MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
11 Mar 2026 04:12 PM IST
| MIDCPNIFTY 30-MAR-2026 13200 CE | ||||||||||||||||
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Delta: 0.42
Vega: 11.53
Theta: -8.97
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 12961.90 | 214.8 | -116.25 | 24.88 | 8,910 | 317 | 1,917 | |||||||||
| 10 Mar | 13209.50 | 349 | 81.05 | 24.07 | 5,736 | 314 | 1,599 | |||||||||
| 9 Mar | 12942.30 | 261.7 | -74.6 | 27.85 | 3,783 | -175 | 1,276 | |||||||||
| 6 Mar | 13166.90 | 343.65 | -31.05 | 23.47 | 6,703 | 348 | 1,472 | |||||||||
| 5 Mar | 13260.50 | 369.95 | 67.8 | 21 | 8,624 | 473 | 1,126 | |||||||||
| 4 Mar | 13034.35 | 299 | -85.3 | 24.17 | 4,548 | 414 | 653 | |||||||||
| 2 Mar | 13289.85 | 396.95 | -86.45 | 19.16 | 2,450 | 199 | 251 | |||||||||
| 27 Feb | 13491.45 | 480 | -110 | 14.9 | 42 | 23 | 50 | |||||||||
| 26 Feb | 13652.95 | 590 | 40 | 13.48 | 25 | -2 | 26 | |||||||||
| 25 Feb | 13558.55 | 550 | 68.85 | 15.1 | 27 | 6 | 27 | |||||||||
| 24 Feb | 13448.65 | 490 | -406 | 14.84 | 114 | 37 | 37 | |||||||||
| 23 Feb | 13477.75 | 896 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 13476.00 | 896 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 13442.50 | 896 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 13729.55 | 896 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 13664.35 | 896 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 13641.75 | 896 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 13628.35 | 896 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 13893.50 | 896 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 13952.80 | 896 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 13953.10 | 896 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 13868.65 | 896 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 13644.90 | 896 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 13700.50 | 896 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 13721.85 | 896 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 13655.65 | 896 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 13257.05 | 896 | 0 | 0.22 | 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 | 0 | 0 | |||||||||
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| 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 | |||||||||
| 20 Jan | 13307.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13200 expiring on 30MAR2026
Delta for 13200 CE is 0.42
Historical price for 13200 CE is as follows
On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 214.8, which was -116.25 lower than the previous day. The implied volatity was 24.88, the open interest changed by 317 which increased total open position to 1917
On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 349, which was 81.05 higher than the previous day. The implied volatity was 24.07, the open interest changed by 314 which increased total open position to 1599
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 261.7, which was -74.6 lower than the previous day. The implied volatity was 27.85, the open interest changed by -175 which decreased total open position to 1276
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 343.65, which was -31.05 lower than the previous day. The implied volatity was 23.47, the open interest changed by 348 which increased total open position to 1472
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 369.95, which was 67.8 higher than the previous day. The implied volatity was 21, the open interest changed by 473 which increased total open position to 1126
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 299, which was -85.3 lower than the previous day. The implied volatity was 24.17, the open interest changed by 414 which increased total open position to 653
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 396.95, which was -86.45 lower than the previous day. The implied volatity was 19.16, the open interest changed by 199 which increased total open position to 251
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 480, which was -110 lower than the previous day. The implied volatity was 14.9, the open interest changed by 23 which increased total open position to 50
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 590, which was 40 higher than the previous day. The implied volatity was 13.48, the open interest changed by -2 which decreased total open position to 26
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 550, which was 68.85 higher than the previous day. The implied volatity was 15.1, the open interest changed by 6 which increased total open position to 27
On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 490, which was -406 lower than the previous day. The implied volatity was 14.84, the open interest changed by 37 which increased total open position to 37
On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 896, 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 896, 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 896, 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 896, 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 896, 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 896, 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 896, 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 896, 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 896, 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 896, 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 896, 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 896, 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 896, 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 896, 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 896, 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 896, which was 0 lower than the previous day. The implied volatity was 0.22, 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 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 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
On 20 Jan MIDCPNIFTY was trading at 13307.90. 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 13200 PE | |||||||
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Delta: -0.57
Vega: 11.61
Theta: -6.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 12961.90 | 434 | 150.1 | 28.44 | 12,112 | -210 | 1,716 |
| 10 Mar | 13209.50 | 279.05 | -221.35 | 26.55 | 4,283 | 292 | 1,933 |
| 9 Mar | 12942.30 | 506.8 | 141.2 | 32.61 | 2,614 | -73 | 2,140 |
| 6 Mar | 13166.90 | 345.45 | 62.7 | 27.7 | 10,899 | 638 | 2,214 |
| 5 Mar | 13260.50 | 290 | -137.7 | 26.15 | 9,081 | 417 | 1,567 |
| 4 Mar | 13034.35 | 424.3 | 166.45 | 27.63 | 2,297 | -214 | 1,165 |
| 2 Mar | 13289.85 | 249.15 | 98.35 | 23.58 | 8,146 | -227 | 1,399 |
| 27 Feb | 13491.45 | 145 | 46.65 | 19.59 | 2,604 | 50 | 1,630 |
| 26 Feb | 13652.95 | 100.9 | -26.05 | 18.9 | 3,293 | 559 | 1,596 |
| 25 Feb | 13558.55 | 125.55 | -50.6 | 19.18 | 2,623 | 552 | 1,037 |
| 24 Feb | 13448.65 | 165 | -17.15 | 20.19 | 1,196 | 347 | 441 |
| 23 Feb | 13477.75 | 169.45 | -129.7 | 20.32 | 331 | 92 | 92 |
| 20 Feb | 13476.00 | 299.15 | 0 | 2.4 | 0 | 0 | 0 |
| 19 Feb | 13442.50 | 299.15 | 0 | 2 | 0 | 0 | 0 |
| 18 Feb | 13729.55 | 299.15 | 0 | 3.71 | 0 | 0 | 0 |
| 17 Feb | 13664.35 | 299.15 | 0 | 3.38 | 0 | 0 | 0 |
| 16 Feb | 13641.75 | 299.15 | 0 | 3.24 | 0 | 0 | 0 |
| 13 Feb | 13628.35 | 299.15 | 0 | 3.16 | 0 | 0 | 0 |
| 12 Feb | 13893.50 | 299.15 | 0 | 4.42 | 0 | 0 | 0 |
| 11 Feb | 13952.80 | 299.15 | 0 | 4.65 | 0 | 0 | 0 |
| 10 Feb | 13953.10 | 299.15 | 0 | 4.59 | 0 | 0 | 0 |
| 9 Feb | 13868.65 | 299.15 | 0 | 4.22 | 0 | 0 | 0 |
| 6 Feb | 13644.90 | 299.15 | 0 | 3.06 | 0 | 0 | 0 |
| 5 Feb | 13700.50 | 299.15 | 0 | 3.3 | 0 | 0 | 0 |
| 4 Feb | 13721.85 | 299.15 | 0 | 3.43 | 0 | 0 | 0 |
| 3 Feb | 13655.65 | 299.15 | 0 | 3.11 | 0 | 0 | 0 |
| 2 Feb | 13257.05 | 299.15 | 0 | 1.31 | 0 | 0 | 0 |
| 1 Feb | 13020.25 | 299.15 | 0 | 0.45 | 0 | 0 | 0 |
| 30 Jan | 13400.05 | 299.15 | 0 | 2.04 | 0 | 0 | 0 |
| 29 Jan | 13424.35 | 299.15 | 0 | 1.54 | 0 | 0 | 0 |
| 28 Jan | 13381.90 | - | - | - | 0 | 0 | 0 |
| 27 Jan | 13137.90 | - | - | - | 0 | 0 | 0 |
| 23 Jan | 13066.65 | 299.15 | 0 | 0.99 | 0 | 0 | 0 |
| 22 Jan | 13325.45 | 299.15 | 0 | 1.53 | 0 | 0 | 0 |
| 21 Jan | 13155.05 | 299.15 | 0 | 1.07 | 0 | 0 | 0 |
| 20 Jan | 13307.90 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13200 expiring on 30MAR2026
Delta for 13200 PE is -0.57
Historical price for 13200 PE is as follows
On 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 434, which was 150.1 higher than the previous day. The implied volatity was 28.44, the open interest changed by -210 which decreased total open position to 1716
On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 279.05, which was -221.35 lower than the previous day. The implied volatity was 26.55, the open interest changed by 292 which increased total open position to 1933
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 506.8, which was 141.2 higher than the previous day. The implied volatity was 32.61, the open interest changed by -73 which decreased total open position to 2140
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 345.45, which was 62.7 higher than the previous day. The implied volatity was 27.7, the open interest changed by 638 which increased total open position to 2214
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 290, which was -137.7 lower than the previous day. The implied volatity was 26.15, the open interest changed by 417 which increased total open position to 1567
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 424.3, which was 166.45 higher than the previous day. The implied volatity was 27.63, the open interest changed by -214 which decreased total open position to 1165
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 249.15, which was 98.35 higher than the previous day. The implied volatity was 23.58, the open interest changed by -227 which decreased total open position to 1399
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 145, which was 46.65 higher than the previous day. The implied volatity was 19.59, the open interest changed by 50 which increased total open position to 1630
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 100.9, which was -26.05 lower than the previous day. The implied volatity was 18.9, the open interest changed by 559 which increased total open position to 1596
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 125.55, which was -50.6 lower than the previous day. The implied volatity was 19.18, the open interest changed by 552 which increased total open position to 1037
On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 165, which was -17.15 lower than the previous day. The implied volatity was 20.19, the open interest changed by 347 which increased total open position to 441
On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 169.45, which was -129.7 lower than the previous day. The implied volatity was 20.32, the open interest changed by 92 which increased total open position to 92
On 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 299.15, which was 0 lower than the previous day. The implied volatity was 2.4, 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 299.15, which was 0 lower than the previous day. The implied volatity was 2, 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 299.15, which was 0 lower than the previous day. The implied volatity was 3.71, 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 299.15, which was 0 lower than the previous day. The implied volatity was 3.38, 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 299.15, which was 0 lower than the previous day. The implied volatity was 3.24, 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 299.15, which was 0 lower than the previous day. The implied volatity was 3.16, 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 299.15, which was 0 lower than the previous day. The implied volatity was 4.42, 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 299.15, which was 0 lower than the previous day. The implied volatity was 4.65, 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 299.15, which was 0 lower than the previous day. The implied volatity was 4.59, 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 299.15, which was 0 lower than the previous day. The implied volatity was 4.22, 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 299.15, which was 0 lower than the previous day. The implied volatity was 3.06, 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 299.15, which was 0 lower than the previous day. The implied volatity was 3.3, 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 299.15, which was 0 lower than the previous day. The implied volatity was 3.43, 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 299.15, which was 0 lower than the previous day. The implied volatity was 3.11, 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 299.15, which was 0 lower than the previous day. The implied volatity was 1.31, 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 299.15, which was 0 lower than the previous day. The implied volatity was 0.45, 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 299.15, which was 0 lower than the previous day. The implied volatity was 2.04, 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 299.15, which was 0 lower than the previous day. The implied volatity was 1.54, 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 299.15, which was 0 lower than the previous day. The implied volatity was 0.99, 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 299.15, which was 0 lower than the previous day. The implied volatity was 1.53, 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 299.15, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 20 Jan MIDCPNIFTY was trading at 13307.90. 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
