MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
12 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 14400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 7.13
Theta: -3.07
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.88
Vega: 6.19
Theta: 1.48
Gamma: 0.00
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| 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































































































































































































































