MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Mar 2026 04:12 PM IST
| MIDCPNIFTY 30-MAR-2026 12800 CE | ||||||||||||||||
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Delta: 0.17
Vega: 4.34
Theta: -11.78
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Mar | 12183.55 | 56 | -111.15 | 36.15 | 7,643 | 73 | 1,524 | |||||||||
| 20 Mar | 12625.90 | 164.7 | 31.2 | 26.76 | 9,141 | -132 | 1,462 | |||||||||
| 19 Mar | 12517.00 | 148.9 | -174.85 | 26.88 | 8,349 | 370 | 1,604 | |||||||||
| 18 Mar | 12980.55 | 328.2 | 96.85 | 22.69 | 5,356 | -121 | 1,272 | |||||||||
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| 17 Mar | 12736.30 | 229.95 | 13.4 | 24.29 | 10,229 | 158 | 1,396 | |||||||||
| 16 Mar | 12615.25 | 206.75 | -40 | 27.38 | 11,261 | 197 | 1,248 | |||||||||
| 13 Mar | 12618.50 | 240.1 | -180.55 | 26.74 | 9,341 | 435 | 1,073 | |||||||||
| 12 Mar | 12961.15 | 430.6 | 9.75 | 27.14 | 6,178 | 185 | 682 | |||||||||
| 11 Mar | 12961.90 | 419.35 | -194.9 | 25.37 | 160 | -28 | 498 | |||||||||
| 10 Mar | 13209.50 | 634.5 | 148.05 | 26.98 | 1,030 | -124 | 581 | |||||||||
| 9 Mar | 12942.30 | 481.25 | -105.9 | 29.83 | 5,985 | 665 | 703 | |||||||||
| 6 Mar | 13166.90 | 585 | -67.75 | 23.22 | 53 | -5 | 41 | |||||||||
| 5 Mar | 13260.50 | 639.05 | 99 | 21.12 | 79 | -20 | 47 | |||||||||
| 4 Mar | 13034.35 | 543.95 | -112.05 | 26.41 | 172 | 49 | 68 | |||||||||
| 2 Mar | 13289.85 | 656 | -517 | 16.69 | 31 | 18 | 18 | |||||||||
| 27 Feb | 13491.45 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 13652.95 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 13558.55 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 13448.65 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 13477.75 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 13476.00 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 13442.50 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 13729.55 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 13664.35 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 13641.75 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 13628.35 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 13893.50 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 13952.80 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 13953.10 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 13868.65 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 13644.90 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 13700.50 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 13721.85 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 13655.65 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 13257.05 | 1173 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12800 expiring on 30MAR2026
Delta for 12800 CE is 0.17
Historical price for 12800 CE is as follows
On 23 Mar MIDCPNIFTY was trading at 12183.55. The strike last trading price was 56, which was -111.15 lower than the previous day. The implied volatity was 36.15, the open interest changed by 73 which increased total open position to 1524
On 20 Mar MIDCPNIFTY was trading at 12625.90. The strike last trading price was 164.7, which was 31.2 higher than the previous day. The implied volatity was 26.76, the open interest changed by -132 which decreased total open position to 1462
On 19 Mar MIDCPNIFTY was trading at 12517.00. The strike last trading price was 148.9, which was -174.85 lower than the previous day. The implied volatity was 26.88, the open interest changed by 370 which increased total open position to 1604
On 18 Mar MIDCPNIFTY was trading at 12980.55. The strike last trading price was 328.2, which was 96.85 higher than the previous day. The implied volatity was 22.69, the open interest changed by -121 which decreased total open position to 1272
On 17 Mar MIDCPNIFTY was trading at 12736.30. The strike last trading price was 229.95, which was 13.4 higher than the previous day. The implied volatity was 24.29, the open interest changed by 158 which increased total open position to 1396
On 16 Mar MIDCPNIFTY was trading at 12615.25. The strike last trading price was 206.75, which was -40 lower than the previous day. The implied volatity was 27.38, the open interest changed by 197 which increased total open position to 1248
On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 240.1, which was -180.55 lower than the previous day. The implied volatity was 26.74, the open interest changed by 435 which increased total open position to 1073
On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 430.6, which was 9.75 higher than the previous day. The implied volatity was 27.14, the open interest changed by 185 which increased total open position to 682
On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 419.35, which was -194.9 lower than the previous day. The implied volatity was 25.37, the open interest changed by -28 which decreased total open position to 498
On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 634.5, which was 148.05 higher than the previous day. The implied volatity was 26.98, the open interest changed by -124 which decreased total open position to 581
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 481.25, which was -105.9 lower than the previous day. The implied volatity was 29.83, the open interest changed by 665 which increased total open position to 703
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 585, which was -67.75 lower than the previous day. The implied volatity was 23.22, the open interest changed by -5 which decreased total open position to 41
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 639.05, which was 99 higher than the previous day. The implied volatity was 21.12, the open interest changed by -20 which decreased total open position to 47
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 543.95, which was -112.05 lower than the previous day. The implied volatity was 26.41, the open interest changed by 49 which increased total open position to 68
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 656, which was -517 lower than the previous day. The implied volatity was 16.69, the open interest changed by 18 which increased total open position to 18
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 1173, 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 1173, 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 1173, 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 1173, 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 1173, 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 1173, 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 1173, 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 1173, 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 1173, 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 1173, 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 1173, 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 1173, 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 1173, 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 1173, 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 1173, 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 1173, 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 1173, 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 1173, 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 1173, 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 1173, 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 12800 PE | |||||||
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Delta: -0.77
Vega: 5.17
Theta: -14.16
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Mar | 12183.55 | 702.3 | 351.85 | 45.81 | 675 | -202 | 857 |
| 20 Mar | 12625.90 | 346.7 | -66 | 32.91 | 4,939 | -129 | 1,065 |
| 19 Mar | 12517.00 | 380.05 | 226.05 | 30.56 | 6,190 | -571 | 1,200 |
| 18 Mar | 12980.55 | 154.65 | -121.5 | 26.12 | 12,810 | 531 | 1,808 |
| 17 Mar | 12736.30 | 270 | -116.2 | 27.82 | 3,871 | 352 | 1,287 |
| 16 Mar | 12615.25 | 405.05 | -24.55 | 33.43 | 2,255 | -287 | 962 |
| 13 Mar | 12618.50 | 423.05 | 168.45 | 33.44 | 8,607 | -177 | 1,311 |
| 12 Mar | 12961.15 | 244.6 | -14.5 | 30.14 | 9,194 | 197 | 1,492 |
| 11 Mar | 12961.90 | 250 | 96.35 | 29.86 | 3,693 | -62 | 1,296 |
| 10 Mar | 13209.50 | 153.5 | -168.65 | 28.65 | 3,618 | 209 | 1,360 |
| 9 Mar | 12942.30 | 328 | 104.5 | 34.63 | 8,544 | 97 | 1,190 |
| 6 Mar | 13166.90 | 210.9 | 43.4 | 29.97 | 1,886 | 29 | 1,094 |
| 5 Mar | 13260.50 | 169 | -100 | 28.17 | 2,650 | 40 | 1,065 |
| 4 Mar | 13034.35 | 269.95 | 133.65 | 29.94 | 7,021 | -455 | 1,026 |
| 2 Mar | 13289.85 | 130.25 | 67.1 | 24.64 | 4,994 | 511 | 1,517 |
| 27 Feb | 13491.45 | 62.05 | 21.8 | 20.37 | 2,438 | -157 | 994 |
| 26 Feb | 13652.95 | 41.8 | -14.85 | 19.87 | 2,093 | 458 | 1,169 |
| 25 Feb | 13558.55 | 56.35 | -31 | 20.33 | 1,857 | 221 | 714 |
| 24 Feb | 13448.65 | 80.95 | -9.45 | 21.4 | 1,840 | -99 | 506 |
| 23 Feb | 13477.75 | 87 | -18.3 | 21.75 | 679 | 526 | 606 |
| 20 Feb | 13476.00 | 107.95 | 16 | 22.59 | 87 | 51 | 79 |
| 19 Feb | 13442.50 | 108.65 | 53.6 | 21.68 | 188 | 23 | 27 |
| 18 Feb | 13729.55 | 55.05 | 0 | - | 0 | 0 | 4 |
| 17 Feb | 13664.35 | 55.05 | 0 | - | 0 | 0 | 4 |
| 16 Feb | 13641.75 | 55.05 | 0 | - | 0 | 0 | 4 |
| 13 Feb | 13628.35 | 55.05 | 0 | - | 0 | 0 | 4 |
| 12 Feb | 13893.50 | 55.05 | 0 | 21.9 | 2 | 0 | 6 |
| 11 Feb | 13952.80 | 55.05 | -14.95 | - | 0 | 0 | 6 |
| 10 Feb | 13953.10 | 55.05 | -14.95 | - | 0 | 0 | 6 |
| 9 Feb | 13868.65 | 55.05 | -14.95 | 21 | 5 | 3 | 5 |
| 6 Feb | 13644.90 | 70 | 0 | 19.01 | 1 | 0 | 1 |
| 5 Feb | 13700.50 | 70 | -112.05 | 19.91 | 1 | 0 | 0 |
| 4 Feb | 13721.85 | 182.05 | 0 | 5.01 | 0 | 0 | 0 |
| 3 Feb | 13655.65 | 182.05 | 0 | 4.92 | 0 | 0 | 0 |
| 2 Feb | 13257.05 | 182.05 | 0 | 3.27 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12800 expiring on 30MAR2026
Delta for 12800 PE is -0.77
Historical price for 12800 PE is as follows
On 23 Mar MIDCPNIFTY was trading at 12183.55. The strike last trading price was 702.3, which was 351.85 higher than the previous day. The implied volatity was 45.81, the open interest changed by -202 which decreased total open position to 857
On 20 Mar MIDCPNIFTY was trading at 12625.90. The strike last trading price was 346.7, which was -66 lower than the previous day. The implied volatity was 32.91, the open interest changed by -129 which decreased total open position to 1065
On 19 Mar MIDCPNIFTY was trading at 12517.00. The strike last trading price was 380.05, which was 226.05 higher than the previous day. The implied volatity was 30.56, the open interest changed by -571 which decreased total open position to 1200
On 18 Mar MIDCPNIFTY was trading at 12980.55. The strike last trading price was 154.65, which was -121.5 lower than the previous day. The implied volatity was 26.12, the open interest changed by 531 which increased total open position to 1808
On 17 Mar MIDCPNIFTY was trading at 12736.30. The strike last trading price was 270, which was -116.2 lower than the previous day. The implied volatity was 27.82, the open interest changed by 352 which increased total open position to 1287
On 16 Mar MIDCPNIFTY was trading at 12615.25. The strike last trading price was 405.05, which was -24.55 lower than the previous day. The implied volatity was 33.43, the open interest changed by -287 which decreased total open position to 962
On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 423.05, which was 168.45 higher than the previous day. The implied volatity was 33.44, the open interest changed by -177 which decreased total open position to 1311
On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 244.6, which was -14.5 lower than the previous day. The implied volatity was 30.14, the open interest changed by 197 which increased total open position to 1492
On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 250, which was 96.35 higher than the previous day. The implied volatity was 29.86, the open interest changed by -62 which decreased total open position to 1296
On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 153.5, which was -168.65 lower than the previous day. The implied volatity was 28.65, the open interest changed by 209 which increased total open position to 1360
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 328, which was 104.5 higher than the previous day. The implied volatity was 34.63, the open interest changed by 97 which increased total open position to 1190
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 210.9, which was 43.4 higher than the previous day. The implied volatity was 29.97, the open interest changed by 29 which increased total open position to 1094
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 169, which was -100 lower than the previous day. The implied volatity was 28.17, the open interest changed by 40 which increased total open position to 1065
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 269.95, which was 133.65 higher than the previous day. The implied volatity was 29.94, the open interest changed by -455 which decreased total open position to 1026
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 130.25, which was 67.1 higher than the previous day. The implied volatity was 24.64, the open interest changed by 511 which increased total open position to 1517
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 62.05, which was 21.8 higher than the previous day. The implied volatity was 20.37, the open interest changed by -157 which decreased total open position to 994
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 41.8, which was -14.85 lower than the previous day. The implied volatity was 19.87, the open interest changed by 458 which increased total open position to 1169
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 56.35, which was -31 lower than the previous day. The implied volatity was 20.33, the open interest changed by 221 which increased total open position to 714
On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 80.95, which was -9.45 lower than the previous day. The implied volatity was 21.4, the open interest changed by -99 which decreased total open position to 506
On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 87, which was -18.3 lower than the previous day. The implied volatity was 21.75, the open interest changed by 526 which increased total open position to 606
On 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 107.95, which was 16 higher than the previous day. The implied volatity was 22.59, the open interest changed by 51 which increased total open position to 79
On 19 Feb MIDCPNIFTY was trading at 13442.50. The strike last trading price was 108.65, which was 53.6 higher than the previous day. The implied volatity was 21.68, the open interest changed by 23 which increased total open position to 27
On 18 Feb MIDCPNIFTY was trading at 13729.55. The strike last trading price was 55.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Feb MIDCPNIFTY was trading at 13664.35. The strike last trading price was 55.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Feb MIDCPNIFTY was trading at 13641.75. The strike last trading price was 55.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 13 Feb MIDCPNIFTY was trading at 13628.35. The strike last trading price was 55.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Feb MIDCPNIFTY was trading at 13893.50. The strike last trading price was 55.05, which was 0 lower than the previous day. The implied volatity was 21.9, the open interest changed by 0 which decreased total open position to 6
On 11 Feb MIDCPNIFTY was trading at 13952.80. The strike last trading price was 55.05, which was -14.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Feb MIDCPNIFTY was trading at 13953.10. The strike last trading price was 55.05, which was -14.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Feb MIDCPNIFTY was trading at 13868.65. The strike last trading price was 55.05, which was -14.95 lower than the previous day. The implied volatity was 21, the open interest changed by 3 which increased total open position to 5
On 6 Feb MIDCPNIFTY was trading at 13644.90. The strike last trading price was 70, which was 0 lower than the previous day. The implied volatity was 19.01, the open interest changed by 0 which decreased total open position to 1
On 5 Feb MIDCPNIFTY was trading at 13700.50. The strike last trading price was 70, which was -112.05 lower than the previous day. The implied volatity was 19.91, 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 182.05, which was 0 lower than the previous day. The implied volatity was 5.01, 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 182.05, which was 0 lower than the previous day. The implied volatity was 4.92, 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 182.05, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0
