MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
13 Mar 2026 04:12 PM IST
| MIDCPNIFTY 30-MAR-2026 13100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.3
Vega: 9.41
Theta: -8.22
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 12618.50 | 129 | -122.35 | 26.12 | 4,399 | -267 | 1,294 | |||||||||
| 12 Mar | 12961.15 | 259.95 | 0.3 | 25.89 | 5,486 | 164 | 1,559 | |||||||||
| 11 Mar | 12961.90 | 255.15 | -140.4 | 24.76 | 5,937 | 372 | 1,393 | |||||||||
| 10 Mar | 13209.50 | 409.25 | 93.45 | 24.38 | 6,038 | 48 | 1,033 | |||||||||
| 9 Mar | 12942.30 | 302.25 | -91.75 | 27.72 | 1,891 | 44 | 973 | |||||||||
| 6 Mar | 13166.90 | 398 | -40.3 | 23.52 | 1,431 | -39 | 936 | |||||||||
| 5 Mar | 13260.50 | 430 | 74.8 | 21.05 | 6,881 | 23 | 961 | |||||||||
| 4 Mar | 13034.35 | 353.55 | -96.5 | 24.71 | 7,249 | 894 | 937 | |||||||||
| 2 Mar | 13289.85 | 462.4 | -91.05 | 19.35 | 127 | 26 | 36 | |||||||||
| 27 Feb | 13491.45 | 545.6 | -63.75 | 13.69 | 10 | 7 | 9 | |||||||||
| 26 Feb | 13652.95 | 609.35 | -24.7 | 9.97 | 1 | 0 | 1 | |||||||||
| 25 Feb | 13558.55 | 634.05 | 106.5 | 15.55 | 1 | 0 | 1 | |||||||||
| 24 Feb | 13448.65 | 527.55 | -433.8 | 11.16 | 1 | 0 | 0 | |||||||||
| 23 Feb | 13477.75 | 961.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 13476.00 | 961.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 13442.50 | 961.35 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 18 Feb | 13729.55 | 961.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 13664.35 | 961.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 13641.75 | 961.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 13628.35 | 961.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 13893.50 | 961.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 13952.80 | 961.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 13953.10 | 961.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 13868.65 | 961.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 13644.90 | 961.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 13700.50 | 961.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 13721.85 | 961.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 13655.65 | 961.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 13257.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 13020.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 13400.05 | 0 | 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 | 0 | 0 | |||||||||
| 21 Jan | 13155.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13100 expiring on 30MAR2026
Delta for 13100 CE is 0.3
Historical price for 13100 CE is as follows
On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 129, which was -122.35 lower than the previous day. The implied volatity was 26.12, the open interest changed by -267 which decreased total open position to 1294
On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 259.95, which was 0.3 higher than the previous day. The implied volatity was 25.89, the open interest changed by 164 which increased total open position to 1559
On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 255.15, which was -140.4 lower than the previous day. The implied volatity was 24.76, the open interest changed by 372 which increased total open position to 1393
On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 409.25, which was 93.45 higher than the previous day. The implied volatity was 24.38, the open interest changed by 48 which increased total open position to 1033
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 302.25, which was -91.75 lower than the previous day. The implied volatity was 27.72, the open interest changed by 44 which increased total open position to 973
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 398, which was -40.3 lower than the previous day. The implied volatity was 23.52, the open interest changed by -39 which decreased total open position to 936
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 430, which was 74.8 higher than the previous day. The implied volatity was 21.05, the open interest changed by 23 which increased total open position to 961
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 353.55, which was -96.5 lower than the previous day. The implied volatity was 24.71, the open interest changed by 894 which increased total open position to 937
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 462.4, which was -91.05 lower than the previous day. The implied volatity was 19.35, the open interest changed by 26 which increased total open position to 36
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 545.6, which was -63.75 lower than the previous day. The implied volatity was 13.69, the open interest changed by 7 which increased total open position to 9
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 609.35, which was -24.7 lower than the previous day. The implied volatity was 9.97, 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 634.05, which was 106.5 higher than the previous day. The implied volatity was 15.55, 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 527.55, which was -433.8 lower than the previous day. The implied volatity was 11.16, 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 961.35, 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 961.35, 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 961.35, 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 961.35, 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 961.35, 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 961.35, 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 961.35, 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 961.35, 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 961.35, 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 961.35, 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 961.35, 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 961.35, 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 961.35, 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 961.35, 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 961.35, 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 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
On 30 Jan MIDCPNIFTY was trading at 13400.05. 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 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 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 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 13100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 10.01
Theta: -7.38
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 12618.50 | 608.75 | 225.6 | 33.37 | 755 | -110 | 1,835 |
| 12 Mar | 12961.15 | 383 | -5.25 | 29.69 | 3,778 | 155 | 2,043 |
| 11 Mar | 12961.90 | 384.4 | 142.65 | 29.07 | 11,393 | 400 | 2,436 |
| 10 Mar | 13209.50 | 240.5 | -208.2 | 26.99 | 7,717 | 453 | 2,035 |
| 9 Mar | 12942.30 | 456.25 | 132.65 | 33.1 | 734 | -208 | 1,582 |
| 6 Mar | 13166.90 | 313.7 | 64.55 | 28.82 | 4,739 | 93 | 1,799 |
| 5 Mar | 13260.50 | 252.75 | -129.65 | 26.53 | 8,196 | 55 | 1,682 |
| 4 Mar | 13034.35 | 382.45 | 159.55 | 28.38 | 7,478 | 186 | 1,645 |
| 2 Mar | 13289.85 | 209.25 | 91.8 | 23.52 | 3,321 | -231 | 1,461 |
| 27 Feb | 13491.45 | 117.95 | 38.1 | 19.71 | 2,909 | 509 | 1,693 |
| 26 Feb | 13652.95 | 81 | -23.8 | 19.07 | 3,766 | 877 | 1,220 |
| 25 Feb | 13558.55 | 102.65 | -49.65 | 19.39 | 4,076 | 240 | 370 |
| 24 Feb | 13448.65 | 141.9 | -8.25 | 20.68 | 277 | 79 | 121 |
| 23 Feb | 13477.75 | 152.6 | -113.35 | 21.29 | 90 | 42 | 42 |
| 20 Feb | 13476.00 | 265.95 | 0 | 2.88 | 0 | 0 | 0 |
| 19 Feb | 13442.50 | 265.95 | 0 | 2.55 | 0 | 0 | 0 |
| 18 Feb | 13729.55 | 265.95 | 0 | 4.25 | 0 | 0 | 0 |
| 17 Feb | 13664.35 | 265.95 | 0 | 3.99 | 0 | 0 | 0 |
| 16 Feb | 13641.75 | 265.95 | 0 | 3.75 | 0 | 0 | 0 |
| 13 Feb | 13628.35 | 265.95 | 0 | 3.8 | 0 | 0 | 0 |
| 12 Feb | 13893.50 | 265.95 | 0 | 4.63 | 0 | 0 | 0 |
| 11 Feb | 13952.80 | 265.95 | 0 | 5.14 | 0 | 0 | 0 |
| 10 Feb | 13953.10 | 265.95 | 0 | 5.07 | 0 | 0 | 0 |
| 9 Feb | 13868.65 | 265.95 | 0 | 4.66 | 0 | 0 | 0 |
| 6 Feb | 13644.90 | 265.95 | 0 | 3.54 | 0 | 0 | 0 |
| 5 Feb | 13700.50 | 265.95 | 0 | 3.92 | 0 | 0 | 0 |
| 4 Feb | 13721.85 | 265.95 | 0 | 3.9 | 0 | 0 | 0 |
| 3 Feb | 13655.65 | 265.95 | 0 | 3.6 | 0 | 0 | 0 |
| 2 Feb | 13257.05 | 265.95 | 0 | 1.79 | 0 | 0 | 0 |
| 1 Feb | 13020.25 | 265.95 | 0 | 0.91 | 0 | 0 | 0 |
| 30 Jan | 13400.05 | 265.95 | 0 | 2.5 | 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 | 265.95 | 0 | 1.43 | 0 | 0 | 0 |
| 22 Jan | 13325.45 | 265.95 | 0 | 1.6 | 0 | 0 | 0 |
| 21 Jan | 13155.05 | 265.95 | 0 | 1.38 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13100 expiring on 30MAR2026
Delta for 13100 PE is -0.66
Historical price for 13100 PE is as follows
On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 608.75, which was 225.6 higher than the previous day. The implied volatity was 33.37, the open interest changed by -110 which decreased total open position to 1835
On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 383, which was -5.25 lower than the previous day. The implied volatity was 29.69, the open interest changed by 155 which increased total open position to 2043
On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 384.4, which was 142.65 higher than the previous day. The implied volatity was 29.07, the open interest changed by 400 which increased total open position to 2436
On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 240.5, which was -208.2 lower than the previous day. The implied volatity was 26.99, the open interest changed by 453 which increased total open position to 2035
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 456.25, which was 132.65 higher than the previous day. The implied volatity was 33.1, the open interest changed by -208 which decreased total open position to 1582
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 313.7, which was 64.55 higher than the previous day. The implied volatity was 28.82, the open interest changed by 93 which increased total open position to 1799
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 252.75, which was -129.65 lower than the previous day. The implied volatity was 26.53, the open interest changed by 55 which increased total open position to 1682
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 382.45, which was 159.55 higher than the previous day. The implied volatity was 28.38, the open interest changed by 186 which increased total open position to 1645
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 209.25, which was 91.8 higher than the previous day. The implied volatity was 23.52, the open interest changed by -231 which decreased total open position to 1461
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 117.95, which was 38.1 higher than the previous day. The implied volatity was 19.71, the open interest changed by 509 which increased total open position to 1693
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 81, which was -23.8 lower than the previous day. The implied volatity was 19.07, the open interest changed by 877 which increased total open position to 1220
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 102.65, which was -49.65 lower than the previous day. The implied volatity was 19.39, the open interest changed by 240 which increased total open position to 370
On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 141.9, which was -8.25 lower than the previous day. The implied volatity was 20.68, the open interest changed by 79 which increased total open position to 121
On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 152.6, which was -113.35 lower than the previous day. The implied volatity was 21.29, the open interest changed by 42 which increased total open position to 42
On 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 265.95, which was 0 lower than the previous day. The implied volatity was 2.88, 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 265.95, which was 0 lower than the previous day. The implied volatity was 2.55, 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 265.95, which was 0 lower than the previous day. The implied volatity was 4.25, 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 265.95, 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 16 Feb MIDCPNIFTY was trading at 13641.75. The strike last trading price was 265.95, which was 0 lower than the previous day. The implied volatity was 3.75, 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 265.95, which was 0 lower than the previous day. The implied volatity was 3.8, 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 265.95, which was 0 lower than the previous day. The implied volatity was 4.63, 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 265.95, which was 0 lower than the previous day. The implied volatity was 5.14, 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 265.95, which was 0 lower than the previous day. The implied volatity was 5.07, 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 265.95, which was 0 lower than the previous day. The implied volatity was 4.66, 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 265.95, which was 0 lower than the previous day. The implied volatity was 3.54, 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 265.95, which was 0 lower than the previous day. The implied volatity was 3.92, 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 265.95, which was 0 lower than the previous day. The implied volatity was 3.9, 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 265.95, which was 0 lower than the previous day. The implied volatity was 3.6, 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 265.95, which was 0 lower than the previous day. The implied volatity was 1.79, 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 265.95, which was 0 lower than the previous day. The implied volatity was 0.91, 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 265.95, which was 0 lower than the previous day. The implied volatity was 2.5, 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 265.95, which was 0 lower than the previous day. The implied volatity was 1.43, 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 265.95, 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 21 Jan MIDCPNIFTY was trading at 13155.05. The strike last trading price was 265.95, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
