MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
02 Apr 2026 04:12 PM IST
| MIDCPNIFTY 28-Apr-2026 (23d) 11500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 12394.55 | 1857.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 12460.05 | 1857.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 30 Mar | 12158.75 | 1857.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 12517.30 | 1857.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 12788.30 | 1857.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 11500 expiring on 28APR2026
Delta for 11500 CE is -
Historical price for 11500 CE is as follows
On 2 Apr MIDCPNIFTY was trading at 12394.55. The strike last trading price was 1857.65, 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 1 Apr MIDCPNIFTY was trading at 12460.05. The strike last trading price was 1857.65, 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 30 Mar MIDCPNIFTY was trading at 12158.75. The strike last trading price was 1857.65, 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 27 Mar MIDCPNIFTY was trading at 12517.30. The strike last trading price was 1857.65, 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 1857.65, 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 (23d) 11500 PE | |||||||
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Delta: -0.21
Vega: 9.47
Theta: -6.61
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 12394.55 | 165 | 18.55 | 40.41 | 6,733 | 2,152 | 3,422 |
| 1 Apr | 12460.05 | 148.4 | 104.75 | 39.38 | 2,693 | 1,259 | 1,259 |
| 30 Mar | 12158.75 | 43.65 | 0 | 5.41 | 0 | 0 | 0 |
| 27 Mar | 12517.30 | 43.65 | 0 | 7.43 | 0 | 0 | 0 |
| 25 Mar | 12788.30 | 43.65 | 0 | 8.74 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 11500 expiring on 28APR2026
Delta for 11500 PE is -0.21
Historical price for 11500 PE is as follows
On 2 Apr MIDCPNIFTY was trading at 12394.55. The strike last trading price was 165, which was 18.55 higher than the previous day. The implied volatity was 40.41, the open interest changed by 2152 which increased total open position to 3422
On 1 Apr MIDCPNIFTY was trading at 12460.05. The strike last trading price was 148.4, which was 104.75 higher than the previous day. The implied volatity was 39.38, the open interest changed by 1259 which increased total open position to 1259
On 30 Mar MIDCPNIFTY was trading at 12158.75. The strike last trading price was 43.65, which was 0 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
On 27 Mar MIDCPNIFTY was trading at 12517.30. The strike last trading price was 43.65, which was 0 lower than the previous day. The implied volatity was 7.43, 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 43.65, which was 0 lower than the previous day. The implied volatity was 8.74, the open interest changed by 0 which decreased total open position to 0
