[--[65.84.65.76]--]

MIDCPNIFTY

Nifty Midcap Select
12517.3 -271.00 (-2.12%)
L: 12489.25 H: 12710

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Historical option data for MIDCPNIFTY

27 Mar 2026 04:12 PM IST
MIDCPNIFTY 30-MAR-2026 12700 CE
Delta: 0.3
Vega: 3.96
Theta: -19.72
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
27 Mar 12517.30 61.15 -167.1 28.3 33,591 1,283 2,748
25 Mar 12788.30 235.2 93 29.34 9,722 -490 1,439
24 Mar 12532.40 160.85 80.85 34.57 8,937 -586 1,953
23 Mar 12183.55 76.3 -138.1 36.57 10,533 377 2,544
20 Mar 12625.90 210 36.1 27.09 19,560 261 2,193
19 Mar 12517.00 189 -206.85 27.02 13,925 842 1,954
18 Mar 12980.55 391 104.6 22.1 2,104 -408 1,117
17 Mar 12736.30 286.05 21.35 24.71 10,417 277 1,548
16 Mar 12615.25 256.6 -37.25 28.03 9,944 202 1,267
13 Mar 12618.50 291.8 -196.95 27.33 9,826 687 1,065
12 Mar 12961.15 488 -2.1 26.68 2,143 107 390
11 Mar 12961.90 493.8 -182.3 26.47 72 -9 261
10 Mar 13209.50 684.6 137.15 24.38 176 -34 273
9 Mar 12942.30 545 -125.3 30.21 2,729 302 329
6 Mar 13166.90 670.3 -111.5 24.11 9 -3 27
5 Mar 13260.50 781.8 171.95 27.63 13 7 30
4 Mar 13034.35 608 -18.45 26.41 46 16 21
2 Mar 13289.85 626.45 -378.35 8.24 9 3 4
27 Feb 13491.45 1004.8 -45.2 - 2 0 1
26 Feb 13652.95 1004.8 -45.2 14.47 2 0 1
25 Feb 13558.55 1050 -198.3 - 0 0 1
24 Feb 13448.65 1050 -198.3 - 0 0 1
23 Feb 13477.75 1050 -198.3 - 0 0 1
20 Feb 13476.00 1050 -198.3 - 0 0 1
19 Feb 13442.50 1050 -198.3 - 0 0 1
18 Feb 13729.55 1050 -198.3 - 1 0 0
17 Feb 13664.35 1248.3 0 - 0 0 0
16 Feb 13641.75 1248.3 0 - 0 0 0
13 Feb 13628.35 1248.3 0 - 0 0 0
12 Feb 13893.50 1248.3 0 - 0 0 0
11 Feb 13952.80 1248.3 0 - 0 0 0
10 Feb 13953.10 1248.3 0 - 0 0 0
9 Feb 13868.65 1248.3 0 - 0 0 0
6 Feb 13644.90 1248.3 0 - 0 0 0
5 Feb 13700.50 1248.3 0 - 0 0 0
4 Feb 13721.85 1248.3 0 - 0 0 0
3 Feb 13655.65 1248.3 0 - 0 0 0
2 Feb 13257.05 1248.3 0 - 0 0 0


For Nifty Midcap Select - strike price 12700 expiring on 30MAR2026

Delta for 12700 CE is 0.3

Historical price for 12700 CE is as follows

On 27 Mar MIDCPNIFTY was trading at 12517.30. The strike last trading price was 61.15, which was -167.1 lower than the previous day. The implied volatity was 28.3, the open interest changed by 1283 which increased total open position to 2748


On 25 Mar MIDCPNIFTY was trading at 12788.30. The strike last trading price was 235.2, which was 93 higher than the previous day. The implied volatity was 29.34, the open interest changed by -490 which decreased total open position to 1439


On 24 Mar MIDCPNIFTY was trading at 12532.40. The strike last trading price was 160.85, which was 80.85 higher than the previous day. The implied volatity was 34.57, the open interest changed by -586 which decreased total open position to 1953


On 23 Mar MIDCPNIFTY was trading at 12183.55. The strike last trading price was 76.3, which was -138.1 lower than the previous day. The implied volatity was 36.57, the open interest changed by 377 which increased total open position to 2544


On 20 Mar MIDCPNIFTY was trading at 12625.90. The strike last trading price was 210, which was 36.1 higher than the previous day. The implied volatity was 27.09, the open interest changed by 261 which increased total open position to 2193


On 19 Mar MIDCPNIFTY was trading at 12517.00. The strike last trading price was 189, which was -206.85 lower than the previous day. The implied volatity was 27.02, the open interest changed by 842 which increased total open position to 1954


On 18 Mar MIDCPNIFTY was trading at 12980.55. The strike last trading price was 391, which was 104.6 higher than the previous day. The implied volatity was 22.1, the open interest changed by -408 which decreased total open position to 1117


On 17 Mar MIDCPNIFTY was trading at 12736.30. The strike last trading price was 286.05, which was 21.35 higher than the previous day. The implied volatity was 24.71, the open interest changed by 277 which increased total open position to 1548


On 16 Mar MIDCPNIFTY was trading at 12615.25. The strike last trading price was 256.6, which was -37.25 lower than the previous day. The implied volatity was 28.03, the open interest changed by 202 which increased total open position to 1267


On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 291.8, which was -196.95 lower than the previous day. The implied volatity was 27.33, the open interest changed by 687 which increased total open position to 1065


On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 488, which was -2.1 lower than the previous day. The implied volatity was 26.68, the open interest changed by 107 which increased total open position to 390


On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 493.8, which was -182.3 lower than the previous day. The implied volatity was 26.47, the open interest changed by -9 which decreased total open position to 261


On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 684.6, which was 137.15 higher than the previous day. The implied volatity was 24.38, the open interest changed by -34 which decreased total open position to 273


On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 545, which was -125.3 lower than the previous day. The implied volatity was 30.21, the open interest changed by 302 which increased total open position to 329


On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 670.3, which was -111.5 lower than the previous day. The implied volatity was 24.11, the open interest changed by -3 which decreased total open position to 27


On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 781.8, which was 171.95 higher than the previous day. The implied volatity was 27.63, the open interest changed by 7 which increased total open position to 30


On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 608, which was -18.45 lower than the previous day. The implied volatity was 26.41, the open interest changed by 16 which increased total open position to 21


On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 626.45, which was -378.35 lower than the previous day. The implied volatity was 8.24, the open interest changed by 3 which increased total open position to 4


On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 1004.8, which was -45.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 1004.8, which was -45.2 lower than the previous day. The implied volatity was 14.47, the open interest changed by 0 which decreased total open position to 1


On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 1050, which was -198.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 1050, which was -198.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 1050, which was -198.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 1050, which was -198.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Feb MIDCPNIFTY was trading at 13442.50. The strike last trading price was 1050, which was -198.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 Feb MIDCPNIFTY was trading at 13729.55. The strike last trading price was 1050, which was -198.3 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 1248.3, 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 1248.3, 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 1248.3, 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 1248.3, 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 1248.3, 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 1248.3, 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 1248.3, 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 1248.3, 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 1248.3, 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 1248.3, 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 1248.3, 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 1248.3, 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 12700 PE
Delta: -0.7
Vega: 3.96
Theta: -16.25
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
27 Mar 12517.30 232.1 78.8 28.31 12,753 -446 1,235
25 Mar 12788.30 147.3 -169.55 33.22 12,239 619 1,678
24 Mar 12532.40 304.9 -304 35.42 1,127 -239 1,067
23 Mar 12183.55 621.7 326.65 45.08 2,263 -506 1,314
20 Mar 12625.90 292 -50.75 32.94 18,621 359 1,854
19 Mar 12517.00 330.45 204.65 31.74 13,640 -429 1,519
18 Mar 12980.55 126.25 -107.65 26.88 8,156 -330 2,131
17 Mar 12736.30 230.35 -106.95 28.72 9,984 1,154 2,521
16 Mar 12615.25 349.65 -33 33.32 7,351 -302 1,403
13 Mar 12618.50 377 154.25 34.16 16,127 -245 1,740
12 Mar 12961.15 214.15 -11 30.93 5,475 114 2,005
11 Mar 12961.90 220 86.05 30.68 3,116 797 1,891
10 Mar 13209.50 134.25 -150.2 29.5 2,328 176 1,105
9 Mar 12942.30 290.9 96.65 35.02 5,526 163 929
6 Mar 13166.90 187 44.6 30.67 1,505 -77 766
5 Mar 13260.50 130.1 -109.5 27.11 1,654 -151 845
4 Mar 13034.35 239 124.55 30.44 2,559 -72 1,003
2 Mar 13289.85 106.05 55.15 24.6 2,927 36 1,095
27 Feb 13491.45 48.7 16.35 20.48 1,996 -62 1,076
26 Feb 13652.95 33.45 -11.7 20.22 3,387 231 1,158
25 Feb 13558.55 44.45 -114.4 20.46 2,342 932 932
24 Feb 13448.65 158.85 0 5.44 0 0 0
23 Feb 13477.75 158.85 0 5.37 0 0 0
20 Feb 13476.00 158.85 0 5.2 0 0 0
19 Feb 13442.50 158.85 0 4.83 0 0 0
18 Feb 13729.55 158.85 0 6.38 0 0 0
17 Feb 13664.35 158.85 0 6.08 0 0 0
16 Feb 13641.75 158.85 0 5.87 0 0 0
13 Feb 13628.35 158.85 0 5.95 0 0 0
12 Feb 13893.50 158.85 0 6.86 0 0 0
11 Feb 13952.80 158.85 0 6.97 0 0 0
10 Feb 13953.10 158.85 0 6.97 0 0 0
9 Feb 13868.65 158.85 0 6.62 0 0 0
6 Feb 13644.90 158.85 0 5.4 0 0 0
5 Feb 13700.50 158.85 0 5.79 0 0 0
4 Feb 13721.85 158.85 0 5.75 0 0 0
3 Feb 13655.65 158.85 0 5.47 0 0 0
2 Feb 13257.05 158.85 0 3.63 0 0 0


For Nifty Midcap Select - strike price 12700 expiring on 30MAR2026

Delta for 12700 PE is -0.7

Historical price for 12700 PE is as follows

On 27 Mar MIDCPNIFTY was trading at 12517.30. The strike last trading price was 232.1, which was 78.8 higher than the previous day. The implied volatity was 28.31, the open interest changed by -446 which decreased total open position to 1235


On 25 Mar MIDCPNIFTY was trading at 12788.30. The strike last trading price was 147.3, which was -169.55 lower than the previous day. The implied volatity was 33.22, the open interest changed by 619 which increased total open position to 1678


On 24 Mar MIDCPNIFTY was trading at 12532.40. The strike last trading price was 304.9, which was -304 lower than the previous day. The implied volatity was 35.42, the open interest changed by -239 which decreased total open position to 1067


On 23 Mar MIDCPNIFTY was trading at 12183.55. The strike last trading price was 621.7, which was 326.65 higher than the previous day. The implied volatity was 45.08, the open interest changed by -506 which decreased total open position to 1314


On 20 Mar MIDCPNIFTY was trading at 12625.90. The strike last trading price was 292, which was -50.75 lower than the previous day. The implied volatity was 32.94, the open interest changed by 359 which increased total open position to 1854


On 19 Mar MIDCPNIFTY was trading at 12517.00. The strike last trading price was 330.45, which was 204.65 higher than the previous day. The implied volatity was 31.74, the open interest changed by -429 which decreased total open position to 1519


On 18 Mar MIDCPNIFTY was trading at 12980.55. The strike last trading price was 126.25, which was -107.65 lower than the previous day. The implied volatity was 26.88, the open interest changed by -330 which decreased total open position to 2131


On 17 Mar MIDCPNIFTY was trading at 12736.30. The strike last trading price was 230.35, which was -106.95 lower than the previous day. The implied volatity was 28.72, the open interest changed by 1154 which increased total open position to 2521


On 16 Mar MIDCPNIFTY was trading at 12615.25. The strike last trading price was 349.65, which was -33 lower than the previous day. The implied volatity was 33.32, the open interest changed by -302 which decreased total open position to 1403


On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 377, which was 154.25 higher than the previous day. The implied volatity was 34.16, the open interest changed by -245 which decreased total open position to 1740


On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 214.15, which was -11 lower than the previous day. The implied volatity was 30.93, the open interest changed by 114 which increased total open position to 2005


On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 220, which was 86.05 higher than the previous day. The implied volatity was 30.68, the open interest changed by 797 which increased total open position to 1891


On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 134.25, which was -150.2 lower than the previous day. The implied volatity was 29.5, the open interest changed by 176 which increased total open position to 1105


On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 290.9, which was 96.65 higher than the previous day. The implied volatity was 35.02, the open interest changed by 163 which increased total open position to 929


On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 187, which was 44.6 higher than the previous day. The implied volatity was 30.67, the open interest changed by -77 which decreased total open position to 766


On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 130.1, which was -109.5 lower than the previous day. The implied volatity was 27.11, the open interest changed by -151 which decreased total open position to 845


On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 239, which was 124.55 higher than the previous day. The implied volatity was 30.44, the open interest changed by -72 which decreased total open position to 1003


On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 106.05, which was 55.15 higher than the previous day. The implied volatity was 24.6, the open interest changed by 36 which increased total open position to 1095


On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 48.7, which was 16.35 higher than the previous day. The implied volatity was 20.48, the open interest changed by -62 which decreased total open position to 1076


On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 33.45, which was -11.7 lower than the previous day. The implied volatity was 20.22, the open interest changed by 231 which increased total open position to 1158


On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 44.45, which was -114.4 lower than the previous day. The implied volatity was 20.46, the open interest changed by 932 which increased total open position to 932


On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 158.85, which was 0 lower than the previous day. The implied volatity was 5.44, 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 158.85, which was 0 lower than the previous day. The implied volatity was 5.37, 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 158.85, 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 19 Feb MIDCPNIFTY was trading at 13442.50. The strike last trading price was 158.85, which was 0 lower than the previous day. The implied volatity was 4.83, 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 158.85, which was 0 lower than the previous day. The implied volatity was 6.38, 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 158.85, which was 0 lower than the previous day. The implied volatity was 6.08, 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 158.85, which was 0 lower than the previous day. The implied volatity was 5.87, 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 158.85, which was 0 lower than the previous day. The implied volatity was 5.95, 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 158.85, which was 0 lower than the previous day. The implied volatity was 6.86, 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 158.85, which was 0 lower than the previous day. The implied volatity was 6.97, 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 158.85, which was 0 lower than the previous day. The implied volatity was 6.97, 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 158.85, which was 0 lower than the previous day. The implied volatity was 6.62, 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 158.85, which was 0 lower than the previous day. The implied volatity was 5.4, 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 158.85, which was 0 lower than the previous day. The implied volatity was 5.79, 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 158.85, which was 0 lower than the previous day. The implied volatity was 5.75, 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 158.85, which was 0 lower than the previous day. The implied volatity was 5.47, 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 158.85, which was 0 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0