MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
10 Mar 2026 11:05 AM IST
| MIDCPNIFTY 30-MAR-2026 13250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 12.33
Theta: -8.82
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 13144.00 | 271.95 | 25.05 | 23.32 | 216 | -30 | 346 | |||||||||
| 9 Mar | 12942.30 | 242.75 | -67.15 | 27.89 | 1,051 | -124 | 375 | |||||||||
| 6 Mar | 13166.90 | 311 | -35.65 | 22.9 | 4,278 | 189 | 501 | |||||||||
| 5 Mar | 13260.50 | 339.4 | 65.5 | 20.85 | 1,064 | 127 | 311 | |||||||||
| 4 Mar | 13034.35 | 274.95 | -80.6 | 24.01 | 884 | 30 | 186 | |||||||||
| 2 Mar | 13289.85 | 364.2 | -116 | 18.93 | 1,084 | 154 | 157 | |||||||||
| 27 Feb | 13491.45 | 480.2 | 84.95 | - | 0 | 0 | 3 | |||||||||
| 26 Feb | 13652.95 | 480.2 | 84.95 | - | 0 | 0 | 3 | |||||||||
| 25 Feb | 13558.55 | 480.2 | 84.95 | 12.41 | 2 | 0 | 1 | |||||||||
| 24 Feb | 13448.65 | 395.25 | -469.1 | 10.2 | 2 | 1 | 1 | |||||||||
| 23 Feb | 13477.75 | 864.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 13476.00 | 864.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 13442.50 | 864.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 13729.55 | 864.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 13664.35 | 864.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 13641.75 | 864.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 13628.35 | 864.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 13893.50 | 864.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 13952.80 | 864.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 13953.10 | 864.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 13868.65 | 864.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 13644.90 | 864.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 13700.50 | 864.35 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 4 Feb | 13721.85 | 864.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 13655.65 | 864.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 13257.05 | 864.35 | 0 | 0.17 | 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 | |||||||||
| 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 13250 expiring on 30MAR2026
Delta for 13250 CE is 0.49
Historical price for 13250 CE is as follows
On 10 Mar MIDCPNIFTY was trading at 13144.00. The strike last trading price was 271.95, which was 25.05 higher than the previous day. The implied volatity was 23.32, the open interest changed by -30 which decreased total open position to 346
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 242.75, which was -67.15 lower than the previous day. The implied volatity was 27.89, the open interest changed by -124 which decreased total open position to 375
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 311, which was -35.65 lower than the previous day. The implied volatity was 22.9, the open interest changed by 189 which increased total open position to 501
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 339.4, which was 65.5 higher than the previous day. The implied volatity was 20.85, the open interest changed by 127 which increased total open position to 311
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 274.95, which was -80.6 lower than the previous day. The implied volatity was 24.01, the open interest changed by 30 which increased total open position to 186
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 364.2, which was -116 lower than the previous day. The implied volatity was 18.93, the open interest changed by 154 which increased total open position to 157
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 480.2, which was 84.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 480.2, which was 84.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 480.2, which was 84.95 higher than the previous day. The implied volatity was 12.41, 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 395.25, which was -469.1 lower than the previous day. The implied volatity was 10.2, the open interest changed by 1 which increased total open position to 1
On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 864.35, 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 864.35, 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 864.35, 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 864.35, 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 864.35, 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 864.35, 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 864.35, 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 864.35, 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 864.35, 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 864.35, 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 864.35, 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 864.35, 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 864.35, 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 864.35, 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 864.35, 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 864.35, which was 0 lower than the previous day. The implied volatity was 0.17, 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 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 13250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 12.33
Theta: -6.55
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 13144.00 | 358.5 | -179.6 | 27.67 | 45 | -3 | 425 |
| 9 Mar | 12942.30 | 541.85 | 149.2 | 33.05 | 504 | -98 | 427 |
| 6 Mar | 13166.90 | 373.95 | 72 | 27.96 | 6,032 | 177 | 548 |
| 5 Mar | 13260.50 | 314 | -133.4 | 26.19 | 1,122 | 148 | 370 |
| 4 Mar | 13034.35 | 449.15 | 168.1 | 27.43 | 545 | -106 | 224 |
| 2 Mar | 13289.85 | 262.25 | 99 | 23.01 | 2,420 | 224 | 332 |
| 27 Feb | 13491.45 | 162 | 53.35 | 19.66 | 154 | 52 | 108 |
| 26 Feb | 13652.95 | 114.65 | -26.1 | 19 | 116 | 15 | 56 |
| 25 Feb | 13558.55 | 138.4 | -110.3 | 19.03 | 83 | 38 | 40 |
| 24 Feb | 13448.65 | 248.7 | -68.05 | 24.66 | 2 | 0 | 0 |
| 23 Feb | 13477.75 | 316.75 | 0 | 2.15 | 0 | 0 | 0 |
| 20 Feb | 13476.00 | 316.75 | 0 | 2.03 | 0 | 0 | 0 |
| 19 Feb | 13442.50 | 316.75 | 0 | 2.3 | 0 | 0 | 0 |
| 18 Feb | 13729.55 | 316.75 | 0 | 3.45 | 0 | 0 | 0 |
| 17 Feb | 13664.35 | 316.75 | 0 | 2.99 | 0 | 0 | 0 |
| 16 Feb | 13641.75 | 316.75 | 0 | 2.95 | 0 | 0 | 0 |
| 13 Feb | 13628.35 | 316.75 | 0 | 2.85 | 0 | 0 | 0 |
| 12 Feb | 13893.50 | 316.75 | 0 | 4.15 | 0 | 0 | 0 |
| 11 Feb | 13952.80 | 316.75 | 0 | 4.4 | 0 | 0 | 0 |
| 10 Feb | 13953.10 | 316.75 | 0 | 4.35 | 0 | 0 | 0 |
| 9 Feb | 13868.65 | 316.75 | 0 | 3.92 | 0 | 0 | 0 |
| 6 Feb | 13644.90 | 316.75 | 0 | 2.82 | 0 | 0 | 0 |
| 5 Feb | 13700.50 | 316.75 | 0 | 3.22 | 0 | 0 | 0 |
| 4 Feb | 13721.85 | 316.75 | 0 | 3.19 | 0 | 0 | 0 |
| 3 Feb | 13655.65 | 316.75 | 0 | 2.83 | 0 | 0 | 0 |
| 2 Feb | 13257.05 | 316.75 | 0 | 1.07 | 0 | 0 | 0 |
| 1 Feb | 13020.25 | 316.75 | 0 | 1.61 | 0 | 0 | 0 |
| 30 Jan | 13400.05 | 0 | 0 | 1.81 | 0 | 0 | 0 |
| 29 Jan | 13424.35 | 0 | 0 | 1.71 | 0 | 0 | 0 |
| 27 Jan | 13137.90 | - | - | - | 0 | 0 | 0 |
| 23 Jan | 13066.65 | 0 | 0 | 0.83 | 0 | 0 | 0 |
| 22 Jan | 13325.45 | 0 | 0 | 1.31 | 0 | 0 | 0 |
| 21 Jan | 13155.05 | 0 | 0 | 0.71 | 0 | 0 | 0 |
| 20 Jan | 13307.90 | 0 | 0 | 1.51 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13250 expiring on 30MAR2026
Delta for 13250 PE is -0.5
Historical price for 13250 PE is as follows
On 10 Mar MIDCPNIFTY was trading at 13144.00. The strike last trading price was 358.5, which was -179.6 lower than the previous day. The implied volatity was 27.67, the open interest changed by -3 which decreased total open position to 425
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 541.85, which was 149.2 higher than the previous day. The implied volatity was 33.05, the open interest changed by -98 which decreased total open position to 427
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 373.95, which was 72 higher than the previous day. The implied volatity was 27.96, the open interest changed by 177 which increased total open position to 548
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 314, which was -133.4 lower than the previous day. The implied volatity was 26.19, the open interest changed by 148 which increased total open position to 370
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 449.15, which was 168.1 higher than the previous day. The implied volatity was 27.43, the open interest changed by -106 which decreased total open position to 224
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 262.25, which was 99 higher than the previous day. The implied volatity was 23.01, the open interest changed by 224 which increased total open position to 332
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 162, which was 53.35 higher than the previous day. The implied volatity was 19.66, the open interest changed by 52 which increased total open position to 108
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 114.65, which was -26.1 lower than the previous day. The implied volatity was 19, the open interest changed by 15 which increased total open position to 56
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 138.4, which was -110.3 lower than the previous day. The implied volatity was 19.03, the open interest changed by 38 which increased total open position to 40
On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 248.7, which was -68.05 lower than the previous day. The implied volatity was 24.66, 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 316.75, which was 0 lower than the previous day. The implied volatity was 2.15, 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 316.75, which was 0 lower than the previous day. The implied volatity was 2.03, 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 316.75, which was 0 lower than the previous day. The implied volatity was 2.3, 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 316.75, which was 0 lower than the previous day. The implied volatity was 3.45, 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 316.75, which was 0 lower than the previous day. The implied volatity was 2.99, 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 316.75, which was 0 lower than the previous day. The implied volatity was 2.95, 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 316.75, which was 0 lower than the previous day. The implied volatity was 2.85, 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 316.75, which was 0 lower than the previous day. The implied volatity was 4.15, 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 316.75, which was 0 lower than the previous day. The implied volatity was 4.4, 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 316.75, which was 0 lower than the previous day. The implied volatity was 4.35, 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 316.75, 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 6 Feb MIDCPNIFTY was trading at 13644.90. The strike last trading price was 316.75, which was 0 lower than the previous day. The implied volatity was 2.82, 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 316.75, which was 0 lower than the previous day. The implied volatity was 3.22, 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 316.75, which was 0 lower than the previous day. The implied volatity was 3.19, 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 316.75, which was 0 lower than the previous day. The implied volatity was 2.83, 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 316.75, 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 1 Feb MIDCPNIFTY was trading at 13020.25. The strike last trading price was 316.75, which was 0 lower than the previous day. The implied volatity was 1.61, 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 1.81, 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 1.71, 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 0.83, 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 1.31, 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 0.71, 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 1.51, the open interest changed by 0 which decreased total open position to 0
