MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Apr 2026 01:34 PM IST
| MIDCPNIFTY 28-Apr-2026 (4d) 11000 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.01
Theta: -11.46
Gamma: 0.00004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 13675.55 | 2766.05 | -34 | 107.11 | 4 | -3 | 10 | |||||||||
| 23 Apr | 13848.55 | 2800.05 | 0 | - | 0 | 0 | 13 | |||||||||
| 22 Apr | 13939.80 | 2800.05 | 0 | - | 0 | 0 | 13 | |||||||||
| 21 Apr | 13919.45 | 2800.05 | 0 | 56.74 | 0 | 0 | 13 | |||||||||
| 20 Apr | 13807.25 | 2800.05 | 200.05000000000018 | 56.74 | 2 | 0 | 15 | |||||||||
| 17 Apr | 13838.85 | 2600 | 0 | 47.5 | 0 | 0 | 15 | |||||||||
| 16 Apr | 13683.70 | 2600 | 324.9499999999998 | 47.5 | 2 | 0 | 17 | |||||||||
| 15 Apr | 13552.65 | 2275.05 | 0 | - | 0 | 0 | 17 | |||||||||
| 13 Apr | 13269.45 | 2275.05 | 0 | - | 0 | 0 | 17 | |||||||||
| 10 Apr | 13406.35 | 2275.05 | 0 | 54.2 | 0 | 0 | 17 | |||||||||
| 9 Apr | 13207.30 | 2275.05 | 926.9500000000003 | 54.2 | 3 | 0 | 19 | |||||||||
| 8 Apr | 13219.90 | 1348.1 | -125.9 | - | 0 | 0 | 19 | |||||||||
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| 7 Apr | 12620.85 | 1348.1 | -125.9 | - | 2 | 0 | 17 | |||||||||
| 6 Apr | 12583.30 | 1474 | 50 | 5.83 | 8 | 3 | 16 | |||||||||
| 2 Apr | 12394.55 | 1424 | -248.25 | 17.78 | 9 | 6 | 12 | |||||||||
| 1 Apr | 12460.05 | 1672.25 | 385.9 | 48.78 | 7 | 1 | 5 | |||||||||
| 30 Mar | 12158.75 | 1290 | -1031.7 | 30.29 | 5 | 3 | 3 | |||||||||
| 27 Mar | 12517.30 | 2321.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 12788.30 | 2321.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 11000 expiring on 28APR2026
Delta for 11000 CE is 0.97
Historical price for 11000 CE is as follows
On 24 Apr MIDCPNIFTY was trading at 13675.55. The strike last trading price was 2766.05, which was -34 lower than the previous day. The implied volatity was 107.11, the open interest changed by -3 which decreased total open position to 10
On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 2800.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 2800.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 2800.05, which was 0 lower than the previous day. The implied volatity was 56.74, the open interest changed by 0 which decreased total open position to 13
On 20 Apr MIDCPNIFTY was trading at 13807.25. The strike last trading price was 2800.05, which was 200.05000000000018 higher than the previous day. The implied volatity was 56.74, the open interest changed by 0 which decreased total open position to 15
On 17 Apr MIDCPNIFTY was trading at 13838.85. The strike last trading price was 2600, which was 0 lower than the previous day. The implied volatity was 47.5, the open interest changed by 0 which decreased total open position to 15
On 16 Apr MIDCPNIFTY was trading at 13683.70. The strike last trading price was 2600, which was 324.9499999999998 higher than the previous day. The implied volatity was 47.5, the open interest changed by 0 which decreased total open position to 17
On 15 Apr MIDCPNIFTY was trading at 13552.65. The strike last trading price was 2275.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 13 Apr MIDCPNIFTY was trading at 13269.45. The strike last trading price was 2275.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 10 Apr MIDCPNIFTY was trading at 13406.35. The strike last trading price was 2275.05, which was 0 lower than the previous day. The implied volatity was 54.2, the open interest changed by 0 which decreased total open position to 17
On 9 Apr MIDCPNIFTY was trading at 13207.30. The strike last trading price was 2275.05, which was 926.9500000000003 higher than the previous day. The implied volatity was 54.2, the open interest changed by 0 which decreased total open position to 19
On 8 Apr MIDCPNIFTY was trading at 13219.90. The strike last trading price was 1348.1, which was -125.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 7 Apr MIDCPNIFTY was trading at 12620.85. The strike last trading price was 1348.1, which was -125.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 6 Apr MIDCPNIFTY was trading at 12583.30. The strike last trading price was 1474, which was 50 higher than the previous day. The implied volatity was 5.83, the open interest changed by 3 which increased total open position to 16
On 2 Apr MIDCPNIFTY was trading at 12394.55. The strike last trading price was 1424, which was -248.25 lower than the previous day. The implied volatity was 17.78, the open interest changed by 6 which increased total open position to 12
On 1 Apr MIDCPNIFTY was trading at 12460.05. The strike last trading price was 1672.25, which was 385.9 higher than the previous day. The implied volatity was 48.78, the open interest changed by 1 which increased total open position to 5
On 30 Mar MIDCPNIFTY was trading at 12158.75. The strike last trading price was 1290, which was -1031.7 lower than the previous day. The implied volatity was 30.29, the open interest changed by 3 which increased total open position to 3
On 27 Mar MIDCPNIFTY was trading at 12517.30. The strike last trading price was 2321.7, 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 Mar MIDCPNIFTY was trading at 12788.30. The strike last trading price was 2321.7, 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
| MIDCPNIFTY 28-Apr-2026 (4d) 11000 PE | |||||||
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Delta: 0
Vega: 0
Theta: 1.25
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 13675.55 | 0.3 | -0.04999999999999999 | 65.69 | 181 | 2 | 2,025 |
| 23 Apr | 13848.55 | 0.3 | -0.45 | 62.66 | 506 | -106 | 2,046 |
| 22 Apr | 13939.80 | 0.85 | -0.15000000000000002 | 64.79 | 333 | -124 | 2,152 |
| 21 Apr | 13919.45 | 1 | -0.25 | 60.98 | 593 | 39 | 2,301 |
| 20 Apr | 13807.25 | 1.25 | -0.25 | 56.49 | 466 | -141 | 2,264 |
| 17 Apr | 13838.85 | 1.35 | -0.8999999999999999 | 49.73 | 2,346 | -64 | 2,409 |
| 16 Apr | 13683.70 | 2.2 | -0.7999999999999998 | 48.06 | 568 | -169 | 2,475 |
| 15 Apr | 13552.65 | 2.8 | -4.75 | 45.67 | 1,693 | -533 | 2,644 |
| 13 Apr | 13269.45 | 8 | 0.9500000000000002 | 44.95 | 1,523 | 305 | 3,186 |
| 10 Apr | 13406.35 | 7.15 | -4.699999999999999 | 42.3 | 2,016 | -37 | 2,894 |
| 9 Apr | 13207.30 | 11.2 | -0.9500000000000011 | 41.38 | 4,902 | 381 | 2,931 |
| 8 Apr | 13219.90 | 12.05 | -38.45 | 42.17 | 6,285 | -1,507 | 2,552 |
| 7 Apr | 12620.85 | 52 | -5.3 | 44.27 | 4,386 | 33 | 4,055 |
| 6 Apr | 12583.30 | 58.65 | -29.1 | 44.08 | 4,509 | 247 | 4,039 |
| 2 Apr | 12394.55 | 86.4 | 8.05 | 42.3 | 6,222 | 222 | 3,851 |
| 1 Apr | 12460.05 | 78.4 | -71.45 | 41.52 | 6,160 | 1,552 | 3,644 |
| 30 Mar | 12158.75 | 147.8 | 53.1 | 43.56 | 4,370 | 1,827 | 2,099 |
| 27 Mar | 12517.30 | 95.85 | 38.6 | 41.77 | 390 | 200 | 268 |
| 25 Mar | 12788.30 | 54.5 | 14.5 | 38.42 | 99 | 65 | 66 |
For Nifty Midcap Select - strike price 11000 expiring on 28APR2026
Delta for 11000 PE is 0
Historical price for 11000 PE is as follows
On 24 Apr MIDCPNIFTY was trading at 13675.55. The strike last trading price was 0.3, which was -0.04999999999999999 lower than the previous day. The implied volatity was 65.69, the open interest changed by 2 which increased total open position to 2025
On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 0.3, which was -0.45 lower than the previous day. The implied volatity was 62.66, the open interest changed by -106 which decreased total open position to 2046
On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 0.85, which was -0.15000000000000002 lower than the previous day. The implied volatity was 64.79, the open interest changed by -124 which decreased total open position to 2152
On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 60.98, the open interest changed by 39 which increased total open position to 2301
On 20 Apr MIDCPNIFTY was trading at 13807.25. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 56.49, the open interest changed by -141 which decreased total open position to 2264
On 17 Apr MIDCPNIFTY was trading at 13838.85. The strike last trading price was 1.35, which was -0.8999999999999999 lower than the previous day. The implied volatity was 49.73, the open interest changed by -64 which decreased total open position to 2409
On 16 Apr MIDCPNIFTY was trading at 13683.70. The strike last trading price was 2.2, which was -0.7999999999999998 lower than the previous day. The implied volatity was 48.06, the open interest changed by -169 which decreased total open position to 2475
On 15 Apr MIDCPNIFTY was trading at 13552.65. The strike last trading price was 2.8, which was -4.75 lower than the previous day. The implied volatity was 45.67, the open interest changed by -533 which decreased total open position to 2644
On 13 Apr MIDCPNIFTY was trading at 13269.45. The strike last trading price was 8, which was 0.9500000000000002 higher than the previous day. The implied volatity was 44.95, the open interest changed by 305 which increased total open position to 3186
On 10 Apr MIDCPNIFTY was trading at 13406.35. The strike last trading price was 7.15, which was -4.699999999999999 lower than the previous day. The implied volatity was 42.3, the open interest changed by -37 which decreased total open position to 2894
On 9 Apr MIDCPNIFTY was trading at 13207.30. The strike last trading price was 11.2, which was -0.9500000000000011 lower than the previous day. The implied volatity was 41.38, the open interest changed by 381 which increased total open position to 2931
On 8 Apr MIDCPNIFTY was trading at 13219.90. The strike last trading price was 12.05, which was -38.45 lower than the previous day. The implied volatity was 42.17, the open interest changed by -1507 which decreased total open position to 2552
On 7 Apr MIDCPNIFTY was trading at 12620.85. The strike last trading price was 52, which was -5.3 lower than the previous day. The implied volatity was 44.27, the open interest changed by 33 which increased total open position to 4055
On 6 Apr MIDCPNIFTY was trading at 12583.30. The strike last trading price was 58.65, which was -29.1 lower than the previous day. The implied volatity was 44.08, the open interest changed by 247 which increased total open position to 4039
On 2 Apr MIDCPNIFTY was trading at 12394.55. The strike last trading price was 86.4, which was 8.05 higher than the previous day. The implied volatity was 42.3, the open interest changed by 222 which increased total open position to 3851
On 1 Apr MIDCPNIFTY was trading at 12460.05. The strike last trading price was 78.4, which was -71.45 lower than the previous day. The implied volatity was 41.52, the open interest changed by 1552 which increased total open position to 3644
On 30 Mar MIDCPNIFTY was trading at 12158.75. The strike last trading price was 147.8, which was 53.1 higher than the previous day. The implied volatity was 43.56, the open interest changed by 1827 which increased total open position to 2099
On 27 Mar MIDCPNIFTY was trading at 12517.30. The strike last trading price was 95.85, which was 38.6 higher than the previous day. The implied volatity was 41.77, the open interest changed by 200 which increased total open position to 268
On 25 Mar MIDCPNIFTY was trading at 12788.30. The strike last trading price was 54.5, which was 14.5 higher than the previous day. The implied volatity was 38.42, the open interest changed by 65 which increased total open position to 66
