Historical option data for MIDCPNIFTY
27 May 2026 04:10 PM IST
| MIDCPNIFTY 30-Jun-2026 (33d) 14650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 0.18
Theta: -5.32
Gamma: 0.0005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 14705.95 | 387.35 | -5.15 (-1.31%) | 17.37 | 325 | -9 | 81 | |||||||||
| 26 May | 14675.60 | 368.45 | 49.65 (15.57%) | 16.63 | 196 | 84 | 92 | |||||||||
| 25 May | 14559.90 | 318.8 | 233.45 (273.52%) | 17.3 | 8 | 8 | 8 | |||||||||
| 18 May | 14165.65 | 0 | -85.35 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 14168.90 | 0 | -85.35 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 14265.55 | 0 | 0 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 14074.05 | 0 | -85.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 13972.05 | 0 | -85.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 14333.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 14650 expiring on 30JUN2026
Delta for 14650 CE is 0.58
Historical price for 14650 CE is as follows
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 387.35, which was -5.15 lower than the previous day. The implied volatity was 17.37, the open interest changed by -9 which decreased total open position to 81
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 368.45, which was 49.65 higher than the previous day. The implied volatity was 16.63, the open interest changed by 84 which increased total open position to 92
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 318.8, which was 233.45 higher than the previous day. The implied volatity was 17.3, the open interest changed by 8 which increased total open position to 8
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 0, which was -85.35 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 -85.35 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 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 -85.35 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 -85.35 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 0 which decreased total open position to 0
| MIDCPNIFTY 30-Jun-2026 (33d) 14650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.18
Theta: -2.85
Gamma: 0.00053
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 14705.95 | 229.45 | -39.2 (-14.59%) | 16.32 | 545 | 47 | 158 |
| 26 May | 14675.60 | 254.05 | -1761.7 (-87.40%) | 17.03 | 239 | 108 | 108 |
| 25 May | 14559.90 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 14165.65 | 0 | -2016 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 14168.90 | 0 | -2016 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 14265.55 | 0 | -2016 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 14074.05 | 0 | -2016 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 13972.05 | 0 | -2016 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 14333.20 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 14650 expiring on 30JUN2026
Delta for 14650 PE is -0.42
Historical price for 14650 PE is as follows
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 229.45, which was -39.2 lower than the previous day. The implied volatity was 16.32, the open interest changed by 47 which increased total open position to 158
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 254.05, which was -1761.7 lower than the previous day. The implied volatity was 17.03, the open interest changed by 108 which increased total open position to 108
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 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 0, which was -2016 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 -2016 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 -2016 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 -2016 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 -2016 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 0 which decreased total open position to 0
