Historical option data for MIDCPNIFTY
17 Jun 2026 10:46 AM IST
| MIDCPNIFTY 30-Jun-2026 (13d) 14400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0.09
Theta: -6.09
Gamma: 0.00077
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Jun | 14621.00 | 323.65 | 51.65 (18.99%) | 15.38 | 1,028 | -329 | 1,279 | |||||||||
| 16 Jun | 14503.90 | 273.95 | 25.95 (10.46%) | 17.13 | 5,341 | -135 | 1,739 | |||||||||
| 15 Jun | 14426.35 | 234.25 | 30.25 (14.83%) | 17.35 | 5,122 | -225 | 1,894 | |||||||||
| 12 Jun | 14245.60 | 180.25 | 100.25 (125.31%) | 18.62 | 5,360 | 469 | 2,127 | |||||||||
| 11 Jun | 13866.55 | 84.65 | -31.35 (-27.03%) | 19.53 | 2,716 | 198 | 1,664 | |||||||||
| 10 Jun | 13991.25 | 118 | -91 (-43.54%) | 19.34 | 4,411 | -172 | 1,469 | |||||||||
| 9 Jun | 14180.80 | 208 | 61 (41.50%) | 20.97 | 1,952 | -41 | 1,642 | |||||||||
| 8 Jun | 13994.75 | 133.35 | -57.65 (-30.18%) | 20.49 | 2,320 | 94 | 1,685 | |||||||||
| 5 Jun | 14107.50 | 190.85 | -35 (-15.50%) | 19.8 | 3,175 | 114 | 1,592 | |||||||||
| 4 Jun | 14186.30 | 237 | -3.85 (-1.60%) | 19.98 | 3,187 | -231 | 1,479 | |||||||||
| 3 Jun | 14149.05 | 232.2 | -42.55 (-15.49%) | 20.64 | 3,881 | -32 | 1,710 | |||||||||
| 2 Jun | 14240.45 | 283.55 | 4.1 (1.47%) | 20.44 | 4,524 | 20 | 1,743 | |||||||||
| 1 Jun | 14264.85 | 260.85 | -159.05 (-37.88%) | 18.51 | 7,638 | 1,524 | 1,738 | |||||||||
| 29 May | 14474.90 | 435.9 | -97.9 (-18.34%) | 20.1 | 103 | 16 | 214 | |||||||||
| 27 May | 14705.95 | 548.2 | -15.2 (-2.70%) | 17.99 | 294 | -53 | 199 | |||||||||
| 26 May | 14675.60 | 538.7 | 38.4 (7.68%) | 18.24 | 285 | 104 | 253 | |||||||||
| 25 May | 14559.90 | 507.8 | 89.45 (21.38%) | 20.27 | 277 | 6 | 150 | |||||||||
| 22 May | 14381.55 | 425.2 | 31.65 (8.04%) | 20.38 | 321 | 116 | 149 | |||||||||
| 21 May | 14351.90 | 404.4 | -1.05 (-0.26%) | 20.06 | 87 | 24 | 33 | |||||||||
| 20 May | 14369.60 | 413.85 | 340.5 (464.21%) | 19.59 | 19 | 8 | 8 | |||||||||
| 18 May | 14165.65 | 0 | -73.35 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 14168.90 | 0 | -73.35 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 14265.55 | 0 | -73.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 14074.05 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 13972.05 | 0 | -73.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 14333.20 | 0 | -73.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 14491.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 14551.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 13932.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 13976.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 14400 expiring on 30JUN2026
Delta for 14400 CE is 0.72
Historical price for 14400 CE is as follows
On 17 Jun MIDCPNIFTY was trading at 14621.00. The strike last trading price was 323.65, which was 51.65 higher than the previous day. The implied volatity was 15.38, the open interest changed by -329 which decreased total open position to 1279
On 16 Jun MIDCPNIFTY was trading at 14503.90. The strike last trading price was 273.95, which was 25.95 higher than the previous day. The implied volatity was 17.13, the open interest changed by -135 which decreased total open position to 1739
On 15 Jun MIDCPNIFTY was trading at 14426.35. The strike last trading price was 234.25, which was 30.25 higher than the previous day. The implied volatity was 17.35, the open interest changed by -225 which decreased total open position to 1894
On 12 Jun MIDCPNIFTY was trading at 14245.60. The strike last trading price was 180.25, which was 100.25 higher than the previous day. The implied volatity was 18.62, the open interest changed by 469 which increased total open position to 2127
On 11 Jun MIDCPNIFTY was trading at 13866.55. The strike last trading price was 84.65, which was -31.35 lower than the previous day. The implied volatity was 19.53, the open interest changed by 198 which increased total open position to 1664
On 10 Jun MIDCPNIFTY was trading at 13991.25. The strike last trading price was 118, which was -91 lower than the previous day. The implied volatity was 19.34, the open interest changed by -172 which decreased total open position to 1469
On 9 Jun MIDCPNIFTY was trading at 14180.80. The strike last trading price was 208, which was 61 higher than the previous day. The implied volatity was 20.97, the open interest changed by -41 which decreased total open position to 1642
On 8 Jun MIDCPNIFTY was trading at 13994.75. The strike last trading price was 133.35, which was -57.65 lower than the previous day. The implied volatity was 20.49, the open interest changed by 94 which increased total open position to 1685
On 5 Jun MIDCPNIFTY was trading at 14107.50. The strike last trading price was 190.85, which was -35 lower than the previous day. The implied volatity was 19.8, the open interest changed by 114 which increased total open position to 1592
On 4 Jun MIDCPNIFTY was trading at 14186.30. The strike last trading price was 237, which was -3.85 lower than the previous day. The implied volatity was 19.98, the open interest changed by -231 which decreased total open position to 1479
On 3 Jun MIDCPNIFTY was trading at 14149.05. The strike last trading price was 232.2, which was -42.55 lower than the previous day. The implied volatity was 20.64, the open interest changed by -32 which decreased total open position to 1710
On 2 Jun MIDCPNIFTY was trading at 14240.45. The strike last trading price was 283.55, which was 4.1 higher than the previous day. The implied volatity was 20.44, the open interest changed by 20 which increased total open position to 1743
On 1 Jun MIDCPNIFTY was trading at 14264.85. The strike last trading price was 260.85, which was -159.05 lower than the previous day. The implied volatity was 18.51, the open interest changed by 1524 which increased total open position to 1738
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 435.9, which was -97.9 lower than the previous day. The implied volatity was 20.1, the open interest changed by 16 which increased total open position to 214
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 548.2, which was -15.2 lower than the previous day. The implied volatity was 17.99, the open interest changed by -53 which decreased total open position to 199
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 538.7, which was 38.4 higher than the previous day. The implied volatity was 18.24, the open interest changed by 104 which increased total open position to 253
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 507.8, which was 89.45 higher than the previous day. The implied volatity was 20.27, the open interest changed by 6 which increased total open position to 150
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 425.2, which was 31.65 higher than the previous day. The implied volatity was 20.38, the open interest changed by 116 which increased total open position to 149
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 404.4, which was -1.05 lower than the previous day. The implied volatity was 20.06, the open interest changed by 24 which increased total open position to 33
On 20 May MIDCPNIFTY was trading at 14369.60. The strike last trading price was 413.85, which was 340.5 higher than the previous day. The implied volatity was 19.59, the open interest changed by 8 which increased total open position to 8
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 0, which was -73.35 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 -73.35 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 -73.35 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 -73.35 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 -73.35 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
On 29 Apr MIDCPNIFTY was trading at 13932.70. 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 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
| MIDCPNIFTY 30-Jun-2026 (13d) 14400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.09
Theta: -4.15
Gamma: 0.00076
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Jun | 14621.00 | 79.2 | -35.5 (-30.95%) | 15.87 | 1,978 | 339 | 1,798 |
| 16 Jun | 14503.90 | 114.15 | -51.55 (-31.11%) | 15.38 | 6,418 | 264 | 1,567 |
| 15 Jun | 14426.35 | 175.4 | -91.7 (-34.33%) | 17.16 | 5,217 | 574 | 1,329 |
| 12 Jun | 14245.60 | 280.75 | -266 (-48.65%) | 16.93 | 587 | 162 | 761 |
| 11 Jun | 13866.55 | 537.05 | 60.75 (12.75%) | 16.83 | 118 | -44 | 599 |
| 10 Jun | 13991.25 | 484.95 | 164.7 (51.43%) | 20.31 | 193 | 15 | 646 |
| 9 Jun | 14180.80 | 323.2 | -179.1 (-35.66%) | 16.31 | 443 | -85 | 631 |
| 8 Jun | 13994.75 | 519.35 | 142.95 (37.98%) | 19.66 | 385 | -157 | 728 |
| 5 Jun | 14107.50 | 380 | 38.95 (11.42%) | 16.24 | 2,072 | 105 | 887 |
| 4 Jun | 14186.30 | 326.1 | -29.45 (-8.28%) | 16.02 | 1,748 | -271 | 793 |
| 3 Jun | 14149.05 | 362.4 | 52.25 (16.85%) | 16.22 | 675 | -87 | 1,077 |
| 2 Jun | 14240.45 | 292.6 | -43.4 (-12.92%) | 15.84 | 1,839 | -82 | 1,163 |
| 1 Jun | 14264.85 | 342.75 | 123.75 (56.51%) | 18.48 | 7,005 | 814 | 1,260 |
| 29 May | 14474.90 | 217.35 | 67.15 (44.71%) | 17.71 | 1,164 | 37 | 450 |
| 27 May | 14705.95 | 149.4 | -30.3 (-16.86%) | 17.19 | 1,206 | 153 | 437 |
| 26 May | 14675.60 | 180 | -67.9 (-27.39%) | 18.5 | 577 | 155 | 285 |
| 25 May | 14559.90 | 243 | -133.25 (-35.42%) | 19.51 | 311 | 27 | 132 |
| 22 May | 14381.55 | 356.9 | -45.55 (-11.32%) | 20.93 | 201 | 89 | 106 |
| 21 May | 14351.90 | 402 | -1655 (-80.46%) | 22.18 | 75 | 16 | 16 |
| 20 May | 14369.60 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 14165.65 | 0 | 0 | - | 0 | 0 | 0 |
| 15 May | 14168.90 | 0 | -2057 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 14265.55 | 0 | -2057 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 14074.05 | 0 | -2057 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 13972.05 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 14333.20 | 0 | -2057 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 14491.75 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 14551.45 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 13932.70 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 13976.15 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 14400 expiring on 30JUN2026
Delta for 14400 PE is -0.28
Historical price for 14400 PE is as follows
On 17 Jun MIDCPNIFTY was trading at 14621.00. The strike last trading price was 79.2, which was -35.5 lower than the previous day. The implied volatity was 15.87, the open interest changed by 339 which increased total open position to 1798
On 16 Jun MIDCPNIFTY was trading at 14503.90. The strike last trading price was 114.15, which was -51.55 lower than the previous day. The implied volatity was 15.38, the open interest changed by 264 which increased total open position to 1567
On 15 Jun MIDCPNIFTY was trading at 14426.35. The strike last trading price was 175.4, which was -91.7 lower than the previous day. The implied volatity was 17.16, the open interest changed by 574 which increased total open position to 1329
On 12 Jun MIDCPNIFTY was trading at 14245.60. The strike last trading price was 280.75, which was -266 lower than the previous day. The implied volatity was 16.93, the open interest changed by 162 which increased total open position to 761
On 11 Jun MIDCPNIFTY was trading at 13866.55. The strike last trading price was 537.05, which was 60.75 higher than the previous day. The implied volatity was 16.83, the open interest changed by -44 which decreased total open position to 599
On 10 Jun MIDCPNIFTY was trading at 13991.25. The strike last trading price was 484.95, which was 164.7 higher than the previous day. The implied volatity was 20.31, the open interest changed by 15 which increased total open position to 646
On 9 Jun MIDCPNIFTY was trading at 14180.80. The strike last trading price was 323.2, which was -179.1 lower than the previous day. The implied volatity was 16.31, the open interest changed by -85 which decreased total open position to 631
On 8 Jun MIDCPNIFTY was trading at 13994.75. The strike last trading price was 519.35, which was 142.95 higher than the previous day. The implied volatity was 19.66, the open interest changed by -157 which decreased total open position to 728
On 5 Jun MIDCPNIFTY was trading at 14107.50. The strike last trading price was 380, which was 38.95 higher than the previous day. The implied volatity was 16.24, the open interest changed by 105 which increased total open position to 887
On 4 Jun MIDCPNIFTY was trading at 14186.30. The strike last trading price was 326.1, which was -29.45 lower than the previous day. The implied volatity was 16.02, the open interest changed by -271 which decreased total open position to 793
On 3 Jun MIDCPNIFTY was trading at 14149.05. The strike last trading price was 362.4, which was 52.25 higher than the previous day. The implied volatity was 16.22, the open interest changed by -87 which decreased total open position to 1077
On 2 Jun MIDCPNIFTY was trading at 14240.45. The strike last trading price was 292.6, which was -43.4 lower than the previous day. The implied volatity was 15.84, the open interest changed by -82 which decreased total open position to 1163
On 1 Jun MIDCPNIFTY was trading at 14264.85. The strike last trading price was 342.75, which was 123.75 higher than the previous day. The implied volatity was 18.48, the open interest changed by 814 which increased total open position to 1260
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 217.35, which was 67.15 higher than the previous day. The implied volatity was 17.71, the open interest changed by 37 which increased total open position to 450
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 149.4, which was -30.3 lower than the previous day. The implied volatity was 17.19, the open interest changed by 153 which increased total open position to 437
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 180, which was -67.9 lower than the previous day. The implied volatity was 18.5, the open interest changed by 155 which increased total open position to 285
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 243, which was -133.25 lower than the previous day. The implied volatity was 19.51, the open interest changed by 27 which increased total open position to 132
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 356.9, which was -45.55 lower than the previous day. The implied volatity was 20.93, the open interest changed by 89 which increased total open position to 106
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 402, which was -1655 lower than the previous day. The implied volatity was 22.18, the open interest changed by 16 which increased total open position to 16
On 20 May MIDCPNIFTY was trading at 14369.60. 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 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 -2057 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 -2057 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 -2057 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 -2057 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
On 29 Apr MIDCPNIFTY was trading at 13932.70. 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 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
