MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
11 May 2026 04:10 PM IST
| MIDCPNIFTY 26-May-2026 (14d) 14350 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.12
Theta: -9.19
Gamma: 0.00062
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 May | 14333.20 | 259.05 | -109.69999999999999 (-29.75%) | 21.82 | 2,752 | 221 | 322 | |||||||||
| 8 May | 14491.75 | 361.7 | -39.85000000000002 (-9.92%) | 20.67 | 37 | -12 | 101 | |||||||||
| 7 May | 14551.45 | 422 | 140.64999999999998 (49.99%) | 20.21 | 1,458 | -27 | 114 | |||||||||
| 6 May | 14312.90 | 295.3 | 161.25 (120.29%) | 21.01 | 666 | 126 | 142 | |||||||||
| 5 May | 13950.25 | 134.05 | -10.949999999999989 (-7.55%) | 20.63 | 10 | -1 | 17 | |||||||||
| 4 May | 13930.20 | 145 | -0.30000000000001137 (-0.21%) | 21.04 | 27 | 4 | 19 | |||||||||
| 30 Apr | 13826.00 | 142.45 | -54.30000000000001 (-27.60%) | 21.38 | 40 | 5 | 20 | |||||||||
| 29 Apr | 13932.70 | 196.75 | 36.75 (22.97%) | 20.87 | 22 | 6 | 15 | |||||||||
| 28 Apr | 13976.15 | 160 | 0 (0.00%) | 19.16 | 1 | 0 | 9 | |||||||||
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| 27 Apr | 13932.05 | 160 | 14.949999999999989 (10.31%) | 19.63 | 2 | 0 | 10 | |||||||||
| 24 Apr | 13731.75 | 144 | -27.099999999999994 (-15.84%) | 20.95 | 9 | 3 | 9 | |||||||||
| 23 Apr | 13848.55 | 171.1 | 0 (0.00%) | - | 0 | 0 | 6 | |||||||||
| 22 Apr | 13939.80 | 171.1 | 0 (0.00%) | 18.1 | 0 | 0 | 6 | |||||||||
| 21 Apr | 13919.45 | 171.1 | -139.20000000000002 (-44.86%) | 18.1 | 6 | 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 14350 expiring on 26MAY2026
Delta for 14350 CE is 0.51
Historical price for 14350 CE is as follows
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 259.05, which was -109.69999999999999 lower than the previous day. The implied volatity was 21.82, the open interest changed by 221 which increased total open position to 322
On 8 May MIDCPNIFTY was trading at 14491.75. The strike last trading price was 361.7, which was -39.85000000000002 lower than the previous day. The implied volatity was 20.67, the open interest changed by -12 which decreased total open position to 101
On 7 May MIDCPNIFTY was trading at 14551.45. The strike last trading price was 422, which was 140.64999999999998 higher than the previous day. The implied volatity was 20.21, the open interest changed by -27 which decreased total open position to 114
On 6 May MIDCPNIFTY was trading at 14312.90. The strike last trading price was 295.3, which was 161.25 higher than the previous day. The implied volatity was 21.01, the open interest changed by 126 which increased total open position to 142
On 5 May MIDCPNIFTY was trading at 13950.25. The strike last trading price was 134.05, which was -10.949999999999989 lower than the previous day. The implied volatity was 20.63, the open interest changed by -1 which decreased total open position to 17
On 4 May MIDCPNIFTY was trading at 13930.20. The strike last trading price was 145, which was -0.30000000000001137 lower than the previous day. The implied volatity was 21.04, the open interest changed by 4 which increased total open position to 19
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 142.45, which was -54.30000000000001 lower than the previous day. The implied volatity was 21.38, the open interest changed by 5 which increased total open position to 20
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 196.75, which was 36.75 higher than the previous day. The implied volatity was 20.87, the open interest changed by 6 which increased total open position to 15
On 28 Apr MIDCPNIFTY was trading at 13976.15. The strike last trading price was 160, which was 0 lower than the previous day. The implied volatity was 19.16, the open interest changed by 0 which decreased total open position to 9
On 27 Apr MIDCPNIFTY was trading at 13932.05. The strike last trading price was 160, which was 14.949999999999989 higher than the previous day. The implied volatity was 19.63, the open interest changed by 0 which decreased total open position to 10
On 24 Apr MIDCPNIFTY was trading at 13731.75. The strike last trading price was 144, which was -27.099999999999994 lower than the previous day. The implied volatity was 20.95, the open interest changed by 3 which increased total open position to 9
On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 171.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 171.1, which was 0 lower than the previous day. The implied volatity was 18.1, the open interest changed by 0 which decreased total open position to 6
On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 171.1, which was -139.20000000000002 lower than the previous day. The implied volatity was 18.1, 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 (14d) 14350 PE | |||||||
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 May | 14333.20 | 248 | 80.55000000000001 (48.10%) | 0 | 6,137 | 632 | 801 |
| 8 May | 14491.75 | 164.35 | 9.199999999999989 (5.93%) | 18.8 | 493 | -2 | 172 |
| 7 May | 14551.45 | 149.85 | -87 (-36.73%) | 19.65 | 830 | 111 | 177 |
| 6 May | 14312.90 | 226.65 | -235.35 (-50.94%) | 17.68 | 205 | 62 | 66 |
| 5 May | 13950.25 | 462 | 462 | - | 0 | 0 | 4 |
| 4 May | 13930.20 | 462 | 462 | - | 0 | 0 | 4 |
| 30 Apr | 13826.00 | 462 | 462 (-52.63%) | 14.67 | 0 | 0 | 4 |
| 29 Apr | 13932.70 | 462 | -513.35 (-52.63%) | 14.67 | 4 | 0 | 0 |
| 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 14350 expiring on 26MAY2026
Delta for 14350 PE is 0
Historical price for 14350 PE is as follows
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 248, which was 80.55000000000001 higher than the previous day. The implied volatity was 0, the open interest changed by 632 which increased total open position to 801
On 8 May MIDCPNIFTY was trading at 14491.75. The strike last trading price was 164.35, which was 9.199999999999989 higher than the previous day. The implied volatity was 18.8, the open interest changed by -2 which decreased total open position to 172
On 7 May MIDCPNIFTY was trading at 14551.45. The strike last trading price was 149.85, which was -87 lower than the previous day. The implied volatity was 19.65, the open interest changed by 111 which increased total open position to 177
On 6 May MIDCPNIFTY was trading at 14312.90. The strike last trading price was 226.65, which was -235.35 lower than the previous day. The implied volatity was 17.68, the open interest changed by 62 which increased total open position to 66
On 5 May MIDCPNIFTY was trading at 13950.25. The strike last trading price was 462, which was 462 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 May MIDCPNIFTY was trading at 13930.20. The strike last trading price was 462, which was 462 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 462, which was 462 higher than the previous day. The implied volatity was 14.67, the open interest changed by 0 which decreased total open position to 4
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 462, which was -513.35 lower than the previous day. The implied volatity was 14.67, the open interest changed by 0 which decreased total open position to 0
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
