[--[65.84.65.76]--]

MIDCPNIFTY

Nifty Midcap Select
13424.35 +42.45 (0.32%)
L: 13270.35 H: 13433.9

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Historical option data for MIDCPNIFTY

29 Jan 2026 04:12 PM IST
MIDCPNIFTY 24-FEB-2026 13300 CE
Delta: 0.64
Vega: 13.43
Theta: -6.91
Gamma: 0
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
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
Delta: -0.38
Vega: 13.67
Theta: -4.4
Gamma: 0
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