Historical option data for MIDCPNIFTY
26 May 2026 04:10 PM IST
| MIDCPNIFTY 30-Jun-2026 (34d) 14500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.64
Vega: 0.17
Theta: -5.14
Gamma: 0.00046
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 14675.60 | 475 | 42.2 (9.75%) | 17.83 | 2,992 | 467 | 1,629 | |||||||||
| 25 May | 14559.90 | 445 | 81.35 (22.37%) | 19.95 | 2,384 | 628 | 1,169 | |||||||||
| 22 May | 14381.55 | 375 | 26.35 (7.56%) | 20.35 | 2,077 | 165 | 558 | |||||||||
| 21 May | 14351.90 | 357.8 | 3.1 (0.87%) | 20.28 | 920 | 255 | 395 | |||||||||
| 20 May | 14369.60 | 369 | 57.95 (18.63%) | 19.87 | 309 | 76 | 139 | |||||||||
| 19 May | 14298.85 | 310 | 45.2 (17.07%) | 18.85 | 131 | 27 | 63 | |||||||||
| 18 May | 14165.65 | 280 | -2.9 (-1.03%) | 19.39 | 75 | 12 | 38 | |||||||||
| 15 May | 14168.90 | 280 | -61.15 (-17.92%) | 18.97 | 39 | 8 | 25 | |||||||||
| 14 May | 14265.55 | 349.95 | 70.95 (25.43%) | 20.03 | 23 | 14 | 17 | |||||||||
| 13 May | 14074.05 | 279 | 11 (4.10%) | 0 | 3 | 2 | 3 | |||||||||
| 12 May | 13972.05 | 268 | 203.05 (312.63%) | 21.08 | 2 | 1 | 1 | |||||||||
| 11 May | 14333.20 | 0 | -64.95 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 14491.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 14551.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 14500 expiring on 30JUN2026
Delta for 14500 CE is 0.64
Historical price for 14500 CE is as follows
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 475, which was 42.2 higher than the previous day. The implied volatity was 17.83, the open interest changed by 467 which increased total open position to 1629
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 445, which was 81.35 higher than the previous day. The implied volatity was 19.95, the open interest changed by 628 which increased total open position to 1169
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 375, which was 26.35 higher than the previous day. The implied volatity was 20.35, the open interest changed by 165 which increased total open position to 558
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 357.8, which was 3.1 higher than the previous day. The implied volatity was 20.28, the open interest changed by 255 which increased total open position to 395
On 20 May MIDCPNIFTY was trading at 14369.60. The strike last trading price was 369, which was 57.95 higher than the previous day. The implied volatity was 19.87, the open interest changed by 76 which increased total open position to 139
On 19 May MIDCPNIFTY was trading at 14298.85. The strike last trading price was 310, which was 45.2 higher than the previous day. The implied volatity was 18.85, the open interest changed by 27 which increased total open position to 63
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 280, which was -2.9 lower than the previous day. The implied volatity was 19.39, the open interest changed by 12 which increased total open position to 38
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 280, which was -61.15 lower than the previous day. The implied volatity was 18.97, the open interest changed by 8 which increased total open position to 25
On 14 May MIDCPNIFTY was trading at 14265.55. The strike last trading price was 349.95, which was 70.95 higher than the previous day. The implied volatity was 20.03, the open interest changed by 14 which increased total open position to 17
On 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 279, which was 11 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 3
On 12 May MIDCPNIFTY was trading at 13972.05. The strike last trading price was 268, which was 203.05 higher than the previous day. The implied volatity was 21.08, the open interest changed by 1 which increased total open position to 1
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 0, which was -64.95 lower than the previous day. The implied volatity was 0, 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
On 7 May MIDCPNIFTY was trading at 14551.45. 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 (34d) 14500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.17
Theta: -3.07
Gamma: 0.00045
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 14675.60 | 213 | -78.65 (-26.97%) | 18.21 | 3,456 | 959 | 2,021 |
| 25 May | 14559.90 | 275.05 | -147.5 (-34.91%) | 18.96 | 2,297 | 677 | 1,056 |
| 22 May | 14381.55 | 406.5 | -44.9 (-9.95%) | 20.88 | 663 | 141 | 382 |
| 21 May | 14351.90 | 449 | 19 (4.42%) | 21.96 | 690 | 142 | 242 |
| 20 May | 14369.60 | 425 | -53 (-11.09%) | 21.25 | 142 | 49 | 98 |
| 19 May | 14298.85 | 485 | -94 (-16.23%) | 21.54 | 84 | 25 | 49 |
| 18 May | 14165.65 | 505 | -6 (-1.17%) | 19.44 | 15 | -2 | 25 |
| 15 May | 14168.90 | 497 | -8 (-1.58%) | 17.93 | 15 | -1 | 28 |
| 14 May | 14265.55 | 492 | -118 (-19.34%) | 20.94 | 22 | 13 | 28 |
| 13 May | 14074.05 | 610 | -22 (-3.48%) | 0 | 5 | 2 | 16 |
| 12 May | 13972.05 | 632 | 159 (33.62%) | 0 | 5 | 0 | 14 |
| 11 May | 14333.20 | 473 | 89 (23.18%) | 0 | 8 | 0 | 20 |
| 8 May | 14491.75 | 384.1 | 23.45 (6.50%) | 19.87 | 20 | 5 | 19 |
| 7 May | 14551.45 | 360 | -1786.45 (-83.23%) | 20.13 | 16 | 13 | 13 |
For Nifty Midcap Select - strike price 14500 expiring on 30JUN2026
Delta for 14500 PE is -0.36
Historical price for 14500 PE is as follows
On 26 May MIDCPNIFTY was trading at 14675.60. The strike last trading price was 213, which was -78.65 lower than the previous day. The implied volatity was 18.21, the open interest changed by 959 which increased total open position to 2021
On 25 May MIDCPNIFTY was trading at 14559.90. The strike last trading price was 275.05, which was -147.5 lower than the previous day. The implied volatity was 18.96, the open interest changed by 677 which increased total open position to 1056
On 22 May MIDCPNIFTY was trading at 14381.55. The strike last trading price was 406.5, which was -44.9 lower than the previous day. The implied volatity was 20.88, the open interest changed by 141 which increased total open position to 382
On 21 May MIDCPNIFTY was trading at 14351.90. The strike last trading price was 449, which was 19 higher than the previous day. The implied volatity was 21.96, the open interest changed by 142 which increased total open position to 242
On 20 May MIDCPNIFTY was trading at 14369.60. The strike last trading price was 425, which was -53 lower than the previous day. The implied volatity was 21.25, the open interest changed by 49 which increased total open position to 98
On 19 May MIDCPNIFTY was trading at 14298.85. The strike last trading price was 485, which was -94 lower than the previous day. The implied volatity was 21.54, the open interest changed by 25 which increased total open position to 49
On 18 May MIDCPNIFTY was trading at 14165.65. The strike last trading price was 505, which was -6 lower than the previous day. The implied volatity was 19.44, the open interest changed by -2 which decreased total open position to 25
On 15 May MIDCPNIFTY was trading at 14168.90. The strike last trading price was 497, which was -8 lower than the previous day. The implied volatity was 17.93, the open interest changed by -1 which decreased total open position to 28
On 14 May MIDCPNIFTY was trading at 14265.55. The strike last trading price was 492, which was -118 lower than the previous day. The implied volatity was 20.94, the open interest changed by 13 which increased total open position to 28
On 13 May MIDCPNIFTY was trading at 14074.05. The strike last trading price was 610, which was -22 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 16
On 12 May MIDCPNIFTY was trading at 13972.05. The strike last trading price was 632, which was 159 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 14
On 11 May MIDCPNIFTY was trading at 14333.20. The strike last trading price was 473, which was 89 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 20
On 8 May MIDCPNIFTY was trading at 14491.75. The strike last trading price was 384.1, which was 23.45 higher than the previous day. The implied volatity was 19.87, the open interest changed by 5 which increased total open position to 19
On 7 May MIDCPNIFTY was trading at 14551.45. The strike last trading price was 360, which was -1786.45 lower than the previous day. The implied volatity was 20.13, the open interest changed by 13 which increased total open position to 13
