[--[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 15000 CE
Delta: 0.02
Vega: 1.58
Theta: -0.76
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 13908.25 3.75 0.1 15.56 3,547 -222 6,465
11 Dec 13728.05 3.55 -0.2 17.34 3,210 162 6,699
10 Dec 13534.35 3.75 0.25 19.44 4,593 1,024 6,738
9 Dec 13741.35 3.5 -0.25 16.28 3,812 -280 5,754
8 Dec 13764.70 3.7 -2.05 15.77 5,261 836 6,084
5 Dec 13998.50 5.9 0.75 12.85 4,603 -620 5,204
4 Dec 13875.20 5.15 -0.4 13.75 4,312 651 5,843
3 Dec 13844.00 5.75 -2.35 13.79 5,863 35 5,188
2 Dec 13990.50 7.85 -1.15 12.67 4,549 -227 5,166
1 Dec 14046.45 9.15 -1.55 12.14 6,173 542 5,392
28 Nov 14043.70 10.6 -3 11.76 4,274 570 4,875
27 Nov 14075.90 13.3 0.1 11.78 5,718 1,482 4,311
26 Nov 14009.30 13.75 3.9 12.31 5,934 1,404 2,851
25 Nov 13806.70 9.6 -0.95 13.56 1,132 392 1,444
24 Nov 13738.50 11.6 -6.05 14.64 1,508 145 1,046
21 Nov 13851.35 18.35 -8.3 13.97 1,192 433 900
20 Nov 13992.20 28 -2.1 13.35 820 258 462
19 Nov 14000.60 29 -3 13.26 170 101 204
18 Nov 13917.25 29 -24 14.10 115 85 102
17 Nov 13997.45 46 -6.75 14.65 19 9 9


For Nifty Midcap Select - strike price 15000 expiring on 30DEC2025

Delta for 15000 CE is 0.02

Historical price for 15000 CE is as follows

On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 3.75, which was 0.1 higher than the previous day. The implied volatity was 15.56, the open interest changed by -222 which decreased total open position to 6465


On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 3.55, which was -0.2 lower than the previous day. The implied volatity was 17.34, the open interest changed by 162 which increased total open position to 6699


On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 3.75, which was 0.25 higher than the previous day. The implied volatity was 19.44, the open interest changed by 1024 which increased total open position to 6738


On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 3.5, which was -0.25 lower than the previous day. The implied volatity was 16.28, the open interest changed by -280 which decreased total open position to 5754


On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 3.7, which was -2.05 lower than the previous day. The implied volatity was 15.77, the open interest changed by 836 which increased total open position to 6084


On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 5.9, which was 0.75 higher than the previous day. The implied volatity was 12.85, the open interest changed by -620 which decreased total open position to 5204


On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 5.15, which was -0.4 lower than the previous day. The implied volatity was 13.75, the open interest changed by 651 which increased total open position to 5843


On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 5.75, which was -2.35 lower than the previous day. The implied volatity was 13.79, the open interest changed by 35 which increased total open position to 5188


On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 7.85, which was -1.15 lower than the previous day. The implied volatity was 12.67, the open interest changed by -227 which decreased total open position to 5166


On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 9.15, which was -1.55 lower than the previous day. The implied volatity was 12.14, the open interest changed by 542 which increased total open position to 5392


On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 10.6, which was -3 lower than the previous day. The implied volatity was 11.76, the open interest changed by 570 which increased total open position to 4875


On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 13.3, which was 0.1 higher than the previous day. The implied volatity was 11.78, the open interest changed by 1482 which increased total open position to 4311


On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 13.75, which was 3.9 higher than the previous day. The implied volatity was 12.31, the open interest changed by 1404 which increased total open position to 2851


On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 9.6, which was -0.95 lower than the previous day. The implied volatity was 13.56, the open interest changed by 392 which increased total open position to 1444


On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 11.6, which was -6.05 lower than the previous day. The implied volatity was 14.64, the open interest changed by 145 which increased total open position to 1046


On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 18.35, which was -8.3 lower than the previous day. The implied volatity was 13.97, the open interest changed by 433 which increased total open position to 900


On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 28, which was -2.1 lower than the previous day. The implied volatity was 13.35, the open interest changed by 258 which increased total open position to 462


On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 29, which was -3 lower than the previous day. The implied volatity was 13.26, the open interest changed by 101 which increased total open position to 204


On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 29, which was -24 lower than the previous day. The implied volatity was 14.10, the open interest changed by 85 which increased total open position to 102


On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 46, which was -6.75 lower than the previous day. The implied volatity was 14.65, the open interest changed by 9 which increased total open position to 9


MIDCPNIFTY 30DEC2025 15000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 13908.25 1017.9 -236.45 - 28 1 330
11 Dec 13728.05 1254.35 -168.6 30.95 3 0 329
10 Dec 13534.35 1422.95 217 28.41 4 2 331
9 Dec 13741.35 1205.95 153.5 23.41 3 0 329
8 Dec 13764.70 1052.45 83.95 - 1 0 328
5 Dec 13998.50 968.5 -48 22.59 2 -1 328
4 Dec 13875.20 1016.5 -73.95 - 13 12 328
3 Dec 13844.00 1090.45 155.45 23.39 1 0 315
2 Dec 13990.50 935 45 18.41 15 1 316
1 Dec 14046.45 890 22 18.60 7 -1 315
28 Nov 14043.70 864 12.6 16.00 43 3 317
27 Nov 14075.90 845.2 -85 16.64 13 1 313
26 Nov 14009.30 930.2 -144.7 20.33 36 9 310
25 Nov 13806.70 1074.9 -73.4 16.38 7 4 300
24 Nov 13738.50 1148.3 84.9 16.87 66 57 295
21 Nov 13851.35 1065 132.85 20.10 191 175 233
20 Nov 13992.20 925.6 -24.4 19.01 65 57 58
19 Nov 14000.60 950 -1276.35 - 0 1 0
18 Nov 13917.25 950 -1276.35 - 1 0 0
17 Nov 13997.45 2226.35 0 - 0 0 0


For Nifty Midcap Select - strike price 15000 expiring on 30DEC2025

Delta for 15000 PE is -

Historical price for 15000 PE is as follows

On 12 Dec MIDCPNIFTY was trading at 13908.25. The strike last trading price was 1017.9, which was -236.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 330


On 11 Dec MIDCPNIFTY was trading at 13728.05. The strike last trading price was 1254.35, which was -168.6 lower than the previous day. The implied volatity was 30.95, the open interest changed by 0 which decreased total open position to 329


On 10 Dec MIDCPNIFTY was trading at 13534.35. The strike last trading price was 1422.95, which was 217 higher than the previous day. The implied volatity was 28.41, the open interest changed by 2 which increased total open position to 331


On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 1205.95, which was 153.5 higher than the previous day. The implied volatity was 23.41, the open interest changed by 0 which decreased total open position to 329


On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 1052.45, which was 83.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 328


On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 968.5, which was -48 lower than the previous day. The implied volatity was 22.59, the open interest changed by -1 which decreased total open position to 328


On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 1016.5, which was -73.95 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 328


On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 1090.45, which was 155.45 higher than the previous day. The implied volatity was 23.39, the open interest changed by 0 which decreased total open position to 315


On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 935, which was 45 higher than the previous day. The implied volatity was 18.41, the open interest changed by 1 which increased total open position to 316


On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 890, which was 22 higher than the previous day. The implied volatity was 18.60, the open interest changed by -1 which decreased total open position to 315


On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 864, which was 12.6 higher than the previous day. The implied volatity was 16.00, the open interest changed by 3 which increased total open position to 317


On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 845.2, which was -85 lower than the previous day. The implied volatity was 16.64, the open interest changed by 1 which increased total open position to 313


On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 930.2, which was -144.7 lower than the previous day. The implied volatity was 20.33, the open interest changed by 9 which increased total open position to 310


On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 1074.9, which was -73.4 lower than the previous day. The implied volatity was 16.38, the open interest changed by 4 which increased total open position to 300


On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 1148.3, which was 84.9 higher than the previous day. The implied volatity was 16.87, the open interest changed by 57 which increased total open position to 295


On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 1065, which was 132.85 higher than the previous day. The implied volatity was 20.10, the open interest changed by 175 which increased total open position to 233


On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 925.6, which was -24.4 lower than the previous day. The implied volatity was 19.01, the open interest changed by 57 which increased total open position to 58


On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 950, which was -1276.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 950, which was -1276.35 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 2226.35, 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