Historical option data for MIDCPNIFTY
22 Jun 2026 01:16 PM IST
| MIDCPNIFTY 28-Jul-2026 (36d) 14500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.17
Theta: -4.7
Gamma: 0.00051
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 14627.20 | 408.1 | -13.9 (-3.29%) | 16 | 94 | 26 | 156 | |||||||||
| 19 Jun | 14618.95 | 425.7 | -3.3 (-0.77%) | 16.07 | 76 | 22 | 130 | |||||||||
| 18 Jun | 14595.65 | 428.7 | 18.7 (4.56%) | 17.03 | 100 | 13 | 113 | |||||||||
| 17 Jun | 14575.80 | 415 | 32 (8.36%) | 16.71 | 117 | 39 | 101 | |||||||||
| 16 Jun | 14503.90 | 386 | 25 (6.93%) | 17.09 | 99 | 1 | 62 | |||||||||
| 15 Jun | 14426.35 | 356 | 48 (15.58%) | 17.56 | 98 | 41 | 61 | |||||||||
| 12 Jun | 14245.60 | 313 | 118 (60.51%) | 18.96 | 25 | 4 | 19 | |||||||||
| 11 Jun | 13866.55 | 190 | -35 (-15.56%) | 19.35 | 11 | 6 | 13 | |||||||||
| 10 Jun | 13991.25 | 224.6 | -115.4 (-33.94%) | 19.62 | 6 | 0 | 6 | |||||||||
| 9 Jun | 14180.80 | 340 | -195 (-36.45%) | 20.85 | 6 | 2 | 2 | |||||||||
| 8 Jun | 13994.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 14107.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 14186.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 14149.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 14240.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 14264.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 14474.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 14705.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 14675.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 14559.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 14381.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 14351.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 14369.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 14500 expiring on 28JUL2026
Delta for 14500 CE is 0.62
Historical price for 14500 CE is as follows
On 22 Jun MIDCPNIFTY was trading at 14627.20. The strike last trading price was 408.1, which was -13.9 lower than the previous day. The implied volatity was 16, the open interest changed by 26 which increased total open position to 156
On 19 Jun MIDCPNIFTY was trading at 14618.95. The strike last trading price was 425.7, which was -3.3 lower than the previous day. The implied volatity was 16.07, the open interest changed by 22 which increased total open position to 130
On 18 Jun MIDCPNIFTY was trading at 14595.65. The strike last trading price was 428.7, which was 18.7 higher than the previous day. The implied volatity was 17.03, the open interest changed by 13 which increased total open position to 113
On 17 Jun MIDCPNIFTY was trading at 14575.80. The strike last trading price was 415, which was 32 higher than the previous day. The implied volatity was 16.71, the open interest changed by 39 which increased total open position to 101
On 16 Jun MIDCPNIFTY was trading at 14503.90. The strike last trading price was 386, which was 25 higher than the previous day. The implied volatity was 17.09, the open interest changed by 1 which increased total open position to 62
On 15 Jun MIDCPNIFTY was trading at 14426.35. The strike last trading price was 356, which was 48 higher than the previous day. The implied volatity was 17.56, the open interest changed by 41 which increased total open position to 61
On 12 Jun MIDCPNIFTY was trading at 14245.60. The strike last trading price was 313, which was 118 higher than the previous day. The implied volatity was 18.96, the open interest changed by 4 which increased total open position to 19
On 11 Jun MIDCPNIFTY was trading at 13866.55. The strike last trading price was 190, which was -35 lower than the previous day. The implied volatity was 19.35, the open interest changed by 6 which increased total open position to 13
On 10 Jun MIDCPNIFTY was trading at 13991.25. The strike last trading price was 224.6, which was -115.4 lower than the previous day. The implied volatity was 19.62, the open interest changed by 0 which decreased total open position to 6
On 9 Jun MIDCPNIFTY was trading at 14180.80. The strike last trading price was 340, which was -195 lower than the previous day. The implied volatity was 20.85, the open interest changed by 2 which increased total open position to 2
On 8 Jun MIDCPNIFTY was trading at 13994.75. 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 5 Jun MIDCPNIFTY was trading at 14107.50. 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 4 Jun MIDCPNIFTY was trading at 14186.30. 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 3 Jun MIDCPNIFTY was trading at 14149.05. 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 2 Jun MIDCPNIFTY was trading at 14240.45. 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 1 Jun MIDCPNIFTY was trading at 14264.85. 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 29 May MIDCPNIFTY was trading at 14474.90. 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 May MIDCPNIFTY was trading at 14705.95. 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 26 May MIDCPNIFTY was trading at 14675.60. 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 25 May MIDCPNIFTY was trading at 14559.90. 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 May MIDCPNIFTY was trading at 14381.55. 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 21 May MIDCPNIFTY was trading at 14351.90. 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 May MIDCPNIFTY was trading at 14369.60. 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 28-Jul-2026 (36d) 14500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.18
Theta: -2.9
Gamma: 0.00048
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 14627.20 | 225.75 | -19.4 (-7.91%) | 17.41 | 265 | 99 | 432 |
| 19 Jun | 14618.95 | 235 | 0.8 (0.34%) | 17.56 | 307 | 58 | 335 |
| 18 Jun | 14595.65 | 229.15 | -10.5 (-4.38%) | 16.24 | 412 | 96 | 271 |
| 17 Jun | 14575.80 | 240 | -47.75 (-16.59%) | 16.29 | 224 | 152 | 177 |
| 16 Jun | 14503.90 | 283.65 | -61.85 (-17.90%) | 16.82 | 45 | 13 | 25 |
| 15 Jun | 14426.35 | 349.35 | -250.65 (-41.78%) | 18.01 | 24 | 11 | 12 |
| 12 Jun | 14245.60 | 600 | 600 | - | 1 | 0 | 1 |
| 11 Jun | 13866.55 | 600 | 600 | - | 1 | 0 | 1 |
| 10 Jun | 13991.25 | 600 | 600 (0.00%) | - | 1 | 0 | 1 |
| 9 Jun | 14180.80 | 600 | 0 (0.00%) | - | 1 | 0 | 1 |
| 8 Jun | 13994.75 | 600 | 0 (0.00%) | - | 1 | 0 | 1 |
| 5 Jun | 14107.50 | 600 | 0 (0.00%) | - | 1 | 0 | 1 |
| 4 Jun | 14186.30 | 600 | 0 (0.00%) | - | 1 | 0 | 1 |
| 3 Jun | 14149.05 | 600 | 0 (0.00%) | - | 1 | 0 | 1 |
| 2 Jun | 14240.45 | 600 | 0 (0.00%) | - | 1 | 0 | 1 |
| 1 Jun | 14264.85 | 600 | 0 (0.00%) | - | 1 | 0 | 1 |
| 29 May | 14474.90 | 600 | 0 (0.00%) | - | 1 | 0 | 1 |
| 27 May | 14705.95 | 600 | 0 (0.00%) | - | 1 | 0 | 1 |
| 26 May | 14675.60 | 600 | 0 (0.00%) | - | 1 | 0 | 1 |
| 25 May | 14559.90 | 600 | 0 (0.00%) | - | 1 | 0 | 1 |
| 22 May | 14381.55 | 600 | 0 (0.00%) | - | 1 | 0 | 1 |
| 21 May | 14351.90 | 600 | 0 (0.00%) | 24.43 | 1 | 0 | 1 |
| 20 May | 14369.60 | 600 | -250.35 (-29.44%) | 24.43 | 1 | 1 | 1 |
For Nifty Midcap Select - strike price 14500 expiring on 28JUL2026
Delta for 14500 PE is -0.39
Historical price for 14500 PE is as follows
On 22 Jun MIDCPNIFTY was trading at 14627.20. The strike last trading price was 225.75, which was -19.4 lower than the previous day. The implied volatity was 17.41, the open interest changed by 99 which increased total open position to 432
On 19 Jun MIDCPNIFTY was trading at 14618.95. The strike last trading price was 235, which was 0.8 higher than the previous day. The implied volatity was 17.56, the open interest changed by 58 which increased total open position to 335
On 18 Jun MIDCPNIFTY was trading at 14595.65. The strike last trading price was 229.15, which was -10.5 lower than the previous day. The implied volatity was 16.24, the open interest changed by 96 which increased total open position to 271
On 17 Jun MIDCPNIFTY was trading at 14575.80. The strike last trading price was 240, which was -47.75 lower than the previous day. The implied volatity was 16.29, the open interest changed by 152 which increased total open position to 177
On 16 Jun MIDCPNIFTY was trading at 14503.90. The strike last trading price was 283.65, which was -61.85 lower than the previous day. The implied volatity was 16.82, the open interest changed by 13 which increased total open position to 25
On 15 Jun MIDCPNIFTY was trading at 14426.35. The strike last trading price was 349.35, which was -250.65 lower than the previous day. The implied volatity was 18.01, the open interest changed by 11 which increased total open position to 12
On 12 Jun MIDCPNIFTY was trading at 14245.60. The strike last trading price was 600, which was 600 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun MIDCPNIFTY was trading at 13866.55. The strike last trading price was 600, which was 600 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun MIDCPNIFTY was trading at 13991.25. The strike last trading price was 600, which was 600 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun MIDCPNIFTY was trading at 14180.80. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun MIDCPNIFTY was trading at 13994.75. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun MIDCPNIFTY was trading at 14107.50. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun MIDCPNIFTY was trading at 14186.30. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun MIDCPNIFTY was trading at 14149.05. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun MIDCPNIFTY was trading at 14240.45. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jun MIDCPNIFTY was trading at 14264.85. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was 24.43, the open interest changed by 0 which decreased total open position to 1
On 20 May MIDCPNIFTY was trading at 14369.60. The strike last trading price was 600, which was -250.35 lower than the previous day. The implied volatity was 24.43, the open interest changed by 1 which increased total open position to 1
