MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
12 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 14250 CE | ||||||||||||||||
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Delta: 0.25
Vega: 9.85
Theta: -4.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 13908.25 | 58.5 | 27 | 12.76 | 1,788 | 722 | 1,593 | |||||||||
| 11 Dec | 13728.05 | 29.75 | 9.6 | 13.08 | 615 | -25 | 853 | |||||||||
| 10 Dec | 13534.35 | 19.45 | -21.55 | 14.60 | 1,614 | 213 | 876 | |||||||||
| 9 Dec | 13741.35 | 41.1 | -4.65 | 13.59 | 1,168 | 316 | 678 | |||||||||
| 8 Dec | 13764.70 | 44.25 | -66.65 | 13.19 | 1,022 | 29 | 365 | |||||||||
| 5 Dec | 13998.50 | 109.85 | 28.25 | 12.16 | 468 | -35 | 324 | |||||||||
| 4 Dec | 13875.20 | 82.85 | -0.65 | 12.87 | 168 | 6 | 357 | |||||||||
| 3 Dec | 13844.00 | 87 | -47.6 | 13.09 | 458 | 10 | 352 | |||||||||
| 2 Dec | 13990.50 | 132.95 | -28.8 | 12.83 | 797 | 79 | 343 | |||||||||
| 1 Dec | 14046.45 | 163.3 | -7.65 | 13.08 | 1,102 | 108 | 280 | |||||||||
| 28 Nov | 14043.70 | 169.65 | -20.05 | 12.53 | 504 | 104 | 175 | |||||||||
| 27 Nov | 14075.90 | 189.2 | 10.8 | 12.68 | 292 | 13 | 72 | |||||||||
| 26 Nov | 14009.30 | 180.45 | 48.7 | 13.37 | 129 | 41 | 41 | |||||||||
| 25 Nov | 13806.70 | 131.75 | 0 | 1.78 | 0 | 0 | 0 | |||||||||
| 24 Nov | 13738.50 | 131.75 | 0 | 2.19 | 0 | 0 | 0 | |||||||||
| 21 Nov | 13851.35 | 131.75 | 0 | 1.39 | 0 | 0 | 0 | |||||||||
| 20 Nov | 13992.20 | 131.75 | 0 | 0.56 | 0 | 0 | 0 | |||||||||
| 19 Nov | 14000.60 | 131.75 | 0 | 0.54 | 0 | 0 | 0 | |||||||||
| 18 Nov | 13917.25 | 131.75 | 0 | 0.93 | 0 | 0 | 0 | |||||||||
| 17 Nov | 13997.45 | 131.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 13865.25 | 131.75 | 0 | 0.98 | 0 | 0 | 0 | |||||||||
| 13 Nov | 13826.60 | 131.75 | 0 | 1.23 | 0 | 0 | 0 | |||||||||
| 12 Nov | 13855.40 | 131.75 | 0 | 1.13 | 0 | 0 | 0 | |||||||||
| 11 Nov | 13681.20 | 131.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 13506.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 13467.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 30 Oct | 13467.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 13430.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 13366.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 14250 expiring on 30DEC2025
Delta for 14250 CE is 0.25
Historical price for 14250 CE is as follows
On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 58.5, which was 27 higher than the previous day. The implied volatity was 12.76, the open interest changed by 722 which increased total open position to 1593
On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 29.75, which was 9.6 higher than the previous day. The implied volatity was 13.08, the open interest changed by -25 which decreased total open position to 853
On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 19.45, which was -21.55 lower than the previous day. The implied volatity was 14.60, the open interest changed by 213 which increased total open position to 876
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 41.1, which was -4.65 lower than the previous day. The implied volatity was 13.59, the open interest changed by 316 which increased total open position to 678
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 44.25, which was -66.65 lower than the previous day. The implied volatity was 13.19, the open interest changed by 29 which increased total open position to 365
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 109.85, which was 28.25 higher than the previous day. The implied volatity was 12.16, the open interest changed by -35 which decreased total open position to 324
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 82.85, which was -0.65 lower than the previous day. The implied volatity was 12.87, the open interest changed by 6 which increased total open position to 357
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 87, which was -47.6 lower than the previous day. The implied volatity was 13.09, the open interest changed by 10 which increased total open position to 352
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 132.95, which was -28.8 lower than the previous day. The implied volatity was 12.83, the open interest changed by 79 which increased total open position to 343
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 163.3, which was -7.65 lower than the previous day. The implied volatity was 13.08, the open interest changed by 108 which increased total open position to 280
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 169.65, which was -20.05 lower than the previous day. The implied volatity was 12.53, the open interest changed by 104 which increased total open position to 175
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 189.2, which was 10.8 higher than the previous day. The implied volatity was 12.68, the open interest changed by 13 which increased total open position to 72
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 180.45, which was 48.7 higher than the previous day. The implied volatity was 13.37, the open interest changed by 41 which increased total open position to 41
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 131.75, which was 0 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 131.75, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 131.75, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 131.75, 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 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 131.75, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 131.75, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0
On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 131.75, 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 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 131.75, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 131.75, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 131.75, which was 0 lower than the previous day. The implied volatity was 1.13, 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 131.75, 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 Nov MIDCPNIFTY was trading at 13506.00. 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 31 Oct MIDCPNIFTY was trading at 13467.85. 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 30 Oct MIDCPNIFTY was trading at 13467.65. 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 29 Oct MIDCPNIFTY was trading at 13430.75. 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
On 28 Oct MIDCPNIFTY was trading at 13366.20. 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 30DEC2025 14250 PE | |||||||
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Delta: -0.76
Vega: 9.65
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 13908.25 | 336 | -214.55 | 12.64 | 26 | 1 | 80 |
| 11 Dec | 13728.05 | 550.55 | -15.7 | 21.10 | 6 | 2 | 77 |
| 10 Dec | 13534.35 | 566.25 | 44.6 | - | 20 | 10 | 75 |
| 9 Dec | 13741.35 | 521.65 | 3.45 | 18.37 | 13 | 10 | 63 |
| 8 Dec | 13764.70 | 518.2 | 202.3 | 19.09 | 8 | -4 | 53 |
| 5 Dec | 13998.50 | 302.7 | -98.95 | 14.48 | 14 | -1 | 56 |
| 4 Dec | 13875.20 | 402.8 | -35.75 | 15.76 | 24 | 3 | 57 |
| 3 Dec | 13844.00 | 438.55 | 107.45 | 17.87 | 7 | 2 | 54 |
| 2 Dec | 13990.50 | 333.95 | 32.4 | 16.22 | 165 | -103 | 57 |
| 1 Dec | 14046.45 | 295.6 | 3.55 | 15.49 | 187 | 112 | 159 |
| 28 Nov | 14043.70 | 287.25 | 1.85 | 14.65 | 78 | 9 | 54 |
| 27 Nov | 14075.90 | 285 | -28.1 | 15.26 | 10 | 4 | 45 |
| 26 Nov | 14009.30 | 313.9 | -187.1 | 15.08 | 49 | 25 | 26 |
| 25 Nov | 13806.70 | 501 | -1065.7 | - | 0 | 1 | 0 |
| 24 Nov | 13738.50 | 501 | -1065.7 | 15.36 | 2 | 1 | 1 |
| 21 Nov | 13851.35 | 1566.7 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 13992.20 | 1566.7 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 14000.60 | 1566.7 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 13917.25 | 1566.7 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 13997.45 | 1566.7 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 13865.25 | 1566.7 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 13826.60 | 1566.7 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 13855.40 | 1566.7 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 13681.20 | 1566.7 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 13506.00 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 13467.85 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 13467.65 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 13430.75 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 13366.20 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 14250 expiring on 30DEC2025
Delta for 14250 PE is -0.76
Historical price for 14250 PE is as follows
On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 336, which was -214.55 lower than the previous day. The implied volatity was 12.64, the open interest changed by 1 which increased total open position to 80
On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 550.55, which was -15.7 lower than the previous day. The implied volatity was 21.10, the open interest changed by 2 which increased total open position to 77
On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 566.25, which was 44.6 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 75
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 521.65, which was 3.45 higher than the previous day. The implied volatity was 18.37, the open interest changed by 10 which increased total open position to 63
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 518.2, which was 202.3 higher than the previous day. The implied volatity was 19.09, the open interest changed by -4 which decreased total open position to 53
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 302.7, which was -98.95 lower than the previous day. The implied volatity was 14.48, the open interest changed by -1 which decreased total open position to 56
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 402.8, which was -35.75 lower than the previous day. The implied volatity was 15.76, the open interest changed by 3 which increased total open position to 57
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 438.55, which was 107.45 higher than the previous day. The implied volatity was 17.87, the open interest changed by 2 which increased total open position to 54
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 333.95, which was 32.4 higher than the previous day. The implied volatity was 16.22, the open interest changed by -103 which decreased total open position to 57
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 295.6, which was 3.55 higher than the previous day. The implied volatity was 15.49, the open interest changed by 112 which increased total open position to 159
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 287.25, which was 1.85 higher than the previous day. The implied volatity was 14.65, the open interest changed by 9 which increased total open position to 54
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 285, which was -28.1 lower than the previous day. The implied volatity was 15.26, the open interest changed by 4 which increased total open position to 45
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 313.9, which was -187.1 lower than the previous day. The implied volatity was 15.08, the open interest changed by 25 which increased total open position to 26
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 501, which was -1065.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 501, which was -1065.7 lower than the previous day. The implied volatity was 15.36, the open interest changed by 1 which increased total open position to 1
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 1566.7, 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 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 1566.7, 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 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 1566.7, 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 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 1566.7, 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 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 1566.7, 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 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 1566.7, 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 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 1566.7, 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 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 1566.7, 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 1566.7, 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 Nov MIDCPNIFTY was trading at 13506.00. 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 31 Oct MIDCPNIFTY was trading at 13467.85. 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 30 Oct MIDCPNIFTY was trading at 13467.65. 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 29 Oct MIDCPNIFTY was trading at 13430.75. 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
On 28 Oct MIDCPNIFTY was trading at 13366.20. 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































































































































































































































