[--[65.84.65.76]--]

MIDCPNIFTY

Nifty Midcap Select
13908.25 +180.20 (1.31%)
L: 13757.05 H: 13919.6

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Historical option data for MIDCPNIFTY

12 Dec 2025 04:12 PM IST
MIDCPNIFTY 30-DEC-2025 14400 CE
Delta: 0.15
Vega: 7.13
Theta: -3.07
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 13908.25 29.5 12.65 12.67 12,440 -194 3,595
11 Dec 13728.05 16.5 3.7 13.54 6,166 -587 3,791
10 Dec 13534.35 12.35 -10.05 15.34 9,555 754 4,380
9 Dec 13741.35 22.2 -4.2 13.66 10,946 385 3,760
8 Dec 13764.70 24.25 -40.05 13.29 18,248 654 3,375
5 Dec 13998.50 63.15 16.85 11.92 9,780 28 2,721
4 Dec 13875.20 46.45 -2.25 12.60 5,715 948 2,693
3 Dec 13844.00 50.1 -33.35 12.79 3,896 766 1,744
2 Dec 13990.50 83 -19.95 12.63 3,159 289 982
1 Dec 14046.45 101.05 -10.7 12.53 1,634 30 704
28 Nov 14043.70 112.45 -13.95 12.44 1,357 127 674
27 Nov 14075.90 126 9.55 12.44 2,257 90 545
26 Nov 14009.30 121.8 11.1 13.14 1,694 455 455
25 Nov 13806.70 110.7 0 2.65 0 0 0
24 Nov 13738.50 110.7 0 2.99 0 0 0
21 Nov 13851.35 110.7 0 2.23 0 0 0
20 Nov 13992.20 110.7 0 1.32 0 0 0
19 Nov 14000.60 110.7 0 1.27 0 0 0
18 Nov 13917.25 110.7 0 1.70 0 0 0
17 Nov 13997.45 110.7 0 1.20 0 0 0
14 Nov 13865.25 110.7 0 1.70 0 0 0


For Nifty Midcap Select - strike price 14400 expiring on 30DEC2025

Delta for 14400 CE is 0.15

Historical price for 14400 CE is as follows

On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 29.5, which was 12.65 higher than the previous day. The implied volatity was 12.67, the open interest changed by -194 which decreased total open position to 3595


On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 16.5, which was 3.7 higher than the previous day. The implied volatity was 13.54, the open interest changed by -587 which decreased total open position to 3791


On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 12.35, which was -10.05 lower than the previous day. The implied volatity was 15.34, the open interest changed by 754 which increased total open position to 4380


On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 22.2, which was -4.2 lower than the previous day. The implied volatity was 13.66, the open interest changed by 385 which increased total open position to 3760


On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 24.25, which was -40.05 lower than the previous day. The implied volatity was 13.29, the open interest changed by 654 which increased total open position to 3375


On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 63.15, which was 16.85 higher than the previous day. The implied volatity was 11.92, the open interest changed by 28 which increased total open position to 2721


On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 46.45, which was -2.25 lower than the previous day. The implied volatity was 12.60, the open interest changed by 948 which increased total open position to 2693


On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 50.1, which was -33.35 lower than the previous day. The implied volatity was 12.79, the open interest changed by 766 which increased total open position to 1744


On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 83, which was -19.95 lower than the previous day. The implied volatity was 12.63, the open interest changed by 289 which increased total open position to 982


On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 101.05, which was -10.7 lower than the previous day. The implied volatity was 12.53, the open interest changed by 30 which increased total open position to 704


On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 112.45, which was -13.95 lower than the previous day. The implied volatity was 12.44, the open interest changed by 127 which increased total open position to 674


On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 126, which was 9.55 higher than the previous day. The implied volatity was 12.44, the open interest changed by 90 which increased total open position to 545


On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 121.8, which was 11.1 higher than the previous day. The implied volatity was 13.14, the open interest changed by 455 which increased total open position to 455


On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 110.7, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0


On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 110.7, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0


On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 110.7, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0


On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 110.7, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0


On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 110.7, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0


On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 110.7, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0


On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 110.7, which was 0 lower than the previous day. The implied volatity was 1.20, the open interest changed by 0 which decreased total open position to 0


On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 110.7, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0


MIDCPNIFTY 30DEC2025 14400 PE
Delta: -0.88
Vega: 6.19
Theta: 1.48
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 13908.25 451.1 -189.55 11.57 27 -3 89
11 Dec 13728.05 641.2 -8.8 17.73 19 0 94
10 Dec 13534.35 650 20.45 - 2 0 94
9 Dec 13741.35 629.55 -20.45 16.87 3 -2 94
8 Dec 13764.70 650 246 20.76 46 15 96
5 Dec 13998.50 404 -77.75 14.56 40 21 81
4 Dec 13875.20 481.75 -60.25 12.97 9 -2 60
3 Dec 13844.00 542 116 17.54 34 13 62
2 Dec 13990.50 426 31.7 15.87 38 23 49
1 Dec 14046.45 384.3 10.95 15.29 39 13 26
28 Nov 14043.70 373.35 -1320.05 14.36 16 14 14
27 Nov 14075.90 1693.4 0 - 0 0 0
26 Nov 14009.30 1693.4 0 - 0 0 0
25 Nov 13806.70 1693.4 0 - 0 0 0
24 Nov 13738.50 1693.4 0 - 0 0 0
21 Nov 13851.35 1693.4 0 - 0 0 0
20 Nov 13992.20 1693.4 0 - 0 0 0
19 Nov 14000.60 1693.4 0 - 0 0 0
18 Nov 13917.25 1693.4 0 - 0 0 0
17 Nov 13997.45 1693.4 0 - 0 0 0
14 Nov 13865.25 1693.4 0 - 0 0 0


For Nifty Midcap Select - strike price 14400 expiring on 30DEC2025

Delta for 14400 PE is -0.88

Historical price for 14400 PE is as follows

On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 451.1, which was -189.55 lower than the previous day. The implied volatity was 11.57, the open interest changed by -3 which decreased total open position to 89


On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 641.2, which was -8.8 lower than the previous day. The implied volatity was 17.73, the open interest changed by 0 which decreased total open position to 94


On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 650, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 94


On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 629.55, which was -20.45 lower than the previous day. The implied volatity was 16.87, the open interest changed by -2 which decreased total open position to 94


On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 650, which was 246 higher than the previous day. The implied volatity was 20.76, the open interest changed by 15 which increased total open position to 96


On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 404, which was -77.75 lower than the previous day. The implied volatity was 14.56, the open interest changed by 21 which increased total open position to 81


On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 481.75, which was -60.25 lower than the previous day. The implied volatity was 12.97, the open interest changed by -2 which decreased total open position to 60


On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 542, which was 116 higher than the previous day. The implied volatity was 17.54, the open interest changed by 13 which increased total open position to 62


On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 426, which was 31.7 higher than the previous day. The implied volatity was 15.87, the open interest changed by 23 which increased total open position to 49


On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 384.3, which was 10.95 higher than the previous day. The implied volatity was 15.29, the open interest changed by 13 which increased total open position to 26


On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 373.35, which was -1320.05 lower than the previous day. The implied volatity was 14.36, the open interest changed by 14 which increased total open position to 14


On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 1693.4, 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 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 1693.4, 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 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 1693.4, 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 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 1693.4, 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 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 1693.4, 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 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 1693.4, 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 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 1693.4, 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 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 1693.4, 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 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 1693.4, 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 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 1693.4, 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