MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
07 May 2026 04:10 PM IST
| MIDCPNIFTY 26-May-2026 (19d) 14300 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0.12
Theta: -7.14
Gamma: 0.00052
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 14551.45 | 455.2 | 147.34999999999997 (47.86%) | 20.59 | 2,019 | -230 | 838 | |||||||||
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| 6 May | 14312.90 | 328 | 172.7 (111.20%) | 21.41 | 5,253 | 533 | 1,073 | |||||||||
| 5 May | 13950.25 | 158.5 | -2.0999999999999943 (-1.31%) | 20.3 | 947 | -8 | 545 | |||||||||
| 4 May | 13930.20 | 163.7 | 7 (4.47%) | 21.17 | 1,318 | 231 | 562 | |||||||||
| 30 Apr | 13826.00 | 161 | -26.19999999999999 (-14.00%) | 21.76 | 1,044 | 57 | 388 | |||||||||
| 29 Apr | 13932.70 | 176.75 | -36.55000000000001 (-17.14%) | 20.4 | 1,492 | 112 | 330 | |||||||||
| 28 Apr | 13976.15 | 215.8 | 0.4000000000000057 (0.19%) | 20.65 | 431 | 96 | 213 | |||||||||
| 27 Apr | 13932.05 | 219.45 | 58.29999999999998 (36.18%) | 21.83 | 241 | 47 | 117 | |||||||||
| 24 Apr | 13731.75 | 158.2 | -36.35000000000002 (-18.68%) | 21.01 | 135 | 33 | 70 | |||||||||
| 23 Apr | 13848.55 | 191.35 | -46.55000000000001 (-19.57%) | 20.67 | 45 | 9 | 37 | |||||||||
| 22 Apr | 13939.80 | 237.1 | 27.650000000000006 (13.20%) | 21.05 | 59 | 5 | 26 | |||||||||
| 21 Apr | 13919.45 | 209.45 | 25 (13.55%) | 19.64 | 30 | 16 | 20 | |||||||||
| 20 Apr | 13807.25 | 184.45 | -141.15000000000003 (-43.35%) | 20.39 | 5 | 1 | 1 | |||||||||
| 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 14300 expiring on 26MAY2026
Delta for 14300 CE is 0.68
Historical price for 14300 CE is as follows
On 7 May MIDCPNIFTY was trading at 14551.45. The strike last trading price was 455.2, which was 147.34999999999997 higher than the previous day. The implied volatity was 20.59, the open interest changed by -230 which decreased total open position to 838
On 6 May MIDCPNIFTY was trading at 14312.90. The strike last trading price was 328, which was 172.7 higher than the previous day. The implied volatity was 21.41, the open interest changed by 533 which increased total open position to 1073
On 5 May MIDCPNIFTY was trading at 13950.25. The strike last trading price was 158.5, which was -2.0999999999999943 lower than the previous day. The implied volatity was 20.3, the open interest changed by -8 which decreased total open position to 545
On 4 May MIDCPNIFTY was trading at 13930.20. The strike last trading price was 163.7, which was 7 higher than the previous day. The implied volatity was 21.17, the open interest changed by 231 which increased total open position to 562
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 161, which was -26.19999999999999 lower than the previous day. The implied volatity was 21.76, the open interest changed by 57 which increased total open position to 388
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 176.75, which was -36.55000000000001 lower than the previous day. The implied volatity was 20.4, the open interest changed by 112 which increased total open position to 330
On 28 Apr MIDCPNIFTY was trading at 13976.15. The strike last trading price was 215.8, which was 0.4000000000000057 higher than the previous day. The implied volatity was 20.65, the open interest changed by 96 which increased total open position to 213
On 27 Apr MIDCPNIFTY was trading at 13932.05. The strike last trading price was 219.45, which was 58.29999999999998 higher than the previous day. The implied volatity was 21.83, the open interest changed by 47 which increased total open position to 117
On 24 Apr MIDCPNIFTY was trading at 13731.75. The strike last trading price was 158.2, which was -36.35000000000002 lower than the previous day. The implied volatity was 21.01, the open interest changed by 33 which increased total open position to 70
On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 191.35, which was -46.55000000000001 lower than the previous day. The implied volatity was 20.67, the open interest changed by 9 which increased total open position to 37
On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 237.1, which was 27.650000000000006 higher than the previous day. The implied volatity was 21.05, the open interest changed by 5 which increased total open position to 26
On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 209.45, which was 25 higher than the previous day. The implied volatity was 19.64, the open interest changed by 16 which increased total open position to 20
On 20 Apr MIDCPNIFTY was trading at 13807.25. The strike last trading price was 184.45, which was -141.15000000000003 lower than the previous day. The implied volatity was 20.39, the open interest changed by 1 which increased total open position to 1
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 (19d) 14300 PE | |||||||
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Delta: -0.31
Vega: 0.12
Theta: -4.67
Gamma: 0.00053
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 14551.45 | 135.5 | -80.19999999999999 (-37.18%) | 19.73 | 3,739 | 295 | 2,542 |
| 6 May | 14312.90 | 196.2 | -277.05 (-58.54%) | 17.18 | 4,859 | 2,210 | 2,247 |
| 5 May | 13950.25 | 473.25 | -39.950000000000045 (-7.78%) | 21.09 | 12 | -6 | 37 |
| 4 May | 13930.20 | 515.6 | -32.299999999999955 (-5.90%) | 22.3 | 40 | 5 | 43 |
| 30 Apr | 13826.00 | 562.4 | 28.949999999999932 (5.43%) | 20.58 | 22 | -4 | 34 |
| 29 Apr | 13932.70 | 525.8 | 41.44999999999993 (8.56%) | 22.11 | 93 | 7 | 38 |
| 28 Apr | 13976.15 | 471.25 | -68.54999999999995 (-12.70%) | 21.01 | 32 | 15 | 31 |
| 27 Apr | 13932.05 | 539.8 | -150.20000000000005 (-21.77%) | 22.56 | 6 | 2 | 13 |
| 24 Apr | 13731.75 | 690 | 39 (5.99%) | 24.31 | 1 | 0 | 11 |
| 23 Apr | 13848.55 | 651 | 651 | - | 0 | 0 | 11 |
| 22 Apr | 13939.80 | 651 | 651 (0.00%) | 28.2 | 0 | 0 | 11 |
| 21 Apr | 13919.45 | 651 | 0 (0.00%) | 28.2 | 1 | 0 | 10 |
| 20 Apr | 13807.25 | 651 | 0 (0.00%) | - | 0 | 0 | 10 |
| 17 Apr | 13838.85 | 651 | -290.5 (-30.86%) | 24.2 | 11 | 10 | 10 |
| 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 14300 expiring on 26MAY2026
Delta for 14300 PE is -0.31
Historical price for 14300 PE is as follows
On 7 May MIDCPNIFTY was trading at 14551.45. The strike last trading price was 135.5, which was -80.19999999999999 lower than the previous day. The implied volatity was 19.73, the open interest changed by 295 which increased total open position to 2542
On 6 May MIDCPNIFTY was trading at 14312.90. The strike last trading price was 196.2, which was -277.05 lower than the previous day. The implied volatity was 17.18, the open interest changed by 2210 which increased total open position to 2247
On 5 May MIDCPNIFTY was trading at 13950.25. The strike last trading price was 473.25, which was -39.950000000000045 lower than the previous day. The implied volatity was 21.09, the open interest changed by -6 which decreased total open position to 37
On 4 May MIDCPNIFTY was trading at 13930.20. The strike last trading price was 515.6, which was -32.299999999999955 lower than the previous day. The implied volatity was 22.3, the open interest changed by 5 which increased total open position to 43
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 562.4, which was 28.949999999999932 higher than the previous day. The implied volatity was 20.58, the open interest changed by -4 which decreased total open position to 34
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 525.8, which was 41.44999999999993 higher than the previous day. The implied volatity was 22.11, the open interest changed by 7 which increased total open position to 38
On 28 Apr MIDCPNIFTY was trading at 13976.15. The strike last trading price was 471.25, which was -68.54999999999995 lower than the previous day. The implied volatity was 21.01, the open interest changed by 15 which increased total open position to 31
On 27 Apr MIDCPNIFTY was trading at 13932.05. The strike last trading price was 539.8, which was -150.20000000000005 lower than the previous day. The implied volatity was 22.56, the open interest changed by 2 which increased total open position to 13
On 24 Apr MIDCPNIFTY was trading at 13731.75. The strike last trading price was 690, which was 39 higher than the previous day. The implied volatity was 24.31, the open interest changed by 0 which decreased total open position to 11
On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 651, which was 651 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 651, which was 651 higher than the previous day. The implied volatity was 28.2, the open interest changed by 0 which decreased total open position to 11
On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 651, which was 0 lower than the previous day. The implied volatity was 28.2, the open interest changed by 0 which decreased total open position to 10
On 20 Apr MIDCPNIFTY was trading at 13807.25. The strike last trading price was 651, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 17 Apr MIDCPNIFTY was trading at 13838.85. The strike last trading price was 651, which was -290.5 lower than the previous day. The implied volatity was 24.2, the open interest changed by 10 which increased total open position to 10
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
