MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
11 May 2026 04:10 PM IST
| MIDCPNIFTY 26-May-2026 (15d) 14450 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: 0
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 May | 14333.20 | 210.85 | -90.4 (-30.01%) | 0 | 1,728 | 81 | 201 | |||||||||
| 8 May | 14491.75 | 293 | -40.05000000000001 (-12.03%) | 19.62 | 763 | -14 | 118 | |||||||||
| 7 May | 14551.45 | 349.05 | 118.10000000000002 (51.14%) | 19.49 | 983 | 79 | 133 | |||||||||
| 6 May | 14312.90 | 239.9 | 133.35000000000002 (125.15%) | 20.42 | 153 | 28 | 54 | |||||||||
| 5 May | 13950.25 | 106 | -8.150000000000006 (-7.14%) | 19.99 | 34 | -2 | 25 | |||||||||
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| 4 May | 13930.20 | 115.7 | 1.6000000000000085 (1.40%) | 20.71 | 57 | 10 | 26 | |||||||||
| 30 Apr | 13826.00 | 118 | -30 (-20.27%) | 21.34 | 62 | 8 | 24 | |||||||||
| 29 Apr | 13932.70 | 148 | 4.050000000000011 (2.81%) | 20.51 | 54 | 4 | 17 | |||||||||
| 28 Apr | 13976.15 | 143.95 | 0 (0.00%) | 21 | 0 | 0 | 13 | |||||||||
| 27 Apr | 13932.05 | 143.95 | 29.999999999999986 (26.33%) | 21 | 5 | 2 | 12 | |||||||||
| 24 Apr | 13731.75 | 113.95 | -57.05 (-33.36%) | 20.52 | 19 | -3 | 9 | |||||||||
| 23 Apr | 13848.55 | 175.9 | 4.900000000000006 (2.87%) | 20.29 | 0 | 0 | 12 | |||||||||
| 22 Apr | 13939.80 | 175.9 | 23.25 (15.23%) | 20.29 | 7 | 4 | 10 | |||||||||
| 21 Apr | 13919.45 | 152.65 | -128.65 (-45.73%) | 18.83 | 6 | 4 | 4 | |||||||||
| 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 | |||||||||
For Nifty Midcap Select - strike price 14450 expiring on 26MAY2026
Delta for 14450 CE is 0
Historical price for 14450 CE is as follows
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 210.85, which was -90.4 lower than the previous day. The implied volatity was 0, the open interest changed by 81 which increased total open position to 201
On 8 May MIDCPNIFTY was trading at 14491.75. The strike last trading price was 293, which was -40.05000000000001 lower than the previous day. The implied volatity was 19.62, the open interest changed by -14 which decreased total open position to 118
On 7 May MIDCPNIFTY was trading at 14551.45. The strike last trading price was 349.05, which was 118.10000000000002 higher than the previous day. The implied volatity was 19.49, the open interest changed by 79 which increased total open position to 133
On 6 May MIDCPNIFTY was trading at 14312.90. The strike last trading price was 239.9, which was 133.35000000000002 higher than the previous day. The implied volatity was 20.42, the open interest changed by 28 which increased total open position to 54
On 5 May MIDCPNIFTY was trading at 13950.25. The strike last trading price was 106, which was -8.150000000000006 lower than the previous day. The implied volatity was 19.99, the open interest changed by -2 which decreased total open position to 25
On 4 May MIDCPNIFTY was trading at 13930.20. The strike last trading price was 115.7, which was 1.6000000000000085 higher than the previous day. The implied volatity was 20.71, the open interest changed by 10 which increased total open position to 26
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 118, which was -30 lower than the previous day. The implied volatity was 21.34, the open interest changed by 8 which increased total open position to 24
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 148, which was 4.050000000000011 higher than the previous day. The implied volatity was 20.51, the open interest changed by 4 which increased total open position to 17
On 28 Apr MIDCPNIFTY was trading at 13976.15. The strike last trading price was 143.95, which was 0 lower than the previous day. The implied volatity was 21, the open interest changed by 0 which decreased total open position to 13
On 27 Apr MIDCPNIFTY was trading at 13932.05. The strike last trading price was 143.95, which was 29.999999999999986 higher than the previous day. The implied volatity was 21, the open interest changed by 2 which increased total open position to 12
On 24 Apr MIDCPNIFTY was trading at 13731.75. The strike last trading price was 113.95, which was -57.05 lower than the previous day. The implied volatity was 20.52, the open interest changed by -3 which decreased total open position to 9
On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 175.9, which was 4.900000000000006 higher than the previous day. The implied volatity was 20.29, the open interest changed by 0 which decreased total open position to 12
On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 175.9, which was 23.25 higher than the previous day. The implied volatity was 20.29, the open interest changed by 4 which increased total open position to 10
On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 152.65, which was -128.65 lower than the previous day. The implied volatity was 18.83, the open interest changed by 4 which increased total open position to 4
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
| MIDCPNIFTY 26-May-2026 (15d) 14450 PE | |||||||
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Delta: -0.55
Vega: 0.12
Theta: -6.55
Gamma: 0.00065
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 May | 14333.20 | 293.3 | 89.80000000000001 (44.13%) | 20.79 | 704 | -4 | 125 |
| 8 May | 14491.75 | 198.05 | 12.850000000000023 (6.94%) | 18.11 | 784 | -43 | 129 |
| 7 May | 14551.45 | 178.8 | -101.89999999999998 (-36.30%) | 18.95 | 1,001 | 149 | 171 |
| 6 May | 14312.90 | 269.95 | -347.09999999999997 (-56.25%) | 17 | 24 | 17 | 21 |
| 5 May | 13950.25 | 617.05 | 11.849999999999909 (1.96%) | 23.1 | 2 | 0 | 5 |
| 4 May | 13930.20 | 605.2 | 104.20000000000005 (20.80%) | 21.84 | 2 | 0 | 4 |
| 30 Apr | 13826.00 | 501 | 501 (-52.04%) | 10.62 | 0 | 0 | 4 |
| 29 Apr | 13932.70 | 501 | -543.7 (-52.04%) | 10.62 | 4 | 2 | 2 |
| 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 |
For Nifty Midcap Select - strike price 14450 expiring on 26MAY2026
Delta for 14450 PE is -0.55
Historical price for 14450 PE is as follows
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 293.3, which was 89.80000000000001 higher than the previous day. The implied volatity was 20.79, the open interest changed by -4 which decreased total open position to 125
On 8 May MIDCPNIFTY was trading at 14491.75. The strike last trading price was 198.05, which was 12.850000000000023 higher than the previous day. The implied volatity was 18.11, the open interest changed by -43 which decreased total open position to 129
On 7 May MIDCPNIFTY was trading at 14551.45. The strike last trading price was 178.8, which was -101.89999999999998 lower than the previous day. The implied volatity was 18.95, the open interest changed by 149 which increased total open position to 171
On 6 May MIDCPNIFTY was trading at 14312.90. The strike last trading price was 269.95, which was -347.09999999999997 lower than the previous day. The implied volatity was 17, the open interest changed by 17 which increased total open position to 21
On 5 May MIDCPNIFTY was trading at 13950.25. The strike last trading price was 617.05, which was 11.849999999999909 higher than the previous day. The implied volatity was 23.1, the open interest changed by 0 which decreased total open position to 5
On 4 May MIDCPNIFTY was trading at 13930.20. The strike last trading price was 605.2, which was 104.20000000000005 higher than the previous day. The implied volatity was 21.84, the open interest changed by 0 which decreased total open position to 4
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 501, which was 501 higher than the previous day. The implied volatity was 10.62, the open interest changed by 0 which decreased total open position to 4
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 501, which was -543.7 lower than the previous day. The implied volatity was 10.62, the open interest changed by 2 which increased total open position to 2
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
