MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
29 Jan 2026 04:12 PM IST
| MIDCPNIFTY 24-FEB-2026 13300 CE | ||||||||||||||||
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Delta: 0.64
Vega: 13.43
Theta: -6.91
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 13424.35 | 374.2 | 19.2 | 18.07 | 8,651 | 278 | 2,555 | |||||||||
| 28 Jan | 13381.90 | 358 | 94.5 | 17.79 | 11,926 | 1,359 | 2,274 | |||||||||
| 27 Jan | 13137.90 | 265.5 | 24.5 | 19.33 | 1,831 | 257 | 909 | |||||||||
| 23 Jan | 13066.65 | 244 | -106.7 | 18.8 | 1,511 | 328 | 657 | |||||||||
| 22 Jan | 13325.45 | 354.1 | 75.7 | 17.03 | 1,114 | 161 | 327 | |||||||||
| 21 Jan | 13155.05 | 273 | -81.65 | 17.44 | 1,062 | 162 | 166 | |||||||||
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| 20 Jan | 13307.90 | 354.15 | -636.1 | 17.5 | 4 | 2 | 2 | |||||||||
| 19 Jan | 13655.20 | 990.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 13697.85 | 990.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 13705.90 | 990.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 13649.25 | 990.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 13696.95 | 990.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 13676.70 | 990.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 13759.60 | 990.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 14053.40 | 990.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 13957.10 | 990.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 13968.00 | 990.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13300 expiring on 24FEB2026
Delta for 13300 CE is 0.64
Historical price for 13300 CE is as follows
On 29 Jan MIDCPNIFTY was trading at 13424.35. The strike last trading price was 374.2, which was 19.2 higher than the previous day. The implied volatity was 18.07, the open interest changed by 278 which increased total open position to 2555
On 28 Jan MIDCPNIFTY was trading at 13381.90. The strike last trading price was 358, which was 94.5 higher than the previous day. The implied volatity was 17.79, the open interest changed by 1359 which increased total open position to 2274
On 27 Jan MIDCPNIFTY was trading at 13137.90. The strike last trading price was 265.5, which was 24.5 higher than the previous day. The implied volatity was 19.33, the open interest changed by 257 which increased total open position to 909
On 23 Jan MIDCPNIFTY was trading at 13066.65. The strike last trading price was 244, which was -106.7 lower than the previous day. The implied volatity was 18.8, the open interest changed by 328 which increased total open position to 657
On 22 Jan MIDCPNIFTY was trading at 13325.45. The strike last trading price was 354.1, which was 75.7 higher than the previous day. The implied volatity was 17.03, the open interest changed by 161 which increased total open position to 327
On 21 Jan MIDCPNIFTY was trading at 13155.05. The strike last trading price was 273, which was -81.65 lower than the previous day. The implied volatity was 17.44, the open interest changed by 162 which increased total open position to 166
On 20 Jan MIDCPNIFTY was trading at 13307.90. The strike last trading price was 354.15, which was -636.1 lower than the previous day. The implied volatity was 17.5, the open interest changed by 2 which increased total open position to 2
On 19 Jan MIDCPNIFTY was trading at 13655.20. The strike last trading price was 990.25, 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 Jan MIDCPNIFTY was trading at 13697.85. The strike last trading price was 990.25, 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 14 Jan MIDCPNIFTY was trading at 13705.90. The strike last trading price was 990.25, 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 Jan MIDCPNIFTY was trading at 13649.25. The strike last trading price was 990.25, 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 Jan MIDCPNIFTY was trading at 13696.95. The strike last trading price was 990.25, 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 Jan MIDCPNIFTY was trading at 13676.70. The strike last trading price was 990.25, 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 8 Jan MIDCPNIFTY was trading at 13759.60. The strike last trading price was 990.25, 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 7 Jan MIDCPNIFTY was trading at 14053.40. The strike last trading price was 990.25, 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 Jan MIDCPNIFTY was trading at 13957.10. The strike last trading price was 990.25, 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 Jan MIDCPNIFTY was trading at 13968.00. The strike last trading price was 990.25, 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 24FEB2026 13300 PE | |||||||
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Delta: -0.38
Vega: 13.67
Theta: -4.4
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 13424.35 | 221.9 | -20.65 | 22.31 | 9,859 | 695 | 2,685 |
| 28 Jan | 13381.90 | 240.9 | -108.7 | 22.44 | 8,339 | 1,476 | 1,988 |
| 27 Jan | 13137.90 | 331 | -121.95 | 21.58 | 373 | 35 | 510 |
| 23 Jan | 13066.65 | 457.35 | 172.3 | 25.94 | 798 | 150 | 476 |
| 22 Jan | 13325.45 | 280 | -101.15 | 22.13 | 980 | 253 | 311 |
| 21 Jan | 13155.05 | 373.85 | 84.05 | 22.7 | 461 | 47 | 59 |
| 20 Jan | 13307.90 | 292.2 | 9.05 | 21.54 | 19 | 9 | 9 |
| 19 Jan | 13655.20 | 283.15 | 0 | 2.79 | 0 | 0 | 0 |
| 16 Jan | 13697.85 | 283.15 | 0 | 3.17 | 0 | 0 | 0 |
| 14 Jan | 13705.90 | 283.15 | 0 | 3.04 | 0 | 0 | 0 |
| 13 Jan | 13649.25 | 283.15 | 0 | 2.7 | 0 | 0 | 0 |
| 12 Jan | 13696.95 | 283.15 | 0 | 2.96 | 0 | 0 | 0 |
| 9 Jan | 13676.70 | 283.15 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 13759.60 | 283.15 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 14053.40 | 283.15 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 13957.10 | 283.15 | 0 | 4.07 | 0 | 0 | 0 |
| 5 Jan | 13968.00 | 283.15 | 0 | 4.1 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13300 expiring on 24FEB2026
Delta for 13300 PE is -0.38
Historical price for 13300 PE is as follows
On 29 Jan MIDCPNIFTY was trading at 13424.35. The strike last trading price was 221.9, which was -20.65 lower than the previous day. The implied volatity was 22.31, the open interest changed by 695 which increased total open position to 2685
On 28 Jan MIDCPNIFTY was trading at 13381.90. The strike last trading price was 240.9, which was -108.7 lower than the previous day. The implied volatity was 22.44, the open interest changed by 1476 which increased total open position to 1988
On 27 Jan MIDCPNIFTY was trading at 13137.90. The strike last trading price was 331, which was -121.95 lower than the previous day. The implied volatity was 21.58, the open interest changed by 35 which increased total open position to 510
On 23 Jan MIDCPNIFTY was trading at 13066.65. The strike last trading price was 457.35, which was 172.3 higher than the previous day. The implied volatity was 25.94, the open interest changed by 150 which increased total open position to 476
On 22 Jan MIDCPNIFTY was trading at 13325.45. The strike last trading price was 280, which was -101.15 lower than the previous day. The implied volatity was 22.13, the open interest changed by 253 which increased total open position to 311
On 21 Jan MIDCPNIFTY was trading at 13155.05. The strike last trading price was 373.85, which was 84.05 higher than the previous day. The implied volatity was 22.7, the open interest changed by 47 which increased total open position to 59
On 20 Jan MIDCPNIFTY was trading at 13307.90. The strike last trading price was 292.2, which was 9.05 higher than the previous day. The implied volatity was 21.54, the open interest changed by 9 which increased total open position to 9
On 19 Jan MIDCPNIFTY was trading at 13655.20. The strike last trading price was 283.15, which was 0 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0
On 16 Jan MIDCPNIFTY was trading at 13697.85. The strike last trading price was 283.15, which was 0 lower than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0
On 14 Jan MIDCPNIFTY was trading at 13705.90. The strike last trading price was 283.15, which was 0 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0
On 13 Jan MIDCPNIFTY was trading at 13649.25. The strike last trading price was 283.15, which was 0 lower than the previous day. The implied volatity was 2.7, the open interest changed by 0 which decreased total open position to 0
On 12 Jan MIDCPNIFTY was trading at 13696.95. The strike last trading price was 283.15, 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 9 Jan MIDCPNIFTY was trading at 13676.70. The strike last trading price was 283.15, 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 8 Jan MIDCPNIFTY was trading at 13759.60. The strike last trading price was 283.15, 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 7 Jan MIDCPNIFTY was trading at 14053.40. The strike last trading price was 283.15, 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 Jan MIDCPNIFTY was trading at 13957.10. The strike last trading price was 283.15, which was 0 lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0
On 5 Jan MIDCPNIFTY was trading at 13968.00. The strike last trading price was 283.15, 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






























































































































































































































