Historical option data for MIDCPNIFTY
12 Jun 2026 04:10 PM IST
| MIDCPNIFTY 30-Jun-2026 (17d) 14250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.13
Theta: -7.78
Gamma: 0.00062
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 14245.60 | 266 | 146 (121.67%) | 19.98 | 1,718 | -237 | 562 | |||||||||
| 11 Jun | 13866.55 | 121.25 | -45.75 (-27.40%) | 19.33 | 774 | -160 | 806 | |||||||||
| 10 Jun | 13991.25 | 168 | -115 (-40.64%) | 19.48 | 2,210 | -49 | 966 | |||||||||
| 9 Jun | 14180.80 | 278 | 76 (37.62%) | 21.16 | 2,224 | -118 | 1,021 | |||||||||
| 8 Jun | 13994.75 | 188.4 | -71.6 (-27.54%) | 21.36 | 1,451 | -148 | 1,134 | |||||||||
| 5 Jun | 14107.50 | 260 | -42.65 (-14.09%) | 20.44 | 9,457 | 566 | 1,235 | |||||||||
| 4 Jun | 14186.30 | 311 | -5.05 (-1.60%) | 20.44 | 2,480 | 354 | 679 | |||||||||
| 3 Jun | 14149.05 | 309.25 | -49.35 (-13.76%) | 21.53 | 1,468 | 173 | 323 | |||||||||
| 2 Jun | 14240.45 | 362 | 6.15 (1.73%) | 20.59 | 979 | 105 | 142 | |||||||||
| 1 Jun | 14264.85 | 340 | -160.9 (-32.12%) | 18.92 | 76 | 26 | 33 | |||||||||
| 29 May | 14474.90 | 500.9 | -120.85 (-19.44%) | 19.97 | 1 | 0 | 7 | |||||||||
| 27 May | 14705.95 | 621.75 | 132.45 (27.07%) | 16.73 | 10 | 4 | 8 | |||||||||
| 26 May | 14675.60 | 489.3 | 0 (0.00%) | 14.88 | 1 | 0 | 4 | |||||||||
| 25 May | 14559.90 | 489.3 | -12.5 (-2.49%) | 14.88 | 1 | -1 | 4 | |||||||||
| 22 May | 14381.55 | 501.8 | 12.2 (2.49%) | 21.46 | 1 | 1 | 5 | |||||||||
| 21 May | 14351.90 | 488.7 | 401 (457.24%) | 20.46 | 5 | 3 | 3 | |||||||||
| 18 May | 14165.65 | 0 | -87.7 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 14168.90 | 0 | -87.7 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 14265.55 | 0 | -87.7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 14074.05 | 0 | -87.7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 13972.05 | 0 | -87.7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 14333.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 May | 14491.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 14250 expiring on 30JUN2026
Delta for 14250 CE is 0.52
Historical price for 14250 CE is as follows
On 12 Jun MIDCPNIFTY was trading at 14245.60. The strike last trading price was 266, which was 146 higher than the previous day. The implied volatity was 19.98, the open interest changed by -237 which decreased total open position to 562
On 11 Jun MIDCPNIFTY was trading at 13866.55. The strike last trading price was 121.25, which was -45.75 lower than the previous day. The implied volatity was 19.33, the open interest changed by -160 which decreased total open position to 806
On 10 Jun MIDCPNIFTY was trading at 13991.25. The strike last trading price was 168, which was -115 lower than the previous day. The implied volatity was 19.48, the open interest changed by -49 which decreased total open position to 966
On 9 Jun MIDCPNIFTY was trading at 14180.80. The strike last trading price was 278, which was 76 higher than the previous day. The implied volatity was 21.16, the open interest changed by -118 which decreased total open position to 1021
On 8 Jun MIDCPNIFTY was trading at 13994.75. The strike last trading price was 188.4, which was -71.6 lower than the previous day. The implied volatity was 21.36, the open interest changed by -148 which decreased total open position to 1134
On 5 Jun MIDCPNIFTY was trading at 14107.50. The strike last trading price was 260, which was -42.65 lower than the previous day. The implied volatity was 20.44, the open interest changed by 566 which increased total open position to 1235
On 4 Jun MIDCPNIFTY was trading at 14186.30. The strike last trading price was 311, which was -5.05 lower than the previous day. The implied volatity was 20.44, the open interest changed by 354 which increased total open position to 679
On 3 Jun MIDCPNIFTY was trading at 14149.05. The strike last trading price was 309.25, which was -49.35 lower than the previous day. The implied volatity was 21.53, the open interest changed by 173 which increased total open position to 323
On 2 Jun MIDCPNIFTY was trading at 14240.45. The strike last trading price was 362, which was 6.15 higher than the previous day. The implied volatity was 20.59, the open interest changed by 105 which increased total open position to 142
On 1 Jun MIDCPNIFTY was trading at 14264.85. The strike last trading price was 340, which was -160.9 lower than the previous day. The implied volatity was 18.92, the open interest changed by 26 which increased total open position to 33
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 500.9, which was -120.85 lower than the previous day. The implied volatity was 19.97, the open interest changed by 0 which decreased total open position to 7
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 621.75, which was 132.45 higher than the previous day. The implied volatity was 16.73, the open interest changed by 4 which increased total open position to 8
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 489.3, which was 0 lower than the previous day. The implied volatity was 14.88, the open interest changed by 0 which decreased total open position to 4
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 489.3, which was -12.5 lower than the previous day. The implied volatity was 14.88, the open interest changed by -1 which decreased total open position to 4
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 501.8, which was 12.2 higher than the previous day. The implied volatity was 21.46, the open interest changed by 1 which increased total open position to 5
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 488.7, which was 401 higher than the previous day. The implied volatity was 20.46, the open interest changed by 3 which increased total open position to 3
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 0, which was -87.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 0, which was -87.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May MIDCPNIFTY was trading at 14265.55. The strike last trading price was 0, which was -87.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 0, which was -87.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May MIDCPNIFTY was trading at 13972.05. The strike last trading price was 0, which was -87.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May MIDCPNIFTY was trading at 14333.20. 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 8 May MIDCPNIFTY was trading at 14491.75. 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 30-Jun-2026 (17d) 14250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.13
Theta: -4.57
Gamma: 0.00074
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 14245.60 | 202 | -240.7 (-54.37%) | 16.91 | 362 | 25 | 281 |
| 11 Jun | 13866.55 | 442.7 | 61.25 (16.06%) | 19.08 | 42 | -8 | 257 |
| 10 Jun | 13991.25 | 381.2 | 133.6 (53.96%) | 20.05 | 754 | 46 | 264 |
| 9 Jun | 14180.80 | 244.95 | -155.2 (-38.79%) | 17.04 | 378 | 59 | 224 |
| 8 Jun | 13994.75 | 420 | 125.25 (42.49%) | 19.8 | 187 | 8 | 180 |
| 5 Jun | 14107.50 | 301.35 | 33.3 (12.42%) | 17.06 | 2,581 | -13 | 172 |
| 4 Jun | 14186.30 | 253.4 | -29.55 (-10.44%) | 16.72 | 1,600 | 59 | 187 |
| 3 Jun | 14149.05 | 283.45 | 41.55 (17.18%) | 16.71 | 527 | 11 | 129 |
| 2 Jun | 14240.45 | 234.45 | -32.55 (-12.19%) | 17.04 | 842 | 58 | 119 |
| 1 Jun | 14264.85 | 277.15 | 109.15 (64.97%) | 19.14 | 251 | 21 | 62 |
| 29 May | 14474.90 | 157.7 | 39.6 (33.53%) | 17.26 | 71 | 22 | 42 |
| 27 May | 14705.95 | 118.1 | -1805.6 (-93.86%) | 17.9 | 32 | 19 | 19 |
| 26 May | 14675.60 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 14559.90 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 14381.55 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 14351.90 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 14165.65 | 0 | 0 | - | 0 | 0 | 0 |
| 15 May | 14168.90 | 0 | -1924 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 14265.55 | 0 | -1924 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 14074.05 | 0 | -1924 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 13972.05 | 0 | -1924 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 14333.20 | 0 | 0 | - | 0 | 0 | 0 |
| 8 May | 14491.75 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 14250 expiring on 30JUN2026
Delta for 14250 PE is -0.47
Historical price for 14250 PE is as follows
On 12 Jun MIDCPNIFTY was trading at 14245.60. The strike last trading price was 202, which was -240.7 lower than the previous day. The implied volatity was 16.91, the open interest changed by 25 which increased total open position to 281
On 11 Jun MIDCPNIFTY was trading at 13866.55. The strike last trading price was 442.7, which was 61.25 higher than the previous day. The implied volatity was 19.08, the open interest changed by -8 which decreased total open position to 257
On 10 Jun MIDCPNIFTY was trading at 13991.25. The strike last trading price was 381.2, which was 133.6 higher than the previous day. The implied volatity was 20.05, the open interest changed by 46 which increased total open position to 264
On 9 Jun MIDCPNIFTY was trading at 14180.80. The strike last trading price was 244.95, which was -155.2 lower than the previous day. The implied volatity was 17.04, the open interest changed by 59 which increased total open position to 224
On 8 Jun MIDCPNIFTY was trading at 13994.75. The strike last trading price was 420, which was 125.25 higher than the previous day. The implied volatity was 19.8, the open interest changed by 8 which increased total open position to 180
On 5 Jun MIDCPNIFTY was trading at 14107.50. The strike last trading price was 301.35, which was 33.3 higher than the previous day. The implied volatity was 17.06, the open interest changed by -13 which decreased total open position to 172
On 4 Jun MIDCPNIFTY was trading at 14186.30. The strike last trading price was 253.4, which was -29.55 lower than the previous day. The implied volatity was 16.72, the open interest changed by 59 which increased total open position to 187
On 3 Jun MIDCPNIFTY was trading at 14149.05. The strike last trading price was 283.45, which was 41.55 higher than the previous day. The implied volatity was 16.71, the open interest changed by 11 which increased total open position to 129
On 2 Jun MIDCPNIFTY was trading at 14240.45. The strike last trading price was 234.45, which was -32.55 lower than the previous day. The implied volatity was 17.04, the open interest changed by 58 which increased total open position to 119
On 1 Jun MIDCPNIFTY was trading at 14264.85. The strike last trading price was 277.15, which was 109.15 higher than the previous day. The implied volatity was 19.14, the open interest changed by 21 which increased total open position to 62
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 157.7, which was 39.6 higher than the previous day. The implied volatity was 17.26, the open interest changed by 22 which increased total open position to 42
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 118.1, which was -1805.6 lower than the previous day. The implied volatity was 17.9, the open interest changed by 19 which increased total open position to 19
On 26 May MIDCPNIFTY was trading at 14675.60. 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 25 May MIDCPNIFTY was trading at 14559.90. 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 22 May MIDCPNIFTY was trading at 14381.55. 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 21 May MIDCPNIFTY was trading at 14351.90. 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 18 May MIDCPNIFTY was trading at 14165.65. 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 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 0, which was -1924 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May MIDCPNIFTY was trading at 14265.55. The strike last trading price was 0, which was -1924 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 0, which was -1924 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May MIDCPNIFTY was trading at 13972.05. The strike last trading price was 0, which was -1924 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May MIDCPNIFTY was trading at 14333.20. 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 8 May MIDCPNIFTY was trading at 14491.75. 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
