Historical option data for MIDCPNIFTY
02 Jun 2026 04:10 PM IST
| MIDCPNIFTY 30-Jun-2026 (27d) 14425 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.16
Theta: -6.55
Gamma: 0.00049
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 14240.45 | 273.2 | 5.3 (1.98%) | 20.51 | 91 | 1 | 66 | |||||||||
| 1 Jun | 14264.85 | 252.65 | -153.4 (-37.78%) | 18.86 | 404 | 30 | 65 | |||||||||
| 29 May | 14474.90 | 402.85 | -96.95 (-19.40%) | 19.96 | 65 | 19 | 30 | |||||||||
| 27 May | 14705.95 | 499.8 | 110.75 (28.47%) | 16.99 | 12 | 8 | 9 | |||||||||
| 26 May | 14675.60 | 389.05 | 0 (0.00%) | - | 4 | 0 | 1 | |||||||||
| 25 May | 14559.90 | 389.05 | 0 (0.00%) | - | 4 | 0 | 1 | |||||||||
| 22 May | 14381.55 | 389.05 | 0 (0.00%) | 20.05 | 4 | 0 | 1 | |||||||||
| 21 May | 14351.90 | 389 | 278.7 (252.67%) | 20.05 | 4 | 1 | 1 | |||||||||
| 20 May | 14369.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 14298.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 14165.65 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 14168.90 | 0 | -110.3 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 14265.55 | 0 | -110.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 14074.05 | 0 | -110.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 13972.05 | 0 | -110.3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 14333.20 | 0 | -110.3 (-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 14425 expiring on 30JUN2026
Delta for 14425 CE is 0.46
Historical price for 14425 CE is as follows
On 2 Jun MIDCPNIFTY was trading at 14240.45. The strike last trading price was 273.2, which was 5.3 higher than the previous day. The implied volatity was 20.51, the open interest changed by 1 which increased total open position to 66
On 1 Jun MIDCPNIFTY was trading at 14264.85. The strike last trading price was 252.65, which was -153.4 lower than the previous day. The implied volatity was 18.86, the open interest changed by 30 which increased total open position to 65
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 402.85, which was -96.95 lower than the previous day. The implied volatity was 19.96, the open interest changed by 19 which increased total open position to 30
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 499.8, which was 110.75 higher than the previous day. The implied volatity was 16.99, the open interest changed by 8 which increased total open position to 9
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 389.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 389.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 389.05, which was 0 lower than the previous day. The implied volatity was 20.05, the open interest changed by 0 which decreased total open position to 1
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 389, which was 278.7 higher than the previous day. The implied volatity was 20.05, the open interest changed by 1 which increased total open position to 1
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 19 May MIDCPNIFTY was trading at 14298.85. 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 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 -110.3 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 -110.3 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 -110.3 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 -110.3 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 -110.3 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
| MIDCPNIFTY 30-Jun-2026 (27d) 14425 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.16
Theta: -3.05
Gamma: 0.00063
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 14240.45 | 311.8 | -39.2 (-11.17%) | 15.82 | 42 | -4 | 51 |
| 1 Jun | 14264.85 | 356.05 | 130.05 (57.54%) | 18.48 | 404 | 9 | 55 |
| 29 May | 14474.90 | 237.55 | 59.7 (33.57%) | 17.07 | 66 | 27 | 41 |
| 27 May | 14705.95 | 177.85 | -87.95 (-33.09%) | 17.53 | 12 | 6 | 14 |
| 26 May | 14675.60 | 265.8 | -0.65 (-0.24%) | 22.87 | 1 | 0 | 7 |
| 25 May | 14559.90 | 260.8 | -120.85 (-31.67%) | 19.58 | 11 | 3 | 6 |
| 22 May | 14381.55 | 381.65 | 381.65 (-30.29%) | 22.22 | 2 | 0 | 3 |
| 21 May | 14351.90 | 382 | -166 (-30.29%) | 22.22 | 2 | 1 | 3 |
| 20 May | 14369.60 | 548 | 0 (0.00%) | - | 2 | 0 | 2 |
| 19 May | 14298.85 | 548 | 0 (0.00%) | - | 2 | 0 | 2 |
| 18 May | 14165.65 | 548 | 0 (0.00%) | - | 2 | 0 | 2 |
| 15 May | 14168.90 | 548 | 0 (0.00%) | - | 2 | 0 | 2 |
| 14 May | 14265.55 | 548 | 0 (0.00%) | 0 | 2 | 0 | 2 |
| 13 May | 14074.05 | 548 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 12 May | 13972.05 | 548 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 14333.20 | 548 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 8 May | 14491.75 | 548.15 | 0 (0.00%) | 30.32 | 0 | 0 | 2 |
| 7 May | 14551.45 | 548.15 | -1271.5 (-69.88%) | 30.32 | 2 | 0 | 0 |
For Nifty Midcap Select - strike price 14425 expiring on 30JUN2026
Delta for 14425 PE is -0.56
Historical price for 14425 PE is as follows
On 2 Jun MIDCPNIFTY was trading at 14240.45. The strike last trading price was 311.8, which was -39.2 lower than the previous day. The implied volatity was 15.82, the open interest changed by -4 which decreased total open position to 51
On 1 Jun MIDCPNIFTY was trading at 14264.85. The strike last trading price was 356.05, which was 130.05 higher than the previous day. The implied volatity was 18.48, the open interest changed by 9 which increased total open position to 55
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 237.55, which was 59.7 higher than the previous day. The implied volatity was 17.07, the open interest changed by 27 which increased total open position to 41
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 177.85, which was -87.95 lower than the previous day. The implied volatity was 17.53, the open interest changed by 6 which increased total open position to 14
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 265.8, which was -0.65 lower than the previous day. The implied volatity was 22.87, the open interest changed by 0 which decreased total open position to 7
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 260.8, which was -120.85 lower than the previous day. The implied volatity was 19.58, the open interest changed by 3 which increased total open position to 6
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 381.65, which was 381.65 higher than the previous day. The implied volatity was 22.22, the open interest changed by 0 which decreased total open position to 3
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 382, which was -166 lower than the previous day. The implied volatity was 22.22, the open interest changed by 1 which increased total open position to 3
On 20 May MIDCPNIFTY was trading at 14369.60. The strike last trading price was 548, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 May MIDCPNIFTY was trading at 14298.85. The strike last trading price was 548, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 548, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 548, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 May MIDCPNIFTY was trading at 14265.55. The strike last trading price was 548, 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 2
On 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 548, 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 2
On 12 May MIDCPNIFTY was trading at 13972.05. The strike last trading price was 548, 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 2
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 548, 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 2
On 8 May MIDCPNIFTY was trading at 14491.75. The strike last trading price was 548.15, which was 0 lower than the previous day. The implied volatity was 30.32, the open interest changed by 0 which decreased total open position to 2
On 7 May MIDCPNIFTY was trading at 14551.45. The strike last trading price was 548.15, which was -1271.5 lower than the previous day. The implied volatity was 30.32, the open interest changed by 0 which decreased total open position to 0
