MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
12 Mar 2026 04:12 PM IST
| MIDCPNIFTY 30-MAR-2026 12850 CE | ||||||||||||||||
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Delta: 0.6
Vega: 11.12
Theta: -10.19
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 12961.15 | 393.8 | 0.5 | 26.45 | 812 | 3 | 157 | |||||||||
| 11 Mar | 12961.90 | 398.65 | -163.45 | 26.14 | 31 | -6 | 154 | |||||||||
| 10 Mar | 13209.50 | 585.5 | 128.75 | 25.64 | 235 | -89 | 160 | |||||||||
| 9 Mar | 12942.30 | 449.6 | -107.75 | 29.54 | 1,445 | 214 | 242 | |||||||||
| 6 Mar | 13166.90 | 557.45 | 32.3 | 23.84 | 21 | -1 | 29 | |||||||||
| 5 Mar | 13260.50 | 525.15 | 20.15 | 12.85 | 5 | 1 | 31 | |||||||||
| 4 Mar | 13034.35 | 508.05 | -628.65 | 26 | 45 | 30 | 30 | |||||||||
| 2 Mar | 13289.85 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 13491.45 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 13652.95 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 13558.55 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 13448.65 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 13477.75 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 13476.00 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 13442.50 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 13729.55 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 13664.35 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 13641.75 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 13628.35 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 13893.50 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 13952.80 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 13953.10 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 13868.65 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 13644.90 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 13700.50 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 13721.85 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 13655.65 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 2 Feb | 13257.05 | 1136.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12850 expiring on 30MAR2026
Delta for 12850 CE is 0.6
Historical price for 12850 CE is as follows
On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 393.8, which was 0.5 higher than the previous day. The implied volatity was 26.45, the open interest changed by 3 which increased total open position to 157
On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 398.65, which was -163.45 lower than the previous day. The implied volatity was 26.14, the open interest changed by -6 which decreased total open position to 154
On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 585.5, which was 128.75 higher than the previous day. The implied volatity was 25.64, the open interest changed by -89 which decreased total open position to 160
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 449.6, which was -107.75 lower than the previous day. The implied volatity was 29.54, the open interest changed by 214 which increased total open position to 242
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 557.45, which was 32.3 higher than the previous day. The implied volatity was 23.84, the open interest changed by -1 which decreased total open position to 29
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 525.15, which was 20.15 higher than the previous day. The implied volatity was 12.85, the open interest changed by 1 which increased total open position to 31
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 508.05, which was -628.65 lower than the previous day. The implied volatity was 26, the open interest changed by 30 which increased total open position to 30
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 1136.7, 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 12850 PE | |||||||
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Delta: -0.41
Vega: 11.18
Theta: -7.96
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 12961.15 | 270 | -7.55 | 30.53 | 1,233 | -152 | 238 |
| 11 Mar | 12961.90 | 272.85 | 105.55 | 30.01 | 531 | -139 | 394 |
| 10 Mar | 13209.50 | 167.65 | -175.1 | 28.56 | 615 | -116 | 534 |
| 9 Mar | 12942.30 | 344.8 | 111.05 | 34.18 | 3,120 | 579 | 692 |
| 6 Mar | 13166.90 | 231.55 | 55.95 | 30.25 | 103 | 9 | 114 |
| 5 Mar | 13260.50 | 183.65 | -103.05 | 28.12 | 84 | 10 | 106 |
| 4 Mar | 13034.35 | 286.15 | 138.8 | 29.73 | 462 | 12 | 96 |
| 2 Mar | 13289.85 | 139.65 | 68.65 | 24.31 | 182 | 31 | 83 |
| 27 Feb | 13491.45 | 65.75 | 20.65 | 19.86 | 139 | 9 | 52 |
| 26 Feb | 13652.95 | 46.1 | -15.7 | 19.66 | 57 | -29 | 43 |
| 25 Feb | 13558.55 | 63.9 | -131.1 | 20.33 | 134 | 73 | 73 |
| 24 Feb | 13448.65 | 195 | 0 | 4.55 | 0 | 0 | 0 |
| 23 Feb | 13477.75 | 195 | 0 | 4.41 | 0 | 0 | 0 |
| 20 Feb | 13476.00 | 195 | 0 | 4.3 | 0 | 0 | 0 |
| 19 Feb | 13442.50 | 195 | 0 | 3.99 | 0 | 0 | 0 |
| 18 Feb | 13729.55 | 195 | 0 | 5.65 | 0 | 0 | 0 |
| 17 Feb | 13664.35 | 195 | 0 | 5.25 | 0 | 0 | 0 |
| 16 Feb | 13641.75 | 195 | 0 | 5.09 | 0 | 0 | 0 |
| 13 Feb | 13628.35 | 195 | 0 | 5.03 | 0 | 0 | 0 |
| 12 Feb | 13893.50 | 195 | 0 | 6.14 | 0 | 0 | 0 |
| 11 Feb | 13952.80 | 195 | 0 | 6.18 | 0 | 0 | 0 |
| 10 Feb | 13953.10 | 195 | 0 | 6.27 | 0 | 0 | 0 |
| 9 Feb | 13868.65 | 195 | 0 | 5.91 | 0 | 0 | 0 |
| 6 Feb | 13644.90 | 195 | 0 | 4.73 | 0 | 0 | 0 |
| 5 Feb | 13700.50 | 195 | 0 | 5 | 0 | 0 | 0 |
| 4 Feb | 13721.85 | 195 | 0 | 5.06 | 0 | 0 | 0 |
| 3 Feb | 13655.65 | 195 | 0 | 4.46 | 0 | 0 | 0 |
| 2 Feb | 13257.05 | 195 | 0 | 2.92 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12850 expiring on 30MAR2026
Delta for 12850 PE is -0.41
Historical price for 12850 PE is as follows
On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 270, which was -7.55 lower than the previous day. The implied volatity was 30.53, the open interest changed by -152 which decreased total open position to 238
On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 272.85, which was 105.55 higher than the previous day. The implied volatity was 30.01, the open interest changed by -139 which decreased total open position to 394
On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 167.65, which was -175.1 lower than the previous day. The implied volatity was 28.56, the open interest changed by -116 which decreased total open position to 534
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 344.8, which was 111.05 higher than the previous day. The implied volatity was 34.18, the open interest changed by 579 which increased total open position to 692
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 231.55, which was 55.95 higher than the previous day. The implied volatity was 30.25, the open interest changed by 9 which increased total open position to 114
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 183.65, which was -103.05 lower than the previous day. The implied volatity was 28.12, the open interest changed by 10 which increased total open position to 106
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 286.15, which was 138.8 higher than the previous day. The implied volatity was 29.73, the open interest changed by 12 which increased total open position to 96
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 139.65, which was 68.65 higher than the previous day. The implied volatity was 24.31, the open interest changed by 31 which increased total open position to 83
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 65.75, which was 20.65 higher than the previous day. The implied volatity was 19.86, the open interest changed by 9 which increased total open position to 52
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 46.1, which was -15.7 lower than the previous day. The implied volatity was 19.66, the open interest changed by -29 which decreased total open position to 43
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 63.9, which was -131.1 lower than the previous day. The implied volatity was 20.33, the open interest changed by 73 which increased total open position to 73
On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 195, which was 0 lower than the previous day. The implied volatity was 4.55, 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 195, which was 0 lower than the previous day. The implied volatity was 4.41, 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 195, which was 0 lower than the previous day. The implied volatity was 4.3, 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 195, which was 0 lower than the previous day. The implied volatity was 3.99, 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 195, which was 0 lower than the previous day. The implied volatity was 5.65, 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 195, which was 0 lower than the previous day. The implied volatity was 5.25, 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 195, which was 0 lower than the previous day. The implied volatity was 5.09, 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 195, which was 0 lower than the previous day. The implied volatity was 5.03, 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 195, which was 0 lower than the previous day. The implied volatity was 6.14, 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 195, which was 0 lower than the previous day. The implied volatity was 6.18, 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 195, 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 9 Feb MIDCPNIFTY was trading at 13868.65. The strike last trading price was 195, which was 0 lower than the previous day. The implied volatity was 5.91, 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 195, which was 0 lower than the previous day. The implied volatity was 4.73, 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 195, which was 0 lower than the previous day. The implied volatity was 5, 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 195, which was 0 lower than the previous day. The implied volatity was 5.06, 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 195, which was 0 lower than the previous day. The implied volatity was 4.46, 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 195, 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
