Historical option data for MIDCPNIFTY
15 Jun 2026 04:10 PM IST
| MIDCPNIFTY 30-Jun-2026 (15d) 14375 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.12
Theta: -7.41
Gamma: 0.00077
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Jun | 14426.35 | 245.1 | 33.1 (15.61%) | 17.31 | 90 | -37 | 80 | |||||||||
| 12 Jun | 14245.60 | 205 | 120 (141.18%) | 19.5 | 163 | -5 | 127 | |||||||||
| 11 Jun | 13866.55 | 91.35 | -30.65 (-25.12%) | 19.69 | 81 | -6 | 132 | |||||||||
| 10 Jun | 13991.25 | 121.6 | -99.4 (-44.98%) | 19.24 | 633 | -38 | 140 | |||||||||
| 9 Jun | 14180.80 | 218 | 59 (37.11%) | 20.75 | 318 | 9 | 178 | |||||||||
| 8 Jun | 13994.75 | 146.95 | -56.05 (-27.61%) | 21.42 | 82 | 24 | 168 | |||||||||
| 5 Jun | 14107.50 | 200.3 | -43.15 (-17.72%) | 19.83 | 212 | 20 | 145 | |||||||||
| 4 Jun | 14186.30 | 245.15 | -9.65 (-3.79%) | 20.01 | 255 | 11 | 127 | |||||||||
| 3 Jun | 14149.05 | 236.2 | -48.6 (-17.06%) | 20.28 | 148 | 13 | 115 | |||||||||
| 2 Jun | 14240.45 | 290.5 | -3.2 (-1.09%) | 20.27 | 163 | 10 | 102 | |||||||||
| 1 Jun | 14264.85 | 272.05 | -168.35 (-38.23%) | 18.66 | 403 | 59 | 92 | |||||||||
| 29 May | 14474.90 | 446.8 | 371.2 (491.01%) | 19.14 | 33 | 32 | 32 | |||||||||
| 27 May | 14705.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 14675.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 14559.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 14381.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 14351.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 14165.65 | 0 | -75.6 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 14168.90 | 0 | -75.6 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 14265.55 | 0 | -75.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 14074.05 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 13972.05 | 0 | -75.6 (-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 | |||||||||
For Nifty Midcap Select - strike price 14375 expiring on 30JUN2026
Delta for 14375 CE is 0.57
Historical price for 14375 CE is as follows
On 15 Jun MIDCPNIFTY was trading at 14426.35. The strike last trading price was 245.1, which was 33.1 higher than the previous day. The implied volatity was 17.31, the open interest changed by -37 which decreased total open position to 80
On 12 Jun MIDCPNIFTY was trading at 14245.60. The strike last trading price was 205, which was 120 higher than the previous day. The implied volatity was 19.5, the open interest changed by -5 which decreased total open position to 127
On 11 Jun MIDCPNIFTY was trading at 13866.55. The strike last trading price was 91.35, which was -30.65 lower than the previous day. The implied volatity was 19.69, the open interest changed by -6 which decreased total open position to 132
On 10 Jun MIDCPNIFTY was trading at 13991.25. The strike last trading price was 121.6, which was -99.4 lower than the previous day. The implied volatity was 19.24, the open interest changed by -38 which decreased total open position to 140
On 9 Jun MIDCPNIFTY was trading at 14180.80. The strike last trading price was 218, which was 59 higher than the previous day. The implied volatity was 20.75, the open interest changed by 9 which increased total open position to 178
On 8 Jun MIDCPNIFTY was trading at 13994.75. The strike last trading price was 146.95, which was -56.05 lower than the previous day. The implied volatity was 21.42, the open interest changed by 24 which increased total open position to 168
On 5 Jun MIDCPNIFTY was trading at 14107.50. The strike last trading price was 200.3, which was -43.15 lower than the previous day. The implied volatity was 19.83, the open interest changed by 20 which increased total open position to 145
On 4 Jun MIDCPNIFTY was trading at 14186.30. The strike last trading price was 245.15, which was -9.65 lower than the previous day. The implied volatity was 20.01, the open interest changed by 11 which increased total open position to 127
On 3 Jun MIDCPNIFTY was trading at 14149.05. The strike last trading price was 236.2, which was -48.6 lower than the previous day. The implied volatity was 20.28, the open interest changed by 13 which increased total open position to 115
On 2 Jun MIDCPNIFTY was trading at 14240.45. The strike last trading price was 290.5, which was -3.2 lower than the previous day. The implied volatity was 20.27, the open interest changed by 10 which increased total open position to 102
On 1 Jun MIDCPNIFTY was trading at 14264.85. The strike last trading price was 272.05, which was -168.35 lower than the previous day. The implied volatity was 18.66, the open interest changed by 59 which increased total open position to 92
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 446.8, which was 371.2 higher than the previous day. The implied volatity was 19.14, the open interest changed by 32 which increased total open position to 32
On 27 May MIDCPNIFTY was trading at 14705.95. 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 26 May MIDCPNIFTY was trading at 14675.60. 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 25 May MIDCPNIFTY was trading at 14559.90. 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 May MIDCPNIFTY was trading at 14381.55. 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 21 May MIDCPNIFTY was trading at 14351.90. 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 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 0, which was -75.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 0, which was -75.6 lower than the previous day. The implied volatity was -, 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 -75.6 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 -75.6 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
| MIDCPNIFTY 30-Jun-2026 (15d) 14375 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.12
Theta: -5.22
Gamma: 0.00077
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Jun | 14426.35 | 166.7 | -87.55 (-34.43%) | 17.22 | 296 | 4 | 87 |
| 12 Jun | 14245.60 | 260.55 | -204.2 (-43.94%) | 16.13 | 75 | 20 | 83 |
| 11 Jun | 13866.55 | 464.75 | 21.65 (4.89%) | 18.06 | 1 | 0 | 63 |
| 10 Jun | 13991.25 | 471.2 | 169.6 (56.23%) | 19.02 | 75 | 8 | 64 |
| 9 Jun | 14180.80 | 301.6 | -177.2 (-37.01%) | 16.5 | 12 | 2 | 55 |
| 8 Jun | 13994.75 | 478.8 | 113.45 (31.05%) | 20.56 | 14 | -10 | 54 |
| 5 Jun | 14107.50 | 360.75 | 28.95 (8.73%) | 15.96 | 140 | 0 | 64 |
| 4 Jun | 14186.30 | 317 | -40 (-11.20%) | 16.18 | 222 | 20 | 64 |
| 3 Jun | 14149.05 | 356 | 44.15 (14.16%) | 16.78 | 34 | -5 | 45 |
| 2 Jun | 14240.45 | 286.85 | -34.15 (-10.64%) | 16.16 | 75 | -6 | 49 |
| 1 Jun | 14264.85 | 327.55 | 116.55 (55.24%) | 18.18 | 410 | 17 | 56 |
| 29 May | 14474.90 | 219.2 | 78.2 (55.46%) | 17.75 | 41 | 11 | 37 |
| 27 May | 14705.95 | 145 | -225.25 (-60.84%) | 17.35 | 34 | 19 | 25 |
| 26 May | 14675.60 | 370.25 | 0 (0.00%) | - | 23 | 0 | 6 |
| 25 May | 14559.90 | 370.25 | 0 (0.00%) | 21.84 | 23 | 0 | 6 |
| 22 May | 14381.55 | 370.25 | 21.2 (6.07%) | 21.84 | 23 | 2 | 6 |
| 21 May | 14351.90 | 349 | -1685 (-82.84%) | 20.03 | 4 | 2 | 2 |
| 18 May | 14165.65 | 0 | 0 | - | 0 | 0 | 0 |
| 15 May | 14168.90 | 0 | -2034 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 14265.55 | 0 | -2034 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 14074.05 | 0 | -2034 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 13972.05 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 14333.20 | 0 | -2034 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 14491.75 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 14551.45 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 14375 expiring on 30JUN2026
Delta for 14375 PE is -0.43
Historical price for 14375 PE is as follows
On 15 Jun MIDCPNIFTY was trading at 14426.35. The strike last trading price was 166.7, which was -87.55 lower than the previous day. The implied volatity was 17.22, the open interest changed by 4 which increased total open position to 87
On 12 Jun MIDCPNIFTY was trading at 14245.60. The strike last trading price was 260.55, which was -204.2 lower than the previous day. The implied volatity was 16.13, the open interest changed by 20 which increased total open position to 83
On 11 Jun MIDCPNIFTY was trading at 13866.55. The strike last trading price was 464.75, which was 21.65 higher than the previous day. The implied volatity was 18.06, the open interest changed by 0 which decreased total open position to 63
On 10 Jun MIDCPNIFTY was trading at 13991.25. The strike last trading price was 471.2, which was 169.6 higher than the previous day. The implied volatity was 19.02, the open interest changed by 8 which increased total open position to 64
On 9 Jun MIDCPNIFTY was trading at 14180.80. The strike last trading price was 301.6, which was -177.2 lower than the previous day. The implied volatity was 16.5, the open interest changed by 2 which increased total open position to 55
On 8 Jun MIDCPNIFTY was trading at 13994.75. The strike last trading price was 478.8, which was 113.45 higher than the previous day. The implied volatity was 20.56, the open interest changed by -10 which decreased total open position to 54
On 5 Jun MIDCPNIFTY was trading at 14107.50. The strike last trading price was 360.75, which was 28.95 higher than the previous day. The implied volatity was 15.96, the open interest changed by 0 which decreased total open position to 64
On 4 Jun MIDCPNIFTY was trading at 14186.30. The strike last trading price was 317, which was -40 lower than the previous day. The implied volatity was 16.18, the open interest changed by 20 which increased total open position to 64
On 3 Jun MIDCPNIFTY was trading at 14149.05. The strike last trading price was 356, which was 44.15 higher than the previous day. The implied volatity was 16.78, the open interest changed by -5 which decreased total open position to 45
On 2 Jun MIDCPNIFTY was trading at 14240.45. The strike last trading price was 286.85, which was -34.15 lower than the previous day. The implied volatity was 16.16, the open interest changed by -6 which decreased total open position to 49
On 1 Jun MIDCPNIFTY was trading at 14264.85. The strike last trading price was 327.55, which was 116.55 higher than the previous day. The implied volatity was 18.18, the open interest changed by 17 which increased total open position to 56
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 219.2, which was 78.2 higher than the previous day. The implied volatity was 17.75, the open interest changed by 11 which increased total open position to 37
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 145, which was -225.25 lower than the previous day. The implied volatity was 17.35, the open interest changed by 19 which increased total open position to 25
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 370.25, 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 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 370.25, which was 0 lower than the previous day. The implied volatity was 21.84, the open interest changed by 0 which decreased total open position to 6
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 370.25, which was 21.2 higher than the previous day. The implied volatity was 21.84, the open interest changed by 2 which increased total open position to 6
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 349, which was -1685 lower than the previous day. The implied volatity was 20.03, the open interest changed by 2 which increased total open position to 2
On 18 May MIDCPNIFTY was trading at 14165.65. 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 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 0, which was -2034 lower than the previous day. The implied volatity was -, 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 -2034 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 -2034 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 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 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 0, which was -2034 lower than the previous day. The implied volatity was 0, 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
