MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
30 Mar 2026 04:12 PM IST
| MIDCPNIFTY 28-Apr-2026 (28d) 12500 CE | ||||||||||||||||
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Delta: 0.43
Vega: 13.45
Theta: -8.68
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 12158.75 | 325 | -145.45 | 31.68 | 2,371 | 276 | 880 | |||||||||
| 27 Mar | 12517.30 | 482 | -134 | 28.22 | 1,301 | 481 | 614 | |||||||||
| 25 Mar | 12788.30 | 627 | 130.15 | 25.29 | 335 | -1 | 125 | |||||||||
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| 24 Mar | 12532.40 | 515.7 | 141.8 | 27.98 | 532 | -39 | 133 | |||||||||
| 23 Mar | 12183.55 | 372 | -176.5 | 30.31 | 319 | 92 | 171 | |||||||||
| 20 Mar | 12625.90 | 548.4 | 49.75 | 24.68 | 58 | -5 | 80 | |||||||||
| 19 Mar | 12517.00 | 518 | -232 | 25.03 | 129 | 48 | 83 | |||||||||
| 18 Mar | 12980.55 | 750 | 144.25 | 22.18 | 19 | 2 | 36 | |||||||||
| 17 Mar | 12736.30 | 605.75 | 40.6 | 22.27 | 6 | 1 | 35 | |||||||||
| 16 Mar | 12615.25 | 551 | -491.85 | 23.99 | 69 | 32 | 32 | |||||||||
| 13 Mar | 12618.50 | 1042.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 12961.15 | 1042.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 12961.90 | 1042.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 13209.50 | 1042.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 12942.30 | 1042.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 13166.90 | 1042.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 13260.50 | 1042.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 13034.35 | 1042.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 13289.85 | 1042.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 13491.45 | 1042.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 13652.95 | 1042.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 13558.55 | 1042.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12500 expiring on 28APR2026
Delta for 12500 CE is 0.43
Historical price for 12500 CE is as follows
On 30 Mar MIDCPNIFTY was trading at 12158.75. The strike last trading price was 325, which was -145.45 lower than the previous day. The implied volatity was 31.68, the open interest changed by 276 which increased total open position to 880
On 27 Mar MIDCPNIFTY was trading at 12517.30. The strike last trading price was 482, which was -134 lower than the previous day. The implied volatity was 28.22, the open interest changed by 481 which increased total open position to 614
On 25 Mar MIDCPNIFTY was trading at 12788.30. The strike last trading price was 627, which was 130.15 higher than the previous day. The implied volatity was 25.29, the open interest changed by -1 which decreased total open position to 125
On 24 Mar MIDCPNIFTY was trading at 12532.40. The strike last trading price was 515.7, which was 141.8 higher than the previous day. The implied volatity was 27.98, the open interest changed by -39 which decreased total open position to 133
On 23 Mar MIDCPNIFTY was trading at 12183.55. The strike last trading price was 372, which was -176.5 lower than the previous day. The implied volatity was 30.31, the open interest changed by 92 which increased total open position to 171
On 20 Mar MIDCPNIFTY was trading at 12625.90. The strike last trading price was 548.4, which was 49.75 higher than the previous day. The implied volatity was 24.68, the open interest changed by -5 which decreased total open position to 80
On 19 Mar MIDCPNIFTY was trading at 12517.00. The strike last trading price was 518, which was -232 lower than the previous day. The implied volatity was 25.03, the open interest changed by 48 which increased total open position to 83
On 18 Mar MIDCPNIFTY was trading at 12980.55. The strike last trading price was 750, which was 144.25 higher than the previous day. The implied volatity was 22.18, the open interest changed by 2 which increased total open position to 36
On 17 Mar MIDCPNIFTY was trading at 12736.30. The strike last trading price was 605.75, which was 40.6 higher than the previous day. The implied volatity was 22.27, the open interest changed by 1 which increased total open position to 35
On 16 Mar MIDCPNIFTY was trading at 12615.25. The strike last trading price was 551, which was -491.85 lower than the previous day. The implied volatity was 23.99, the open interest changed by 32 which increased total open position to 32
On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 1042.85, 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 1042.85, 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 1042.85, 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 1042.85, 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 1042.85, 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 1042.85, 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 1042.85, 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 1042.85, 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 1042.85, 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 1042.85, 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 1042.85, 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 1042.85, 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 (28d) 12500 PE | |||||||
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Delta: -0.55
Vega: 13.58
Theta: -7.22
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 12158.75 | 671.2 | 184.6 | 39.41 | 2,504 | -4 | 993 |
| 27 Mar | 12517.30 | 455.9 | 137.75 | 35.18 | 2,410 | 599 | 1,047 |
| 25 Mar | 12788.30 | 305.65 | -131.55 | 31.51 | 949 | 168 | 448 |
| 24 Mar | 12532.40 | 430 | -211.95 | 32.9 | 529 | 66 | 282 |
| 23 Mar | 12183.55 | 658 | 289.35 | 35.86 | 279 | -56 | 216 |
| 20 Mar | 12625.90 | 369.05 | -38.55 | 30.12 | 309 | 95 | 274 |
| 19 Mar | 12517.00 | 386.05 | 184.6 | 29.07 | 313 | 26 | 178 |
| 18 Mar | 12980.55 | 207.15 | -89.4 | 26.27 | 164 | 24 | 153 |
| 17 Mar | 12736.30 | 295 | -80.9 | 27.37 | 129 | -1 | 128 |
| 16 Mar | 12615.25 | 384.65 | -27.95 | 29.47 | 319 | 91 | 129 |
| 13 Mar | 12618.50 | 412.35 | 143.9 | 30.76 | 105 | -7 | 36 |
| 12 Mar | 12961.15 | 268.85 | -2.9 | 28.72 | 83 | 10 | 44 |
| 11 Mar | 12961.90 | 265 | 88.2 | 28.21 | 36 | -22 | 35 |
| 10 Mar | 13209.50 | 170.3 | -126.05 | 26.47 | 30 | 12 | 63 |
| 9 Mar | 12942.30 | 296 | 102 | 29.3 | 109 | 42 | 52 |
| 6 Mar | 13166.90 | 194 | 8.95 | 26.34 | 5 | -1 | 9 |
| 5 Mar | 13260.50 | 180.05 | 73.05 | 26.6 | 25 | 3 | 9 |
| 4 Mar | 13034.35 | 107 | 38 | - | 4 | 0 | 6 |
| 2 Mar | 13289.85 | 107 | 38 | 21.66 | 4 | -1 | 7 |
| 27 Feb | 13491.45 | 69 | 5 | 20.23 | 4 | 2 | 6 |
| 26 Feb | 13652.95 | 64 | -13 | 21.23 | 2 | 1 | 3 |
| 25 Feb | 13558.55 | 77 | -136.5 | 21.48 | 2 | 0 | 0 |
For Nifty Midcap Select - strike price 12500 expiring on 28APR2026
Delta for 12500 PE is -0.55
Historical price for 12500 PE is as follows
On 30 Mar MIDCPNIFTY was trading at 12158.75. The strike last trading price was 671.2, which was 184.6 higher than the previous day. The implied volatity was 39.41, the open interest changed by -4 which decreased total open position to 993
On 27 Mar MIDCPNIFTY was trading at 12517.30. The strike last trading price was 455.9, which was 137.75 higher than the previous day. The implied volatity was 35.18, the open interest changed by 599 which increased total open position to 1047
On 25 Mar MIDCPNIFTY was trading at 12788.30. The strike last trading price was 305.65, which was -131.55 lower than the previous day. The implied volatity was 31.51, the open interest changed by 168 which increased total open position to 448
On 24 Mar MIDCPNIFTY was trading at 12532.40. The strike last trading price was 430, which was -211.95 lower than the previous day. The implied volatity was 32.9, the open interest changed by 66 which increased total open position to 282
On 23 Mar MIDCPNIFTY was trading at 12183.55. The strike last trading price was 658, which was 289.35 higher than the previous day. The implied volatity was 35.86, the open interest changed by -56 which decreased total open position to 216
On 20 Mar MIDCPNIFTY was trading at 12625.90. The strike last trading price was 369.05, which was -38.55 lower than the previous day. The implied volatity was 30.12, the open interest changed by 95 which increased total open position to 274
On 19 Mar MIDCPNIFTY was trading at 12517.00. The strike last trading price was 386.05, which was 184.6 higher than the previous day. The implied volatity was 29.07, the open interest changed by 26 which increased total open position to 178
On 18 Mar MIDCPNIFTY was trading at 12980.55. The strike last trading price was 207.15, which was -89.4 lower than the previous day. The implied volatity was 26.27, the open interest changed by 24 which increased total open position to 153
On 17 Mar MIDCPNIFTY was trading at 12736.30. The strike last trading price was 295, which was -80.9 lower than the previous day. The implied volatity was 27.37, the open interest changed by -1 which decreased total open position to 128
On 16 Mar MIDCPNIFTY was trading at 12615.25. The strike last trading price was 384.65, which was -27.95 lower than the previous day. The implied volatity was 29.47, the open interest changed by 91 which increased total open position to 129
On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 412.35, which was 143.9 higher than the previous day. The implied volatity was 30.76, the open interest changed by -7 which decreased total open position to 36
On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 268.85, which was -2.9 lower than the previous day. The implied volatity was 28.72, the open interest changed by 10 which increased total open position to 44
On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 265, which was 88.2 higher than the previous day. The implied volatity was 28.21, the open interest changed by -22 which decreased total open position to 35
On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 170.3, which was -126.05 lower than the previous day. The implied volatity was 26.47, the open interest changed by 12 which increased total open position to 63
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 296, which was 102 higher than the previous day. The implied volatity was 29.3, the open interest changed by 42 which increased total open position to 52
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 194, which was 8.95 higher than the previous day. The implied volatity was 26.34, the open interest changed by -1 which decreased total open position to 9
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 180.05, which was 73.05 higher than the previous day. The implied volatity was 26.6, the open interest changed by 3 which increased total open position to 9
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 107, which was 38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 107, which was 38 higher than the previous day. The implied volatity was 21.66, the open interest changed by -1 which decreased total open position to 7
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 69, which was 5 higher than the previous day. The implied volatity was 20.23, the open interest changed by 2 which increased total open position to 6
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 64, which was -13 lower than the previous day. The implied volatity was 21.23, the open interest changed by 1 which increased total open position to 3
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 77, which was -136.5 lower than the previous day. The implied volatity was 21.48, the open interest changed by 0 which decreased total open position to 0
