[--[65.84.65.76]--]

MIDCPNIFTY

Nifty Midcap Select
13744.85 -103.70 (-0.75%)
L: 13651.25 H: 13917.65

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Historical option data for MIDCPNIFTY

24 Apr 2026 03:19 PM IST
MIDCPNIFTY 28-Apr-2026 (4d) 12400 CE
Delta: 0.96
Vega: 0.01
Theta: -7.07
Gamma: 0.0001
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 13744.10 1293.45 -156.54999999999995 50.81 14 -11 259
23 Apr 13848.55 1450 -81.15000000000009 37.88 3 0 271
22 Apr 13939.80 1531.15 0 38.18 0 0 271
21 Apr 13919.45 1531.15 170.85000000000014 38.18 2 0 272
20 Apr 13807.25 1360.4 -95.69999999999982 37.24 14 5 272
17 Apr 13838.85 1457.2 176.4000000000001 33.23 17 -13 267
16 Apr 13683.70 1280.8 65.79999999999995 33.24 7 -2 279
15 Apr 13552.65 1215 274.45000000000005 19.68 8 -2 282
13 Apr 13269.45 945.8 -121.60000000000014 29.44 49 -28 284
10 Apr 13406.35 1060 140 24.2 98 -57 315
9 Apr 13207.30 920 -20.149999999999977 29.29 51 -12 373
8 Apr 13219.90 950 405.05 25.38 158 -104 386
7 Apr 12620.85 540.85 -6.2 32.18 1,967 -263 504
6 Apr 12583.30 550 100.45 33.88 5,181 309 781
2 Apr 12394.55 463 -24.4 31.91 1,573 103 500
1 Apr 12460.05 490.1 109.95 30.46 1,065 245 449
30 Mar 12158.75 374.85 -147.65 32.35 1,080 125 216
27 Mar 12517.30 526.45 -153.15 27.4 220 71 92
25 Mar 12788.30 679.6 121.4 24.36 25 -2 32
24 Mar 12532.40 560.6 145.15 27.27 54 -6 36
23 Mar 12183.55 420.25 -694.65 30.69 77 41 41
20 Mar 12625.90 1114.9 0 - 0 0 0
19 Mar 12517.00 1114.9 0 - 0 0 0
18 Mar 12980.55 1114.9 0 - 0 0 0
17 Mar 12736.30 1114.9 0 - 0 0 0
16 Mar 12615.25 1114.9 0 - 0 0 0
13 Mar 12618.50 1114.9 0 - 0 0 0
12 Mar 12961.15 1114.9 0 - 0 0 0
11 Mar 12961.90 1114.9 0 - 0 0 0
10 Mar 13209.50 1114.9 0 - 0 0 0
9 Mar 12942.30 1114.9 0 - 0 0 0
6 Mar 13166.90 1114.9 0 - 0 0 0
5 Mar 13260.50 1114.9 0 - 0 0 0
4 Mar 13034.35 1114.9 0 - 0 0 0
2 Mar 13289.85 1114.9 0 - 0 0 0
27 Feb 13491.45 1114.9 0 - 0 0 0
26 Feb 13652.95 1114.9 0 - 0 0 0
25 Feb 13558.55 1114.9 0 - 0 0 0


For Nifty Midcap Select - strike price 12400 expiring on 28APR2026

Delta for 12400 CE is 0.96

Historical price for 12400 CE is as follows

On 24 Apr MIDCPNIFTY was trading at 13744.10. The strike last trading price was 1293.45, which was -156.54999999999995 lower than the previous day. The implied volatity was 50.81, the open interest changed by -11 which decreased total open position to 259


On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 1450, which was -81.15000000000009 lower than the previous day. The implied volatity was 37.88, the open interest changed by 0 which decreased total open position to 271


On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 1531.15, which was 0 lower than the previous day. The implied volatity was 38.18, the open interest changed by 0 which decreased total open position to 271


On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 1531.15, which was 170.85000000000014 higher than the previous day. The implied volatity was 38.18, the open interest changed by 0 which decreased total open position to 272


On 20 Apr MIDCPNIFTY was trading at 13807.25. The strike last trading price was 1360.4, which was -95.69999999999982 lower than the previous day. The implied volatity was 37.24, the open interest changed by 5 which increased total open position to 272


On 17 Apr MIDCPNIFTY was trading at 13838.85. The strike last trading price was 1457.2, which was 176.4000000000001 higher than the previous day. The implied volatity was 33.23, the open interest changed by -13 which decreased total open position to 267


On 16 Apr MIDCPNIFTY was trading at 13683.70. The strike last trading price was 1280.8, which was 65.79999999999995 higher than the previous day. The implied volatity was 33.24, the open interest changed by -2 which decreased total open position to 279


On 15 Apr MIDCPNIFTY was trading at 13552.65. The strike last trading price was 1215, which was 274.45000000000005 higher than the previous day. The implied volatity was 19.68, the open interest changed by -2 which decreased total open position to 282


On 13 Apr MIDCPNIFTY was trading at 13269.45. The strike last trading price was 945.8, which was -121.60000000000014 lower than the previous day. The implied volatity was 29.44, the open interest changed by -28 which decreased total open position to 284


On 10 Apr MIDCPNIFTY was trading at 13406.35. The strike last trading price was 1060, which was 140 higher than the previous day. The implied volatity was 24.2, the open interest changed by -57 which decreased total open position to 315


On 9 Apr MIDCPNIFTY was trading at 13207.30. The strike last trading price was 920, which was -20.149999999999977 lower than the previous day. The implied volatity was 29.29, the open interest changed by -12 which decreased total open position to 373


On 8 Apr MIDCPNIFTY was trading at 13219.90. The strike last trading price was 950, which was 405.05 higher than the previous day. The implied volatity was 25.38, the open interest changed by -104 which decreased total open position to 386


On 7 Apr MIDCPNIFTY was trading at 12620.85. The strike last trading price was 540.85, which was -6.2 lower than the previous day. The implied volatity was 32.18, the open interest changed by -263 which decreased total open position to 504


On 6 Apr MIDCPNIFTY was trading at 12583.30. The strike last trading price was 550, which was 100.45 higher than the previous day. The implied volatity was 33.88, the open interest changed by 309 which increased total open position to 781


On 2 Apr MIDCPNIFTY was trading at 12394.55. The strike last trading price was 463, which was -24.4 lower than the previous day. The implied volatity was 31.91, the open interest changed by 103 which increased total open position to 500


On 1 Apr MIDCPNIFTY was trading at 12460.05. The strike last trading price was 490.1, which was 109.95 higher than the previous day. The implied volatity was 30.46, the open interest changed by 245 which increased total open position to 449


On 30 Mar MIDCPNIFTY was trading at 12158.75. The strike last trading price was 374.85, which was -147.65 lower than the previous day. The implied volatity was 32.35, the open interest changed by 125 which increased total open position to 216


On 27 Mar MIDCPNIFTY was trading at 12517.30. The strike last trading price was 526.45, which was -153.15 lower than the previous day. The implied volatity was 27.4, the open interest changed by 71 which increased total open position to 92


On 25 Mar MIDCPNIFTY was trading at 12788.30. The strike last trading price was 679.6, which was 121.4 higher than the previous day. The implied volatity was 24.36, the open interest changed by -2 which decreased total open position to 32


On 24 Mar MIDCPNIFTY was trading at 12532.40. The strike last trading price was 560.6, which was 145.15 higher than the previous day. The implied volatity was 27.27, the open interest changed by -6 which decreased total open position to 36


On 23 Mar MIDCPNIFTY was trading at 12183.55. The strike last trading price was 420.25, which was -694.65 lower than the previous day. The implied volatity was 30.69, the open interest changed by 41 which increased total open position to 41


On 20 Mar MIDCPNIFTY was trading at 12625.90. The strike last trading price was 1114.9, 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 19 Mar MIDCPNIFTY was trading at 12517.00. The strike last trading price was 1114.9, 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 18 Mar MIDCPNIFTY was trading at 12980.55. The strike last trading price was 1114.9, 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 17 Mar MIDCPNIFTY was trading at 12736.30. The strike last trading price was 1114.9, 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 16 Mar MIDCPNIFTY was trading at 12615.25. The strike last trading price was 1114.9, 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 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 1114.9, 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 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 1114.9, 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 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 1114.9, 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 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 1114.9, 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 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 1114.9, 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 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 1114.9, 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 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 1114.9, 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 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 1114.9, 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 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 1114.9, 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 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 1114.9, 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 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 1114.9, 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 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 1114.9, 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) 12400 PE
Delta: 0
Vega: 0
Theta: 0.95
Gamma: 0.00003
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 13744.10 0.85 -0.35 37.12 311 -60 861
23 Apr 13848.55 0.8 -1.7 35.31 555 -97 928
22 Apr 13939.80 2.75 -0.6499999999999999 39.49 831 -15 1,009
21 Apr 13919.45 3.25 -4.4 37.23 2,221 -711 1,021
20 Apr 13807.25 7.7 0.04999999999999982 37.11 2,720 520 1,752
17 Apr 13838.85 7.4 -10.249999999999998 32.75 2,648 -18 1,247
16 Apr 13683.70 16.75 -5.899999999999999 33.34 1,179 245 1,264
15 Apr 13552.65 23 -42.400000000000006 31.58 2,025 -180 1,046
13 Apr 13269.45 62.3 14.849999999999994 32.1 1,265 -155 1,217
10 Apr 13406.35 49.5 -40.95 30.19 2,730 229 1,371
9 Apr 13207.30 89.25 3.75 31.06 8,668 411 1,125
8 Apr 13219.90 83.95 -221.9 31.46 2,449 11 724
7 Apr 12620.85 313.45 -13.3 36.88 2,994 -169 721
6 Apr 12583.30 334.05 -102.25 36.75 3,855 351 898
2 Apr 12394.55 422.25 16 35.18 1,584 11 579
1 Apr 12460.05 412.55 -203.75 36.12 1,993 342 611
30 Mar 12158.75 640.5 201.75 41.35 1,157 145 270
27 Mar 12517.30 451.3 158.55 38.06 342 94 126
25 Mar 12788.30 277.55 -111.55 32.17 108 7 32
24 Mar 12532.40 398.25 72.45 33.74 23 12 25
23 Mar 12183.55 325.8 53 - 0 0 13
20 Mar 12625.90 325.8 53 29.99 16 1 9
19 Mar 12517.00 272.8 85.7 24.63 14 8 8
18 Mar 12980.55 187.1 0 4.05 0 0 0
17 Mar 12736.30 187.1 0 2.76 0 0 0
16 Mar 12615.25 187.1 0 2.09 0 0 0
13 Mar 12618.50 187.1 0 1.98 0 0 0
12 Mar 12961.15 187.1 0 3.93 0 0 0
11 Mar 12961.90 187.1 0 3.79 0 0 0
10 Mar 13209.50 187.1 0 4.88 0 0 0
9 Mar 12942.30 187.1 0 3.8 0 0 0
6 Mar 13166.90 187.1 0 4.75 0 0 0
5 Mar 13260.50 187.1 0 5.14 0 0 0
4 Mar 13034.35 187.1 0 3.91 0 0 0
2 Mar 13289.85 187.1 0 5.2 0 0 0
27 Feb 13491.45 187.1 0 5.92 0 0 0
26 Feb 13652.95 187.1 0 6.48 0 0 0
25 Feb 13558.55 0 0 6.16 0 0 0


For Nifty Midcap Select - strike price 12400 expiring on 28APR2026

Delta for 12400 PE is 0

Historical price for 12400 PE is as follows

On 24 Apr MIDCPNIFTY was trading at 13744.10. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 37.12, the open interest changed by -60 which decreased total open position to 861


On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 0.8, which was -1.7 lower than the previous day. The implied volatity was 35.31, the open interest changed by -97 which decreased total open position to 928


On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 2.75, which was -0.6499999999999999 lower than the previous day. The implied volatity was 39.49, the open interest changed by -15 which decreased total open position to 1009


On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 3.25, which was -4.4 lower than the previous day. The implied volatity was 37.23, the open interest changed by -711 which decreased total open position to 1021


On 20 Apr MIDCPNIFTY was trading at 13807.25. The strike last trading price was 7.7, which was 0.04999999999999982 higher than the previous day. The implied volatity was 37.11, the open interest changed by 520 which increased total open position to 1752


On 17 Apr MIDCPNIFTY was trading at 13838.85. The strike last trading price was 7.4, which was -10.249999999999998 lower than the previous day. The implied volatity was 32.75, the open interest changed by -18 which decreased total open position to 1247


On 16 Apr MIDCPNIFTY was trading at 13683.70. The strike last trading price was 16.75, which was -5.899999999999999 lower than the previous day. The implied volatity was 33.34, the open interest changed by 245 which increased total open position to 1264


On 15 Apr MIDCPNIFTY was trading at 13552.65. The strike last trading price was 23, which was -42.400000000000006 lower than the previous day. The implied volatity was 31.58, the open interest changed by -180 which decreased total open position to 1046


On 13 Apr MIDCPNIFTY was trading at 13269.45. The strike last trading price was 62.3, which was 14.849999999999994 higher than the previous day. The implied volatity was 32.1, the open interest changed by -155 which decreased total open position to 1217


On 10 Apr MIDCPNIFTY was trading at 13406.35. The strike last trading price was 49.5, which was -40.95 lower than the previous day. The implied volatity was 30.19, the open interest changed by 229 which increased total open position to 1371


On 9 Apr MIDCPNIFTY was trading at 13207.30. The strike last trading price was 89.25, which was 3.75 higher than the previous day. The implied volatity was 31.06, the open interest changed by 411 which increased total open position to 1125


On 8 Apr MIDCPNIFTY was trading at 13219.90. The strike last trading price was 83.95, which was -221.9 lower than the previous day. The implied volatity was 31.46, the open interest changed by 11 which increased total open position to 724


On 7 Apr MIDCPNIFTY was trading at 12620.85. The strike last trading price was 313.45, which was -13.3 lower than the previous day. The implied volatity was 36.88, the open interest changed by -169 which decreased total open position to 721


On 6 Apr MIDCPNIFTY was trading at 12583.30. The strike last trading price was 334.05, which was -102.25 lower than the previous day. The implied volatity was 36.75, the open interest changed by 351 which increased total open position to 898


On 2 Apr MIDCPNIFTY was trading at 12394.55. The strike last trading price was 422.25, which was 16 higher than the previous day. The implied volatity was 35.18, the open interest changed by 11 which increased total open position to 579


On 1 Apr MIDCPNIFTY was trading at 12460.05. The strike last trading price was 412.55, which was -203.75 lower than the previous day. The implied volatity was 36.12, the open interest changed by 342 which increased total open position to 611


On 30 Mar MIDCPNIFTY was trading at 12158.75. The strike last trading price was 640.5, which was 201.75 higher than the previous day. The implied volatity was 41.35, the open interest changed by 145 which increased total open position to 270


On 27 Mar MIDCPNIFTY was trading at 12517.30. The strike last trading price was 451.3, which was 158.55 higher than the previous day. The implied volatity was 38.06, the open interest changed by 94 which increased total open position to 126


On 25 Mar MIDCPNIFTY was trading at 12788.30. The strike last trading price was 277.55, which was -111.55 lower than the previous day. The implied volatity was 32.17, the open interest changed by 7 which increased total open position to 32


On 24 Mar MIDCPNIFTY was trading at 12532.40. The strike last trading price was 398.25, which was 72.45 higher than the previous day. The implied volatity was 33.74, the open interest changed by 12 which increased total open position to 25


On 23 Mar MIDCPNIFTY was trading at 12183.55. The strike last trading price was 325.8, which was 53 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 20 Mar MIDCPNIFTY was trading at 12625.90. The strike last trading price was 325.8, which was 53 higher than the previous day. The implied volatity was 29.99, the open interest changed by 1 which increased total open position to 9


On 19 Mar MIDCPNIFTY was trading at 12517.00. The strike last trading price was 272.8, which was 85.7 higher than the previous day. The implied volatity was 24.63, the open interest changed by 8 which increased total open position to 8


On 18 Mar MIDCPNIFTY was trading at 12980.55. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0


On 17 Mar MIDCPNIFTY was trading at 12736.30. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0


On 16 Mar MIDCPNIFTY was trading at 12615.25. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0


On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0


On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 3.93, the open interest changed by 0 which decreased total open position to 0


On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0


On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0


On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 3.8, the open interest changed by 0 which decreased total open position to 0


On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0


On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0


On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0


On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 5.2, the open interest changed by 0 which decreased total open position to 0


On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 5.92, the open interest changed by 0 which decreased total open position to 0


On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 187.1, which was 0 lower than the previous day. The implied volatity was 6.48, the open interest changed by 0 which decreased total open position to 0


On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.16, the open interest changed by 0 which decreased total open position to 0