MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
12 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 14500 CE | ||||||||||||||||
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Delta: 0.10
Vega: 5.36
Theta: -2.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 13908.25 | 18 | 6.1 | 12.68 | 10,460 | 894 | 7,182 | |||||||||
| 11 Dec | 13728.05 | 11.2 | 1.6 | 13.88 | 8,364 | -767 | 6,304 | |||||||||
| 10 Dec | 13534.35 | 9.25 | -6.3 | 15.85 | 10,419 | 170 | 7,063 | |||||||||
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| 9 Dec | 13741.35 | 15 | -2.35 | 13.87 | 11,839 | 653 | 6,843 | |||||||||
| 8 Dec | 13764.70 | 16.2 | -25.4 | 13.45 | 17,568 | -187 | 6,250 | |||||||||
| 5 Dec | 13998.50 | 41.95 | 10.8 | 11.83 | 13,758 | 957 | 6,442 | |||||||||
| 4 Dec | 13875.20 | 31.95 | -1.15 | 12.66 | 10,016 | -34 | 5,490 | |||||||||
| 3 Dec | 13844.00 | 34 | -24.6 | 12.76 | 14,169 | 1,534 | 5,529 | |||||||||
| 2 Dec | 13990.50 | 57.2 | -16.3 | 12.45 | 6,435 | 752 | 4,008 | |||||||||
| 1 Dec | 14046.45 | 71.85 | -8.35 | 12.37 | 5,702 | 491 | 3,263 | |||||||||
| 28 Nov | 14043.70 | 81.6 | -11.55 | 12.28 | 3,971 | 185 | 2,786 | |||||||||
| 27 Nov | 14075.90 | 92.95 | 7.55 | 12.29 | 6,609 | 115 | 2,606 | |||||||||
| 26 Nov | 14009.30 | 89.75 | 38.85 | 12.91 | 8,926 | 34 | 2,494 | |||||||||
| 25 Nov | 13806.70 | 46 | -5.55 | 12.72 | 3,947 | 707 | 2,458 | |||||||||
| 24 Nov | 13738.50 | 53 | -33.95 | 14.35 | 2,376 | 1,225 | 1,880 | |||||||||
| 21 Nov | 13851.35 | 84.5 | -30.1 | 14.34 | 1,089 | 185 | 653 | |||||||||
| 20 Nov | 13992.20 | 116 | -7.6 | 13.44 | 617 | 142 | 464 | |||||||||
| 19 Nov | 14000.60 | 124 | 10.85 | 13.71 | 353 | 168 | 323 | |||||||||
| 18 Nov | 13917.25 | 102.15 | -35.45 | 13.66 | 194 | 118 | 156 | |||||||||
| 17 Nov | 13997.45 | 136.05 | -5.1 | 13.91 | 92 | 36 | 38 | |||||||||
| 14 Nov | 13865.25 | 141.15 | 42.85 | 15.66 | 2 | 1 | 1 | |||||||||
For Nifty Midcap Select - strike price 14500 expiring on 30DEC2025
Delta for 14500 CE is 0.10
Historical price for 14500 CE is as follows
On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 18, which was 6.1 higher than the previous day. The implied volatity was 12.68, the open interest changed by 894 which increased total open position to 7182
On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 11.2, which was 1.6 higher than the previous day. The implied volatity was 13.88, the open interest changed by -767 which decreased total open position to 6304
On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 9.25, which was -6.3 lower than the previous day. The implied volatity was 15.85, the open interest changed by 170 which increased total open position to 7063
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 15, which was -2.35 lower than the previous day. The implied volatity was 13.87, the open interest changed by 653 which increased total open position to 6843
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 16.2, which was -25.4 lower than the previous day. The implied volatity was 13.45, the open interest changed by -187 which decreased total open position to 6250
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 41.95, which was 10.8 higher than the previous day. The implied volatity was 11.83, the open interest changed by 957 which increased total open position to 6442
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 31.95, which was -1.15 lower than the previous day. The implied volatity was 12.66, the open interest changed by -34 which decreased total open position to 5490
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 34, which was -24.6 lower than the previous day. The implied volatity was 12.76, the open interest changed by 1534 which increased total open position to 5529
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 57.2, which was -16.3 lower than the previous day. The implied volatity was 12.45, the open interest changed by 752 which increased total open position to 4008
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 71.85, which was -8.35 lower than the previous day. The implied volatity was 12.37, the open interest changed by 491 which increased total open position to 3263
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 81.6, which was -11.55 lower than the previous day. The implied volatity was 12.28, the open interest changed by 185 which increased total open position to 2786
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 92.95, which was 7.55 higher than the previous day. The implied volatity was 12.29, the open interest changed by 115 which increased total open position to 2606
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 89.75, which was 38.85 higher than the previous day. The implied volatity was 12.91, the open interest changed by 34 which increased total open position to 2494
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 46, which was -5.55 lower than the previous day. The implied volatity was 12.72, the open interest changed by 707 which increased total open position to 2458
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 53, which was -33.95 lower than the previous day. The implied volatity was 14.35, the open interest changed by 1225 which increased total open position to 1880
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 84.5, which was -30.1 lower than the previous day. The implied volatity was 14.34, the open interest changed by 185 which increased total open position to 653
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 116, which was -7.6 lower than the previous day. The implied volatity was 13.44, the open interest changed by 142 which increased total open position to 464
On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 124, which was 10.85 higher than the previous day. The implied volatity was 13.71, the open interest changed by 168 which increased total open position to 323
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 102.15, which was -35.45 lower than the previous day. The implied volatity was 13.66, the open interest changed by 118 which increased total open position to 156
On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 136.05, which was -5.1 lower than the previous day. The implied volatity was 13.91, the open interest changed by 36 which increased total open position to 38
On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 141.15, which was 42.85 higher than the previous day. The implied volatity was 15.66, the open interest changed by 1 which increased total open position to 1
| MIDCPNIFTY 30DEC2025 14500 PE | |||||||
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Delta: -0.93
Vega: 4.07
Theta: 2.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 13908.25 | 540 | -218 | 11.22 | 18 | -4 | 178 |
| 11 Dec | 13728.05 | 758 | -168 | 21.95 | 202 | -42 | 182 |
| 10 Dec | 13534.35 | 928 | 208 | 21.13 | 8 | -1 | 225 |
| 9 Dec | 13741.35 | 720 | 4.05 | 17.54 | 34 | -23 | 228 |
| 8 Dec | 13764.70 | 727.05 | 247.1 | 20.37 | 156 | 63 | 251 |
| 5 Dec | 13998.50 | 488 | -116.45 | 15.37 | 41 | 4 | 189 |
| 4 Dec | 13875.20 | 608 | -24 | 17.37 | 48 | 2 | 185 |
| 3 Dec | 13844.00 | 626 | 112.9 | 18.36 | 37 | -7 | 183 |
| 2 Dec | 13990.50 | 500 | 44.55 | 16.07 | 162 | 28 | 191 |
| 1 Dec | 14046.45 | 449 | 2.05 | 15.00 | 108 | -9 | 164 |
| 28 Nov | 14043.70 | 441 | 8.05 | 14.33 | 91 | 24 | 173 |
| 27 Nov | 14075.90 | 424.3 | -42.25 | 14.36 | 127 | 80 | 150 |
| 26 Nov | 14009.30 | 463.55 | -187.4 | 14.40 | 68 | 30 | 71 |
| 25 Nov | 13806.70 | 650.95 | -30.05 | 16.85 | 7 | -1 | 41 |
| 24 Nov | 13738.50 | 681 | 37 | 14.16 | 97 | 16 | 36 |
| 21 Nov | 13851.35 | 644 | 107.25 | 18.32 | 74 | 2 | 21 |
| 20 Nov | 13992.20 | 532 | 8.8 | 17.82 | 23 | 4 | 18 |
| 19 Nov | 14000.60 | 520 | -59.1 | 17.06 | 27 | 1 | 14 |
| 18 Nov | 13917.25 | 579.1 | 55.25 | 16.97 | 1 | 0 | 14 |
| 17 Nov | 13997.45 | 520.7 | -1258.8 | 16.97 | 27 | 12 | 12 |
| 14 Nov | 13865.25 | 1779.5 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 14500 expiring on 30DEC2025
Delta for 14500 PE is -0.93
Historical price for 14500 PE is as follows
On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 540, which was -218 lower than the previous day. The implied volatity was 11.22, the open interest changed by -4 which decreased total open position to 178
On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 758, which was -168 lower than the previous day. The implied volatity was 21.95, the open interest changed by -42 which decreased total open position to 182
On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 928, which was 208 higher than the previous day. The implied volatity was 21.13, the open interest changed by -1 which decreased total open position to 225
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 720, which was 4.05 higher than the previous day. The implied volatity was 17.54, the open interest changed by -23 which decreased total open position to 228
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 727.05, which was 247.1 higher than the previous day. The implied volatity was 20.37, the open interest changed by 63 which increased total open position to 251
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 488, which was -116.45 lower than the previous day. The implied volatity was 15.37, the open interest changed by 4 which increased total open position to 189
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 608, which was -24 lower than the previous day. The implied volatity was 17.37, the open interest changed by 2 which increased total open position to 185
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 626, which was 112.9 higher than the previous day. The implied volatity was 18.36, the open interest changed by -7 which decreased total open position to 183
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 500, which was 44.55 higher than the previous day. The implied volatity was 16.07, the open interest changed by 28 which increased total open position to 191
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 449, which was 2.05 higher than the previous day. The implied volatity was 15.00, the open interest changed by -9 which decreased total open position to 164
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 441, which was 8.05 higher than the previous day. The implied volatity was 14.33, the open interest changed by 24 which increased total open position to 173
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 424.3, which was -42.25 lower than the previous day. The implied volatity was 14.36, the open interest changed by 80 which increased total open position to 150
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 463.55, which was -187.4 lower than the previous day. The implied volatity was 14.40, the open interest changed by 30 which increased total open position to 71
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 650.95, which was -30.05 lower than the previous day. The implied volatity was 16.85, the open interest changed by -1 which decreased total open position to 41
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 681, which was 37 higher than the previous day. The implied volatity was 14.16, the open interest changed by 16 which increased total open position to 36
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 644, which was 107.25 higher than the previous day. The implied volatity was 18.32, the open interest changed by 2 which increased total open position to 21
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 532, which was 8.8 higher than the previous day. The implied volatity was 17.82, the open interest changed by 4 which increased total open position to 18
On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 520, which was -59.1 lower than the previous day. The implied volatity was 17.06, the open interest changed by 1 which increased total open position to 14
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 579.1, which was 55.25 higher than the previous day. The implied volatity was 16.97, the open interest changed by 0 which decreased total open position to 14
On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 520.7, which was -1258.8 lower than the previous day. The implied volatity was 16.97, the open interest changed by 12 which increased total open position to 12
On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 1779.5, 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































































































































































































































