Historical option data for MIDCPNIFTY
29 May 2026 04:10 PM IST
| MIDCPNIFTY 30-Jun-2026 (31d) 14600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.17
Theta: -5.9
Gamma: 0.00049
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 14474.90 | 321 | -89 (-21.71%) | 18.86 | 3,816 | 750 | 1,330 | |||||||||
| 27 May | 14705.95 | 419.6 | -3.85 (-0.91%) | 17.69 | 948 | -16 | 583 | |||||||||
| 26 May | 14675.60 | 417.85 | 40.05 (10.60%) | 18.02 | 2,340 | 454 | 604 | |||||||||
| 25 May | 14559.90 | 389.05 | 76.1 (24.32%) | 19.78 | 292 | 110 | 151 | |||||||||
| 22 May | 14381.55 | 325.2 | 24.5 (8.15%) | 20.18 | 88 | 27 | 42 | |||||||||
| 21 May | 14351.90 | 309.6 | -0.7 (-0.23%) | 19.93 | 57 | -4 | 15 | |||||||||
| 20 May | 14369.60 | 316.8 | 259.4 (451.92%) | 19.41 | 31 | 18 | 18 | |||||||||
| 18 May | 14165.65 | 0 | -57.4 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 14168.90 | 0 | -57.4 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 14265.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 May | 14074.05 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 13972.05 | 0 | -57.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 14333.20 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
For Nifty Midcap Select - strike price 14600 expiring on 30JUN2026
Delta for 14600 CE is 0.51
Historical price for 14600 CE is as follows
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 321, which was -89 lower than the previous day. The implied volatity was 18.86, the open interest changed by 750 which increased total open position to 1330
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 419.6, which was -3.85 lower than the previous day. The implied volatity was 17.69, the open interest changed by -16 which decreased total open position to 583
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 417.85, which was 40.05 higher than the previous day. The implied volatity was 18.02, the open interest changed by 454 which increased total open position to 604
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 389.05, which was 76.1 higher than the previous day. The implied volatity was 19.78, the open interest changed by 110 which increased total open position to 151
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 325.2, which was 24.5 higher than the previous day. The implied volatity was 20.18, the open interest changed by 27 which increased total open position to 42
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 309.6, which was -0.7 lower than the previous day. The implied volatity was 19.93, the open interest changed by -4 which decreased total open position to 15
On 20 May MIDCPNIFTY was trading at 14369.60. The strike last trading price was 316.8, which was 259.4 higher than the previous day. The implied volatity was 19.41, the open interest changed by 18 which increased total open position to 18
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 0, which was -57.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 0, which was -57.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May MIDCPNIFTY was trading at 14265.55. 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 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May MIDCPNIFTY was trading at 13972.05. The strike last trading price was 0, which was -57.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May MIDCPNIFTY was trading at 14333.20. 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 30-Jun-2026 (31d) 14600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.17
Theta: -3.08
Gamma: 0.00056
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 14474.90 | 288.5 | 72.9 (33.81%) | 16.48 | 5,824 | 479 | 1,310 |
| 27 May | 14705.95 | 209 | -39.8 (-16.00%) | 16.42 | 2,232 | 151 | 858 |
| 26 May | 14675.60 | 240.25 | -90.75 (-27.42%) | 17.48 | 2,115 | 650 | 709 |
| 25 May | 14559.90 | 314 | -1923.1 (-85.96%) | 18.56 | 150 | 58 | 58 |
| 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 |
| 18 May | 14165.65 | 0 | -2237 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 14168.90 | 0 | -2237 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 14265.55 | 0 | -2237 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 14074.05 | 0 | -2237 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 13972.05 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 14333.20 | 0 | 0 | - | 0 | 10 | 10 |
For Nifty Midcap Select - strike price 14600 expiring on 30JUN2026
Delta for 14600 PE is -0.49
Historical price for 14600 PE is as follows
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 288.5, which was 72.9 higher than the previous day. The implied volatity was 16.48, the open interest changed by 479 which increased total open position to 1310
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 209, which was -39.8 lower than the previous day. The implied volatity was 16.42, the open interest changed by 151 which increased total open position to 858
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 240.25, which was -90.75 lower than the previous day. The implied volatity was 17.48, the open interest changed by 650 which increased total open position to 709
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 314, which was -1923.1 lower than the previous day. The implied volatity was 18.56, the open interest changed by 58 which increased total open position to 58
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
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 0, which was -2237 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 0, which was -2237 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May MIDCPNIFTY was trading at 14265.55. The strike last trading price was 0, which was -2237 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 0, which was -2237 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May MIDCPNIFTY was trading at 13972.05. 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 11 May MIDCPNIFTY was trading at 14333.20. 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
