MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
06 Mar 2026 04:12 PM IST
| MIDCPNIFTY 30-MAR-2026 13300 CE | ||||||||||||||||
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Delta: 0.49
Vega: 13.47
Theta: -7.98
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 13166.90 | 281.05 | -33.55 | 22.44 | 9,310 | 244 | 1,441 | |||||||||
| 5 Mar | 13260.50 | 304.15 | 51.9 | 20.14 | 4,532 | 384 | 1,169 | |||||||||
| 4 Mar | 13034.35 | 250.5 | -79.9 | 23.73 | 3,388 | -19 | 785 | |||||||||
| 2 Mar | 13289.85 | 340 | -79.5 | 19.2 | 6,211 | 609 | 810 | |||||||||
| 27 Feb | 13491.45 | 410.8 | -119.25 | 15.04 | 226 | 16 | 213 | |||||||||
| 26 Feb | 13652.95 | 530.35 | 54.15 | 15.33 | 352 | 12 | 202 | |||||||||
| 25 Feb | 13558.55 | 482 | 67.1 | 15.59 | 320 | -7 | 191 | |||||||||
| 24 Feb | 13448.65 | 429.45 | -8.95 | 15.48 | 750 | 189 | 205 | |||||||||
| 23 Feb | 13477.75 | 428 | 26.5 | 14.94 | 22 | 5 | 16 | |||||||||
| 20 Feb | 13476.00 | 401.5 | -134.45 | - | 0 | 0 | 11 | |||||||||
| 19 Feb | 13442.50 | 401.5 | -134.45 | 14.87 | 1 | 0 | 11 | |||||||||
| 18 Feb | 13729.55 | 535.95 | 215.95 | - | 0 | 0 | 11 | |||||||||
| 17 Feb | 13664.35 | 535.95 | 215.95 | - | 0 | 0 | 11 | |||||||||
| 16 Feb | 13641.75 | 535.95 | 215.95 | - | 0 | 0 | 11 | |||||||||
| 13 Feb | 13628.35 | 535.95 | 215.95 | - | 0 | 0 | 11 | |||||||||
| 12 Feb | 13893.50 | 535.95 | 215.95 | - | 0 | 0 | 11 | |||||||||
| 11 Feb | 13952.80 | 535.95 | 215.95 | - | 0 | 0 | 11 | |||||||||
| 10 Feb | 13953.10 | 535.95 | 215.95 | - | 0 | 0 | 11 | |||||||||
| 9 Feb | 13868.65 | 535.95 | 215.95 | - | 0 | 0 | 11 | |||||||||
| 6 Feb | 13644.90 | 535.95 | 215.95 | 8.92 | 13 | -4 | 11 | |||||||||
| 5 Feb | 13700.50 | 320 | -513.4 | - | 0 | 0 | 15 | |||||||||
| 4 Feb | 13721.85 | 320 | -513.4 | - | 0 | 0 | 15 | |||||||||
| 3 Feb | 13655.65 | 320 | -513.4 | - | 0 | 0 | 15 | |||||||||
| 2 Feb | 13257.05 | 320 | -513.4 | 10.89 | 18 | 14 | 14 | |||||||||
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| 1 Feb | 13020.25 | 833.4 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
| 30 Jan | 13400.05 | 833.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 13424.35 | 833.4 | 0 | - | 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 | |||||||||
| 20 Jan | 13307.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13300 expiring on 30MAR2026
Delta for 13300 CE is 0.49
Historical price for 13300 CE is as follows
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 281.05, which was -33.55 lower than the previous day. The implied volatity was 22.44, the open interest changed by 244 which increased total open position to 1441
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 304.15, which was 51.9 higher than the previous day. The implied volatity was 20.14, the open interest changed by 384 which increased total open position to 1169
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 250.5, which was -79.9 lower than the previous day. The implied volatity was 23.73, the open interest changed by -19 which decreased total open position to 785
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 340, which was -79.5 lower than the previous day. The implied volatity was 19.2, the open interest changed by 609 which increased total open position to 810
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 410.8, which was -119.25 lower than the previous day. The implied volatity was 15.04, the open interest changed by 16 which increased total open position to 213
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 530.35, which was 54.15 higher than the previous day. The implied volatity was 15.33, the open interest changed by 12 which increased total open position to 202
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 482, which was 67.1 higher than the previous day. The implied volatity was 15.59, the open interest changed by -7 which decreased total open position to 191
On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 429.45, which was -8.95 lower than the previous day. The implied volatity was 15.48, the open interest changed by 189 which increased total open position to 205
On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 428, which was 26.5 higher than the previous day. The implied volatity was 14.94, the open interest changed by 5 which increased total open position to 16
On 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 401.5, which was -134.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 19 Feb MIDCPNIFTY was trading at 13442.50. The strike last trading price was 401.5, which was -134.45 lower than the previous day. The implied volatity was 14.87, the open interest changed by 0 which decreased total open position to 11
On 18 Feb MIDCPNIFTY was trading at 13729.55. The strike last trading price was 535.95, which was 215.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 17 Feb MIDCPNIFTY was trading at 13664.35. The strike last trading price was 535.95, which was 215.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Feb MIDCPNIFTY was trading at 13641.75. The strike last trading price was 535.95, which was 215.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 13 Feb MIDCPNIFTY was trading at 13628.35. The strike last trading price was 535.95, which was 215.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 12 Feb MIDCPNIFTY was trading at 13893.50. The strike last trading price was 535.95, which was 215.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 11 Feb MIDCPNIFTY was trading at 13952.80. The strike last trading price was 535.95, which was 215.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 10 Feb MIDCPNIFTY was trading at 13953.10. The strike last trading price was 535.95, which was 215.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 9 Feb MIDCPNIFTY was trading at 13868.65. The strike last trading price was 535.95, which was 215.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 6 Feb MIDCPNIFTY was trading at 13644.90. The strike last trading price was 535.95, which was 215.95 higher than the previous day. The implied volatity was 8.92, the open interest changed by -4 which decreased total open position to 11
On 5 Feb MIDCPNIFTY was trading at 13700.50. The strike last trading price was 320, which was -513.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 4 Feb MIDCPNIFTY was trading at 13721.85. The strike last trading price was 320, which was -513.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 3 Feb MIDCPNIFTY was trading at 13655.65. The strike last trading price was 320, which was -513.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 2 Feb MIDCPNIFTY was trading at 13257.05. The strike last trading price was 320, which was -513.4 lower than the previous day. The implied volatity was 10.89, the open interest changed by 14 which increased total open position to 14
On 1 Feb MIDCPNIFTY was trading at 13020.25. The strike last trading price was 833.4, which was 0 lower than the previous day. The implied volatity was 0.07, 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 833.4, 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 29 Jan MIDCPNIFTY was trading at 13424.35. The strike last trading price was 833.4, 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 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 13300 PE | |||||||
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Delta: -0.5
Vega: 13.47
Theta: -5.89
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 13166.90 | 398.75 | 73.7 | 27.88 | 8,154 | 365 | 1,607 |
| 5 Mar | 13260.50 | 335 | -141.3 | 26.03 | 2,833 | 194 | 1,207 |
| 4 Mar | 13034.35 | 473 | 172.95 | 27.08 | 2,949 | -1,018 | 1,019 |
| 2 Mar | 13289.85 | 280.05 | 97.05 | 22.71 | 11,781 | 86 | 2,054 |
| 27 Feb | 13491.45 | 178 | 57.4 | 19.58 | 4,491 | -533 | 1,995 |
| 26 Feb | 13652.95 | 126.05 | -29 | 18.8 | 4,574 | 1,189 | 2,561 |
| 25 Feb | 13558.55 | 152.9 | -60.05 | 19.02 | 2,743 | 218 | 1,398 |
| 24 Feb | 13448.65 | 190.55 | -24.25 | 19.61 | 3,129 | 889 | 1,185 |
| 23 Feb | 13477.75 | 209.3 | -39.3 | 20.68 | 456 | 255 | 296 |
| 20 Feb | 13476.00 | 296.5 | -38.55 | 25.05 | 70 | 16 | 16 |
| 19 Feb | 13442.50 | 335.05 | 0 | 1.47 | 0 | 0 | 0 |
| 18 Feb | 13729.55 | 335.05 | 0 | 3.14 | 0 | 0 | 0 |
| 17 Feb | 13664.35 | 335.05 | 0 | 2.92 | 0 | 0 | 0 |
| 16 Feb | 13641.75 | 335.05 | 0 | 2.69 | 0 | 0 | 0 |
| 13 Feb | 13628.35 | 335.05 | 0 | 2.56 | 0 | 0 | 0 |
| 12 Feb | 13893.50 | 335.05 | 0 | 3.82 | 0 | 0 | 0 |
| 11 Feb | 13952.80 | 335.05 | 0 | 4.1 | 0 | 0 | 0 |
| 10 Feb | 13953.10 | 335.05 | 0 | 4.12 | 0 | 0 | 0 |
| 9 Feb | 13868.65 | 335.05 | 0 | 3.68 | 0 | 0 | 0 |
| 6 Feb | 13644.90 | 335.05 | 0 | 2.47 | 0 | 0 | 0 |
| 5 Feb | 13700.50 | 335.05 | 0 | 2.98 | 0 | 0 | 0 |
| 4 Feb | 13721.85 | 335.05 | 0 | 2.96 | 0 | 0 | 0 |
| 3 Feb | 13655.65 | 335.05 | 0 | 2.66 | 0 | 0 | 0 |
| 2 Feb | 13257.05 | 335.05 | 0 | 0.88 | 0 | 0 | 0 |
| 1 Feb | 13020.25 | 335.05 | 0 | 0.28 | 0 | 0 | 0 |
| 30 Jan | 13400.05 | 335.05 | 0 | 1.58 | 0 | 0 | 0 |
| 29 Jan | 13424.35 | 335.05 | 0 | 1.56 | 0 | 0 | 0 |
| 28 Jan | 13381.90 | - | - | - | 0 | 0 | 0 |
| 27 Jan | 13137.90 | - | - | - | 0 | 0 | 0 |
| 23 Jan | 13066.65 | 335.05 | 0 | 0.58 | 0 | 0 | 0 |
| 22 Jan | 13325.45 | 0 | 0 | 1.09 | 0 | 0 | 0 |
| 21 Jan | 13155.05 | 0 | 0 | 0.96 | 0 | 0 | 0 |
| 20 Jan | 13307.90 | 0 | 0 | 1.3 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13300 expiring on 30MAR2026
Delta for 13300 PE is -0.5
Historical price for 13300 PE is as follows
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 398.75, which was 73.7 higher than the previous day. The implied volatity was 27.88, the open interest changed by 365 which increased total open position to 1607
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 335, which was -141.3 lower than the previous day. The implied volatity was 26.03, the open interest changed by 194 which increased total open position to 1207
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 473, which was 172.95 higher than the previous day. The implied volatity was 27.08, the open interest changed by -1018 which decreased total open position to 1019
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 280.05, which was 97.05 higher than the previous day. The implied volatity was 22.71, the open interest changed by 86 which increased total open position to 2054
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 178, which was 57.4 higher than the previous day. The implied volatity was 19.58, the open interest changed by -533 which decreased total open position to 1995
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 126.05, which was -29 lower than the previous day. The implied volatity was 18.8, the open interest changed by 1189 which increased total open position to 2561
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 152.9, which was -60.05 lower than the previous day. The implied volatity was 19.02, the open interest changed by 218 which increased total open position to 1398
On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 190.55, which was -24.25 lower than the previous day. The implied volatity was 19.61, the open interest changed by 889 which increased total open position to 1185
On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 209.3, which was -39.3 lower than the previous day. The implied volatity was 20.68, the open interest changed by 255 which increased total open position to 296
On 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 296.5, which was -38.55 lower than the previous day. The implied volatity was 25.05, the open interest changed by 16 which increased total open position to 16
On 19 Feb MIDCPNIFTY was trading at 13442.50. The strike last trading price was 335.05, which was 0 lower than the previous day. The implied volatity was 1.47, 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 335.05, which was 0 lower than the previous day. The implied volatity was 3.14, 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 335.05, which was 0 lower than the previous day. The implied volatity was 2.92, 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 335.05, which was 0 lower than the previous day. The implied volatity was 2.69, 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 335.05, which was 0 lower than the previous day. The implied volatity was 2.56, 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 335.05, which was 0 lower than the previous day. The implied volatity was 3.82, 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 335.05, which was 0 lower than the previous day. The implied volatity was 4.1, 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 335.05, which was 0 lower than the previous day. The implied volatity was 4.12, 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 335.05, which was 0 lower than the previous day. The implied volatity was 3.68, 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 335.05, which was 0 lower than the previous day. The implied volatity was 2.47, 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 335.05, which was 0 lower than the previous day. The implied volatity was 2.98, 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 335.05, which was 0 lower than the previous day. The implied volatity was 2.96, 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 335.05, which was 0 lower than the previous day. The implied volatity was 2.66, 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 335.05, which was 0 lower than the previous day. The implied volatity was 0.88, 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 335.05, which was 0 lower than the previous day. The implied volatity was 0.28, 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 335.05, which was 0 lower than the previous day. The implied volatity was 1.58, 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 335.05, which was 0 lower than the previous day. The implied volatity was 1.56, 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 335.05, which was 0 lower than the previous day. The implied volatity was 0.58, 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 1.09, 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 0.96, 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 1.3, the open interest changed by 0 which decreased total open position to 0
