MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Apr 2026 05:00 PM IST
| MIDCPNIFTY 28-Apr-2026 (4d) 11950 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 13731.75 | 1970.2 | 0 | - | 0 | 0 | 9 | |||||||||
| 23 Apr | 13848.55 | 1970.2 | 0 | - | 0 | 0 | 9 | |||||||||
| 22 Apr | 13939.80 | 1970.2 | 0 | 47.76 | 0 | 0 | 9 | |||||||||
| 21 Apr | 13919.45 | 1970.2 | 640.2 | 47.76 | 1 | 0 | 10 | |||||||||
| 20 Apr | 13807.25 | 1330 | 0 | - | 0 | 0 | 10 | |||||||||
| 17 Apr | 13838.85 | 1330 | 0 | - | 0 | 0 | 10 | |||||||||
| 16 Apr | 13683.70 | 1330 | 0 | - | 0 | 0 | 10 | |||||||||
| 15 Apr | 13552.65 | 1330 | 0 | - | 0 | 0 | 10 | |||||||||
| 13 Apr | 13269.45 | 1330 | 0 | - | 0 | 0 | 10 | |||||||||
| 10 Apr | 13406.35 | 1330 | 0 | - | 0 | 0 | 10 | |||||||||
| 9 Apr | 13207.30 | 1330 | 0 | - | 0 | 0 | 10 | |||||||||
| 8 Apr | 13219.90 | 1330 | 613.7 | 31.86 | 3 | -1 | 10 | |||||||||
| 7 Apr | 12620.85 | 716.3 | 40.6 | - | 0 | 0 | 11 | |||||||||
| 6 Apr | 12583.30 | 716.3 | 40.6 | 16.75 | 7 | -2 | 12 | |||||||||
| 2 Apr | 12394.55 | 675.7 | -179.15 | 26.93 | 27 | 12 | 13 | |||||||||
| 1 Apr | 12460.05 | 854.85 | -612.05 | 37.8 | 2 | 1 | 1 | |||||||||
| 30 Mar | 12158.75 | 1466.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 12517.30 | 1466.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 12788.30 | 1466.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 12532.40 | 1466.9 | 0 | - | 0 | 0 | 0 | |||||||||
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| 23 Mar | 12183.55 | 1466.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 11950 expiring on 28APR2026
Delta for 11950 CE is -
Historical price for 11950 CE is as follows
On 24 Apr MIDCPNIFTY was trading at 13731.75. The strike last trading price was 1970.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 1970.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 1970.2, which was 0 lower than the previous day. The implied volatity was 47.76, the open interest changed by 0 which decreased total open position to 9
On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 1970.2, which was 640.2 higher than the previous day. The implied volatity was 47.76, the open interest changed by 0 which decreased total open position to 10
On 20 Apr MIDCPNIFTY was trading at 13807.25. The strike last trading price was 1330, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 17 Apr MIDCPNIFTY was trading at 13838.85. The strike last trading price was 1330, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 16 Apr MIDCPNIFTY was trading at 13683.70. The strike last trading price was 1330, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 15 Apr MIDCPNIFTY was trading at 13552.65. The strike last trading price was 1330, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 13 Apr MIDCPNIFTY was trading at 13269.45. The strike last trading price was 1330, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Apr MIDCPNIFTY was trading at 13406.35. The strike last trading price was 1330, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 9 Apr MIDCPNIFTY was trading at 13207.30. The strike last trading price was 1330, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 8 Apr MIDCPNIFTY was trading at 13219.90. The strike last trading price was 1330, which was 613.7 higher than the previous day. The implied volatity was 31.86, the open interest changed by -1 which decreased total open position to 10
On 7 Apr MIDCPNIFTY was trading at 12620.85. The strike last trading price was 716.3, which was 40.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 6 Apr MIDCPNIFTY was trading at 12583.30. The strike last trading price was 716.3, which was 40.6 higher than the previous day. The implied volatity was 16.75, the open interest changed by -2 which decreased total open position to 12
On 2 Apr MIDCPNIFTY was trading at 12394.55. The strike last trading price was 675.7, which was -179.15 lower than the previous day. The implied volatity was 26.93, the open interest changed by 12 which increased total open position to 13
On 1 Apr MIDCPNIFTY was trading at 12460.05. The strike last trading price was 854.85, which was -612.05 lower than the previous day. The implied volatity was 37.8, the open interest changed by 1 which increased total open position to 1
On 30 Mar MIDCPNIFTY was trading at 12158.75. The strike last trading price was 1466.9, 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 1466.9, 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 1466.9, 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 24 Mar MIDCPNIFTY was trading at 12532.40. The strike last trading price was 1466.9, 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 23 Mar MIDCPNIFTY was trading at 12183.55. The strike last trading price was 1466.9, 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) 11950 PE | |||||||
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Delta: 0
Vega: 0
Theta: 1.58
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 13731.75 | 0.15 | -1.35 | 39.88 | 2 | 0 | 32 |
| 23 Apr | 13848.55 | 1.5 | 1.5 | 45.41 | 0 | 0 | 32 |
| 22 Apr | 13939.80 | 1.5 | -2.05 | 45.41 | 10 | 0 | 34 |
| 21 Apr | 13919.45 | 3.55 | 3.55 | 43.47 | 0 | 0 | 34 |
| 20 Apr | 13807.25 | 3.55 | 0 | 43.47 | 1 | 0 | 35 |
| 17 Apr | 13838.85 | 3.55 | -6.8500000000000005 | 37.49 | 9 | -2 | 37 |
| 16 Apr | 13683.70 | 10.4 | 0.45000000000000107 | 36.82 | 24 | 4 | 32 |
| 15 Apr | 13552.65 | 10.15 | -18.6 | 35.56 | 71 | 0 | 19 |
| 13 Apr | 13269.45 | 28.75 | 6.800000000000001 | 35.53 | 17 | -2 | 20 |
| 10 Apr | 13406.35 | 21.95 | -21.599999999999998 | 33.03 | 15 | -2 | 23 |
| 9 Apr | 13207.30 | 43 | -2.049999999999997 | 33.93 | 46 | -3 | 29 |
| 8 Apr | 13219.90 | 44.5 | -130.65 | 34.88 | 85 | 20 | 32 |
| 7 Apr | 12620.85 | 173.35 | -19.45 | 38.1 | 14 | 2 | 13 |
| 6 Apr | 12583.30 | 188.2 | -73.5 | 37.96 | 23 | 8 | 9 |
| 2 Apr | 12394.55 | 262 | 166 | 37.28 | 2 | 0 | 0 |
| 1 Apr | 12460.05 | 96 | 0 | 4.36 | 0 | 0 | 0 |
| 30 Mar | 12158.75 | 96 | 0 | 2.2 | 0 | 0 | 0 |
| 27 Mar | 12517.30 | 96 | 0 | 4.58 | 0 | 0 | 0 |
| 25 Mar | 12788.30 | 96 | 0 | 6.09 | 0 | 0 | 0 |
| 24 Mar | 12532.40 | 96 | 0 | 4.52 | 0 | 0 | 0 |
| 23 Mar | 12183.55 | 96 | 0 | 2.26 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 11950 expiring on 28APR2026
Delta for 11950 PE is 0
Historical price for 11950 PE is as follows
On 24 Apr MIDCPNIFTY was trading at 13731.75. The strike last trading price was 0.15, which was -1.35 lower than the previous day. The implied volatity was 39.88, the open interest changed by 0 which decreased total open position to 32
On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 1.5, which was 1.5 higher than the previous day. The implied volatity was 45.41, the open interest changed by 0 which decreased total open position to 32
On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 1.5, which was -2.05 lower than the previous day. The implied volatity was 45.41, the open interest changed by 0 which decreased total open position to 34
On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 3.55, which was 3.55 higher than the previous day. The implied volatity was 43.47, the open interest changed by 0 which decreased total open position to 34
On 20 Apr MIDCPNIFTY was trading at 13807.25. The strike last trading price was 3.55, which was 0 lower than the previous day. The implied volatity was 43.47, the open interest changed by 0 which decreased total open position to 35
On 17 Apr MIDCPNIFTY was trading at 13838.85. The strike last trading price was 3.55, which was -6.8500000000000005 lower than the previous day. The implied volatity was 37.49, the open interest changed by -2 which decreased total open position to 37
On 16 Apr MIDCPNIFTY was trading at 13683.70. The strike last trading price was 10.4, which was 0.45000000000000107 higher than the previous day. The implied volatity was 36.82, the open interest changed by 4 which increased total open position to 32
On 15 Apr MIDCPNIFTY was trading at 13552.65. The strike last trading price was 10.15, which was -18.6 lower than the previous day. The implied volatity was 35.56, the open interest changed by 0 which decreased total open position to 19
On 13 Apr MIDCPNIFTY was trading at 13269.45. The strike last trading price was 28.75, which was 6.800000000000001 higher than the previous day. The implied volatity was 35.53, the open interest changed by -2 which decreased total open position to 20
On 10 Apr MIDCPNIFTY was trading at 13406.35. The strike last trading price was 21.95, which was -21.599999999999998 lower than the previous day. The implied volatity was 33.03, the open interest changed by -2 which decreased total open position to 23
On 9 Apr MIDCPNIFTY was trading at 13207.30. The strike last trading price was 43, which was -2.049999999999997 lower than the previous day. The implied volatity was 33.93, the open interest changed by -3 which decreased total open position to 29
On 8 Apr MIDCPNIFTY was trading at 13219.90. The strike last trading price was 44.5, which was -130.65 lower than the previous day. The implied volatity was 34.88, the open interest changed by 20 which increased total open position to 32
On 7 Apr MIDCPNIFTY was trading at 12620.85. The strike last trading price was 173.35, which was -19.45 lower than the previous day. The implied volatity was 38.1, the open interest changed by 2 which increased total open position to 13
On 6 Apr MIDCPNIFTY was trading at 12583.30. The strike last trading price was 188.2, which was -73.5 lower than the previous day. The implied volatity was 37.96, the open interest changed by 8 which increased total open position to 9
On 2 Apr MIDCPNIFTY was trading at 12394.55. The strike last trading price was 262, which was 166 higher than the previous day. The implied volatity was 37.28, 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 96, which was 0 lower than the previous day. The implied volatity was 4.36, 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 96, which was 0 lower than the previous day. The implied volatity was 2.2, 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 96, which was 0 lower than the previous day. The implied volatity was 4.58, 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 96, which was 0 lower than the previous day. The implied volatity was 6.09, the open interest changed by 0 which decreased total open position to 0
On 24 Mar MIDCPNIFTY was trading at 12532.40. The strike last trading price was 96, which was 0 lower than the previous day. The implied volatity was 4.52, the open interest changed by 0 which decreased total open position to 0
On 23 Mar MIDCPNIFTY was trading at 12183.55. The strike last trading price was 96, which was 0 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0
