Historical option data for MIDCPNIFTY
22 May 2026 04:10 PM IST
| MIDCPNIFTY 26-May-2026 (3d) 14375 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.06
Theta: -14.28
Gamma: 0.00135
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 14381.55 | 133 | 20.1 (17.80%) | 18.71 | 16,860 | 134 | 424 | |||||||||
| 21 May | 14351.90 | 120 | -30.45 (-20.24%) | 17.61 | 2,991 | 101 | 294 | |||||||||
| 20 May | 14369.60 | 165.85 | 42.65 (34.62%) | 20.89 | 1,931 | -6 | 193 | |||||||||
| 19 May | 14298.85 | 118.55 | 11.7 (10.95%) | 18.77 | 1,955 | 93 | 201 | |||||||||
| 18 May | 14165.65 | 109.6 | -12.8 (-10.46%) | 21.62 | 191 | 15 | 108 | |||||||||
| 15 May | 14168.90 | 120.25 | -66.1 (-35.47%) | 19.75 | 424 | 6 | 93 | |||||||||
| 14 May | 14265.55 | 187.8 | 46.9 (33.29%) | 21.62 | 135 | -41 | 87 | |||||||||
| 13 May | 14074.05 | 140.3 | 23.8 (20.43%) | 0 | 112 | 7 | 129 | |||||||||
| 12 May | 13972.05 | 126.25 | -127.65 (-50.28%) | 0 | 282 | 28 | 125 | |||||||||
| 11 May | 14333.20 | 248.1 | -101.85 (-29.10%) | 21.92 | 1,154 | 58 | 104 | |||||||||
| 8 May | 14491.75 | 339 | -53.3 (-13.59%) | 19.96 | 35 | -1 | 46 | |||||||||
| 7 May | 14551.45 | 395.7 | 126.4 (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 | -10.55 (-7.75%) | 20.11 | 18 | 0 | 16 | |||||||||
| 4 May | 13930.20 | 139.3 | 12.9 (10.21%) | 20.95 | 17 | 5 | 15 | |||||||||
| 30 Apr | 13826.00 | 127 | -99.95 (-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 | |||||||||
| 27 Apr | 13932.05 | 145.45 | 8.15 (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 0.55
Historical price for 14375 CE is as follows
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 133, which was 20.1 higher than the previous day. The implied volatity was 18.71, the open interest changed by 134 which increased total open position to 424
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 120, which was -30.45 lower than the previous day. The implied volatity was 17.61, the open interest changed by 101 which increased total open position to 294
On 20 May MIDCPNIFTY was trading at 14369.60. The strike last trading price was 165.85, which was 42.65 higher than the previous day. The implied volatity was 20.89, the open interest changed by -6 which decreased total open position to 193
On 19 May MIDCPNIFTY was trading at 14298.85. The strike last trading price was 118.55, which was 11.7 higher than the previous day. The implied volatity was 18.77, the open interest changed by 93 which increased total open position to 201
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 109.6, which was -12.8 lower than the previous day. The implied volatity was 21.62, the open interest changed by 15 which increased total open position to 108
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 120.25, which was -66.1 lower than the previous day. The implied volatity was 19.75, the open interest changed by 6 which increased total open position to 93
On 14 May MIDCPNIFTY was trading at 14265.55. The strike last trading price was 187.8, which was 46.9 higher than the previous day. The implied volatity was 21.62, the open interest changed by -41 which decreased total open position to 87
On 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 140.3, which was 23.8 higher than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 129
On 12 May MIDCPNIFTY was trading at 13972.05. The strike last trading price was 126.25, which was -127.65 lower than the previous day. The implied volatity was 0, the open interest changed by 28 which increased total open position to 125
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 248.1, which was -101.85 lower than the previous day. The implied volatity was 21.92, the open interest changed by 58 which increased total open position to 104
On 8 May MIDCPNIFTY was trading at 14491.75. The strike last trading price was 339, which was -53.3 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 126.4 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 -10.55 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 12.9 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 -99.95 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 8.15 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 (3d) 14375 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.06
Theta: -8.25
Gamma: 0.00188
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 14381.55 | 69.2 | -57.85 (-45.53%) | 13.39 | 15,514 | 599 | 771 |
| 21 May | 14351.90 | 118 | -19.6 (-14.24%) | 16.21 | 2,621 | -8 | 175 |
| 20 May | 14369.60 | 120.4 | -85.95 (-41.65%) | 17.35 | 710 | 19 | 185 |
| 19 May | 14298.85 | 211.5 | -105.1 (-33.20%) | 21.16 | 2,189 | 125 | 169 |
| 18 May | 14165.65 | 316.3 | -14.65 (-4.43%) | 23.2 | 10 | -1 | 44 |
| 15 May | 14168.90 | 324.3 | 60.9 (23.12%) | 21.76 | 72 | -10 | 45 |
| 14 May | 14265.55 | 252.4 | -97.6 (-27.89%) | 19.86 | 66 | 4 | 56 |
| 13 May | 14074.05 | 350 | -143.25 (-29.04%) | 0 | 1 | 0 | 52 |
| 12 May | 13972.05 | 499 | 252.4 (102.35%) | 0 | 106 | -19 | 54 |
| 11 May | 14333.20 | 256.05 | 81.25 (46.48%) | 21.08 | 1,009 | -21 | 74 |
| 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 | -468.45 (-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 -0.44
Historical price for 14375 PE is as follows
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 69.2, which was -57.85 lower than the previous day. The implied volatity was 13.39, the open interest changed by 599 which increased total open position to 771
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 118, which was -19.6 lower than the previous day. The implied volatity was 16.21, the open interest changed by -8 which decreased total open position to 175
On 20 May MIDCPNIFTY was trading at 14369.60. The strike last trading price was 120.4, which was -85.95 lower than the previous day. The implied volatity was 17.35, the open interest changed by 19 which increased total open position to 185
On 19 May MIDCPNIFTY was trading at 14298.85. The strike last trading price was 211.5, which was -105.1 lower than the previous day. The implied volatity was 21.16, the open interest changed by 125 which increased total open position to 169
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 316.3, which was -14.65 lower than the previous day. The implied volatity was 23.2, the open interest changed by -1 which decreased total open position to 44
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 324.3, which was 60.9 higher than the previous day. The implied volatity was 21.76, the open interest changed by -10 which decreased total open position to 45
On 14 May MIDCPNIFTY was trading at 14265.55. The strike last trading price was 252.4, which was -97.6 lower than the previous day. The implied volatity was 19.86, the open interest changed by 4 which increased total open position to 56
On 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 350, which was -143.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 52
On 12 May MIDCPNIFTY was trading at 13972.05. The strike last trading price was 499, which was 252.4 higher than the previous day. The implied volatity was 0, the open interest changed by -19 which decreased total open position to 54
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 256.05, which was 81.25 higher than the previous day. The implied volatity was 21.08, the open interest changed by -21 which decreased total open position to 74
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 -468.45 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
