MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
08 May 2026 04:10 PM IST
| MIDCPNIFTY 26-May-2026 (16d) 14375 CE | ||||||||||||||||
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Delta: 0.6
Vega: 0.13
Theta: -7.67
Gamma: 0.0006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 May | 14491.75 | 339 | -53.30000000000001 (-13.59%) | 19.96 | 35 | -1 | 46 | |||||||||
| 7 May | 14551.45 | 395.7 | 126.39999999999998 (46.94%) | 19.63 | 391 | 17 | 47 | |||||||||
| 6 May | 14312.90 | 282.1 | 156.55 (124.69%) | 20.75 | 113 | 15 | 30 | |||||||||
| 5 May | 13950.25 | 125.55 | -10.549999999999997 (-7.75%) | 20.11 | 18 | 0 | 16 | |||||||||
| 4 May | 13930.20 | 139.3 | 12.900000000000006 (10.21%) | 20.95 | 17 | 5 | 15 | |||||||||
| 30 Apr | 13826.00 | 127 | -99.94999999999999 (-44.04%) | 20.73 | 30 | 8 | 18 | |||||||||
| 29 Apr | 13932.70 | 226.95 | 81.5 (56.03%) | 21.08 | 10 | 5 | 11 | |||||||||
| 28 Apr | 13976.15 | 145.45 | 0 (0.00%) | 20.97 | 0 | 0 | 6 | |||||||||
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| 27 Apr | 13932.05 | 145.45 | 8.149999999999977 (5.94%) | 20.97 | 2 | 0 | 4 | |||||||||
| 24 Apr | 13731.75 | 137.3 | -165.55 (-54.66%) | 20.84 | 4 | 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 14375 expiring on 26MAY2026
Delta for 14375 CE is 0.6
Historical price for 14375 CE is as follows
On 8 May MIDCPNIFTY was trading at 14491.75. The strike last trading price was 339, which was -53.30000000000001 lower than the previous day. The implied volatity was 19.96, the open interest changed by -1 which decreased total open position to 46
On 7 May MIDCPNIFTY was trading at 14551.45. The strike last trading price was 395.7, which was 126.39999999999998 higher than the previous day. The implied volatity was 19.63, the open interest changed by 17 which increased total open position to 47
On 6 May MIDCPNIFTY was trading at 14312.90. The strike last trading price was 282.1, which was 156.55 higher than the previous day. The implied volatity was 20.75, the open interest changed by 15 which increased total open position to 30
On 5 May MIDCPNIFTY was trading at 13950.25. The strike last trading price was 125.55, which was -10.549999999999997 lower than the previous day. The implied volatity was 20.11, the open interest changed by 0 which decreased total open position to 16
On 4 May MIDCPNIFTY was trading at 13930.20. The strike last trading price was 139.3, which was 12.900000000000006 higher than the previous day. The implied volatity was 20.95, the open interest changed by 5 which increased total open position to 15
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 127, which was -99.94999999999999 lower than the previous day. The implied volatity was 20.73, the open interest changed by 8 which increased total open position to 18
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 226.95, which was 81.5 higher than the previous day. The implied volatity was 21.08, the open interest changed by 5 which increased total open position to 11
On 28 Apr MIDCPNIFTY was trading at 13976.15. The strike last trading price was 145.45, which was 0 lower than the previous day. The implied volatity was 20.97, the open interest changed by 0 which decreased total open position to 6
On 27 Apr MIDCPNIFTY was trading at 13932.05. The strike last trading price was 145.45, which was 8.149999999999977 higher than the previous day. The implied volatity was 20.97, the open interest changed by 0 which decreased total open position to 4
On 24 Apr MIDCPNIFTY was trading at 13731.75. The strike last trading price was 137.3, which was -165.55 lower than the previous day. The implied volatity was 20.84, 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 (16d) 14375 PE | |||||||
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Delta: -0.39
Vega: 0.12
Theta: -5.04
Gamma: 0.00064
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 May | 14491.75 | 173 | 11.75 (7.29%) | 18.66 | 244 | -14 | 105 |
| 7 May | 14551.45 | 153 | -91.5 (-37.42%) | 19.14 | 611 | 91 | 119 |
| 6 May | 14312.90 | 236.8 | -287.2 (-54.81%) | 17.33 | 50 | 21 | 27 |
| 5 May | 13950.25 | 524 | 524 | - | 0 | 0 | 6 |
| 4 May | 13930.20 | 524 | 524 | - | 0 | 0 | 6 |
| 30 Apr | 13826.00 | 524 | 524 (-47.20%) | 18.09 | 0 | 0 | 6 |
| 29 Apr | 13932.70 | 524 | -468.45000000000005 (-47.20%) | 18.09 | 7 | 5 | 5 |
| 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 14375 expiring on 26MAY2026
Delta for 14375 PE is -0.39
Historical price for 14375 PE is as follows
On 8 May MIDCPNIFTY was trading at 14491.75. The strike last trading price was 173, which was 11.75 higher than the previous day. The implied volatity was 18.66, the open interest changed by -14 which decreased total open position to 105
On 7 May MIDCPNIFTY was trading at 14551.45. The strike last trading price was 153, which was -91.5 lower than the previous day. The implied volatity was 19.14, the open interest changed by 91 which increased total open position to 119
On 6 May MIDCPNIFTY was trading at 14312.90. The strike last trading price was 236.8, which was -287.2 lower than the previous day. The implied volatity was 17.33, the open interest changed by 21 which increased total open position to 27
On 5 May MIDCPNIFTY was trading at 13950.25. The strike last trading price was 524, which was 524 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 4 May MIDCPNIFTY was trading at 13930.20. The strike last trading price was 524, which was 524 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 524, which was 524 higher than the previous day. The implied volatity was 18.09, the open interest changed by 0 which decreased total open position to 6
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 524, which was -468.45000000000005 lower than the previous day. The implied volatity was 18.09, the open interest changed by 5 which increased total open position to 5
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
