[--[65.84.65.76]--]

MIDCPNIFTY

Nifty Midcap Select
12673.2 +57.95 (0.46%)
L: 12577.7 H: 12733.4

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Historical option data for MIDCPNIFTY

17 Mar 2026 10:29 AM IST
MIDCPNIFTY 30-MAR-2026 13000 CE
Delta: 0.34
Vega: 8.8
Theta: -9.54
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
17 Mar 12677.45 132 -3.05 25.25 6,546 136 4,554
16 Mar 12615.25 131 -32.35 26.77 14,819 -146 4,437
13 Mar 12618.50 158.4 -145.65 26.08 14,352 1,433 4,579
12 Mar 12961.15 312 2.6 26.33 13,898 821 3,179
11 Mar 12961.90 311.85 -155.2 25.58 5,314 386 2,383
10 Mar 13209.50 477.55 109.8 24.97 4,583 -479 2,086
9 Mar 12942.30 364.55 -91.7 28.98 7,037 909 2,605
6 Mar 13166.90 461 -53.45 23.86 1,251 25 1,696
5 Mar 13260.50 497 83.45 21.25 4,392 -115 1,709
4 Mar 13034.35 413 -100.6 25.28 13,807 1,158 1,829
2 Mar 13289.85 530 -92.7 19.32 823 99 675
27 Feb 13491.45 626.4 -148.35 13.49 107 6 574
26 Feb 13652.95 775.3 82 15.07 126 31 573
25 Feb 13558.55 708.45 85.4 14.53 427 -127 542
24 Feb 13448.65 647.3 6.3 14.92 494 194 670
23 Feb 13477.75 643.95 0.6 13.88 372 191 477
20 Feb 13476.00 635 31.1 13.06 111 27 285
19 Feb 13442.50 585 -260 11.53 322 225 256
18 Feb 13729.55 845 -21.05 7.21 6 -2 29
17 Feb 13664.35 866.05 38.05 18.31 2 0 31
16 Feb 13641.75 828 18 14.5 6 0 32
13 Feb 13628.35 810 -195 12.73 1 0 32
12 Feb 13893.50 1005 -55 9.76 2 0 32
11 Feb 13952.80 1060 -10 - 1 0 32
10 Feb 13953.10 1070 100 - 4 2 32
9 Feb 13868.65 970 160 - 3 0 30
6 Feb 13644.90 810 -18.2 9.22 8 -2 31
5 Feb 13700.50 828.2 -116.15 8.52 7 -2 33
4 Feb 13721.85 943.6 66.25 12.77 20 -1 37
3 Feb 13655.65 876.2 308.45 12.27 39 -17 47
2 Feb 13257.05 572.65 -456.65 13.75 89 63 63
1 Feb 13020.25 1029.3 0 - 0 0 0
30 Jan 13400.05 1029.3 0 - 0 0 0
29 Jan 13424.35 - - - 0 0 0
28 Jan 13381.90 - - - 0 0 0
27 Jan 13137.90 - - - 0 0 0
23 Jan 13066.65 0 0 - 0 0 0
22 Jan 13325.45 - - - 0 0 0
21 Jan 13155.05 0 0 - 0 0 0


For Nifty Midcap Select - strike price 13000 expiring on 30MAR2026

Delta for 13000 CE is 0.34

Historical price for 13000 CE is as follows

On 17 Mar MIDCPNIFTY was trading at 12677.45. The strike last trading price was 132, which was -3.05 lower than the previous day. The implied volatity was 25.25, the open interest changed by 136 which increased total open position to 4554


On 16 Mar MIDCPNIFTY was trading at 12615.25. The strike last trading price was 131, which was -32.35 lower than the previous day. The implied volatity was 26.77, the open interest changed by -146 which decreased total open position to 4437


On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 158.4, which was -145.65 lower than the previous day. The implied volatity was 26.08, the open interest changed by 1433 which increased total open position to 4579


On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 312, which was 2.6 higher than the previous day. The implied volatity was 26.33, the open interest changed by 821 which increased total open position to 3179


On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 311.85, which was -155.2 lower than the previous day. The implied volatity was 25.58, the open interest changed by 386 which increased total open position to 2383


On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 477.55, which was 109.8 higher than the previous day. The implied volatity was 24.97, the open interest changed by -479 which decreased total open position to 2086


On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 364.55, which was -91.7 lower than the previous day. The implied volatity was 28.98, the open interest changed by 909 which increased total open position to 2605


On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 461, which was -53.45 lower than the previous day. The implied volatity was 23.86, the open interest changed by 25 which increased total open position to 1696


On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 497, which was 83.45 higher than the previous day. The implied volatity was 21.25, the open interest changed by -115 which decreased total open position to 1709


On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 413, which was -100.6 lower than the previous day. The implied volatity was 25.28, the open interest changed by 1158 which increased total open position to 1829


On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 530, which was -92.7 lower than the previous day. The implied volatity was 19.32, the open interest changed by 99 which increased total open position to 675


On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 626.4, which was -148.35 lower than the previous day. The implied volatity was 13.49, the open interest changed by 6 which increased total open position to 574


On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 775.3, which was 82 higher than the previous day. The implied volatity was 15.07, the open interest changed by 31 which increased total open position to 573


On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 708.45, which was 85.4 higher than the previous day. The implied volatity was 14.53, the open interest changed by -127 which decreased total open position to 542


On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 647.3, which was 6.3 higher than the previous day. The implied volatity was 14.92, the open interest changed by 194 which increased total open position to 670


On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 643.95, which was 0.6 higher than the previous day. The implied volatity was 13.88, the open interest changed by 191 which increased total open position to 477


On 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 635, which was 31.1 higher than the previous day. The implied volatity was 13.06, the open interest changed by 27 which increased total open position to 285


On 19 Feb MIDCPNIFTY was trading at 13442.50. The strike last trading price was 585, which was -260 lower than the previous day. The implied volatity was 11.53, the open interest changed by 225 which increased total open position to 256


On 18 Feb MIDCPNIFTY was trading at 13729.55. The strike last trading price was 845, which was -21.05 lower than the previous day. The implied volatity was 7.21, the open interest changed by -2 which decreased total open position to 29


On 17 Feb MIDCPNIFTY was trading at 13664.35. The strike last trading price was 866.05, which was 38.05 higher than the previous day. The implied volatity was 18.31, the open interest changed by 0 which decreased total open position to 31


On 16 Feb MIDCPNIFTY was trading at 13641.75. The strike last trading price was 828, which was 18 higher than the previous day. The implied volatity was 14.5, the open interest changed by 0 which decreased total open position to 32


On 13 Feb MIDCPNIFTY was trading at 13628.35. The strike last trading price was 810, which was -195 lower than the previous day. The implied volatity was 12.73, the open interest changed by 0 which decreased total open position to 32


On 12 Feb MIDCPNIFTY was trading at 13893.50. The strike last trading price was 1005, which was -55 lower than the previous day. The implied volatity was 9.76, the open interest changed by 0 which decreased total open position to 32


On 11 Feb MIDCPNIFTY was trading at 13952.80. The strike last trading price was 1060, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 10 Feb MIDCPNIFTY was trading at 13953.10. The strike last trading price was 1070, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 32


On 9 Feb MIDCPNIFTY was trading at 13868.65. The strike last trading price was 970, which was 160 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 6 Feb MIDCPNIFTY was trading at 13644.90. The strike last trading price was 810, which was -18.2 lower than the previous day. The implied volatity was 9.22, the open interest changed by -2 which decreased total open position to 31


On 5 Feb MIDCPNIFTY was trading at 13700.50. The strike last trading price was 828.2, which was -116.15 lower than the previous day. The implied volatity was 8.52, the open interest changed by -2 which decreased total open position to 33


On 4 Feb MIDCPNIFTY was trading at 13721.85. The strike last trading price was 943.6, which was 66.25 higher than the previous day. The implied volatity was 12.77, the open interest changed by -1 which decreased total open position to 37


On 3 Feb MIDCPNIFTY was trading at 13655.65. The strike last trading price was 876.2, which was 308.45 higher than the previous day. The implied volatity was 12.27, the open interest changed by -17 which decreased total open position to 47


On 2 Feb MIDCPNIFTY was trading at 13257.05. The strike last trading price was 572.65, which was -456.65 lower than the previous day. The implied volatity was 13.75, the open interest changed by 63 which increased total open position to 63


On 1 Feb MIDCPNIFTY was trading at 13020.25. The strike last trading price was 1029.3, 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 30 Jan MIDCPNIFTY was trading at 13400.05. The strike last trading price was 1029.3, 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 29 Jan MIDCPNIFTY was trading at 13424.35. 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 28 Jan MIDCPNIFTY was trading at 13381.90. 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 27 Jan MIDCPNIFTY was trading at 13137.90. 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 23 Jan MIDCPNIFTY was trading at 13066.65. 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 22 Jan MIDCPNIFTY was trading at 13325.45. 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 21 Jan MIDCPNIFTY was trading at 13155.05. 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


MIDCPNIFTY 30MAR2026 13000 PE
Delta: -0.64
Vega: 8.99
Theta: -6.97
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
17 Mar 12677.45 419.2 -86.6 27.39 380 -112 2,412
16 Mar 12615.25 522.05 -24.85 32.62 2,160 -272 2,541
13 Mar 12618.50 550 214.5 34.08 7,610 -1,297 2,838
12 Mar 12961.15 322 -18.45 28.94 13,098 -196 4,192
11 Mar 12961.90 330 121.25 28.9 15,868 -110 4,404
10 Mar 13209.50 206.55 -195.15 27.44 7,585 215 4,614
9 Mar 12942.30 404.3 118.7 33.16 7,275 -648 4,685
6 Mar 13166.90 270.2 53.5 28.77 9,721 371 5,332
5 Mar 13260.50 220.25 -121.85 26.98 8,655 336 4,981
4 Mar 13034.35 335.1 147.15 28.45 24,901 -22 4,645
2 Mar 13289.85 178.85 81.35 23.84 17,774 -797 4,701
27 Feb 13491.45 95.05 30.85 19.84 8,446 244 5,513
26 Feb 13652.95 65.55 -20.4 19.37 9,330 -480 5,275
25 Feb 13558.55 84.15 -43.45 19.63 10,855 2,369 5,759
24 Feb 13448.65 115 -13.2 20.66 5,069 954 3,371
23 Feb 13477.75 122 -24.8 21.02 2,658 647 2,426
20 Feb 13476.00 155 19.5 22.48 2,055 779 1,798
19 Feb 13442.50 150.55 83.9 21.11 1,432 99 1,008
18 Feb 13729.55 67 -12.35 19.22 1,781 581 904
17 Feb 13664.35 80 -11.55 19.16 135 31 322
16 Feb 13641.75 90 -17.8 19.73 148 36 289
13 Feb 13628.35 101 35.2 19.84 217 15 254
12 Feb 13893.50 64.05 -0.85 19.93 165 28 237
11 Feb 13952.80 65.3 -4.85 20.65 70 29 209
10 Feb 13953.10 70 -13.45 21.04 158 75 179
9 Feb 13868.65 82 -40.8 20.81 71 2 103
6 Feb 13644.90 125.2 1.2 20.44 41 1 102
5 Feb 13700.50 124 11.9 21.15 20 11 101
4 Feb 13721.85 105.45 -29.15 20.1 67 30 89
3 Feb 13655.65 154.9 -92.25 22.47 20 5 58
2 Feb 13257.05 234.2 -115.8 20.99 64 44 51
1 Feb 13020.25 350 154.65 22.21 1 0 7
30 Jan 13400.05 195.35 -40.05 20.18 7 6 6
29 Jan 13424.35 - - - 0 0 0
28 Jan 13381.90 - - - 0 0 0
27 Jan 13137.90 - - - 0 0 0
23 Jan 13066.65 235.4 0 - 0 0 0
22 Jan 13325.45 - - - 0 0 0
21 Jan 13155.05 235.4 0 - 0 0 0


For Nifty Midcap Select - strike price 13000 expiring on 30MAR2026

Delta for 13000 PE is -0.64

Historical price for 13000 PE is as follows

On 17 Mar MIDCPNIFTY was trading at 12677.45. The strike last trading price was 419.2, which was -86.6 lower than the previous day. The implied volatity was 27.39, the open interest changed by -112 which decreased total open position to 2412


On 16 Mar MIDCPNIFTY was trading at 12615.25. The strike last trading price was 522.05, which was -24.85 lower than the previous day. The implied volatity was 32.62, the open interest changed by -272 which decreased total open position to 2541


On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 550, which was 214.5 higher than the previous day. The implied volatity was 34.08, the open interest changed by -1297 which decreased total open position to 2838


On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 322, which was -18.45 lower than the previous day. The implied volatity was 28.94, the open interest changed by -196 which decreased total open position to 4192


On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 330, which was 121.25 higher than the previous day. The implied volatity was 28.9, the open interest changed by -110 which decreased total open position to 4404


On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 206.55, which was -195.15 lower than the previous day. The implied volatity was 27.44, the open interest changed by 215 which increased total open position to 4614


On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 404.3, which was 118.7 higher than the previous day. The implied volatity was 33.16, the open interest changed by -648 which decreased total open position to 4685


On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 270.2, which was 53.5 higher than the previous day. The implied volatity was 28.77, the open interest changed by 371 which increased total open position to 5332


On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 220.25, which was -121.85 lower than the previous day. The implied volatity was 26.98, the open interest changed by 336 which increased total open position to 4981


On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 335.1, which was 147.15 higher than the previous day. The implied volatity was 28.45, the open interest changed by -22 which decreased total open position to 4645


On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 178.85, which was 81.35 higher than the previous day. The implied volatity was 23.84, the open interest changed by -797 which decreased total open position to 4701


On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 95.05, which was 30.85 higher than the previous day. The implied volatity was 19.84, the open interest changed by 244 which increased total open position to 5513


On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 65.55, which was -20.4 lower than the previous day. The implied volatity was 19.37, the open interest changed by -480 which decreased total open position to 5275


On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 84.15, which was -43.45 lower than the previous day. The implied volatity was 19.63, the open interest changed by 2369 which increased total open position to 5759


On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 115, which was -13.2 lower than the previous day. The implied volatity was 20.66, the open interest changed by 954 which increased total open position to 3371


On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 122, which was -24.8 lower than the previous day. The implied volatity was 21.02, the open interest changed by 647 which increased total open position to 2426


On 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 155, which was 19.5 higher than the previous day. The implied volatity was 22.48, the open interest changed by 779 which increased total open position to 1798


On 19 Feb MIDCPNIFTY was trading at 13442.50. The strike last trading price was 150.55, which was 83.9 higher than the previous day. The implied volatity was 21.11, the open interest changed by 99 which increased total open position to 1008


On 18 Feb MIDCPNIFTY was trading at 13729.55. The strike last trading price was 67, which was -12.35 lower than the previous day. The implied volatity was 19.22, the open interest changed by 581 which increased total open position to 904


On 17 Feb MIDCPNIFTY was trading at 13664.35. The strike last trading price was 80, which was -11.55 lower than the previous day. The implied volatity was 19.16, the open interest changed by 31 which increased total open position to 322


On 16 Feb MIDCPNIFTY was trading at 13641.75. The strike last trading price was 90, which was -17.8 lower than the previous day. The implied volatity was 19.73, the open interest changed by 36 which increased total open position to 289


On 13 Feb MIDCPNIFTY was trading at 13628.35. The strike last trading price was 101, which was 35.2 higher than the previous day. The implied volatity was 19.84, the open interest changed by 15 which increased total open position to 254


On 12 Feb MIDCPNIFTY was trading at 13893.50. The strike last trading price was 64.05, which was -0.85 lower than the previous day. The implied volatity was 19.93, the open interest changed by 28 which increased total open position to 237


On 11 Feb MIDCPNIFTY was trading at 13952.80. The strike last trading price was 65.3, which was -4.85 lower than the previous day. The implied volatity was 20.65, the open interest changed by 29 which increased total open position to 209


On 10 Feb MIDCPNIFTY was trading at 13953.10. The strike last trading price was 70, which was -13.45 lower than the previous day. The implied volatity was 21.04, the open interest changed by 75 which increased total open position to 179


On 9 Feb MIDCPNIFTY was trading at 13868.65. The strike last trading price was 82, which was -40.8 lower than the previous day. The implied volatity was 20.81, the open interest changed by 2 which increased total open position to 103


On 6 Feb MIDCPNIFTY was trading at 13644.90. The strike last trading price was 125.2, which was 1.2 higher than the previous day. The implied volatity was 20.44, the open interest changed by 1 which increased total open position to 102


On 5 Feb MIDCPNIFTY was trading at 13700.50. The strike last trading price was 124, which was 11.9 higher than the previous day. The implied volatity was 21.15, the open interest changed by 11 which increased total open position to 101


On 4 Feb MIDCPNIFTY was trading at 13721.85. The strike last trading price was 105.45, which was -29.15 lower than the previous day. The implied volatity was 20.1, the open interest changed by 30 which increased total open position to 89


On 3 Feb MIDCPNIFTY was trading at 13655.65. The strike last trading price was 154.9, which was -92.25 lower than the previous day. The implied volatity was 22.47, the open interest changed by 5 which increased total open position to 58


On 2 Feb MIDCPNIFTY was trading at 13257.05. The strike last trading price was 234.2, which was -115.8 lower than the previous day. The implied volatity was 20.99, the open interest changed by 44 which increased total open position to 51


On 1 Feb MIDCPNIFTY was trading at 13020.25. The strike last trading price was 350, which was 154.65 higher than the previous day. The implied volatity was 22.21, the open interest changed by 0 which decreased total open position to 7


On 30 Jan MIDCPNIFTY was trading at 13400.05. The strike last trading price was 195.35, which was -40.05 lower than the previous day. The implied volatity was 20.18, the open interest changed by 6 which increased total open position to 6


On 29 Jan MIDCPNIFTY was trading at 13424.35. 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 28 Jan MIDCPNIFTY was trading at 13381.90. 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 27 Jan MIDCPNIFTY was trading at 13137.90. 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 23 Jan MIDCPNIFTY was trading at 13066.65. The strike last trading price was 235.4, 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 22 Jan MIDCPNIFTY was trading at 13325.45. 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 21 Jan MIDCPNIFTY was trading at 13155.05. The strike last trading price was 235.4, 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