[--[65.84.65.76]--]

MIDCPNIFTY

Nifty Midcap Select
13908.25 +180.20 (1.31%)
L: 13757.05 H: 13919.6

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Historical option data for MIDCPNIFTY

12 Dec 2025 04:12 PM IST
MIDCPNIFTY 30-DEC-2025 14500 CE
Delta: 0.10
Vega: 5.36
Theta: -2.26
Gamma: 0.00
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
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
Delta: -0.93
Vega: 4.07
Theta: 2.43
Gamma: 0.00
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