Historical option data for MIDCPNIFTY
18 Jun 2026 04:10 PM IST
| MIDCPNIFTY 30-Jun-2026 (11d) 14500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.1
Theta: -7.5
Gamma: 0.00088
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 14595.65 | 242 | 6 (2.54%) | 16.1 | 5,769 | -561 | 3,858 | |||||||||
| 17 Jun | 14575.80 | 241 | 32 (15.31%) | 16.75 | 14,506 | -99 | 4,433 | |||||||||
| 16 Jun | 14503.90 | 210.05 | 17.05 (8.83%) | 16.49 | 16,909 | 172 | 4,660 | |||||||||
| 15 Jun | 14426.35 | 180.15 | 23.15 (14.75%) | 16.98 | 12,977 | 130 | 4,530 | |||||||||
| 12 Jun | 14245.60 | 135.4 | 75.4 (125.67%) | 18 | 17,104 | -131 | 4,445 | |||||||||
| 11 Jun | 13866.55 | 62.85 | -26.15 (-29.38%) | 19.36 | 8,068 | -263 | 4,615 | |||||||||
| 10 Jun | 13991.25 | 90 | -75 (-45.45%) | 19.16 | 6,739 | -78 | 4,890 | |||||||||
| 9 Jun | 14180.80 | 163.5 | 50.5 (44.69%) | 20.19 | 4,587 | 503 | 4,979 | |||||||||
| 8 Jun | 13994.75 | 107 | -48 (-30.97%) | 20.5 | 4,677 | 261 | 4,489 | |||||||||
| 5 Jun | 14107.50 | 153.7 | -31.2 (-16.87%) | 19.44 | 6,255 | 208 | 4,228 | |||||||||
| 4 Jun | 14186.30 | 189.55 | -13.8 (-6.79%) | 19.39 | 6,525 | 91 | 4,031 | |||||||||
| 3 Jun | 14149.05 | 188.95 | -42.15 (-18.24%) | 20.15 | 8,055 | 178 | 3,939 | |||||||||
| 2 Jun | 14240.45 | 232 | -2.7 (-1.15%) | 19.69 | 7,455 | 1,022 | 3,761 | |||||||||
| 1 Jun | 14264.85 | 221.95 | -138.8 (-38.48%) | 18.7 | 8,041 | 442 | 2,770 | |||||||||
| 29 May | 14474.90 | 382 | -90.2 (-19.10%) | 19.46 | 4,019 | 929 | 2,334 | |||||||||
| 27 May | 14705.95 | 481.05 | -3.3 (-0.68%) | 17.78 | 1,507 | -188 | 1,418 | |||||||||
| 26 May | 14675.60 | 475 | 42.2 (9.75%) | 17.83 | 2,992 | 467 | 1,629 | |||||||||
| 25 May | 14559.90 | 445 | 81.35 (22.37%) | 19.95 | 2,384 | 628 | 1,169 | |||||||||
| 22 May | 14381.55 | 375 | 26.35 (7.56%) | 20.35 | 2,077 | 165 | 558 | |||||||||
| 21 May | 14351.90 | 357.8 | 3.1 (0.87%) | 20.28 | 920 | 255 | 395 | |||||||||
| 20 May | 14369.60 | 369 | 57.95 (18.63%) | 19.87 | 309 | 76 | 139 | |||||||||
| 19 May | 14298.85 | 310 | 45.2 (17.07%) | 18.85 | 131 | 27 | 63 | |||||||||
| 18 May | 14165.65 | 280 | -2.9 (-1.03%) | 19.39 | 75 | 12 | 38 | |||||||||
| 15 May | 14168.90 | 280 | -61.15 (-17.92%) | 18.97 | 39 | 8 | 25 | |||||||||
| 14 May | 14265.55 | 349.95 | 70.95 (25.43%) | 20.03 | 23 | 14 | 17 | |||||||||
| 13 May | 14074.05 | 279 | 11 (4.10%) | 0 | 3 | 2 | 3 | |||||||||
| 12 May | 13972.05 | 268 | 203.05 (312.63%) | 21.08 | 2 | 1 | 1 | |||||||||
| 11 May | 14333.20 | 0 | -64.95 (-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 14500 expiring on 30JUN2026
Delta for 14500 CE is 0.62
Historical price for 14500 CE is as follows
On 18 Jun MIDCPNIFTY was trading at 14595.65. The strike last trading price was 242, which was 6 higher than the previous day. The implied volatity was 16.1, the open interest changed by -561 which decreased total open position to 3858
On 17 Jun MIDCPNIFTY was trading at 14575.80. The strike last trading price was 241, which was 32 higher than the previous day. The implied volatity was 16.75, the open interest changed by -99 which decreased total open position to 4433
On 16 Jun MIDCPNIFTY was trading at 14503.90. The strike last trading price was 210.05, which was 17.05 higher than the previous day. The implied volatity was 16.49, the open interest changed by 172 which increased total open position to 4660
On 15 Jun MIDCPNIFTY was trading at 14426.35. The strike last trading price was 180.15, which was 23.15 higher than the previous day. The implied volatity was 16.98, the open interest changed by 130 which increased total open position to 4530
On 12 Jun MIDCPNIFTY was trading at 14245.60. The strike last trading price was 135.4, which was 75.4 higher than the previous day. The implied volatity was 18, the open interest changed by -131 which decreased total open position to 4445
On 11 Jun MIDCPNIFTY was trading at 13866.55. The strike last trading price was 62.85, which was -26.15 lower than the previous day. The implied volatity was 19.36, the open interest changed by -263 which decreased total open position to 4615
On 10 Jun MIDCPNIFTY was trading at 13991.25. The strike last trading price was 90, which was -75 lower than the previous day. The implied volatity was 19.16, the open interest changed by -78 which decreased total open position to 4890
On 9 Jun MIDCPNIFTY was trading at 14180.80. The strike last trading price was 163.5, which was 50.5 higher than the previous day. The implied volatity was 20.19, the open interest changed by 503 which increased total open position to 4979
On 8 Jun MIDCPNIFTY was trading at 13994.75. The strike last trading price was 107, which was -48 lower than the previous day. The implied volatity was 20.5, the open interest changed by 261 which increased total open position to 4489
On 5 Jun MIDCPNIFTY was trading at 14107.50. The strike last trading price was 153.7, which was -31.2 lower than the previous day. The implied volatity was 19.44, the open interest changed by 208 which increased total open position to 4228
On 4 Jun MIDCPNIFTY was trading at 14186.30. The strike last trading price was 189.55, which was -13.8 lower than the previous day. The implied volatity was 19.39, the open interest changed by 91 which increased total open position to 4031
On 3 Jun MIDCPNIFTY was trading at 14149.05. The strike last trading price was 188.95, which was -42.15 lower than the previous day. The implied volatity was 20.15, the open interest changed by 178 which increased total open position to 3939
On 2 Jun MIDCPNIFTY was trading at 14240.45. The strike last trading price was 232, which was -2.7 lower than the previous day. The implied volatity was 19.69, the open interest changed by 1022 which increased total open position to 3761
On 1 Jun MIDCPNIFTY was trading at 14264.85. The strike last trading price was 221.95, which was -138.8 lower than the previous day. The implied volatity was 18.7, the open interest changed by 442 which increased total open position to 2770
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 382, which was -90.2 lower than the previous day. The implied volatity was 19.46, the open interest changed by 929 which increased total open position to 2334
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 481.05, which was -3.3 lower than the previous day. The implied volatity was 17.78, the open interest changed by -188 which decreased total open position to 1418
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 475, which was 42.2 higher than the previous day. The implied volatity was 17.83, the open interest changed by 467 which increased total open position to 1629
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 445, which was 81.35 higher than the previous day. The implied volatity was 19.95, the open interest changed by 628 which increased total open position to 1169
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 375, which was 26.35 higher than the previous day. The implied volatity was 20.35, the open interest changed by 165 which increased total open position to 558
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 357.8, which was 3.1 higher than the previous day. The implied volatity was 20.28, the open interest changed by 255 which increased total open position to 395
On 20 May MIDCPNIFTY was trading at 14369.60. The strike last trading price was 369, which was 57.95 higher than the previous day. The implied volatity was 19.87, the open interest changed by 76 which increased total open position to 139
On 19 May MIDCPNIFTY was trading at 14298.85. The strike last trading price was 310, which was 45.2 higher than the previous day. The implied volatity was 18.85, the open interest changed by 27 which increased total open position to 63
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 280, which was -2.9 lower than the previous day. The implied volatity was 19.39, the open interest changed by 12 which increased total open position to 38
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 280, which was -61.15 lower than the previous day. The implied volatity was 18.97, the open interest changed by 8 which increased total open position to 25
On 14 May MIDCPNIFTY was trading at 14265.55. The strike last trading price was 349.95, which was 70.95 higher than the previous day. The implied volatity was 20.03, the open interest changed by 14 which increased total open position to 17
On 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 279, which was 11 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 3
On 12 May MIDCPNIFTY was trading at 13972.05. The strike last trading price was 268, which was 203.05 higher than the previous day. The implied volatity was 21.08, the open interest changed by 1 which increased total open position to 1
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 0, which was -64.95 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 (11d) 14500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 0.1
Theta: -3.96
Gamma: 0.00106
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 14595.65 | 85.9 | -27.85 (-24.48%) | 13.13 | 9,991 | 458 | 5,604 |
| 17 Jun | 14575.80 | 112 | -40.85 (-26.73%) | 14.45 | 18,611 | 1,115 | 5,151 |
| 16 Jun | 14503.90 | 152.05 | -58.6 (-27.82%) | 15 | 12,977 | 485 | 4,076 |
| 15 Jun | 14426.35 | 207 | -112.8 (-35.27%) | 15.66 | 10,981 | 1,211 | 3,606 |
| 12 Jun | 14245.60 | 326.85 | -314.85 (-49.06%) | 15.49 | 967 | -59 | 2,401 |
| 11 Jun | 13866.55 | 617.95 | 61.3 (11.01%) | 17.44 | 474 | -59 | 2,460 |
| 10 Jun | 13991.25 | 561.2 | 180.6 (47.45%) | 20.19 | 473 | -96 | 2,521 |
| 9 Jun | 14180.80 | 389.75 | -183.15 (-31.97%) | 16.61 | 728 | -71 | 2,620 |
| 8 Jun | 13994.75 | 593.95 | 151.3 (34.18%) | 19.7 | 832 | -191 | 2,692 |
| 5 Jun | 14107.50 | 444.8 | 49.85 (12.62%) | 15.83 | 2,026 | -644 | 2,883 |
| 4 Jun | 14186.30 | 384.35 | -28 (-6.79%) | 15.63 | 1,963 | 105 | 3,527 |
| 3 Jun | 14149.05 | 416.05 | 57.2 (15.94%) | 15.27 | 1,050 | -162 | 3,423 |
| 2 Jun | 14240.45 | 352.45 | -39.55 (-10.09%) | 15.68 | 1,318 | -42 | 3,586 |
| 1 Jun | 14264.85 | 405.55 | 148.55 (57.80%) | 18.65 | 8,406 | -128 | 3,695 |
| 29 May | 14474.90 | 247.6 | 66 (36.34%) | 17.18 | 7,045 | 863 | 3,826 |
| 27 May | 14705.95 | 177 | -35.5 (-16.71%) | 16.85 | 4,891 | 983 | 2,961 |
| 26 May | 14675.60 | 213 | -78.65 (-26.97%) | 18.21 | 3,456 | 959 | 2,021 |
| 25 May | 14559.90 | 275.05 | -147.5 (-34.91%) | 18.96 | 2,297 | 677 | 1,056 |
| 22 May | 14381.55 | 406.5 | -44.9 (-9.95%) | 20.88 | 663 | 141 | 382 |
| 21 May | 14351.90 | 449 | 19 (4.42%) | 21.96 | 690 | 142 | 242 |
| 20 May | 14369.60 | 425 | -53 (-11.09%) | 21.25 | 142 | 49 | 98 |
| 19 May | 14298.85 | 485 | -94 (-16.23%) | 21.54 | 84 | 25 | 49 |
| 18 May | 14165.65 | 505 | -6 (-1.17%) | 19.44 | 15 | -2 | 25 |
| 15 May | 14168.90 | 497 | -8 (-1.58%) | 17.93 | 15 | -1 | 28 |
| 14 May | 14265.55 | 492 | -118 (-19.34%) | 20.94 | 22 | 13 | 28 |
| 13 May | 14074.05 | 610 | -22 (-3.48%) | 0 | 5 | 2 | 16 |
| 12 May | 13972.05 | 632 | 159 (33.62%) | 0 | 5 | 0 | 14 |
| 11 May | 14333.20 | 473 | 89 (23.18%) | 0 | 8 | 0 | 20 |
| 8 May | 14491.75 | 384.1 | 23.45 (6.50%) | 19.87 | 20 | 5 | 19 |
| 7 May | 14551.45 | 360 | -1786.45 (-83.23%) | 20.13 | 16 | 13 | 13 |
For Nifty Midcap Select - strike price 14500 expiring on 30JUN2026
Delta for 14500 PE is -0.36
Historical price for 14500 PE is as follows
On 18 Jun MIDCPNIFTY was trading at 14595.65. The strike last trading price was 85.9, which was -27.85 lower than the previous day. The implied volatity was 13.13, the open interest changed by 458 which increased total open position to 5604
On 17 Jun MIDCPNIFTY was trading at 14575.80. The strike last trading price was 112, which was -40.85 lower than the previous day. The implied volatity was 14.45, the open interest changed by 1115 which increased total open position to 5151
On 16 Jun MIDCPNIFTY was trading at 14503.90. The strike last trading price was 152.05, which was -58.6 lower than the previous day. The implied volatity was 15, the open interest changed by 485 which increased total open position to 4076
On 15 Jun MIDCPNIFTY was trading at 14426.35. The strike last trading price was 207, which was -112.8 lower than the previous day. The implied volatity was 15.66, the open interest changed by 1211 which increased total open position to 3606
On 12 Jun MIDCPNIFTY was trading at 14245.60. The strike last trading price was 326.85, which was -314.85 lower than the previous day. The implied volatity was 15.49, the open interest changed by -59 which decreased total open position to 2401
On 11 Jun MIDCPNIFTY was trading at 13866.55. The strike last trading price was 617.95, which was 61.3 higher than the previous day. The implied volatity was 17.44, the open interest changed by -59 which decreased total open position to 2460
On 10 Jun MIDCPNIFTY was trading at 13991.25. The strike last trading price was 561.2, which was 180.6 higher than the previous day. The implied volatity was 20.19, the open interest changed by -96 which decreased total open position to 2521
On 9 Jun MIDCPNIFTY was trading at 14180.80. The strike last trading price was 389.75, which was -183.15 lower than the previous day. The implied volatity was 16.61, the open interest changed by -71 which decreased total open position to 2620
On 8 Jun MIDCPNIFTY was trading at 13994.75. The strike last trading price was 593.95, which was 151.3 higher than the previous day. The implied volatity was 19.7, the open interest changed by -191 which decreased total open position to 2692
On 5 Jun MIDCPNIFTY was trading at 14107.50. The strike last trading price was 444.8, which was 49.85 higher than the previous day. The implied volatity was 15.83, the open interest changed by -644 which decreased total open position to 2883
On 4 Jun MIDCPNIFTY was trading at 14186.30. The strike last trading price was 384.35, which was -28 lower than the previous day. The implied volatity was 15.63, the open interest changed by 105 which increased total open position to 3527
On 3 Jun MIDCPNIFTY was trading at 14149.05. The strike last trading price was 416.05, which was 57.2 higher than the previous day. The implied volatity was 15.27, the open interest changed by -162 which decreased total open position to 3423
On 2 Jun MIDCPNIFTY was trading at 14240.45. The strike last trading price was 352.45, which was -39.55 lower than the previous day. The implied volatity was 15.68, the open interest changed by -42 which decreased total open position to 3586
On 1 Jun MIDCPNIFTY was trading at 14264.85. The strike last trading price was 405.55, which was 148.55 higher than the previous day. The implied volatity was 18.65, the open interest changed by -128 which decreased total open position to 3695
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 247.6, which was 66 higher than the previous day. The implied volatity was 17.18, the open interest changed by 863 which increased total open position to 3826
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 177, which was -35.5 lower than the previous day. The implied volatity was 16.85, the open interest changed by 983 which increased total open position to 2961
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 213, which was -78.65 lower than the previous day. The implied volatity was 18.21, the open interest changed by 959 which increased total open position to 2021
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 275.05, which was -147.5 lower than the previous day. The implied volatity was 18.96, the open interest changed by 677 which increased total open position to 1056
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 406.5, which was -44.9 lower than the previous day. The implied volatity was 20.88, the open interest changed by 141 which increased total open position to 382
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 449, which was 19 higher than the previous day. The implied volatity was 21.96, the open interest changed by 142 which increased total open position to 242
On 20 May MIDCPNIFTY was trading at 14369.60. The strike last trading price was 425, which was -53 lower than the previous day. The implied volatity was 21.25, the open interest changed by 49 which increased total open position to 98
On 19 May MIDCPNIFTY was trading at 14298.85. The strike last trading price was 485, which was -94 lower than the previous day. The implied volatity was 21.54, the open interest changed by 25 which increased total open position to 49
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 505, which was -6 lower than the previous day. The implied volatity was 19.44, the open interest changed by -2 which decreased total open position to 25
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 497, which was -8 lower than the previous day. The implied volatity was 17.93, the open interest changed by -1 which decreased total open position to 28
On 14 May MIDCPNIFTY was trading at 14265.55. The strike last trading price was 492, which was -118 lower than the previous day. The implied volatity was 20.94, the open interest changed by 13 which increased total open position to 28
On 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 610, which was -22 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 16
On 12 May MIDCPNIFTY was trading at 13972.05. The strike last trading price was 632, which was 159 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 14
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 473, which was 89 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 20
On 8 May MIDCPNIFTY was trading at 14491.75. The strike last trading price was 384.1, which was 23.45 higher than the previous day. The implied volatity was 19.87, the open interest changed by 5 which increased total open position to 19
On 7 May MIDCPNIFTY was trading at 14551.45. The strike last trading price was 360, which was -1786.45 lower than the previous day. The implied volatity was 20.13, the open interest changed by 13 which increased total open position to 13
