[--[65.84.65.76]--]

MIDCPNIFTY

Nifty Midcap Select
13673.4 -175.15 (-1.26%)
L: 13663.8 H: 13917.65

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Historical option data for MIDCPNIFTY

24 Apr 2026 01:33 PM IST
MIDCPNIFTY 28-Apr-2026 (4d) 12500 CE
Delta: 0.96
Vega: 0.01
Theta: -7.8
Gamma: 0.00013
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 13673.50 1195 -146.54999999999995 48.7 54 -26 928
23 Apr 13848.55 1335 -140 34.86 24 -11 955
22 Apr 13939.80 1475 30 37.2 17 -7 967
21 Apr 13919.45 1445 140 36.52 76 -27 985
20 Apr 13807.25 1285 -67.04999999999995 36 48 -2 1,016
17 Apr 13838.85 1358 162.1500000000001 31.8 63 -25 1,019
16 Apr 13683.70 1191 98.95000000000005 32.01 175 -107 1,045
15 Apr 13552.65 1095 231.54999999999995 29.3 156 -96 1,154
13 Apr 13269.45 872 -106.89999999999998 31.27 45 -16 1,249
10 Apr 13406.35 980 145.20000000000005 26.95 272 -104 1,266
9 Apr 13207.30 828.75 -28.200000000000045 28.54 1,084 -95 1,377
8 Apr 13219.90 875 392.15 26.93 1,665 -780 1,518
7 Apr 12620.85 475 -9.15 31.49 8,116 13 2,388
6 Apr 12583.30 486 92 33.19 6,151 306 2,382
2 Apr 12394.55 395.7 -36.75 30.58 4,938 -40 2,080
1 Apr 12460.05 430.7 96.6 29.91 9,940 1,287 2,173
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
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 0.96

Historical price for 12500 CE is as follows

On 24 Apr MIDCPNIFTY was trading at 13673.50. The strike last trading price was 1195, which was -146.54999999999995 lower than the previous day. The implied volatity was 48.7, the open interest changed by -26 which decreased total open position to 928


On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 1335, which was -140 lower than the previous day. The implied volatity was 34.86, the open interest changed by -11 which decreased total open position to 955


On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 1475, which was 30 higher than the previous day. The implied volatity was 37.2, the open interest changed by -7 which decreased total open position to 967


On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 1445, which was 140 higher than the previous day. The implied volatity was 36.52, the open interest changed by -27 which decreased total open position to 985


On 20 Apr MIDCPNIFTY was trading at 13807.25. The strike last trading price was 1285, which was -67.04999999999995 lower than the previous day. The implied volatity was 36, the open interest changed by -2 which decreased total open position to 1016


On 17 Apr MIDCPNIFTY was trading at 13838.85. The strike last trading price was 1358, which was 162.1500000000001 higher than the previous day. The implied volatity was 31.8, the open interest changed by -25 which decreased total open position to 1019


On 16 Apr MIDCPNIFTY was trading at 13683.70. The strike last trading price was 1191, which was 98.95000000000005 higher than the previous day. The implied volatity was 32.01, the open interest changed by -107 which decreased total open position to 1045


On 15 Apr MIDCPNIFTY was trading at 13552.65. The strike last trading price was 1095, which was 231.54999999999995 higher than the previous day. The implied volatity was 29.3, the open interest changed by -96 which decreased total open position to 1154


On 13 Apr MIDCPNIFTY was trading at 13269.45. The strike last trading price was 872, which was -106.89999999999998 lower than the previous day. The implied volatity was 31.27, the open interest changed by -16 which decreased total open position to 1249


On 10 Apr MIDCPNIFTY was trading at 13406.35. The strike last trading price was 980, which was 145.20000000000005 higher than the previous day. The implied volatity was 26.95, the open interest changed by -104 which decreased total open position to 1266


On 9 Apr MIDCPNIFTY was trading at 13207.30. The strike last trading price was 828.75, which was -28.200000000000045 lower than the previous day. The implied volatity was 28.54, the open interest changed by -95 which decreased total open position to 1377


On 8 Apr MIDCPNIFTY was trading at 13219.90. The strike last trading price was 875, which was 392.15 higher than the previous day. The implied volatity was 26.93, the open interest changed by -780 which decreased total open position to 1518


On 7 Apr MIDCPNIFTY was trading at 12620.85. The strike last trading price was 475, which was -9.15 lower than the previous day. The implied volatity was 31.49, the open interest changed by 13 which increased total open position to 2388


On 6 Apr MIDCPNIFTY was trading at 12583.30. The strike last trading price was 486, which was 92 higher than the previous day. The implied volatity was 33.19, the open interest changed by 306 which increased total open position to 2382


On 2 Apr MIDCPNIFTY was trading at 12394.55. The strike last trading price was 395.7, which was -36.75 lower than the previous day. The implied volatity was 30.58, the open interest changed by -40 which decreased total open position to 2080


On 1 Apr MIDCPNIFTY was trading at 12460.05. The strike last trading price was 430.7, which was 96.6 higher than the previous day. The implied volatity was 29.91, the open interest changed by 1287 which increased total open position to 2173


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 (4d) 12500 PE
Delta: -0.01
Vega: 0
Theta: 0.7
Gamma: 0.00004
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 13673.50 1.2 -0.15000000000000013 33.8 609 -111 3,475
23 Apr 13848.55 0.9 -1.9500000000000002 33.45 3,600 -1,083 3,610
22 Apr 13939.80 2.45 -1.2999999999999998 36.53 4,189 -176 4,705
21 Apr 13919.45 3.7 -5.749999999999999 35.63 5,011 -340 5,074
20 Apr 13807.25 9.8 0.8000000000000007 36.24 3,906 961 5,450
17 Apr 13838.85 9.6 -10.700000000000001 32.16 6,189 84 4,530
16 Apr 13683.70 19 -8.850000000000001 32.01 4,762 306 4,447
15 Apr 13552.65 28.15 -49.1 30.88 6,198 -1,633 4,144
13 Apr 13269.45 72 15.350000000000001 31.18 6,023 781 5,821
10 Apr 13406.35 59.3 -45.60000000000001 29.52 7,521 749 5,051
9 Apr 13207.30 103.95 5.549999999999997 30.45 7,881 1,513 4,309
8 Apr 13219.90 96.65 -245.25 30.69 7,543 895 2,872
7 Apr 12620.85 343.9 -21.7 35.8 7,412 124 1,930
6 Apr 12583.30 371.1 -114.1 36.14 3,990 363 1,812
2 Apr 12394.55 465.95 17.6 34.72 2,897 -596 1,451
1 Apr 12460.05 451.85 -220.2 35.47 9,097 1,042 2,035
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 -0.01

Historical price for 12500 PE is as follows

On 24 Apr MIDCPNIFTY was trading at 13673.50. The strike last trading price was 1.2, which was -0.15000000000000013 lower than the previous day. The implied volatity was 33.8, the open interest changed by -111 which decreased total open position to 3475


On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 0.9, which was -1.9500000000000002 lower than the previous day. The implied volatity was 33.45, the open interest changed by -1083 which decreased total open position to 3610


On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 2.45, which was -1.2999999999999998 lower than the previous day. The implied volatity was 36.53, the open interest changed by -176 which decreased total open position to 4705


On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 3.7, which was -5.749999999999999 lower than the previous day. The implied volatity was 35.63, the open interest changed by -340 which decreased total open position to 5074


On 20 Apr MIDCPNIFTY was trading at 13807.25. The strike last trading price was 9.8, which was 0.8000000000000007 higher than the previous day. The implied volatity was 36.24, the open interest changed by 961 which increased total open position to 5450


On 17 Apr MIDCPNIFTY was trading at 13838.85. The strike last trading price was 9.6, which was -10.700000000000001 lower than the previous day. The implied volatity was 32.16, the open interest changed by 84 which increased total open position to 4530


On 16 Apr MIDCPNIFTY was trading at 13683.70. The strike last trading price was 19, which was -8.850000000000001 lower than the previous day. The implied volatity was 32.01, the open interest changed by 306 which increased total open position to 4447


On 15 Apr MIDCPNIFTY was trading at 13552.65. The strike last trading price was 28.15, which was -49.1 lower than the previous day. The implied volatity was 30.88, the open interest changed by -1633 which decreased total open position to 4144


On 13 Apr MIDCPNIFTY was trading at 13269.45. The strike last trading price was 72, which was 15.350000000000001 higher than the previous day. The implied volatity was 31.18, the open interest changed by 781 which increased total open position to 5821


On 10 Apr MIDCPNIFTY was trading at 13406.35. The strike last trading price was 59.3, which was -45.60000000000001 lower than the previous day. The implied volatity was 29.52, the open interest changed by 749 which increased total open position to 5051


On 9 Apr MIDCPNIFTY was trading at 13207.30. The strike last trading price was 103.95, which was 5.549999999999997 higher than the previous day. The implied volatity was 30.45, the open interest changed by 1513 which increased total open position to 4309


On 8 Apr MIDCPNIFTY was trading at 13219.90. The strike last trading price was 96.65, which was -245.25 lower than the previous day. The implied volatity was 30.69, the open interest changed by 895 which increased total open position to 2872


On 7 Apr MIDCPNIFTY was trading at 12620.85. The strike last trading price was 343.9, which was -21.7 lower than the previous day. The implied volatity was 35.8, the open interest changed by 124 which increased total open position to 1930


On 6 Apr MIDCPNIFTY was trading at 12583.30. The strike last trading price was 371.1, which was -114.1 lower than the previous day. The implied volatity was 36.14, the open interest changed by 363 which increased total open position to 1812


On 2 Apr MIDCPNIFTY was trading at 12394.55. The strike last trading price was 465.95, which was 17.6 higher than the previous day. The implied volatity was 34.72, the open interest changed by -596 which decreased total open position to 1451


On 1 Apr MIDCPNIFTY was trading at 12460.05. The strike last trading price was 451.85, which was -220.2 lower than the previous day. The implied volatity was 35.47, the open interest changed by 1042 which increased total open position to 2035


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