Historical option data for MIDCPNIFTY
25 May 2026 04:10 PM IST
| MIDCPNIFTY 26-May-2026 14500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.7
Vega: 0.03
Theta: -19.6
Gamma: 0.00239
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 14559.90 | 103.35 | 44.15 (74.58%) | 16.45 | 55,918 | 4 | 5,373 | |||||||||
| 22 May | 14381.55 | 69.95 | 7.3 (11.65%) | 17.63 | 38,396 | 413 | 5,376 | |||||||||
| 21 May | 14351.90 | 65.3 | -27.8 (-29.86%) | 17.44 | 23,059 | 1,495 | 4,963 | |||||||||
| 20 May | 14369.60 | 107.9 | 35 (48.01%) | 20.62 | 26,071 | -139 | 3,473 | |||||||||
| 19 May | 14298.85 | 72.1 | 6.1 (9.24%) | 18.52 | 11,261 | -65 | 3,670 | |||||||||
| 18 May | 14165.65 | 68.05 | -16.45 (-19.47%) | 21.07 | 11,239 | 189 | 3,837 | |||||||||
| 15 May | 14168.90 | 82.55 | -47.3 (-36.43%) | 19.81 | 8,422 | -465 | 3,711 | |||||||||
| 14 May | 14265.55 | 133.7 | 30.7 (29.81%) | 21.09 | 9,645 | -385 | 4,175 | |||||||||
| 13 May | 14074.05 | 105 | 21.55 (25.82%) | 0 | 8,321 | 478 | 4,562 | |||||||||
| 12 May | 13972.05 | 94 | -96.2 (-50.58%) | 23.72 | 12,928 | 253 | 4,194 | |||||||||
| 11 May | 14333.20 | 186 | -85.45 (-31.48%) | 0 | 11,358 | -139 | 3,943 | |||||||||
| 8 May | 14491.75 | 265.4 | -42.85 (-13.90%) | 19.59 | 11,969 | 199 | 4,082 | |||||||||
| 7 May | 14551.45 | 314.55 | 115.85 (58.30%) | 19.06 | 12,618 | -426 | 3,893 | |||||||||
| 6 May | 14312.90 | 215 | 121.5 (129.95%) | 20.08 | 12,706 | 538 | 4,319 | |||||||||
| 5 May | 13950.25 | 95.7 | -3.85 (-3.87%) | 19.74 | 10,047 | 80 | 3,806 | |||||||||
| 4 May | 13930.20 | 99.9 | -1.3 (-1.28%) | 20.35 | 6,001 | 865 | 3,728 | |||||||||
| 30 Apr | 13826.00 | 105 | -19.35 (-15.56%) | 21.16 | 5,957 | 343 | 3,206 | |||||||||
| 29 Apr | 13932.70 | 116.15 | -19.6 (-14.44%) | 20.08 | 14,023 | 1,265 | 2,864 | |||||||||
| 28 Apr | 13976.15 | 135.6 | -1.35 (-0.99%) | 19.42 | 2,504 | 759 | 1,600 | |||||||||
| 27 Apr | 13932.05 | 137.3 | 36.55 (36.28%) | 20.29 | 1,386 | 252 | 841 | |||||||||
| 24 Apr | 13731.75 | 98 | -23.35 (-19.24%) | 19.96 | 648 | 117 | 583 | |||||||||
| 23 Apr | 13848.55 | 119 | -33.9 (-22.17%) | 19.45 | 459 | 87 | 462 | |||||||||
| 22 Apr | 13939.80 | 154 | 20.3 (15.18%) | 19.85 | 593 | 56 | 377 | |||||||||
| 21 Apr | 13919.45 | 133.25 | 21 (18.71%) | 18.43 | 417 | 116 | 318 | |||||||||
| 20 Apr | 13807.25 | 107 | 5.9 (5.84%) | 18.63 | 440 | 67 | 202 | |||||||||
| 17 Apr | 13838.85 | 105 | 41.55 (65.48%) | 16.67 | 237 | 125 | 133 | |||||||||
| 16 Apr | 13683.70 | 63.7 | -203.95 (-76.20%) | 15.81 | 9 | 7 | 7 | |||||||||
| 15 Apr | 13552.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 13269.45 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
For Nifty Midcap Select - strike price 14500 expiring on 26MAY2026
Delta for 14500 CE is 0.7
Historical price for 14500 CE is as follows
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 103.35, which was 44.15 higher than the previous day. The implied volatity was 16.45, the open interest changed by 4 which increased total open position to 5373
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 69.95, which was 7.3 higher than the previous day. The implied volatity was 17.63, the open interest changed by 413 which increased total open position to 5376
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 65.3, which was -27.8 lower than the previous day. The implied volatity was 17.44, the open interest changed by 1495 which increased total open position to 4963
On 20 May MIDCPNIFTY was trading at 14369.60. The strike last trading price was 107.9, which was 35 higher than the previous day. The implied volatity was 20.62, the open interest changed by -139 which decreased total open position to 3473
On 19 May MIDCPNIFTY was trading at 14298.85. The strike last trading price was 72.1, which was 6.1 higher than the previous day. The implied volatity was 18.52, the open interest changed by -65 which decreased total open position to 3670
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 68.05, which was -16.45 lower than the previous day. The implied volatity was 21.07, the open interest changed by 189 which increased total open position to 3837
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 82.55, which was -47.3 lower than the previous day. The implied volatity was 19.81, the open interest changed by -465 which decreased total open position to 3711
On 14 May MIDCPNIFTY was trading at 14265.55. The strike last trading price was 133.7, which was 30.7 higher than the previous day. The implied volatity was 21.09, the open interest changed by -385 which decreased total open position to 4175
On 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 105, which was 21.55 higher than the previous day. The implied volatity was 0, the open interest changed by 478 which increased total open position to 4562
On 12 May MIDCPNIFTY was trading at 13972.05. The strike last trading price was 94, which was -96.2 lower than the previous day. The implied volatity was 23.72, the open interest changed by 253 which increased total open position to 4194
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 186, which was -85.45 lower than the previous day. The implied volatity was 0, the open interest changed by -139 which decreased total open position to 3943
On 8 May MIDCPNIFTY was trading at 14491.75. The strike last trading price was 265.4, which was -42.85 lower than the previous day. The implied volatity was 19.59, the open interest changed by 199 which increased total open position to 4082
On 7 May MIDCPNIFTY was trading at 14551.45. The strike last trading price was 314.55, which was 115.85 higher than the previous day. The implied volatity was 19.06, the open interest changed by -426 which decreased total open position to 3893
On 6 May MIDCPNIFTY was trading at 14312.90. The strike last trading price was 215, which was 121.5 higher than the previous day. The implied volatity was 20.08, the open interest changed by 538 which increased total open position to 4319
On 5 May MIDCPNIFTY was trading at 13950.25. The strike last trading price was 95.7, which was -3.85 lower than the previous day. The implied volatity was 19.74, the open interest changed by 80 which increased total open position to 3806
On 4 May MIDCPNIFTY was trading at 13930.20. The strike last trading price was 99.9, which was -1.3 lower than the previous day. The implied volatity was 20.35, the open interest changed by 865 which increased total open position to 3728
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 105, which was -19.35 lower than the previous day. The implied volatity was 21.16, the open interest changed by 343 which increased total open position to 3206
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 116.15, which was -19.6 lower than the previous day. The implied volatity was 20.08, the open interest changed by 1265 which increased total open position to 2864
On 28 Apr MIDCPNIFTY was trading at 13976.15. The strike last trading price was 135.6, which was -1.35 lower than the previous day. The implied volatity was 19.42, the open interest changed by 759 which increased total open position to 1600
On 27 Apr MIDCPNIFTY was trading at 13932.05. The strike last trading price was 137.3, which was 36.55 higher than the previous day. The implied volatity was 20.29, the open interest changed by 252 which increased total open position to 841
On 24 Apr MIDCPNIFTY was trading at 13731.75. The strike last trading price was 98, which was -23.35 lower than the previous day. The implied volatity was 19.96, the open interest changed by 117 which increased total open position to 583
On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 119, which was -33.9 lower than the previous day. The implied volatity was 19.45, the open interest changed by 87 which increased total open position to 462
On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 154, which was 20.3 higher than the previous day. The implied volatity was 19.85, the open interest changed by 56 which increased total open position to 377
On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 133.25, which was 21 higher than the previous day. The implied volatity was 18.43, the open interest changed by 116 which increased total open position to 318
On 20 Apr MIDCPNIFTY was trading at 13807.25. The strike last trading price was 107, which was 5.9 higher than the previous day. The implied volatity was 18.63, the open interest changed by 67 which increased total open position to 202
On 17 Apr MIDCPNIFTY was trading at 13838.85. The strike last trading price was 105, which was 41.55 higher than the previous day. The implied volatity was 16.67, the open interest changed by 125 which increased total open position to 133
On 16 Apr MIDCPNIFTY was trading at 13683.70. The strike last trading price was 63.7, which was -203.95 lower than the previous day. The implied volatity was 15.81, the open interest changed by 7 which increased total open position to 7
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
On 13 Apr MIDCPNIFTY was trading at 13269.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
| MIDCPNIFTY 26-May-2026 14500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 0.03
Theta: -16.4
Gamma: 0.00247
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 14559.90 | 25.4 | -117.45 (-82.22%) | 15.77 | 75,293 | 3,693 | 6,506 |
| 22 May | 14381.55 | 129.8 | -68.25 (-34.46%) | 11.68 | 9,911 | 703 | 2,814 |
| 21 May | 14351.90 | 193.9 | -9.25 (-4.55%) | 16.24 | 10,892 | 317 | 2,113 |
| 20 May | 14369.60 | 184 | -95.95 (-34.27%) | 16.67 | 2,494 | -268 | 1,787 |
| 19 May | 14298.85 | 290.1 | -114.6 (-28.32%) | 21.1 | 3,731 | 24 | 2,051 |
| 18 May | 14165.65 | 397.4 | -12.2 (-2.98%) | 24.14 | 818 | -298 | 2,028 |
| 15 May | 14168.90 | 415 | 87.55 (26.74%) | 22.86 | 1,801 | 342 | 2,332 |
| 14 May | 14265.55 | 317.9 | -167.2 (-34.47%) | 18.7 | 437 | -5 | 1,989 |
| 13 May | 14074.05 | 483.05 | -99.15 (-17.03%) | 0 | 795 | -199 | 1,994 |
| 12 May | 13972.05 | 546.15 | 234.2 (75.08%) | 0 | 2,341 | -662 | 2,191 |
| 11 May | 14333.20 | 319.05 | 94.8 (42.27%) | 0 | 7,344 | -545 | 2,889 |
| 8 May | 14491.75 | 217.5 | 15.25 (7.54%) | 17.67 | 14,141 | 201 | 3,441 |
| 7 May | 14551.45 | 200 | -104.7 (-34.36%) | 18.96 | 9,346 | 2,388 | 3,237 |
| 6 May | 14312.90 | 286.5 | -304 (-51.48%) | 16.18 | 1,218 | 631 | 849 |
| 5 May | 13950.25 | 568.6 | -40.7 (-6.68%) | 19.51 | 96 | 4 | 216 |
| 4 May | 13930.20 | 609.3 | -94.55 (-13.43%) | 19.8 | 48 | -82 | 213 |
| 30 Apr | 13826.00 | 690 | 43.45 (6.72%) | 18.67 | 205 | -103 | 192 |
| 29 Apr | 13932.70 | 676.45 | 83.25 (14.03%) | 22.66 | 242 | 101 | 296 |
| 28 Apr | 13976.15 | 590 | -70 (-10.61%) | 20.6 | 394 | 107 | 189 |
| 27 Apr | 13932.05 | 660 | -199.75 (-23.23%) | 21.31 | 68 | 39 | 82 |
| 24 Apr | 13731.75 | 859.75 | 96.55 (12.65%) | 24.65 | 33 | -6 | 39 |
| 23 Apr | 13848.55 | 760 | 86.7 (12.88%) | 23.56 | 34 | 14 | 44 |
| 22 Apr | 13939.80 | 673.3 | -107.7 (-13.79%) | 22.05 | 30 | 25 | 30 |
| 21 Apr | 13919.45 | 781 | 781 (-5.90%) | 25.26 | 0 | 0 | 5 |
| 20 Apr | 13807.25 | 781 | -49 (-5.90%) | 25.26 | 1 | 0 | 4 |
| 17 Apr | 13838.85 | 830 | 830 (-8.79%) | 18.31 | 0 | 0 | 4 |
| 16 Apr | 13683.70 | 830 | -80 (-8.79%) | 18.31 | 2 | 1 | 5 |
| 15 Apr | 13552.65 | 910 | -170.25 (-15.76%) | 17.14 | 5 | 1 | 1 |
| 13 Apr | 13269.45 | 0 | 0 | - | 0 | 10 | 10 |
For Nifty Midcap Select - strike price 14500 expiring on 26MAY2026
Delta for 14500 PE is -0.29
Historical price for 14500 PE is as follows
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 25.4, which was -117.45 lower than the previous day. The implied volatity was 15.77, the open interest changed by 3693 which increased total open position to 6506
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 129.8, which was -68.25 lower than the previous day. The implied volatity was 11.68, the open interest changed by 703 which increased total open position to 2814
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 193.9, which was -9.25 lower than the previous day. The implied volatity was 16.24, the open interest changed by 317 which increased total open position to 2113
On 20 May MIDCPNIFTY was trading at 14369.60. The strike last trading price was 184, which was -95.95 lower than the previous day. The implied volatity was 16.67, the open interest changed by -268 which decreased total open position to 1787
On 19 May MIDCPNIFTY was trading at 14298.85. The strike last trading price was 290.1, which was -114.6 lower than the previous day. The implied volatity was 21.1, the open interest changed by 24 which increased total open position to 2051
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 397.4, which was -12.2 lower than the previous day. The implied volatity was 24.14, the open interest changed by -298 which decreased total open position to 2028
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 415, which was 87.55 higher than the previous day. The implied volatity was 22.86, the open interest changed by 342 which increased total open position to 2332
On 14 May MIDCPNIFTY was trading at 14265.55. The strike last trading price was 317.9, which was -167.2 lower than the previous day. The implied volatity was 18.7, the open interest changed by -5 which decreased total open position to 1989
On 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 483.05, which was -99.15 lower than the previous day. The implied volatity was 0, the open interest changed by -199 which decreased total open position to 1994
On 12 May MIDCPNIFTY was trading at 13972.05. The strike last trading price was 546.15, which was 234.2 higher than the previous day. The implied volatity was 0, the open interest changed by -662 which decreased total open position to 2191
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 319.05, which was 94.8 higher than the previous day. The implied volatity was 0, the open interest changed by -545 which decreased total open position to 2889
On 8 May MIDCPNIFTY was trading at 14491.75. The strike last trading price was 217.5, which was 15.25 higher than the previous day. The implied volatity was 17.67, the open interest changed by 201 which increased total open position to 3441
On 7 May MIDCPNIFTY was trading at 14551.45. The strike last trading price was 200, which was -104.7 lower than the previous day. The implied volatity was 18.96, the open interest changed by 2388 which increased total open position to 3237
On 6 May MIDCPNIFTY was trading at 14312.90. The strike last trading price was 286.5, which was -304 lower than the previous day. The implied volatity was 16.18, the open interest changed by 631 which increased total open position to 849
On 5 May MIDCPNIFTY was trading at 13950.25. The strike last trading price was 568.6, which was -40.7 lower than the previous day. The implied volatity was 19.51, the open interest changed by 4 which increased total open position to 216
On 4 May MIDCPNIFTY was trading at 13930.20. The strike last trading price was 609.3, which was -94.55 lower than the previous day. The implied volatity was 19.8, the open interest changed by -82 which decreased total open position to 213
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 690, which was 43.45 higher than the previous day. The implied volatity was 18.67, the open interest changed by -103 which decreased total open position to 192
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 676.45, which was 83.25 higher than the previous day. The implied volatity was 22.66, the open interest changed by 101 which increased total open position to 296
On 28 Apr MIDCPNIFTY was trading at 13976.15. The strike last trading price was 590, which was -70 lower than the previous day. The implied volatity was 20.6, the open interest changed by 107 which increased total open position to 189
On 27 Apr MIDCPNIFTY was trading at 13932.05. The strike last trading price was 660, which was -199.75 lower than the previous day. The implied volatity was 21.31, the open interest changed by 39 which increased total open position to 82
On 24 Apr MIDCPNIFTY was trading at 13731.75. The strike last trading price was 859.75, which was 96.55 higher than the previous day. The implied volatity was 24.65, the open interest changed by -6 which decreased total open position to 39
On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 760, which was 86.7 higher than the previous day. The implied volatity was 23.56, the open interest changed by 14 which increased total open position to 44
On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 673.3, which was -107.7 lower than the previous day. The implied volatity was 22.05, the open interest changed by 25 which increased total open position to 30
On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 781, which was 781 higher than the previous day. The implied volatity was 25.26, the open interest changed by 0 which decreased total open position to 5
On 20 Apr MIDCPNIFTY was trading at 13807.25. The strike last trading price was 781, which was -49 lower than the previous day. The implied volatity was 25.26, the open interest changed by 0 which decreased total open position to 4
On 17 Apr MIDCPNIFTY was trading at 13838.85. The strike last trading price was 830, which was 830 higher than the previous day. The implied volatity was 18.31, the open interest changed by 0 which decreased total open position to 4
On 16 Apr MIDCPNIFTY was trading at 13683.70. The strike last trading price was 830, which was -80 lower than the previous day. The implied volatity was 18.31, the open interest changed by 1 which increased total open position to 5
On 15 Apr MIDCPNIFTY was trading at 13552.65. The strike last trading price was 910, which was -170.25 lower than the previous day. The implied volatity was 17.14, the open interest changed by 1 which increased total open position to 1
On 13 Apr MIDCPNIFTY was trading at 13269.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
