MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
17 Mar 2026 03:52 PM IST
| MIDCPNIFTY 30-MAR-2026 12725 CE | ||||||||||||||||
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Delta: 0.56
Vega: 9.51
Theta: -10.86
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Mar | 12736.30 | 271.4 | 19.6 | 24.59 | 1,358 | 63 | 177 | |||||||||
| 16 Mar | 12615.25 | 242.6 | -39.5 | 27.77 | 1,170 | -9 | 125 | |||||||||
| 13 Mar | 12618.50 | 279.25 | -188.05 | 27.26 | 1,180 | 78 | 135 | |||||||||
| 12 Mar | 12961.15 | 464.35 | -69.65 | 25.97 | 258 | 23 | 58 | |||||||||
| 11 Mar | 12961.90 | 534 | 9.6 | 31.59 | 2 | 0 | 33 | |||||||||
| 10 Mar | 13209.50 | 524.4 | -51.6 | - | 164 | 0 | 33 | |||||||||
| 9 Mar | 12942.30 | 524.4 | -51.6 | 29.74 | 164 | 25 | 33 | |||||||||
| 6 Mar | 13166.90 | 576 | -653.25 | - | 0 | 0 | 8 | |||||||||
| 5 Mar | 13260.50 | 576 | -653.25 | - | 14 | 8 | 0 | |||||||||
| 4 Mar | 13034.35 | 576 | -653.25 | 25.15 | 14 | 6 | 6 | |||||||||
| 2 Mar | 13289.85 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 13491.45 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 13652.95 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 13558.55 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 13448.65 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 13477.75 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 13476.00 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 13442.50 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 13729.55 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 13664.35 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 13641.75 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 13628.35 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Feb | 13893.50 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 13952.80 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 13953.10 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 13868.65 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 13644.90 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 13700.50 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 13721.85 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 13655.65 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 13257.05 | 1229.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12725 expiring on 30MAR2026
Delta for 12725 CE is 0.56
Historical price for 12725 CE is as follows
On 17 Mar MIDCPNIFTY was trading at 12736.30. The strike last trading price was 271.4, which was 19.6 higher than the previous day. The implied volatity was 24.59, the open interest changed by 63 which increased total open position to 177
On 16 Mar MIDCPNIFTY was trading at 12615.25. The strike last trading price was 242.6, which was -39.5 lower than the previous day. The implied volatity was 27.77, the open interest changed by -9 which decreased total open position to 125
On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 279.25, which was -188.05 lower than the previous day. The implied volatity was 27.26, the open interest changed by 78 which increased total open position to 135
On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 464.35, which was -69.65 lower than the previous day. The implied volatity was 25.97, the open interest changed by 23 which increased total open position to 58
On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 534, which was 9.6 higher than the previous day. The implied volatity was 31.59, the open interest changed by 0 which decreased total open position to 33
On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 524.4, which was -51.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 524.4, which was -51.6 lower than the previous day. The implied volatity was 29.74, the open interest changed by 25 which increased total open position to 33
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 576, which was -653.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 576, which was -653.25 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 576, which was -653.25 lower than the previous day. The implied volatity was 25.15, the open interest changed by 6 which increased total open position to 6
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 1229.25, 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 1229.25, 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 1229.25, 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 1229.25, 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 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 1229.25, 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 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 1229.25, 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 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 1229.25, 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 Feb MIDCPNIFTY was trading at 13442.50. The strike last trading price was 1229.25, 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 Feb MIDCPNIFTY was trading at 13729.55. The strike last trading price was 1229.25, 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 Feb MIDCPNIFTY was trading at 13664.35. The strike last trading price was 1229.25, 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 Feb MIDCPNIFTY was trading at 13641.75. The strike last trading price was 1229.25, 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 Feb MIDCPNIFTY was trading at 13628.35. The strike last trading price was 1229.25, 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 Feb MIDCPNIFTY was trading at 13893.50. The strike last trading price was 1229.25, 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 Feb MIDCPNIFTY was trading at 13952.80. The strike last trading price was 1229.25, 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 Feb MIDCPNIFTY was trading at 13953.10. The strike last trading price was 1229.25, 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 Feb MIDCPNIFTY was trading at 13868.65. The strike last trading price was 1229.25, 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 Feb MIDCPNIFTY was trading at 13644.90. The strike last trading price was 1229.25, 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 Feb MIDCPNIFTY was trading at 13700.50. The strike last trading price was 1229.25, 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 Feb MIDCPNIFTY was trading at 13721.85. The strike last trading price was 1229.25, 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 3 Feb MIDCPNIFTY was trading at 13655.65. The strike last trading price was 1229.25, 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 Feb MIDCPNIFTY was trading at 13257.05. The strike last trading price was 1229.25, 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 30MAR2026 12725 PE | |||||||
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Delta: -0.45
Vega: 9.52
Theta: -8.85
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Mar | 12736.30 | 241 | -109.9 | 28.63 | 814 | 39 | 118 |
| 16 Mar | 12615.25 | 358.7 | -31.25 | 32.98 | 416 | -22 | 80 |
| 13 Mar | 12618.50 | 385 | 153.1 | 33.69 | 1,398 | -14 | 105 |
| 12 Mar | 12961.15 | 228.05 | -3.05 | 31.38 | 1,183 | 47 | 122 |
| 11 Mar | 12961.90 | 236.8 | 99.2 | 31.35 | 110 | -17 | 75 |
| 10 Mar | 13209.50 | 139.65 | -155.95 | 29.37 | 374 | -25 | 93 |
| 9 Mar | 12942.30 | 298.2 | 96.4 | 34.79 | 762 | 71 | 118 |
| 6 Mar | 13166.90 | 197.05 | 42.85 | 30.87 | 50 | 8 | 48 |
| 5 Mar | 13260.50 | 154.2 | -96.1 | 28.74 | 36 | 0 | 41 |
| 4 Mar | 13034.35 | 249.1 | 132.1 | 30.53 | 97 | -7 | 41 |
| 2 Mar | 13289.85 | 117 | 62.9 | 25.1 | 57 | 14 | 47 |
| 27 Feb | 13491.45 | 52.45 | 18.55 | 20.53 | 72 | 21 | 36 |
| 26 Feb | 13652.95 | 34.35 | -23.45 | 19.98 | 30 | -14 | 15 |
| 25 Feb | 13558.55 | 57.8 | -106.65 | 21.74 | 33 | 29 | 29 |
| 24 Feb | 13448.65 | 164.45 | 0 | 5.3 | 0 | 0 | 0 |
| 23 Feb | 13477.75 | 164.45 | 0 | 5.24 | 0 | 0 | 0 |
| 20 Feb | 13476.00 | 164.45 | 0 | 5.24 | 0 | 0 | 0 |
| 19 Feb | 13442.50 | 164.45 | 0 | 5.24 | 0 | 0 | 0 |
| 18 Feb | 13729.55 | 164.45 | 0 | 6.27 | 0 | 0 | 0 |
| 17 Feb | 13664.35 | 164.45 | 0 | 5.9 | 0 | 0 | 0 |
| 16 Feb | 13641.75 | 164.45 | 0 | 5.72 | 0 | 0 | 0 |
| 13 Feb | 13628.35 | 164.45 | 0 | 5.43 | 0 | 0 | 0 |
| 12 Feb | 13893.50 | 164.45 | 0 | 6.74 | 0 | 0 | 0 |
| 11 Feb | 13952.80 | 164.45 | 0 | 6.94 | 0 | 0 | 0 |
| 10 Feb | 13953.10 | 164.45 | 0 | 6.86 | 0 | 0 | 0 |
| 9 Feb | 13868.65 | 164.45 | 0 | 6.51 | 0 | 0 | 0 |
| 6 Feb | 13644.90 | 164.45 | 0 | 5.12 | 0 | 0 | 0 |
| 5 Feb | 13700.50 | 164.45 | 0 | 5.67 | 0 | 0 | 0 |
| 4 Feb | 13721.85 | 164.45 | 0 | 5.64 | 0 | 0 | 0 |
| 3 Feb | 13655.65 | 164.45 | 0 | 5.33 | 0 | 0 | 0 |
| 2 Feb | 13257.05 | 164.45 | 0 | 3.44 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12725 expiring on 30MAR2026
Delta for 12725 PE is -0.45
Historical price for 12725 PE is as follows
On 17 Mar MIDCPNIFTY was trading at 12736.30. The strike last trading price was 241, which was -109.9 lower than the previous day. The implied volatity was 28.63, the open interest changed by 39 which increased total open position to 118
On 16 Mar MIDCPNIFTY was trading at 12615.25. The strike last trading price was 358.7, which was -31.25 lower than the previous day. The implied volatity was 32.98, the open interest changed by -22 which decreased total open position to 80
On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 385, which was 153.1 higher than the previous day. The implied volatity was 33.69, the open interest changed by -14 which decreased total open position to 105
On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 228.05, which was -3.05 lower than the previous day. The implied volatity was 31.38, the open interest changed by 47 which increased total open position to 122
On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 236.8, which was 99.2 higher than the previous day. The implied volatity was 31.35, the open interest changed by -17 which decreased total open position to 75
On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 139.65, which was -155.95 lower than the previous day. The implied volatity was 29.37, the open interest changed by -25 which decreased total open position to 93
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 298.2, which was 96.4 higher than the previous day. The implied volatity was 34.79, the open interest changed by 71 which increased total open position to 118
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 197.05, which was 42.85 higher than the previous day. The implied volatity was 30.87, the open interest changed by 8 which increased total open position to 48
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 154.2, which was -96.1 lower than the previous day. The implied volatity was 28.74, the open interest changed by 0 which decreased total open position to 41
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 249.1, which was 132.1 higher than the previous day. The implied volatity was 30.53, the open interest changed by -7 which decreased total open position to 41
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 117, which was 62.9 higher than the previous day. The implied volatity was 25.1, the open interest changed by 14 which increased total open position to 47
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 52.45, which was 18.55 higher than the previous day. The implied volatity was 20.53, the open interest changed by 21 which increased total open position to 36
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 34.35, which was -23.45 lower than the previous day. The implied volatity was 19.98, the open interest changed by -14 which decreased total open position to 15
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 57.8, which was -106.65 lower than the previous day. The implied volatity was 21.74, the open interest changed by 29 which increased total open position to 29
On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 164.45, which was 0 lower than the previous day. The implied volatity was 5.3, 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 164.45, which was 0 lower than the previous day. The implied volatity was 5.24, 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 164.45, which was 0 lower than the previous day. The implied volatity was 5.24, 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 164.45, which was 0 lower than the previous day. The implied volatity was 5.24, 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 164.45, which was 0 lower than the previous day. The implied volatity was 6.27, 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 164.45, which was 0 lower than the previous day. The implied volatity was 5.9, 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 164.45, 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 13 Feb MIDCPNIFTY was trading at 13628.35. The strike last trading price was 164.45, which was 0 lower than the previous day. The implied volatity was 5.43, 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 164.45, 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 11 Feb MIDCPNIFTY was trading at 13952.80. The strike last trading price was 164.45, which was 0 lower than the previous day. The implied volatity was 6.94, 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 164.45, 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 9 Feb MIDCPNIFTY was trading at 13868.65. The strike last trading price was 164.45, which was 0 lower than the previous day. The implied volatity was 6.51, 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 164.45, which was 0 lower than the previous day. The implied volatity was 5.12, 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 164.45, 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 4 Feb MIDCPNIFTY was trading at 13721.85. The strike last trading price was 164.45, which was 0 lower than the previous day. The implied volatity was 5.64, 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 164.45, which was 0 lower than the previous day. The implied volatity was 5.33, 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 164.45, which was 0 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0
