MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
13 Mar 2026 04:12 PM IST
| MIDCPNIFTY 30-MAR-2026 12650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 10.84
Theta: -10.37
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 12618.50 | 313.1 | -130.9 | 27.02 | 2,150 | 162 | 179 | |||||||||
| 12 Mar | 12961.15 | 444 | -65.85 | 18.63 | 6 | 1 | 17 | |||||||||
| 11 Mar | 12961.90 | 509.85 | -105.5 | 24.75 | 11 | 5 | 17 | |||||||||
| 10 Mar | 13209.50 | 615.35 | 25.65 | 12.25 | 3 | -1 | 12 | |||||||||
| 9 Mar | 12942.30 | 589.7 | -697.1 | 31.39 | 28 | 12 | 12 | |||||||||
| 6 Mar | 13166.90 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 13260.50 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 13034.35 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 13289.85 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 13491.45 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 13652.95 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 13558.55 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 13448.65 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 13477.75 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 13476.00 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 13442.50 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 13729.55 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 13664.35 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 13641.75 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 13628.35 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 13893.50 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 13952.80 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 13953.10 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
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| 9 Feb | 13868.65 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 13644.90 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 13700.50 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 13721.85 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 13655.65 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 13257.05 | 1286.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12650 expiring on 30MAR2026
Delta for 12650 CE is 0.53
Historical price for 12650 CE is as follows
On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 313.1, which was -130.9 lower than the previous day. The implied volatity was 27.02, the open interest changed by 162 which increased total open position to 179
On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 444, which was -65.85 lower than the previous day. The implied volatity was 18.63, the open interest changed by 1 which increased total open position to 17
On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 509.85, which was -105.5 lower than the previous day. The implied volatity was 24.75, the open interest changed by 5 which increased total open position to 17
On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 615.35, which was 25.65 higher than the previous day. The implied volatity was 12.25, the open interest changed by -1 which decreased total open position to 12
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 589.7, which was -697.1 lower than the previous day. The implied volatity was 31.39, the open interest changed by 12 which increased total open position to 12
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 1286.8, 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 1286.8, 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 1286.8, 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 1286.8, 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 1286.8, 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 1286.8, 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 1286.8, 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 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 1286.8, 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 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 1286.8, 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 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 1286.8, 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 Feb MIDCPNIFTY was trading at 13442.50. The strike last trading price was 1286.8, 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 Feb MIDCPNIFTY was trading at 13729.55. The strike last trading price was 1286.8, 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 Feb MIDCPNIFTY was trading at 13664.35. The strike last trading price was 1286.8, 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 Feb MIDCPNIFTY was trading at 13641.75. The strike last trading price was 1286.8, 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 Feb MIDCPNIFTY was trading at 13628.35. The strike last trading price was 1286.8, 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 Feb MIDCPNIFTY was trading at 13893.50. The strike last trading price was 1286.8, 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 Feb MIDCPNIFTY was trading at 13952.80. The strike last trading price was 1286.8, 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 Feb MIDCPNIFTY was trading at 13953.10. The strike last trading price was 1286.8, 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 Feb MIDCPNIFTY was trading at 13868.65. The strike last trading price was 1286.8, 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 Feb MIDCPNIFTY was trading at 13644.90. The strike last trading price was 1286.8, 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 Feb MIDCPNIFTY was trading at 13700.50. The strike last trading price was 1286.8, 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 Feb MIDCPNIFTY was trading at 13721.85. The strike last trading price was 1286.8, 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 3 Feb MIDCPNIFTY was trading at 13655.65. The strike last trading price was 1286.8, 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 Feb MIDCPNIFTY was trading at 13257.05. The strike last trading price was 1286.8, 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 30MAR2026 12650 PE | |||||||
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Delta: -0.47
Vega: 10.84
Theta: -9.12
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 12618.50 | 350 | 145.2 | 34 | 3,084 | 179 | 318 |
| 12 Mar | 12961.15 | 201.9 | -8.75 | 31.49 | 271 | 32 | 141 |
| 11 Mar | 12961.90 | 209.65 | 89.95 | 31.41 | 46 | -6 | 107 |
| 10 Mar | 13209.50 | 116.85 | -140.8 | 28.98 | 53 | -13 | 114 |
| 9 Mar | 12942.30 | 278.45 | 89.25 | 35.64 | 256 | 43 | 127 |
| 6 Mar | 13166.90 | 182 | 45.6 | 31.65 | 132 | -22 | 86 |
| 5 Mar | 13260.50 | 139.35 | -89.2 | 29.18 | 105 | 18 | 108 |
| 4 Mar | 13034.35 | 226.35 | 118.6 | 30.82 | 90 | -4 | 91 |
| 2 Mar | 13289.85 | 103.35 | 58.6 | 25.39 | 162 | 19 | 96 |
| 27 Feb | 13491.45 | 46.35 | 17.9 | 21.01 | 226 | -8 | 76 |
| 26 Feb | 13652.95 | 28.15 | -12 | 20.08 | 105 | 33 | 84 |
| 25 Feb | 13558.55 | 39.6 | -108.5 | 20.59 | 63 | 43 | 43 |
| 24 Feb | 13448.65 | 148.1 | 0 | 5.72 | 0 | 0 | 0 |
| 23 Feb | 13477.75 | 148.1 | 0 | 5.67 | 0 | 0 | 0 |
| 20 Feb | 13476.00 | 148.1 | 0 | 5.58 | 0 | 0 | 0 |
| 19 Feb | 13442.50 | 148.1 | 0 | 5.56 | 0 | 0 | 0 |
| 18 Feb | 13729.55 | 148.1 | 0 | 6.7 | 0 | 0 | 0 |
| 17 Feb | 13664.35 | 148.1 | 0 | 6.29 | 0 | 0 | 0 |
| 16 Feb | 13641.75 | 148.1 | 0 | 6.11 | 0 | 0 | 0 |
| 13 Feb | 13628.35 | 148.1 | 0 | 6.01 | 0 | 0 | 0 |
| 12 Feb | 13893.50 | 148.1 | 0 | 7.1 | 0 | 0 | 0 |
| 11 Feb | 13952.80 | 148.1 | 0 | 7.28 | 0 | 0 | 0 |
| 10 Feb | 13953.10 | 148.1 | 0 | 7.21 | 0 | 0 | 0 |
| 9 Feb | 13868.65 | 148.1 | 0 | 6.74 | 0 | 0 | 0 |
| 6 Feb | 13644.90 | 148.1 | 0 | 5.78 | 0 | 0 | 0 |
| 5 Feb | 13700.50 | 148.1 | 0 | 6.02 | 0 | 0 | 0 |
| 4 Feb | 13721.85 | 148.1 | 0 | 5.98 | 0 | 0 | 0 |
| 3 Feb | 13655.65 | 148.1 | 0 | 5.62 | 0 | 0 | 0 |
| 2 Feb | 13257.05 | 148.1 | 0 | 3.8 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12650 expiring on 30MAR2026
Delta for 12650 PE is -0.47
Historical price for 12650 PE is as follows
On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 350, which was 145.2 higher than the previous day. The implied volatity was 34, the open interest changed by 179 which increased total open position to 318
On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 201.9, which was -8.75 lower than the previous day. The implied volatity was 31.49, the open interest changed by 32 which increased total open position to 141
On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 209.65, which was 89.95 higher than the previous day. The implied volatity was 31.41, the open interest changed by -6 which decreased total open position to 107
On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 116.85, which was -140.8 lower than the previous day. The implied volatity was 28.98, the open interest changed by -13 which decreased total open position to 114
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 278.45, which was 89.25 higher than the previous day. The implied volatity was 35.64, the open interest changed by 43 which increased total open position to 127
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 182, which was 45.6 higher than the previous day. The implied volatity was 31.65, the open interest changed by -22 which decreased total open position to 86
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 139.35, which was -89.2 lower than the previous day. The implied volatity was 29.18, the open interest changed by 18 which increased total open position to 108
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 226.35, which was 118.6 higher than the previous day. The implied volatity was 30.82, the open interest changed by -4 which decreased total open position to 91
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 103.35, which was 58.6 higher than the previous day. The implied volatity was 25.39, the open interest changed by 19 which increased total open position to 96
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 46.35, which was 17.9 higher than the previous day. The implied volatity was 21.01, the open interest changed by -8 which decreased total open position to 76
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 28.15, which was -12 lower than the previous day. The implied volatity was 20.08, the open interest changed by 33 which increased total open position to 84
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 39.6, which was -108.5 lower than the previous day. The implied volatity was 20.59, the open interest changed by 43 which increased total open position to 43
On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 148.1, which was 0 lower than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 0
On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 148.1, which was 0 lower than the previous day. The implied volatity was 5.67, the open interest changed by 0 which decreased total open position to 0
On 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 148.1, which was 0 lower than the previous day. The implied volatity was 5.58, the open interest changed by 0 which decreased total open position to 0
On 19 Feb MIDCPNIFTY was trading at 13442.50. The strike last trading price was 148.1, which was 0 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 0
On 18 Feb MIDCPNIFTY was trading at 13729.55. The strike last trading price was 148.1, which was 0 lower than the previous day. The implied volatity was 6.7, the open interest changed by 0 which decreased total open position to 0
On 17 Feb MIDCPNIFTY was trading at 13664.35. The strike last trading price was 148.1, which was 0 lower than the previous day. The implied volatity was 6.29, the open interest changed by 0 which decreased total open position to 0
On 16 Feb MIDCPNIFTY was trading at 13641.75. The strike last trading price was 148.1, which was 0 lower than the previous day. The implied volatity was 6.11, the open interest changed by 0 which decreased total open position to 0
On 13 Feb MIDCPNIFTY was trading at 13628.35. The strike last trading price was 148.1, which was 0 lower than the previous day. The implied volatity was 6.01, the open interest changed by 0 which decreased total open position to 0
On 12 Feb MIDCPNIFTY was trading at 13893.50. The strike last trading price was 148.1, which was 0 lower than the previous day. The implied volatity was 7.1, the open interest changed by 0 which decreased total open position to 0
On 11 Feb MIDCPNIFTY was trading at 13952.80. The strike last trading price was 148.1, which was 0 lower than the previous day. The implied volatity was 7.28, the open interest changed by 0 which decreased total open position to 0
On 10 Feb MIDCPNIFTY was trading at 13953.10. The strike last trading price was 148.1, which was 0 lower than the previous day. The implied volatity was 7.21, the open interest changed by 0 which decreased total open position to 0
On 9 Feb MIDCPNIFTY was trading at 13868.65. The strike last trading price was 148.1, which was 0 lower than the previous day. The implied volatity was 6.74, the open interest changed by 0 which decreased total open position to 0
On 6 Feb MIDCPNIFTY was trading at 13644.90. The strike last trading price was 148.1, which was 0 lower than the previous day. The implied volatity was 5.78, the open interest changed by 0 which decreased total open position to 0
On 5 Feb MIDCPNIFTY was trading at 13700.50. The strike last trading price was 148.1, which was 0 lower than the previous day. The implied volatity was 6.02, the open interest changed by 0 which decreased total open position to 0
On 4 Feb MIDCPNIFTY was trading at 13721.85. The strike last trading price was 148.1, which was 0 lower than the previous day. The implied volatity was 5.98, the open interest changed by 0 which decreased total open position to 0
On 3 Feb MIDCPNIFTY was trading at 13655.65. The strike last trading price was 148.1, which was 0 lower than the previous day. The implied volatity was 5.62, the open interest changed by 0 which decreased total open position to 0
On 2 Feb MIDCPNIFTY was trading at 13257.05. The strike last trading price was 148.1, 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
