Historical option data for MIDCPNIFTY
05 Jun 2026 12:00 PM IST
| MIDCPNIFTY 30-Jun-2026 (25d) 14300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0.15
Theta: -6.75
Gamma: 0.00053
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 14223.35 | 290.2 | 16.75 (6.13%) | 20.04 | 5,038 | 213 | 2,165 | |||||||||
| 4 Jun | 14186.30 | 284 | -7.95 (-2.72%) | 20.32 | 8,830 | -208 | 1,953 | |||||||||
| 3 Jun | 14149.05 | 277.1 | -57.35 (-17.15%) | 20.95 | 9,382 | 557 | 2,212 | |||||||||
| 2 Jun | 14240.45 | 338 | 3.9 (1.17%) | 20.76 | 6,329 | 1,143 | 1,660 | |||||||||
| 1 Jun | 14264.85 | 313.5 | -166.15 (-34.64%) | 19.06 | 2,462 | 450 | 529 | |||||||||
| 29 May | 14474.90 | 478.95 | -147.85 (-23.59%) | 20.21 | 19 | 1 | 80 | |||||||||
| 27 May | 14705.95 | 626.8 | 2.8 (0.45%) | 18.24 | 32 | 12 | 82 | |||||||||
| 26 May | 14675.60 | 632.75 | 73 (13.04%) | 19.98 | 76 | 24 | 70 | |||||||||
| 25 May | 14559.90 | 574.5 | 99.8 (21.02%) | 20.59 | 101 | -11 | 44 | |||||||||
| 22 May | 14381.55 | 489 | 38.8 (8.62%) | 21.12 | 105 | 18 | 63 | |||||||||
| 21 May | 14351.90 | 460 | -13.6 (-2.87%) | 20.4 | 148 | 18 | 47 | |||||||||
| 20 May | 14369.60 | 500 | 89 (21.65%) | 21.29 | 88 | 20 | 28 | |||||||||
| 19 May | 14298.85 | 410.75 | 40.75 (11.01%) | 19.15 | 31 | 6 | 7 | |||||||||
| 18 May | 14165.65 | 370 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 15 May | 14168.90 | 370 | 287.35 (347.67%) | 19.13 | 1 | 0 | 0 | |||||||||
| 14 May | 14265.55 | 0 | -82.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 14074.05 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 13972.05 | 0 | -82.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 14333.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 May | 14491.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 14551.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 13950.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 13930.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 13826.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 13932.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 14300 expiring on 30JUN2026
Delta for 14300 CE is 0.5
Historical price for 14300 CE is as follows
On 5 Jun MIDCPNIFTY was trading at 14223.35. The strike last trading price was 290.2, which was 16.75 higher than the previous day. The implied volatity was 20.04, the open interest changed by 213 which increased total open position to 2165
On 4 Jun MIDCPNIFTY was trading at 14186.30. The strike last trading price was 284, which was -7.95 lower than the previous day. The implied volatity was 20.32, the open interest changed by -208 which decreased total open position to 1953
On 3 Jun MIDCPNIFTY was trading at 14149.05. The strike last trading price was 277.1, which was -57.35 lower than the previous day. The implied volatity was 20.95, the open interest changed by 557 which increased total open position to 2212
On 2 Jun MIDCPNIFTY was trading at 14240.45. The strike last trading price was 338, which was 3.9 higher than the previous day. The implied volatity was 20.76, the open interest changed by 1143 which increased total open position to 1660
On 1 Jun MIDCPNIFTY was trading at 14264.85. The strike last trading price was 313.5, which was -166.15 lower than the previous day. The implied volatity was 19.06, the open interest changed by 450 which increased total open position to 529
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 478.95, which was -147.85 lower than the previous day. The implied volatity was 20.21, the open interest changed by 1 which increased total open position to 80
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 626.8, which was 2.8 higher than the previous day. The implied volatity was 18.24, the open interest changed by 12 which increased total open position to 82
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 632.75, which was 73 higher than the previous day. The implied volatity was 19.98, the open interest changed by 24 which increased total open position to 70
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 574.5, which was 99.8 higher than the previous day. The implied volatity was 20.59, the open interest changed by -11 which decreased total open position to 44
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 489, which was 38.8 higher than the previous day. The implied volatity was 21.12, the open interest changed by 18 which increased total open position to 63
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 460, which was -13.6 lower than the previous day. The implied volatity was 20.4, the open interest changed by 18 which increased total open position to 47
On 20 May MIDCPNIFTY was trading at 14369.60. The strike last trading price was 500, which was 89 higher than the previous day. The implied volatity was 21.29, the open interest changed by 20 which increased total open position to 28
On 19 May MIDCPNIFTY was trading at 14298.85. The strike last trading price was 410.75, which was 40.75 higher than the previous day. The implied volatity was 19.15, the open interest changed by 6 which increased total open position to 7
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 370, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 370, which was 287.35 higher than the previous day. The implied volatity was 19.13, 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 -82.65 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 0 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 -82.65 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
On 7 May MIDCPNIFTY was trading at 14551.45. 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 5 May MIDCPNIFTY was trading at 13950.25. 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 4 May MIDCPNIFTY was trading at 13930.20. 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 30 Apr MIDCPNIFTY was trading at 13826.00. 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 29 Apr MIDCPNIFTY was trading at 13932.70. 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
| MIDCPNIFTY 30-Jun-2026 (25d) 14300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.15
Theta: -3.79
Gamma: 0.00061
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 14223.35 | 271 | -21 (-7.19%) | 17.27 | 4,402 | 145 | 3,196 |
| 4 Jun | 14186.30 | 275.6 | -29.85 (-9.77%) | 16.45 | 4,933 | 44 | 3,047 |
| 3 Jun | 14149.05 | 313 | 54.05 (20.87%) | 16.9 | 3,616 | 126 | 3,005 |
| 2 Jun | 14240.45 | 250.85 | -36.15 (-12.60%) | 16.52 | 3,563 | 290 | 2,879 |
| 1 Jun | 14264.85 | 299.05 | 116.05 (63.42%) | 19.03 | 5,208 | 313 | 2,608 |
| 29 May | 14474.90 | 183 | 55.1 (43.08%) | 17.97 | 2,507 | 758 | 2,330 |
| 27 May | 14705.95 | 123.2 | -33.55 (-21.40%) | 17.35 | 3,360 | 1,341 | 1,582 |
| 26 May | 14675.60 | 150 | -64.15 (-29.96%) | 18.48 | 344 | 126 | 241 |
| 25 May | 14559.90 | 207.2 | -127.75 (-38.14%) | 19.62 | 168 | 28 | 114 |
| 22 May | 14381.55 | 322.4 | -38.45 (-10.66%) | 21.56 | 180 | 23 | 93 |
| 21 May | 14351.90 | 356 | 7 (2.01%) | 22.41 | 176 | -6 | 69 |
| 20 May | 14369.60 | 342 | -54 (-13.64%) | 21.98 | 175 | 58 | 74 |
| 19 May | 14298.85 | 390 | -94 (-19.42%) | 22.11 | 31 | 10 | 14 |
| 18 May | 14165.65 | 484 | 17 (3.64%) | 23.97 | 2 | 1 | 4 |
| 15 May | 14168.90 | 464 | 71 (18.07%) | 22.21 | 6 | 1 | 3 |
| 14 May | 14265.55 | 393 | -307 (-43.86%) | 20.98 | 2 | -1 | 0 |
| 13 May | 14074.05 | 700 | 0 (0.00%) | 0 | 0 | -1 | 0 |
| 12 May | 13972.05 | 700 | 0 (0.00%) | 0 | 0 | -1 | 0 |
| 11 May | 14333.20 | 700 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 14491.75 | 700 | 16.25 (2.38%) | - | 0 | 0 | 1 |
| 7 May | 14551.45 | 700 | 16.25 (2.38%) | - | 0 | 0 | 1 |
| 5 May | 13950.25 | 683.75 | 0 (0.00%) | - | 1 | -1 | 0 |
| 4 May | 13930.20 | 700 | 16.25 (2.38%) | - | 0 | 0 | 1 |
| 30 Apr | 13826.00 | 700 | 16.25 (2.38%) | 18.62 | 1 | 0 | 1 |
| 29 Apr | 13932.70 | 683.75 | -1284 (-65.25%) | 24.7 | 1 | 0 | 0 |
For Nifty Midcap Select - strike price 14300 expiring on 30JUN2026
Delta for 14300 PE is -0.51
Historical price for 14300 PE is as follows
On 5 Jun MIDCPNIFTY was trading at 14223.35. The strike last trading price was 271, which was -21 lower than the previous day. The implied volatity was 17.27, the open interest changed by 145 which increased total open position to 3196
On 4 Jun MIDCPNIFTY was trading at 14186.30. The strike last trading price was 275.6, which was -29.85 lower than the previous day. The implied volatity was 16.45, the open interest changed by 44 which increased total open position to 3047
On 3 Jun MIDCPNIFTY was trading at 14149.05. The strike last trading price was 313, which was 54.05 higher than the previous day. The implied volatity was 16.9, the open interest changed by 126 which increased total open position to 3005
On 2 Jun MIDCPNIFTY was trading at 14240.45. The strike last trading price was 250.85, which was -36.15 lower than the previous day. The implied volatity was 16.52, the open interest changed by 290 which increased total open position to 2879
On 1 Jun MIDCPNIFTY was trading at 14264.85. The strike last trading price was 299.05, which was 116.05 higher than the previous day. The implied volatity was 19.03, the open interest changed by 313 which increased total open position to 2608
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 183, which was 55.1 higher than the previous day. The implied volatity was 17.97, the open interest changed by 758 which increased total open position to 2330
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 123.2, which was -33.55 lower than the previous day. The implied volatity was 17.35, the open interest changed by 1341 which increased total open position to 1582
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 150, which was -64.15 lower than the previous day. The implied volatity was 18.48, the open interest changed by 126 which increased total open position to 241
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 207.2, which was -127.75 lower than the previous day. The implied volatity was 19.62, the open interest changed by 28 which increased total open position to 114
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 322.4, which was -38.45 lower than the previous day. The implied volatity was 21.56, the open interest changed by 23 which increased total open position to 93
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 356, which was 7 higher than the previous day. The implied volatity was 22.41, the open interest changed by -6 which decreased total open position to 69
On 20 May MIDCPNIFTY was trading at 14369.60. The strike last trading price was 342, which was -54 lower than the previous day. The implied volatity was 21.98, the open interest changed by 58 which increased total open position to 74
On 19 May MIDCPNIFTY was trading at 14298.85. The strike last trading price was 390, which was -94 lower than the previous day. The implied volatity was 22.11, the open interest changed by 10 which increased total open position to 14
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 484, which was 17 higher than the previous day. The implied volatity was 23.97, the open interest changed by 1 which increased total open position to 4
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 464, which was 71 higher than the previous day. The implied volatity was 22.21, the open interest changed by 1 which increased total open position to 3
On 14 May MIDCPNIFTY was trading at 14265.55. The strike last trading price was 393, which was -307 lower than the previous day. The implied volatity was 20.98, the open interest changed by -1 which decreased total open position to 0
On 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 700, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 0
On 12 May MIDCPNIFTY was trading at 13972.05. The strike last trading price was 700, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 0
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 700, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May MIDCPNIFTY was trading at 14491.75. The strike last trading price was 700, which was 16.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May MIDCPNIFTY was trading at 14551.45. The strike last trading price was 700, which was 16.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May MIDCPNIFTY was trading at 13950.25. The strike last trading price was 683.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 4 May MIDCPNIFTY was trading at 13930.20. The strike last trading price was 700, which was 16.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 700, which was 16.25 higher than the previous day. The implied volatity was 18.62, the open interest changed by 0 which decreased total open position to 1
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 683.75, which was -1284 lower than the previous day. The implied volatity was 24.7, the open interest changed by 0 which decreased total open position to 0
