[--[65.84.65.76]--]

MIDCPNIFTY

Nifty Midcap Select
13908.25 +180.20 (1.31%)
L: 13757.05 H: 13919.6

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Historical option data for MIDCPNIFTY

12 Dec 2025 04:12 PM IST
MIDCPNIFTY 30-DEC-2025 14800 CE
Delta: 0.04
Vega: 2.48
Theta: -1.12
Gamma: 0.00
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
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
Delta: -0.78
Vega: 9.17
Theta: -5.02
Gamma: 0.00
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