MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
15 May 2026 04:10 PM IST
| MIDCPNIFTY 26-May-2026 (10d) 14250 CE | ||||||||||||||||
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Delta: 0.46
Vega: 0.1
Theta: -9.6
Gamma: 0.0008
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 14168.90 | 172.45 | -77.45000000000002 (-30.99%) | 20 | 3,441 | 83 | 435 | |||||||||
| 14 May | 14265.55 | 255.1 | 62.79999999999998 (32.66%) | 22.36 | 4,127 | 165 | 357 | |||||||||
| 13 May | 14074.05 | 197.4 | 41.650000000000006 (26.74%) | 0 | 955 | -73 | 192 | |||||||||
| 12 May | 13972.05 | 167 | -158.3 (-48.66%) | 0 | 1,236 | 186 | 264 | |||||||||
| 11 May | 14333.20 | 324.65 | -101.35000000000002 (-23.79%) | 0 | 97 | -6 | 78 | |||||||||
| 8 May | 14491.75 | 426 | -55.10000000000002 (-11.45%) | 20.78 | 27 | -11 | 84 | |||||||||
| 7 May | 14551.45 | 472 | 129.85000000000002 (37.95%) | 20.69 | 90 | 11 | 95 | |||||||||
| 6 May | 14312.90 | 362 | 194 (115.48%) | 22.05 | 740 | 68 | 94 | |||||||||
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| 5 May | 13950.25 | 168 | -11.150000000000006 (-6.22%) | 20.96 | 24 | 3 | 27 | |||||||||
| 4 May | 13930.20 | 186.85 | 35.400000000000006 (23.37%) | 21.58 | 74 | 10 | 24 | |||||||||
| 30 Apr | 13826.00 | 151.45 | -49.30000000000001 (-24.56%) | 20.55 | 8 | 0 | 14 | |||||||||
| 29 Apr | 13932.70 | 197 | -144.5 (-42.31%) | 20.63 | 47 | 14 | 14 | |||||||||
| 28 Apr | 13976.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 13932.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 13731.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 13848.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 13939.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 13919.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 13807.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 13838.85 | 0 | 0 | - | 0 | 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 14250 expiring on 26MAY2026
Delta for 14250 CE is 0.46
Historical price for 14250 CE is as follows
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 172.45, which was -77.45000000000002 lower than the previous day. The implied volatity was 20, the open interest changed by 83 which increased total open position to 435
On 14 May MIDCPNIFTY was trading at 14265.55. The strike last trading price was 255.1, which was 62.79999999999998 higher than the previous day. The implied volatity was 22.36, the open interest changed by 165 which increased total open position to 357
On 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 197.4, which was 41.650000000000006 higher than the previous day. The implied volatity was 0, the open interest changed by -73 which decreased total open position to 192
On 12 May MIDCPNIFTY was trading at 13972.05. The strike last trading price was 167, which was -158.3 lower than the previous day. The implied volatity was 0, the open interest changed by 186 which increased total open position to 264
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 324.65, which was -101.35000000000002 lower than the previous day. The implied volatity was 0, the open interest changed by -6 which decreased total open position to 78
On 8 May MIDCPNIFTY was trading at 14491.75. The strike last trading price was 426, which was -55.10000000000002 lower than the previous day. The implied volatity was 20.78, the open interest changed by -11 which decreased total open position to 84
On 7 May MIDCPNIFTY was trading at 14551.45. The strike last trading price was 472, which was 129.85000000000002 higher than the previous day. The implied volatity was 20.69, the open interest changed by 11 which increased total open position to 95
On 6 May MIDCPNIFTY was trading at 14312.90. The strike last trading price was 362, which was 194 higher than the previous day. The implied volatity was 22.05, the open interest changed by 68 which increased total open position to 94
On 5 May MIDCPNIFTY was trading at 13950.25. The strike last trading price was 168, which was -11.150000000000006 lower than the previous day. The implied volatity was 20.96, the open interest changed by 3 which increased total open position to 27
On 4 May MIDCPNIFTY was trading at 13930.20. The strike last trading price was 186.85, which was 35.400000000000006 higher than the previous day. The implied volatity was 21.58, the open interest changed by 10 which increased total open position to 24
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 151.45, which was -49.30000000000001 lower than the previous day. The implied volatity was 20.55, the open interest changed by 0 which decreased total open position to 14
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 197, which was -144.5 lower than the previous day. The implied volatity was 20.63, the open interest changed by 14 which increased total open position to 14
On 28 Apr MIDCPNIFTY was trading at 13976.15. 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 27 Apr MIDCPNIFTY was trading at 13932.05. 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 24 Apr MIDCPNIFTY was trading at 13731.75. 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 23 Apr MIDCPNIFTY was trading at 13848.55. 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 22 Apr MIDCPNIFTY was trading at 13939.80. 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 Apr MIDCPNIFTY was trading at 13919.45. 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 20 Apr MIDCPNIFTY was trading at 13807.25. 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 17 Apr MIDCPNIFTY was trading at 13838.85. 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 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 (10d) 14250 PE | |||||||
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Delta: -0.53
Vega: 0.1
Theta: -8.45
Gamma: 0.00072
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 14168.90 | 251.6 | 51.04999999999998 (25.45%) | 22.25 | 3,712 | -2 | 252 |
| 14 May | 14265.55 | 191.45 | -134.35000000000002 (-41.24%) | 20.28 | 1,377 | 135 | 257 |
| 13 May | 14074.05 | 323.7 | -74.75 (-18.76%) | 0 | 423 | 9 | 122 |
| 12 May | 13972.05 | 377.4 | 174.29999999999998 (85.82%) | 0 | 822 | -21 | 114 |
| 11 May | 14333.20 | 204.05 | 68.75 (50.81%) | 21.76 | 559 | -29 | 131 |
| 8 May | 14491.75 | 133.35 | 8.099999999999994 (6.47%) | 19.19 | 142 | -28 | 160 |
| 7 May | 14551.45 | 122 | -74.5 (-37.91%) | 20.05 | 328 | 56 | 190 |
| 6 May | 14312.90 | 184.45 | -251.25 (-57.67%) | 17.96 | 641 | 124 | 133 |
| 5 May | 13950.25 | 427 | -40.35000000000002 (-8.63%) | 20.97 | 2 | 1 | 10 |
| 4 May | 13930.20 | 464.3 | 464.3 | - | 0 | 0 | 9 |
| 30 Apr | 13826.00 | 464.3 | 464.3 (-48.88%) | 19.97 | 0 | 0 | 9 |
| 29 Apr | 13932.70 | 464.3 | -443.90000000000003 (-48.88%) | 19.97 | 30 | 10 | 10 |
| 28 Apr | 13976.15 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 13932.05 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 13731.75 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 13848.55 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 13939.80 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 13919.45 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 13807.25 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 13838.85 | 0 | 0 | - | 0 | 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 14250 expiring on 26MAY2026
Delta for 14250 PE is -0.53
Historical price for 14250 PE is as follows
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 251.6, which was 51.04999999999998 higher than the previous day. The implied volatity was 22.25, the open interest changed by -2 which decreased total open position to 252
On 14 May MIDCPNIFTY was trading at 14265.55. The strike last trading price was 191.45, which was -134.35000000000002 lower than the previous day. The implied volatity was 20.28, the open interest changed by 135 which increased total open position to 257
On 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 323.7, which was -74.75 lower than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 122
On 12 May MIDCPNIFTY was trading at 13972.05. The strike last trading price was 377.4, which was 174.29999999999998 higher than the previous day. The implied volatity was 0, the open interest changed by -21 which decreased total open position to 114
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 204.05, which was 68.75 higher than the previous day. The implied volatity was 21.76, the open interest changed by -29 which decreased total open position to 131
On 8 May MIDCPNIFTY was trading at 14491.75. The strike last trading price was 133.35, which was 8.099999999999994 higher than the previous day. The implied volatity was 19.19, the open interest changed by -28 which decreased total open position to 160
On 7 May MIDCPNIFTY was trading at 14551.45. The strike last trading price was 122, which was -74.5 lower than the previous day. The implied volatity was 20.05, the open interest changed by 56 which increased total open position to 190
On 6 May MIDCPNIFTY was trading at 14312.90. The strike last trading price was 184.45, which was -251.25 lower than the previous day. The implied volatity was 17.96, the open interest changed by 124 which increased total open position to 133
On 5 May MIDCPNIFTY was trading at 13950.25. The strike last trading price was 427, which was -40.35000000000002 lower than the previous day. The implied volatity was 20.97, the open interest changed by 1 which increased total open position to 10
On 4 May MIDCPNIFTY was trading at 13930.20. The strike last trading price was 464.3, which was 464.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 464.3, which was 464.3 higher than the previous day. The implied volatity was 19.97, the open interest changed by 0 which decreased total open position to 9
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 464.3, which was -443.90000000000003 lower than the previous day. The implied volatity was 19.97, the open interest changed by 10 which increased total open position to 10
On 28 Apr MIDCPNIFTY was trading at 13976.15. 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 27 Apr MIDCPNIFTY was trading at 13932.05. 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 24 Apr MIDCPNIFTY was trading at 13731.75. 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 23 Apr MIDCPNIFTY was trading at 13848.55. 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 22 Apr MIDCPNIFTY was trading at 13939.80. 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 Apr MIDCPNIFTY was trading at 13919.45. 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 20 Apr MIDCPNIFTY was trading at 13807.25. 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 17 Apr MIDCPNIFTY was trading at 13838.85. 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 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
