MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
12 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 15000 CE | ||||||||||||||||
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Delta: 0.02
Vega: 1.58
Theta: -0.76
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































