MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
02 Apr 2026 04:12 PM IST
| MIDCPNIFTY 28-Apr-2026 (24d) 12550 CE | ||||||||||||||||
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Delta: 0.49
Vega: 13.19
Theta: -9.47
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 12394.55 | 380 | -24.45 | 31.15 | 116 | -27 | 128 | |||||||||
| 1 Apr | 12460.05 | 403.05 | -46.95 | 29.66 | 884 | 147 | 155 | |||||||||
| 30 Mar | 12158.75 | 450 | 0 | 42.4 | 1 | 0 | 7 | |||||||||
| 27 Mar | 12517.30 | 450 | -557.25 | 27.8 | 8 | 5 | 5 | |||||||||
| 25 Mar | 12788.30 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 12532.40 | 1007.25 | 0 | 0.21 | 0 | 0 | 0 | |||||||||
| 23 Mar | 12183.55 | 1007.25 | 0 | 1.63 | 0 | 0 | 0 | |||||||||
| 20 Mar | 12625.90 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 12517.00 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 12980.55 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Mar | 12736.30 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 12615.25 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 12618.50 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 12961.15 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 12961.90 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 13209.50 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 12942.30 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 13166.90 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 13260.50 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 13034.35 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 13289.85 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 13491.45 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 13652.95 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 13558.55 | 1007.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12550 expiring on 28APR2026
Delta for 12550 CE is 0.49
Historical price for 12550 CE is as follows
On 2 Apr MIDCPNIFTY was trading at 12394.55. The strike last trading price was 380, which was -24.45 lower than the previous day. The implied volatity was 31.15, the open interest changed by -27 which decreased total open position to 128
On 1 Apr MIDCPNIFTY was trading at 12460.05. The strike last trading price was 403.05, which was -46.95 lower than the previous day. The implied volatity was 29.66, the open interest changed by 147 which increased total open position to 155
On 30 Mar MIDCPNIFTY was trading at 12158.75. The strike last trading price was 450, which was 0 lower than the previous day. The implied volatity was 42.4, the open interest changed by 0 which decreased total open position to 7
On 27 Mar MIDCPNIFTY was trading at 12517.30. The strike last trading price was 450, which was -557.25 lower than the previous day. The implied volatity was 27.8, the open interest changed by 5 which increased total open position to 5
On 25 Mar MIDCPNIFTY was trading at 12788.30. The strike last trading price was 1007.25, 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 1007.25, which was 0 lower than the previous day. The implied volatity was 0.21, 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 1007.25, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0
On 20 Mar MIDCPNIFTY was trading at 12625.90. The strike last trading price was 1007.25, 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 1007.25, 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 1007.25, 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 1007.25, 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 1007.25, 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 1007.25, 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 1007.25, 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 1007.25, 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 1007.25, 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 1007.25, 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 1007.25, 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 1007.25, 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 1007.25, 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 1007.25, 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 1007.25, 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 1007.25, 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 1007.25, 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 (24d) 12550 PE | |||||||
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Delta: -0.5
Vega: 13.2
Theta: -7.4
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 12394.55 | 515.2 | 44.1 | 36.44 | 40 | -12 | 92 |
| 1 Apr | 12460.05 | 471 | 243.85 | 35 | 643 | 107 | 107 |
| 30 Mar | 12158.75 | 227.15 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 12517.30 | 227.15 | 0 | 0.52 | 0 | 0 | 0 |
| 25 Mar | 12788.30 | 227.15 | 0 | 2.35 | 0 | 0 | 0 |
| 24 Mar | 12532.40 | 227.15 | 0 | 0.74 | 0 | 0 | 0 |
| 23 Mar | 12183.55 | 227.15 | 0 | 1.27 | 0 | 0 | 0 |
| 20 Mar | 12625.90 | 227.15 | 0 | 1.33 | 0 | 0 | 0 |
| 19 Mar | 12517.00 | 227.15 | 0 | 0.83 | 0 | 0 | 0 |
| 18 Mar | 12980.55 | 227.15 | 0 | 3.2 | 0 | 0 | 0 |
| 17 Mar | 12736.30 | 227.15 | 0 | 2 | 0 | 0 | 0 |
| 16 Mar | 12615.25 | 227.15 | 0 | 1.22 | 0 | 0 | 0 |
| 13 Mar | 12618.50 | 227.15 | 0 | 1.33 | 0 | 0 | 0 |
| 12 Mar | 12961.15 | 227.15 | 0 | 3.08 | 0 | 0 | 0 |
| 11 Mar | 12961.90 | 227.15 | 0 | 3.02 | 0 | 0 | 0 |
| 10 Mar | 13209.50 | 227.15 | 0 | 4.12 | 0 | 0 | 0 |
| 9 Mar | 12942.30 | 227.15 | 0 | 2.92 | 0 | 0 | 0 |
| 6 Mar | 13166.90 | 227.15 | 0 | 4.05 | 0 | 0 | 0 |
| 5 Mar | 13260.50 | 227.15 | 0 | 4.6 | 0 | 0 | 0 |
| 4 Mar | 13034.35 | 227.15 | 0 | 3.04 | 0 | 0 | 0 |
| 2 Mar | 13289.85 | 227.15 | 0 | 4.5 | 0 | 0 | 0 |
| 27 Feb | 13491.45 | 227.15 | 0 | 5.11 | 0 | 0 | 0 |
| 26 Feb | 13652.95 | 227.15 | 0 | 5.54 | 0 | 0 | 0 |
| 25 Feb | 13558.55 | 0 | 0 | 5.22 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12550 expiring on 28APR2026
Delta for 12550 PE is -0.5
Historical price for 12550 PE is as follows
On 2 Apr MIDCPNIFTY was trading at 12394.55. The strike last trading price was 515.2, which was 44.1 higher than the previous day. The implied volatity was 36.44, the open interest changed by -12 which decreased total open position to 92
On 1 Apr MIDCPNIFTY was trading at 12460.05. The strike last trading price was 471, which was 243.85 higher than the previous day. The implied volatity was 35, the open interest changed by 107 which increased total open position to 107
On 30 Mar MIDCPNIFTY was trading at 12158.75. The strike last trading price was 227.15, 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 227.15, which was 0 lower than the previous day. The implied volatity was 0.52, 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 227.15, which was 0 lower than the previous day. The implied volatity was 2.35, 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 227.15, which was 0 lower than the previous day. The implied volatity was 0.74, 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 227.15, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0
On 20 Mar MIDCPNIFTY was trading at 12625.90. The strike last trading price was 227.15, which was 0 lower than the previous day. The implied volatity was 1.33, 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 227.15, which was 0 lower than the previous day. The implied volatity was 0.83, 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 227.15, which was 0 lower than the previous day. The implied volatity was 3.2, 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 227.15, which was 0 lower than the previous day. The implied volatity was 2, 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 227.15, which was 0 lower than the previous day. The implied volatity was 1.22, 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 227.15, which was 0 lower than the previous day. The implied volatity was 1.33, 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 227.15, which was 0 lower than the previous day. The implied volatity was 3.08, 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 227.15, which was 0 lower than the previous day. The implied volatity was 3.02, 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 227.15, which was 0 lower than the previous day. The implied volatity was 4.12, 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 227.15, which was 0 lower than the previous day. The implied volatity was 2.92, 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 227.15, 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 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 227.15, which was 0 lower than the previous day. The implied volatity was 4.6, 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 227.15, which was 0 lower than the previous day. The implied volatity was 3.04, 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 227.15, which was 0 lower than the previous day. The implied volatity was 4.5, 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 227.15, which was 0 lower than the previous day. The implied volatity was 5.11, 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 227.15, which was 0 lower than the previous day. The implied volatity was 5.54, 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 5.22, the open interest changed by 0 which decreased total open position to 0
