Historical option data for MIDCPNIFTY
11 Jun 2026 04:10 PM IST
| MIDCPNIFTY 30-Jun-2026 (18d) 14200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0.12
Theta: -6.67
Gamma: 0.00059
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 13866.55 | 137.8 | -47.2 (-25.51%) | 19.47 | 5,105 | -14 | 1,826 | |||||||||
| 10 Jun | 13991.25 | 184.95 | -126.05 (-40.53%) | 19.29 | 10,083 | -215 | 1,841 | |||||||||
| 9 Jun | 14180.80 | 301.25 | 79.25 (35.70%) | 20.96 | 7,299 | 490 | 2,057 | |||||||||
| 8 Jun | 13994.75 | 204 | -80 (-28.17%) | 20.78 | 4,597 | -188 | 1,561 | |||||||||
| 5 Jun | 14107.50 | 281.95 | -41.55 (-12.84%) | 20.24 | 8,160 | 233 | 1,752 | |||||||||
| 4 Jun | 14186.30 | 337 | -7.15 (-2.08%) | 20.48 | 5,379 | 47 | 1,522 | |||||||||
| 3 Jun | 14149.05 | 330 | -54.4 (-14.15%) | 21.28 | 7,157 | 309 | 1,482 | |||||||||
| 2 Jun | 14240.45 | 392 | 7.1 (1.84%) | 20.9 | 7,081 | 1,099 | 1,179 | |||||||||
| 1 Jun | 14264.85 | 367.25 | -182.6 (-33.21%) | 19.31 | 331 | 16 | 80 | |||||||||
| 29 May | 14474.90 | 543.95 | -92.55 (-14.54%) | 20.67 | 34 | 7 | 64 | |||||||||
| 27 May | 14705.95 | 636.5 | -48.5 (-7.08%) | 17.11 | 30 | -4 | 57 | |||||||||
| 26 May | 14675.60 | 685 | 66.5 (10.75%) | 20.37 | 17 | 5 | 61 | |||||||||
| 25 May | 14559.90 | 618.5 | 92.5 (17.59%) | 20.48 | 2 | 0 | 57 | |||||||||
| 22 May | 14381.55 | 526 | 24.2 (4.82%) | 20.21 | 81 | 34 | 56 | |||||||||
| 21 May | 14351.90 | 501.8 | -26.05 (-4.94%) | 19.31 | 28 | -8 | 23 | |||||||||
| 20 May | 14369.60 | 537 | 70.1 (15.01%) | 20.31 | 144 | 18 | 30 | |||||||||
| 19 May | 14298.85 | 468.95 | 53.3 (12.82%) | 19.38 | 36 | -4 | 9 | |||||||||
| 18 May | 14165.65 | 420.55 | -0.15 (-0.04%) | 19.94 | 22 | 5 | 15 | |||||||||
| 15 May | 14168.90 | 425 | -85 (-16.67%) | 19.43 | 20 | -4 | 9 | |||||||||
| 14 May | 14265.55 | 510 | 90 (21.43%) | 20.33 | 18 | 4 | 13 | |||||||||
| 13 May | 14074.05 | 420 | 326.95 (351.37%) | 20.87 | 11 | 10 | 10 | |||||||||
| 12 May | 13972.05 | 0 | -93.05 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 14333.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 May | 14491.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 14200 expiring on 30JUN2026
Delta for 14200 CE is 0.34
Historical price for 14200 CE is as follows
On 11 Jun MIDCPNIFTY was trading at 13866.55. The strike last trading price was 137.8, which was -47.2 lower than the previous day. The implied volatity was 19.47, the open interest changed by -14 which decreased total open position to 1826
On 10 Jun MIDCPNIFTY was trading at 13991.25. The strike last trading price was 184.95, which was -126.05 lower than the previous day. The implied volatity was 19.29, the open interest changed by -215 which decreased total open position to 1841
On 9 Jun MIDCPNIFTY was trading at 14180.80. The strike last trading price was 301.25, which was 79.25 higher than the previous day. The implied volatity was 20.96, the open interest changed by 490 which increased total open position to 2057
On 8 Jun MIDCPNIFTY was trading at 13994.75. The strike last trading price was 204, which was -80 lower than the previous day. The implied volatity was 20.78, the open interest changed by -188 which decreased total open position to 1561
On 5 Jun MIDCPNIFTY was trading at 14107.50. The strike last trading price was 281.95, which was -41.55 lower than the previous day. The implied volatity was 20.24, the open interest changed by 233 which increased total open position to 1752
On 4 Jun MIDCPNIFTY was trading at 14186.30. The strike last trading price was 337, which was -7.15 lower than the previous day. The implied volatity was 20.48, the open interest changed by 47 which increased total open position to 1522
On 3 Jun MIDCPNIFTY was trading at 14149.05. The strike last trading price was 330, which was -54.4 lower than the previous day. The implied volatity was 21.28, the open interest changed by 309 which increased total open position to 1482
On 2 Jun MIDCPNIFTY was trading at 14240.45. The strike last trading price was 392, which was 7.1 higher than the previous day. The implied volatity was 20.9, the open interest changed by 1099 which increased total open position to 1179
On 1 Jun MIDCPNIFTY was trading at 14264.85. The strike last trading price was 367.25, which was -182.6 lower than the previous day. The implied volatity was 19.31, the open interest changed by 16 which increased total open position to 80
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 543.95, which was -92.55 lower than the previous day. The implied volatity was 20.67, the open interest changed by 7 which increased total open position to 64
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 636.5, which was -48.5 lower than the previous day. The implied volatity was 17.11, the open interest changed by -4 which decreased total open position to 57
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 685, which was 66.5 higher than the previous day. The implied volatity was 20.37, the open interest changed by 5 which increased total open position to 61
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 618.5, which was 92.5 higher than the previous day. The implied volatity was 20.48, the open interest changed by 0 which decreased total open position to 57
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 526, which was 24.2 higher than the previous day. The implied volatity was 20.21, the open interest changed by 34 which increased total open position to 56
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 501.8, which was -26.05 lower than the previous day. The implied volatity was 19.31, the open interest changed by -8 which decreased total open position to 23
On 20 May MIDCPNIFTY was trading at 14369.60. The strike last trading price was 537, which was 70.1 higher than the previous day. The implied volatity was 20.31, the open interest changed by 18 which increased total open position to 30
On 19 May MIDCPNIFTY was trading at 14298.85. The strike last trading price was 468.95, which was 53.3 higher than the previous day. The implied volatity was 19.38, the open interest changed by -4 which decreased total open position to 9
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 420.55, which was -0.15 lower than the previous day. The implied volatity was 19.94, the open interest changed by 5 which increased total open position to 15
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 425, which was -85 lower than the previous day. The implied volatity was 19.43, the open interest changed by -4 which decreased total open position to 9
On 14 May MIDCPNIFTY was trading at 14265.55. The strike last trading price was 510, which was 90 higher than the previous day. The implied volatity was 20.33, the open interest changed by 4 which increased total open position to 13
On 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 420, which was 326.95 higher than the previous day. The implied volatity was 20.87, the open interest changed by 10 which increased total open position to 10
On 12 May MIDCPNIFTY was trading at 13972.05. The strike last trading price was 0, which was -93.05 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
On 8 May MIDCPNIFTY was trading at 14491.75. 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 (18d) 14200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.12
Theta: -4.34
Gamma: 0.0006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 13866.55 | 402.1 | 47.35 (13.35%) | 18.92 | 1,372 | -383 | 1,788 |
| 10 Jun | 13991.25 | 355.7 | 130.6 (58.02%) | 20.39 | 10,179 | -548 | 2,176 |
| 9 Jun | 14180.80 | 231.95 | -140.2 (-37.67%) | 18.01 | 6,608 | 568 | 2,735 |
| 8 Jun | 13994.75 | 388.6 | 116.3 (42.71%) | 20.02 | 3,952 | -265 | 2,172 |
| 5 Jun | 14107.50 | 280 | 33.05 (13.38%) | 17.44 | 9,980 | -101 | 2,439 |
| 4 Jun | 14186.30 | 230.7 | -30 (-11.51%) | 16.82 | 6,166 | 30 | 2,540 |
| 3 Jun | 14149.05 | 266.8 | 49 (22.50%) | 17.28 | 6,964 | 162 | 2,512 |
| 2 Jun | 14240.45 | 207.25 | -37.75 (-15.41%) | 16.7 | 6,747 | 869 | 2,362 |
| 1 Jun | 14264.85 | 255.55 | 101.55 (65.94%) | 19.3 | 1,577 | -11 | 1,498 |
| 29 May | 14474.90 | 150.3 | 49.25 (48.74%) | 18.07 | 1,578 | -137 | 1,513 |
| 27 May | 14705.95 | 100.15 | -31.75 (-24.07%) | 17.47 | 3,094 | 1,462 | 1,648 |
| 26 May | 14675.60 | 131 | -59.95 (-31.40%) | 19.18 | 385 | 84 | 190 |
| 25 May | 14559.90 | 185.2 | -115.65 (-38.44%) | 20.38 | 107 | 31 | 106 |
| 22 May | 14381.55 | 284.25 | -35.35 (-11.06%) | 21.79 | 90 | 24 | 76 |
| 21 May | 14351.90 | 315 | 7 (2.27%) | 22.56 | 133 | 17 | 54 |
| 20 May | 14369.60 | 308 | -46 (-12.99%) | 22.37 | 67 | 24 | 33 |
| 19 May | 14298.85 | 349 | -1531 (-81.44%) | 22.4 | 15 | 7 | 7 |
| 18 May | 14165.65 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 14168.90 | 0 | -1880 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 14265.55 | 0 | -1880 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 14074.05 | 0 | -1880 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 13972.05 | 0 | -1880 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 14333.20 | 0 | 0 | - | 0 | 0 | 0 |
| 8 May | 14491.75 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 14200 expiring on 30JUN2026
Delta for 14200 PE is -0.66
Historical price for 14200 PE is as follows
On 11 Jun MIDCPNIFTY was trading at 13866.55. The strike last trading price was 402.1, which was 47.35 higher than the previous day. The implied volatity was 18.92, the open interest changed by -383 which decreased total open position to 1788
On 10 Jun MIDCPNIFTY was trading at 13991.25. The strike last trading price was 355.7, which was 130.6 higher than the previous day. The implied volatity was 20.39, the open interest changed by -548 which decreased total open position to 2176
On 9 Jun MIDCPNIFTY was trading at 14180.80. The strike last trading price was 231.95, which was -140.2 lower than the previous day. The implied volatity was 18.01, the open interest changed by 568 which increased total open position to 2735
On 8 Jun MIDCPNIFTY was trading at 13994.75. The strike last trading price was 388.6, which was 116.3 higher than the previous day. The implied volatity was 20.02, the open interest changed by -265 which decreased total open position to 2172
On 5 Jun MIDCPNIFTY was trading at 14107.50. The strike last trading price was 280, which was 33.05 higher than the previous day. The implied volatity was 17.44, the open interest changed by -101 which decreased total open position to 2439
On 4 Jun MIDCPNIFTY was trading at 14186.30. The strike last trading price was 230.7, which was -30 lower than the previous day. The implied volatity was 16.82, the open interest changed by 30 which increased total open position to 2540
On 3 Jun MIDCPNIFTY was trading at 14149.05. The strike last trading price was 266.8, which was 49 higher than the previous day. The implied volatity was 17.28, the open interest changed by 162 which increased total open position to 2512
On 2 Jun MIDCPNIFTY was trading at 14240.45. The strike last trading price was 207.25, which was -37.75 lower than the previous day. The implied volatity was 16.7, the open interest changed by 869 which increased total open position to 2362
On 1 Jun MIDCPNIFTY was trading at 14264.85. The strike last trading price was 255.55, which was 101.55 higher than the previous day. The implied volatity was 19.3, the open interest changed by -11 which decreased total open position to 1498
On 29 May MIDCPNIFTY was trading at 14474.90. The strike last trading price was 150.3, which was 49.25 higher than the previous day. The implied volatity was 18.07, the open interest changed by -137 which decreased total open position to 1513
On 27 May MIDCPNIFTY was trading at 14705.95. The strike last trading price was 100.15, which was -31.75 lower than the previous day. The implied volatity was 17.47, the open interest changed by 1462 which increased total open position to 1648
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 131, which was -59.95 lower than the previous day. The implied volatity was 19.18, the open interest changed by 84 which increased total open position to 190
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 185.2, which was -115.65 lower than the previous day. The implied volatity was 20.38, the open interest changed by 31 which increased total open position to 106
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 284.25, which was -35.35 lower than the previous day. The implied volatity was 21.79, the open interest changed by 24 which increased total open position to 76
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 315, which was 7 higher than the previous day. The implied volatity was 22.56, the open interest changed by 17 which increased total open position to 54
On 20 May MIDCPNIFTY was trading at 14369.60. The strike last trading price was 308, which was -46 lower than the previous day. The implied volatity was 22.37, the open interest changed by 24 which increased total open position to 33
On 19 May MIDCPNIFTY was trading at 14298.85. The strike last trading price was 349, which was -1531 lower than the previous day. The implied volatity was 22.4, the open interest changed by 7 which increased total open position to 7
On 18 May MIDCPNIFTY was trading at 14165.65. 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 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 0, which was -1880 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 -1880 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 -1880 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 -1880 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
On 8 May MIDCPNIFTY was trading at 14491.75. 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
