MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Apr 2026 04:16 PM IST
| MIDCPNIFTY 28-Apr-2026 (18d) 13000 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0.11
Theta: -8.3
Gamma: 0.00049
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 13207.30 | 440 | -20.100000000000023 | 25.51 | 4,676 | -129 | 2,497 | |||||||||
| 8 Apr | 13219.90 | 474.95 | 250.45 | 24.08 | 7,695 | 105 | 2,626 | |||||||||
| 7 Apr | 12620.85 | 219 | -11.55 | 29.03 | 10,550 | 234 | 2,526 | |||||||||
| 6 Apr | 12583.30 | 236.2 | 54.85 | 30.83 | 5,578 | 295 | 2,300 | |||||||||
| 2 Apr | 12394.55 | 188 | -16.2 | 29.13 | 4,980 | 202 | 2,014 | |||||||||
| 1 Apr | 12460.05 | 204 | 42.95 | 28.02 | 5,779 | 796 | 1,830 | |||||||||
| 30 Mar | 12158.75 | 157 | -83.2 | 30.31 | 2,108 | 429 | 1,035 | |||||||||
| 27 Mar | 12517.30 | 248.15 | -81.15 | 27.06 | 1,173 | 146 | 617 | |||||||||
| 25 Mar | 12788.30 | 332.6 | 78.8 | 23.95 | 896 | -12 | 468 | |||||||||
| 24 Mar | 12532.40 | 261.45 | 76.8 | 25.93 | 775 | 118 | 501 | |||||||||
| 23 Mar | 12183.55 | 185 | -102.55 | 28.71 | 618 | 200 | 382 | |||||||||
| 20 Mar | 12625.90 | 290.3 | 29 | 23.71 | 328 | -3 | 182 | |||||||||
| 19 Mar | 12517.00 | 272.9 | -127.75 | 24.09 | 346 | 59 | 184 | |||||||||
| 18 Mar | 12980.55 | 398.75 | 74.9 | 19.86 | 284 | 36 | 125 | |||||||||
| 17 Mar | 12736.30 | 326.9 | 25.4 | 21.71 | 114 | -12 | 90 | |||||||||
| 16 Mar | 12615.25 | 291.55 | -28.65 | 22.9 | 273 | 16 | 100 | |||||||||
| 13 Mar | 12618.50 | 317.8 | -149.7 | 22.92 | 189 | 48 | 84 | |||||||||
| 12 Mar | 12961.15 | 463 | -9.05 | 21.62 | 96 | 2 | 37 | |||||||||
| 11 Mar | 12961.90 | 467.4 | -149.1 | 21.6 | 41 | 14 | 34 | |||||||||
| 10 Mar | 13209.50 | 617 | 118 | 20.13 | 34 | -6 | 18 | |||||||||
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| 9 Mar | 12942.30 | 499 | -223.6 | 23.12 | 33 | 23 | 23 | |||||||||
| 6 Mar | 13166.90 | 722.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 13260.50 | 722.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 13034.35 | 722.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 13289.85 | 722.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 13491.45 | 722.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 13652.95 | 722.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 13558.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 13448.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 13477.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 13476.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 13442.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 13729.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 13655.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 13257.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 13020.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13000 expiring on 28APR2026
Delta for 13000 CE is 0.63
Historical price for 13000 CE is as follows
On 9 Apr MIDCPNIFTY was trading at 13207.30. The strike last trading price was 440, which was -20.100000000000023 lower than the previous day. The implied volatity was 25.51, the open interest changed by -129 which decreased total open position to 2497
On 8 Apr MIDCPNIFTY was trading at 13219.90. The strike last trading price was 474.95, which was 250.45 higher than the previous day. The implied volatity was 24.08, the open interest changed by 105 which increased total open position to 2626
On 7 Apr MIDCPNIFTY was trading at 12620.85. The strike last trading price was 219, which was -11.55 lower than the previous day. The implied volatity was 29.03, the open interest changed by 234 which increased total open position to 2526
On 6 Apr MIDCPNIFTY was trading at 12583.30. The strike last trading price was 236.2, which was 54.85 higher than the previous day. The implied volatity was 30.83, the open interest changed by 295 which increased total open position to 2300
On 2 Apr MIDCPNIFTY was trading at 12394.55. The strike last trading price was 188, which was -16.2 lower than the previous day. The implied volatity was 29.13, the open interest changed by 202 which increased total open position to 2014
On 1 Apr MIDCPNIFTY was trading at 12460.05. The strike last trading price was 204, which was 42.95 higher than the previous day. The implied volatity was 28.02, the open interest changed by 796 which increased total open position to 1830
On 30 Mar MIDCPNIFTY was trading at 12158.75. The strike last trading price was 157, which was -83.2 lower than the previous day. The implied volatity was 30.31, the open interest changed by 429 which increased total open position to 1035
On 27 Mar MIDCPNIFTY was trading at 12517.30. The strike last trading price was 248.15, which was -81.15 lower than the previous day. The implied volatity was 27.06, the open interest changed by 146 which increased total open position to 617
On 25 Mar MIDCPNIFTY was trading at 12788.30. The strike last trading price was 332.6, which was 78.8 higher than the previous day. The implied volatity was 23.95, the open interest changed by -12 which decreased total open position to 468
On 24 Mar MIDCPNIFTY was trading at 12532.40. The strike last trading price was 261.45, which was 76.8 higher than the previous day. The implied volatity was 25.93, the open interest changed by 118 which increased total open position to 501
On 23 Mar MIDCPNIFTY was trading at 12183.55. The strike last trading price was 185, which was -102.55 lower than the previous day. The implied volatity was 28.71, the open interest changed by 200 which increased total open position to 382
On 20 Mar MIDCPNIFTY was trading at 12625.90. The strike last trading price was 290.3, which was 29 higher than the previous day. The implied volatity was 23.71, the open interest changed by -3 which decreased total open position to 182
On 19 Mar MIDCPNIFTY was trading at 12517.00. The strike last trading price was 272.9, which was -127.75 lower than the previous day. The implied volatity was 24.09, the open interest changed by 59 which increased total open position to 184
On 18 Mar MIDCPNIFTY was trading at 12980.55. The strike last trading price was 398.75, which was 74.9 higher than the previous day. The implied volatity was 19.86, the open interest changed by 36 which increased total open position to 125
On 17 Mar MIDCPNIFTY was trading at 12736.30. The strike last trading price was 326.9, which was 25.4 higher than the previous day. The implied volatity was 21.71, the open interest changed by -12 which decreased total open position to 90
On 16 Mar MIDCPNIFTY was trading at 12615.25. The strike last trading price was 291.55, which was -28.65 lower than the previous day. The implied volatity was 22.9, the open interest changed by 16 which increased total open position to 100
On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 317.8, which was -149.7 lower than the previous day. The implied volatity was 22.92, the open interest changed by 48 which increased total open position to 84
On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 463, which was -9.05 lower than the previous day. The implied volatity was 21.62, the open interest changed by 2 which increased total open position to 37
On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 467.4, which was -149.1 lower than the previous day. The implied volatity was 21.6, the open interest changed by 14 which increased total open position to 34
On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 617, which was 118 higher than the previous day. The implied volatity was 20.13, the open interest changed by -6 which decreased total open position to 18
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 499, which was -223.6 lower than the previous day. The implied volatity was 23.12, the open interest changed by 23 which increased total open position to 23
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 722.6, 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 722.6, 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 722.6, 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 722.6, 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 722.6, 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 722.6, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 -, which was - 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 0, 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 1 Feb MIDCPNIFTY was trading at 13020.25. The strike last trading price was 0, 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 28-Apr-2026 (18d) 13000 PE | |||||||
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Delta: -0.37
Vega: 0.11
Theta: -6.89
Gamma: 0.00046
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 13207.30 | 219.9 | 18.650000000000006 | 27.22 | 9,609 | 832 | 3,036 |
| 8 Apr | 13219.90 | 200.4 | -384.3 | 27.24 | 8,700 | 1,345 | 2,212 |
| 7 Apr | 12620.85 | 591.85 | -13.55 | 34 | 203 | -15 | 868 |
| 6 Apr | 12583.30 | 610 | -165.9 | 33.17 | 115 | 23 | 882 |
| 2 Apr | 12394.55 | 762.5 | 51.6 | 34.34 | 168 | -11 | 862 |
| 1 Apr | 12460.05 | 723.75 | -269.8 | 34.15 | 770 | 114 | 879 |
| 30 Mar | 12158.75 | 990.95 | 239.75 | 38.89 | 676 | 215 | 765 |
| 27 Mar | 12517.30 | 738.4 | 220.7 | 35.64 | 530 | 95 | 548 |
| 25 Mar | 12788.30 | 500.3 | -191.4 | 29.23 | 423 | 107 | 454 |
| 24 Mar | 12532.40 | 670.2 | -277.95 | 30.88 | 335 | 81 | 344 |
| 23 Mar | 12183.55 | 975 | 383.25 | 35.64 | 208 | 51 | 261 |
| 20 Mar | 12625.90 | 592.05 | -74.05 | 28.23 | 44 | 15 | 210 |
| 19 Mar | 12517.00 | 630 | 275.8 | 27.79 | 171 | -15 | 196 |
| 18 Mar | 12980.55 | 360.1 | -140.25 | 23.83 | 268 | 117 | 212 |
| 17 Mar | 12736.30 | 500.2 | -85 | 25.81 | 10 | -3 | 95 |
| 16 Mar | 12615.25 | 585.2 | -58.9 | 26.21 | 99 | 20 | 99 |
| 13 Mar | 12618.50 | 641.3 | 202.4 | 29.48 | 53 | -15 | 79 |
| 12 Mar | 12961.15 | 439.45 | 1.35 | 27 | 39 | 13 | 96 |
| 11 Mar | 12961.90 | 432.6 | 134.25 | 26.38 | 73 | 15 | 84 |
| 10 Mar | 13209.50 | 296 | -139 | 24.68 | 87 | 51 | 68 |
| 9 Mar | 12942.30 | 435 | 77.65 | 25.77 | 6 | 0 | 17 |
| 6 Mar | 13166.90 | 360.15 | 216.7 | 26.33 | 18 | 14 | 15 |
| 5 Mar | 13260.50 | 143.45 | -242.15 | - | 0 | 0 | 1 |
| 4 Mar | 13034.35 | 143.45 | -242.15 | - | 0 | 0 | 1 |
| 2 Mar | 13289.85 | 143.45 | -242.15 | - | 0 | 0 | 1 |
| 27 Feb | 13491.45 | 143.45 | -242.15 | - | 0 | 0 | 1 |
| 26 Feb | 13652.95 | 143.45 | -242.15 | - | 0 | 0 | 1 |
| 25 Feb | 13558.55 | 143.45 | -242.15 | - | 0 | 0 | 1 |
| 24 Feb | 13448.65 | 143.45 | -242.15 | - | 0 | 0 | 1 |
| 23 Feb | 13477.75 | 143.45 | -242.15 | - | 0 | 0 | 1 |
| 20 Feb | 13476.00 | 143.45 | -242.15 | - | 0 | 0 | 1 |
| 19 Feb | 13442.50 | 143.45 | -242.15 | - | 0 | 0 | 1 |
| 18 Feb | 13729.55 | 143.45 | -242.15 | - | 0 | 0 | 1 |
| 3 Feb | 13655.65 | - | - | - | 0 | 0 | 0 |
| 2 Feb | 13257.05 | 0 | 0 | 1.6 | 0 | 0 | 0 |
| 1 Feb | 13020.25 | 0 | 0 | 1.57 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13000 expiring on 28APR2026
Delta for 13000 PE is -0.37
Historical price for 13000 PE is as follows
On 9 Apr MIDCPNIFTY was trading at 13207.30. The strike last trading price was 219.9, which was 18.650000000000006 higher than the previous day. The implied volatity was 27.22, the open interest changed by 832 which increased total open position to 3036
On 8 Apr MIDCPNIFTY was trading at 13219.90. The strike last trading price was 200.4, which was -384.3 lower than the previous day. The implied volatity was 27.24, the open interest changed by 1345 which increased total open position to 2212
On 7 Apr MIDCPNIFTY was trading at 12620.85. The strike last trading price was 591.85, which was -13.55 lower than the previous day. The implied volatity was 34, the open interest changed by -15 which decreased total open position to 868
On 6 Apr MIDCPNIFTY was trading at 12583.30. The strike last trading price was 610, which was -165.9 lower than the previous day. The implied volatity was 33.17, the open interest changed by 23 which increased total open position to 882
On 2 Apr MIDCPNIFTY was trading at 12394.55. The strike last trading price was 762.5, which was 51.6 higher than the previous day. The implied volatity was 34.34, the open interest changed by -11 which decreased total open position to 862
On 1 Apr MIDCPNIFTY was trading at 12460.05. The strike last trading price was 723.75, which was -269.8 lower than the previous day. The implied volatity was 34.15, the open interest changed by 114 which increased total open position to 879
On 30 Mar MIDCPNIFTY was trading at 12158.75. The strike last trading price was 990.95, which was 239.75 higher than the previous day. The implied volatity was 38.89, the open interest changed by 215 which increased total open position to 765
On 27 Mar MIDCPNIFTY was trading at 12517.30. The strike last trading price was 738.4, which was 220.7 higher than the previous day. The implied volatity was 35.64, the open interest changed by 95 which increased total open position to 548
On 25 Mar MIDCPNIFTY was trading at 12788.30. The strike last trading price was 500.3, which was -191.4 lower than the previous day. The implied volatity was 29.23, the open interest changed by 107 which increased total open position to 454
On 24 Mar MIDCPNIFTY was trading at 12532.40. The strike last trading price was 670.2, which was -277.95 lower than the previous day. The implied volatity was 30.88, the open interest changed by 81 which increased total open position to 344
On 23 Mar MIDCPNIFTY was trading at 12183.55. The strike last trading price was 975, which was 383.25 higher than the previous day. The implied volatity was 35.64, the open interest changed by 51 which increased total open position to 261
On 20 Mar MIDCPNIFTY was trading at 12625.90. The strike last trading price was 592.05, which was -74.05 lower than the previous day. The implied volatity was 28.23, the open interest changed by 15 which increased total open position to 210
On 19 Mar MIDCPNIFTY was trading at 12517.00. The strike last trading price was 630, which was 275.8 higher than the previous day. The implied volatity was 27.79, the open interest changed by -15 which decreased total open position to 196
On 18 Mar MIDCPNIFTY was trading at 12980.55. The strike last trading price was 360.1, which was -140.25 lower than the previous day. The implied volatity was 23.83, the open interest changed by 117 which increased total open position to 212
On 17 Mar MIDCPNIFTY was trading at 12736.30. The strike last trading price was 500.2, which was -85 lower than the previous day. The implied volatity was 25.81, the open interest changed by -3 which decreased total open position to 95
On 16 Mar MIDCPNIFTY was trading at 12615.25. The strike last trading price was 585.2, which was -58.9 lower than the previous day. The implied volatity was 26.21, the open interest changed by 20 which increased total open position to 99
On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 641.3, which was 202.4 higher than the previous day. The implied volatity was 29.48, the open interest changed by -15 which decreased total open position to 79
On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 439.45, which was 1.35 higher than the previous day. The implied volatity was 27, the open interest changed by 13 which increased total open position to 96
On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 432.6, which was 134.25 higher than the previous day. The implied volatity was 26.38, the open interest changed by 15 which increased total open position to 84
On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 296, which was -139 lower than the previous day. The implied volatity was 24.68, the open interest changed by 51 which increased total open position to 68
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 435, which was 77.65 higher than the previous day. The implied volatity was 25.77, the open interest changed by 0 which decreased total open position to 17
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 360.15, which was 216.7 higher than the previous day. The implied volatity was 26.33, the open interest changed by 14 which increased total open position to 15
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 143.45, which was -242.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 143.45, which was -242.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 143.45, which was -242.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 143.45, which was -242.15 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 143.45, which was -242.15 lower than the previous day. The implied volatity was -, 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 143.45, which was -242.15 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 143.45, which was -242.15 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 143.45, which was -242.15 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 143.45, which was -242.15 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 143.45, which was -242.15 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 143.45, which was -242.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb MIDCPNIFTY was trading at 13655.65. The strike last trading price was -, which was - 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 0, which was 0 lower than the previous day. The implied volatity was 1.6, the open interest changed by 0 which decreased total open position to 0
On 1 Feb MIDCPNIFTY was trading at 13020.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
