previous day. The implied volatity was 13.61, the open interest changed by 74 which increased total open position to 190
On 6 Jan MIDCPNIFTY was trading at 13957.10. The strike last trading price was 132.05, which was -7.55 lower than the previous day. The implied volatity was 13.05, the open interest changed by -7 which decreased total open position to 123
On 5 Jan MIDCPNIFTY was trading at 13968.00. The strike last trading price was 136.5, which was -32.4 lower than the previous day. The implied volatity was 12.64, the open interest changed by -13 which decreased total open position to 134
On 2 Jan MIDCPNIFTY was trading at 13984.00. The strike last trading price was 175.55, which was 73 higher than the previous day. The implied volatity was 13.16, the open interest changed by 42 which increased total open position to 139
On 1 Jan MIDCPNIFTY was trading at 13843.60. The strike last trading price was 102.45, which was 9.7 higher than the previous day. The implied volatity was 11.93, the open interest changed by 15 which increased total open position to 97
On 31 Dec MIDCPNIFTY was trading at 13777.25. The strike last trading price was 93, which was 31.8 higher than the previous day. The implied volatity was 12.58, the open interest changed by 82 which increased total open position to 83
On 30 Dec MIDCPNIFTY was trading at 13601.40. The strike last trading price was 61.2, which was -134.7 lower than the previous day. The implied volatity was 13.37, the open interest changed by 1 which increased total open position to 2
On 29 Dec MIDCPNIFTY was trading at 13651.45. The strike last trading price was 195.9, which was 3.85 higher 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 195.9, which was 3.85 higher 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 195.9, which was 3.85 higher than the previous day. The implied volatity was 16.46, 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 192.05, which was -167 lower than the previous day. The implied volatity was 12.79, 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 359.05, which was 0 lower than the previous day. The implied volatity was 0.17, 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 359.05, which was 0 lower than the previous day. The implied volatity was 0.76, 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 359.05, which was 0 lower than the previous day. The implied volatity was 1.31, 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 359.05, 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 Dec MIDCPNIFTY was trading at 13748.00. The strike last trading price was 359.05, 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 359.05, 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 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 359.05, which was 0 lower than the previous day. The implied volatity was 0.27, 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 359.05, 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 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 359.05, 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 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 359.05, 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 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 359.05, 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 359.05, 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 359.05, 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 359.05, 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 359.05, 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 359.05, 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 359.05, 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 14125 PE | |||||||
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Delta: -0.76
Vega: 8.67
Theta: -2.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jan | 13696.95 | 442.4 | -3.85 | 18.36 | 11 | 0 | 58 |
| 9 Jan | 13676.70 | 446.25 | 51.45 | 16.84 | 18 | -13 | 63 |
| 8 Jan | 13759.60 | 394.8 | 199.1 | 17.35 | 51 | 1 | 76 |
| 7 Jan | 14053.40 | 195.1 | -49.75 | 14.93 | 322 | 48 | 70 |
| 6 Jan | 13957.10 | 244.85 | -12.75 | 14.45 | 8 | 3 | 22 |
| 5 Jan | 13968.00 | 257.6 | 25.9 | 15.70 | 14 | 5 | 18 |
| 2 Jan | 13984.00 | 229.35 | -675 | 14.40 | 21 | 13 | 13 |
| 1 Jan | 13843.60 | 904.35 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 13777.25 | 904.35 | 0 | - | 0 | 0 | 0 |
| 30 Dec | 13601.40 | 904.35 | 0 | - | 0 | 0 | 0 |
| 29 Dec | 13651.45 | 904.35 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 13722.85 | 904.35 | 0 | - | 0 | 0 | 0 |
| 24 Dec | 13813.10 | 904.35 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 13946.35 | 904.35 | 0 | - | 0 | 0 | 0 |
| 22 Dec | 13971.65 | 904.35 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 13862.35 | 904.35 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 13745.15 | 904.35 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 13652.30 | 904.35 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 13748.00 | 904.35 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 13862.60 | 904.35 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 13908.25 | 904.35 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 13728.05 | 904.35 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 13534.35 | 904.35 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 13741.35 | 904.35 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 13764.70 | 904.35 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 13998.50 | 904.35 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 13875.20 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 13844.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 13990.50 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 14046.45 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 14043.70 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 14125 expiring on 27JAN2026
Delta for 14125 PE is -0.76
Historical price for 14125 PE is as follows
On 12 Jan MIDCPNIFTY was trading at 13696.95. The strike last trading price was 442.4, which was -3.85 lower than the previous day. The implied volatity was 18.36, the open interest changed by 0 which decreased total open position to 58
On 9 Jan MIDCPNIFTY was trading at 13676.70. The strike last trading price was 446.25, which was 51.45 higher than the previous day. The implied volatity was 16.84, the open interest changed by -13 which decreased total open position to 63
On 8 Jan MIDCPNIFTY was trading at 13759.60. The strike last trading price was 394.8, which was 199.1 higher than the previous day. The implied volatity was 17.35, the open interest changed by 1 which increased total open position to 76
On 7 Jan MIDCPNIFTY was trading at 14053.40. The strike last trading price was 195.1, which was -49.75 lower than the previous day. The implied volatity was 14.93, the open interest changed by 48 which increased total open position to 70
On 6 Jan MIDCPNIFTY was trading at 13957.10. The strike last trading price was 244.85, which was -12.75 lower than the previous day. The implied volatity was 14.45, the open interest changed by 3 which increased total open position to 22
On 5 Jan MIDCPNIFTY was trading at 13968.00. The strike last trading price was 257.6, which was 25.9 higher than the previous day. The implied volatity was 15.70, the open interest changed by 5 which increased total open position to 18
On 2 Jan MIDCPNIFTY was trading at 13984.00. The strike last trading price was 229.35, which was -675 lower than the previous day. The implied volatity was 14.40, the open interest changed by 13 which increased total open position to 13
On 1 Jan MIDCPNIFTY was trading at 13843.60. The strike last trading price was 904.35, 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
On 31 Dec MIDCPNIFTY was trading at 13777.25. The strike last trading price was 904.35, 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
On 30 Dec MIDCPNIFTY was trading at 13601.40. The strike last trading price was 904.35, 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
On 29 Dec MIDCPNIFTY was trading at 13651.45. The strike last trading price was 904.35, 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
On 26 Dec MIDCPNIFTY was trading at 13722.85. The strike last trading price was 904.35, 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
On 24 Dec MIDCPNIFTY was trading at 13813.10. The strike last trading price was 904.35, 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
On 23 Dec MIDCPNIFTY was trading at 13946.35. The strike last trading price was 904.35, 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
On 22 Dec MIDCPNIFTY was trading at 13971.65. The strike last trading price was 904.35, 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
On 19 Dec MIDCPNIFTY was trading at 13862.35. The strike last trading price was 904.35, 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
On 18 Dec MIDCPNIFTY was trading at 13745.15. The strike last trading price was 904.35, 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
On 17 Dec MIDCPNIFTY was trading at 13652.30. The strike last trading price was 904.35, 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
On 16 Dec MIDCPNIFTY was trading at 13748.00. The strike last trading price was 904.35, 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
On 15 Dec MIDCPNIFTY was trading at 13862.60. The strike last trading price was 904.35, 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
On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 904.35, 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
On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 904.35, 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
On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 904.35, 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
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 904.35, 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
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 904.35, 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
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 904.35, 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
On 4 Dec MIDCPNIFTY was trading at 13875.20. 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
On 3 Dec MIDCPNIFTY was trading at 13844.00. 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 2 Dec MIDCPNIFTY was trading at 13990.50. 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 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov MIDCPNIFTY was trading at 14043.70. 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































































































































































































































