MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
12 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 14800 CE | ||||||||||||||||
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Delta: 0.04
Vega: 2.48
Theta: -1.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 13908.25 | 6.35 | 1.8 | 14.26 | 2,613 | 142 | 2,447 | |||||||||
| 11 Dec | 13728.05 | 4.65 | -0.05 | 15.59 | 1,703 | -114 | 2,285 | |||||||||
| 10 Dec | 13534.35 | 4.6 | -0.6 | 17.68 | 3,247 | -479 | 2,385 | |||||||||
| 9 Dec | 13741.35 | 4.95 | -0.75 | 14.80 | 2,673 | -415 | 2,862 | |||||||||
| 8 Dec | 13764.70 | 5.65 | -6.4 | 14.49 | 6,686 | -671 | 3,289 | |||||||||
| 5 Dec | 13998.50 | 11.85 | 2.1 | 12.13 | 5,581 | 262 | 3,965 | |||||||||
| 4 Dec | 13875.20 | 10 | -0.6 | 13.09 | 4,912 | 613 | 3,737 | |||||||||
| 3 Dec | 13844.00 | 10.15 | -6.45 | 12.94 | 5,406 | 186 | 3,127 | |||||||||
| 2 Dec | 13990.50 | 16.3 | -4.5 | 12.20 | 4,152 | 205 | 2,961 | |||||||||
| 1 Dec | 14046.45 | 20.7 | -3.55 | 11.91 | 4,916 | 53 | 2,761 | |||||||||
| 28 Nov | 14043.70 | 24.95 | -4.85 | 11.76 | 4,807 | 933 | 2,723 | |||||||||
| 27 Nov | 14075.90 | 29.15 | 1.35 | 11.67 | 4,850 | 417 | 1,790 | |||||||||
| 26 Nov | 14009.30 | 28.45 | 12.25 | 12.14 | 4,637 | 779 | 1,393 | |||||||||
| 25 Nov | 13806.70 | 15.5 | -4.7 | 12.70 | 884 | 269 | 617 | |||||||||
| 24 Nov | 13738.50 | 19.4 | -15.55 | 14.10 | 764 | 113 | 348 | |||||||||
| 21 Nov | 13851.35 | 33.4 | -13.5 | 13.83 | 470 | 182 | 230 | |||||||||
| 20 Nov | 13992.20 | 50 | -18.05 | 13.22 | 77 | 45 | 45 | |||||||||
| 19 Nov | 14000.60 | 68.05 | 0 | 3.28 | 0 | 0 | 0 | |||||||||
| 18 Nov | 13917.25 | 68.05 | 0 | 3.65 | 0 | 0 | 0 | |||||||||
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| 17 Nov | 13997.45 | 68.05 | 0 | 3.15 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 14800 expiring on 30DEC2025
Delta for 14800 CE is 0.04
Historical price for 14800 CE is as follows
On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 6.35, which was 1.8 higher than the previous day. The implied volatity was 14.26, the open interest changed by 142 which increased total open position to 2447
On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 4.65, which was -0.05 lower than the previous day. The implied volatity was 15.59, the open interest changed by -114 which decreased total open position to 2285
On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 4.6, which was -0.6 lower than the previous day. The implied volatity was 17.68, the open interest changed by -479 which decreased total open position to 2385
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 4.95, which was -0.75 lower than the previous day. The implied volatity was 14.80, the open interest changed by -415 which decreased total open position to 2862
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 5.65, which was -6.4 lower than the previous day. The implied volatity was 14.49, the open interest changed by -671 which decreased total open position to 3289
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 11.85, which was 2.1 higher than the previous day. The implied volatity was 12.13, the open interest changed by 262 which increased total open position to 3965
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 10, which was -0.6 lower than the previous day. The implied volatity was 13.09, the open interest changed by 613 which increased total open position to 3737
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 10.15, which was -6.45 lower than the previous day. The implied volatity was 12.94, the open interest changed by 186 which increased total open position to 3127
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 16.3, which was -4.5 lower than the previous day. The implied volatity was 12.20, the open interest changed by 205 which increased total open position to 2961
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 20.7, which was -3.55 lower than the previous day. The implied volatity was 11.91, the open interest changed by 53 which increased total open position to 2761
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 24.95, which was -4.85 lower than the previous day. The implied volatity was 11.76, the open interest changed by 933 which increased total open position to 2723
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 29.15, which was 1.35 higher than the previous day. The implied volatity was 11.67, the open interest changed by 417 which increased total open position to 1790
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 28.45, which was 12.25 higher than the previous day. The implied volatity was 12.14, the open interest changed by 779 which increased total open position to 1393
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 15.5, which was -4.7 lower than the previous day. The implied volatity was 12.70, the open interest changed by 269 which increased total open position to 617
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 19.4, which was -15.55 lower than the previous day. The implied volatity was 14.10, the open interest changed by 113 which increased total open position to 348
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 33.4, which was -13.5 lower than the previous day. The implied volatity was 13.83, the open interest changed by 182 which increased total open position to 230
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 50, which was -18.05 lower than the previous day. The implied volatity was 13.22, the open interest changed by 45 which increased total open position to 45
On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 68.05, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 68.05, which was 0 lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0
On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 68.05, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2025 14800 PE | |||||||
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Delta: -0.78
Vega: 9.17
Theta: -5.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 13908.25 | 950 | 20 | 32.38 | 1 | 0 | 0 |
| 11 Dec | 13728.05 | 930 | 245 | - | 0 | 0 | 0 |
| 10 Dec | 13534.35 | 930 | 245 | - | 0 | 0 | 0 |
| 9 Dec | 13741.35 | 930 | 245 | - | 0 | 0 | 0 |
| 8 Dec | 13764.70 | 930 | 245 | - | 0 | 0 | 0 |
| 5 Dec | 13998.50 | 930 | 245 | - | 0 | 0 | 0 |
| 4 Dec | 13875.20 | 930 | 245 | - | 0 | -1 | 0 |
| 3 Dec | 13844.00 | 930 | 245 | 24.06 | 1 | 0 | 1 |
| 2 Dec | 13990.50 | 685 | -1359.7 | - | 0 | 0 | 0 |
| 1 Dec | 14046.45 | 685 | -1359.7 | - | 0 | 1 | 0 |
| 28 Nov | 14043.70 | 685 | -1359.7 | 15.24 | 1 | 0 | 0 |
| 27 Nov | 14075.90 | 2044.7 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 14009.30 | 2044.7 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 13806.70 | 2044.7 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 13738.50 | 2044.7 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 13851.35 | 2044.7 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 13992.20 | 2044.7 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 14000.60 | 2044.7 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 13917.25 | 2044.7 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 13997.45 | 2044.7 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 14800 expiring on 30DEC2025
Delta for 14800 PE is -0.78
Historical price for 14800 PE is as follows
On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 950, which was 20 higher than the previous day. The implied volatity was 32.38, the open interest changed by 0 which decreased total open position to 0
On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 930, which was 245 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 930, which was 245 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 930, which was 245 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 930, which was 245 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 930, which was 245 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 930, which was 245 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 930, which was 245 higher than the previous day. The implied volatity was 24.06, the open interest changed by 0 which decreased total open position to 1
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 685, which was -1359.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 685, which was -1359.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 685, which was -1359.7 lower than the previous day. The implied volatity was 15.24, the open interest changed by 0 which decreased total open position to 0
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 2044.7, 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 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 2044.7, 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 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 2044.7, 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 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 2044.7, 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 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 2044.7, 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 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 2044.7, 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 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 2044.7, 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 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 2044.7, 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 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 2044.7, 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































































































































































































































