MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
04 Mar 2026 04:12 PM IST
| MIDCPNIFTY 30-MAR-2026 13400 CE | ||||||||||||||||
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Delta: 0.38
Vega: 13.24
Theta: -7.23
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 13034.35 | 207.15 | -69.35 | 23.31 | 2,573 | -4 | 847 | |||||||||
| 2 Mar | 13289.85 | 282.35 | -72.15 | 18.82 | 7,249 | 518 | 887 | |||||||||
| 27 Feb | 13491.45 | 350.05 | -111.95 | 15.33 | 679 | 105 | 371 | |||||||||
| 26 Feb | 13652.95 | 451.1 | 40.2 | 14.87 | 485 | -72 | 294 | |||||||||
| 25 Feb | 13558.55 | 413 | 68.65 | 15.55 | 1,562 | -121 | 671 | |||||||||
| 24 Feb | 13448.65 | 366.05 | -4.1 | 15.55 | 3,304 | 639 | 801 | |||||||||
| 23 Feb | 13477.75 | 372 | 4.95 | 15.49 | 470 | 72 | 164 | |||||||||
| 20 Feb | 13476.00 | 355.6 | -154.4 | 14.06 | 211 | 34 | 35 | |||||||||
| 19 Feb | 13442.50 | 510 | 29.95 | 24.58 | 1 | 0 | 1 | |||||||||
| 18 Feb | 13729.55 | 480.05 | -25.3 | 6.95 | 1 | 0 | 1 | |||||||||
| 17 Feb | 13664.35 | 505.35 | -268.15 | - | 0 | 0 | 1 | |||||||||
| 16 Feb | 13641.75 | 505.35 | -268.15 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 13628.35 | 505.35 | -268.15 | - | 0 | 0 | 1 | |||||||||
| 12 Feb | 13893.50 | 505.35 | -268.15 | - | 0 | 0 | 1 | |||||||||
| 11 Feb | 13952.80 | 505.35 | -268.15 | - | 0 | 0 | 1 | |||||||||
| 10 Feb | 13953.10 | 505.35 | -268.15 | - | 0 | 0 | 1 | |||||||||
| 9 Feb | 13868.65 | 505.35 | -268.15 | - | 0 | 0 | 1 | |||||||||
| 6 Feb | 13644.90 | 505.35 | -268.15 | 12.4 | 2 | 1 | 1 | |||||||||
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| 5 Feb | 13700.50 | 773.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 13721.85 | 773.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 13655.65 | 773.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 13257.05 | 773.5 | 0 | 0.29 | 0 | 0 | 0 | |||||||||
| 1 Feb | 13020.25 | 0 | 0 | 0.57 | 0 | 0 | 0 | |||||||||
| 30 Jan | 13400.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 13424.35 | 0 | 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 | |||||||||
| 13 Jan | 13649.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 13696.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13400 expiring on 30MAR2026
Delta for 13400 CE is 0.38
Historical price for 13400 CE is as follows
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 207.15, which was -69.35 lower than the previous day. The implied volatity was 23.31, the open interest changed by -4 which decreased total open position to 847
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 282.35, which was -72.15 lower than the previous day. The implied volatity was 18.82, the open interest changed by 518 which increased total open position to 887
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 350.05, which was -111.95 lower than the previous day. The implied volatity was 15.33, the open interest changed by 105 which increased total open position to 371
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 451.1, which was 40.2 higher than the previous day. The implied volatity was 14.87, the open interest changed by -72 which decreased total open position to 294
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 413, which was 68.65 higher than the previous day. The implied volatity was 15.55, the open interest changed by -121 which decreased total open position to 671
On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 366.05, which was -4.1 lower than the previous day. The implied volatity was 15.55, the open interest changed by 639 which increased total open position to 801
On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 372, which was 4.95 higher than the previous day. The implied volatity was 15.49, the open interest changed by 72 which increased total open position to 164
On 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 355.6, which was -154.4 lower than the previous day. The implied volatity was 14.06, the open interest changed by 34 which increased total open position to 35
On 19 Feb MIDCPNIFTY was trading at 13442.50. The strike last trading price was 510, which was 29.95 higher than the previous day. The implied volatity was 24.58, the open interest changed by 0 which decreased total open position to 1
On 18 Feb MIDCPNIFTY was trading at 13729.55. The strike last trading price was 480.05, which was -25.3 lower than the previous day. The implied volatity was 6.95, the open interest changed by 0 which decreased total open position to 1
On 17 Feb MIDCPNIFTY was trading at 13664.35. The strike last trading price was 505.35, which was -268.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb MIDCPNIFTY was trading at 13641.75. The strike last trading price was 505.35, which was -268.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb MIDCPNIFTY was trading at 13628.35. The strike last trading price was 505.35, which was -268.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb MIDCPNIFTY was trading at 13893.50. The strike last trading price was 505.35, which was -268.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb MIDCPNIFTY was trading at 13952.80. The strike last trading price was 505.35, which was -268.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb MIDCPNIFTY was trading at 13953.10. The strike last trading price was 505.35, which was -268.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb MIDCPNIFTY was trading at 13868.65. The strike last trading price was 505.35, which was -268.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb MIDCPNIFTY was trading at 13644.90. The strike last trading price was 505.35, which was -268.15 lower than the previous day. The implied volatity was 12.4, the open interest changed by 1 which increased total open position to 1
On 5 Feb MIDCPNIFTY was trading at 13700.50. The strike last trading price was 773.5, 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 773.5, 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 773.5, 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 773.5, which was 0 lower than the previous day. The implied volatity was 0.29, 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 0.57, 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
On 13 Jan MIDCPNIFTY was trading at 13649.25. 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 12 Jan MIDCPNIFTY was trading at 13696.95. 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 13400 PE | |||||||
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Delta: -0.6
Vega: 13.44
Theta: -4.74
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 13034.35 | 534.7 | 187.5 | 27.18 | 619 | -125 | 1,050 |
| 2 Mar | 13289.85 | 334.6 | 117.1 | 23.15 | 9,192 | -84 | 1,206 |
| 27 Feb | 13491.45 | 217.4 | 68.5 | 19.67 | 4,129 | -104 | 1,265 |
| 26 Feb | 13652.95 | 151.2 | -34.45 | 18.46 | 2,260 | 137 | 1,391 |
| 25 Feb | 13558.55 | 180.7 | -72 | 18.59 | 3,952 | 127 | 1,368 |
| 24 Feb | 13448.65 | 227.55 | -27.45 | 19.52 | 4,068 | 437 | 1,256 |
| 23 Feb | 13477.75 | 249 | -40.7 | 20.71 | 777 | 159 | 851 |
| 20 Feb | 13476.00 | 319.7 | 38.9 | 23.94 | 1,194 | 51 | 172 |
| 19 Feb | 13442.50 | 290 | 150.2 | 20.87 | 331 | 74 | 120 |
| 18 Feb | 13729.55 | 144.25 | -22.8 | 18.38 | 99 | 28 | 48 |
| 17 Feb | 13664.35 | 164.8 | -38.4 | 18.16 | 20 | 10 | 17 |
| 16 Feb | 13641.75 | 203.2 | 3.2 | 20.25 | 6 | 5 | 7 |
| 13 Feb | 13628.35 | 200 | -56.45 | 19.24 | 9 | 0 | 2 |
| 12 Feb | 13893.50 | 256.45 | 26.45 | 26.98 | 1 | 0 | 1 |
| 11 Feb | 13952.80 | 230 | -270 | - | 0 | 0 | 1 |
| 10 Feb | 13953.10 | 230 | -270 | - | 0 | 0 | 1 |
| 9 Feb | 13868.65 | 230 | -270 | - | 0 | 0 | 1 |
| 6 Feb | 13644.90 | 230 | -270 | - | 0 | 0 | 1 |
| 5 Feb | 13700.50 | 230 | -270 | - | 0 | 0 | 1 |
| 4 Feb | 13721.85 | 230 | -270 | - | 0 | 0 | 1 |
| 3 Feb | 13655.65 | 230 | -270 | 20.13 | 16 | -12 | 1 |
| 2 Feb | 13257.05 | 500 | 126.35 | - | 0 | 0 | 13 |
| 1 Feb | 13020.25 | 500 | 126.35 | 19.73 | 20 | 13 | 13 |
| 30 Jan | 13400.05 | 373.65 | 0 | 1.11 | 0 | 0 | 0 |
| 29 Jan | 13424.35 | 373.65 | 0 | 1.1 | 0 | 0 | 0 |
| 28 Jan | 13381.90 | - | - | - | 0 | 0 | 0 |
| 27 Jan | 13137.90 | - | - | - | 0 | 0 | 0 |
| 23 Jan | 13066.65 | 373.65 | 0 | 0.67 | 0 | 0 | 0 |
| 22 Jan | 13325.45 | 373.65 | 0 | 0.7 | 0 | 0 | 0 |
| 21 Jan | 13155.05 | 373.65 | 0 | 0.56 | 0 | 0 | 0 |
| 20 Jan | 13307.90 | 373.65 | 0 | 1.37 | 0 | 0 | 0 |
| 13 Jan | 13649.25 | - | - | - | 0 | 0 | 0 |
| 12 Jan | 13696.95 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13400 expiring on 30MAR2026
Delta for 13400 PE is -0.6
Historical price for 13400 PE is as follows
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 534.7, which was 187.5 higher than the previous day. The implied volatity was 27.18, the open interest changed by -125 which decreased total open position to 1050
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 334.6, which was 117.1 higher than the previous day. The implied volatity was 23.15, the open interest changed by -84 which decreased total open position to 1206
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 217.4, which was 68.5 higher than the previous day. The implied volatity was 19.67, the open interest changed by -104 which decreased total open position to 1265
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 151.2, which was -34.45 lower than the previous day. The implied volatity was 18.46, the open interest changed by 137 which increased total open position to 1391
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 180.7, which was -72 lower than the previous day. The implied volatity was 18.59, the open interest changed by 127 which increased total open position to 1368
On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 227.55, which was -27.45 lower than the previous day. The implied volatity was 19.52, the open interest changed by 437 which increased total open position to 1256
On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 249, which was -40.7 lower than the previous day. The implied volatity was 20.71, the open interest changed by 159 which increased total open position to 851
On 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 319.7, which was 38.9 higher than the previous day. The implied volatity was 23.94, the open interest changed by 51 which increased total open position to 172
On 19 Feb MIDCPNIFTY was trading at 13442.50. The strike last trading price was 290, which was 150.2 higher than the previous day. The implied volatity was 20.87, the open interest changed by 74 which increased total open position to 120
On 18 Feb MIDCPNIFTY was trading at 13729.55. The strike last trading price was 144.25, which was -22.8 lower than the previous day. The implied volatity was 18.38, the open interest changed by 28 which increased total open position to 48
On 17 Feb MIDCPNIFTY was trading at 13664.35. The strike last trading price was 164.8, which was -38.4 lower than the previous day. The implied volatity was 18.16, the open interest changed by 10 which increased total open position to 17
On 16 Feb MIDCPNIFTY was trading at 13641.75. The strike last trading price was 203.2, which was 3.2 higher than the previous day. The implied volatity was 20.25, the open interest changed by 5 which increased total open position to 7
On 13 Feb MIDCPNIFTY was trading at 13628.35. The strike last trading price was 200, which was -56.45 lower than the previous day. The implied volatity was 19.24, the open interest changed by 0 which decreased total open position to 2
On 12 Feb MIDCPNIFTY was trading at 13893.50. The strike last trading price was 256.45, which was 26.45 higher than the previous day. The implied volatity was 26.98, the open interest changed by 0 which decreased total open position to 1
On 11 Feb MIDCPNIFTY was trading at 13952.80. The strike last trading price was 230, which was -270 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb MIDCPNIFTY was trading at 13953.10. The strike last trading price was 230, which was -270 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb MIDCPNIFTY was trading at 13868.65. The strike last trading price was 230, which was -270 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb MIDCPNIFTY was trading at 13644.90. The strike last trading price was 230, which was -270 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb MIDCPNIFTY was trading at 13700.50. The strike last trading price was 230, which was -270 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb MIDCPNIFTY was trading at 13721.85. The strike last trading price was 230, which was -270 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb MIDCPNIFTY was trading at 13655.65. The strike last trading price was 230, which was -270 lower than the previous day. The implied volatity was 20.13, the open interest changed by -12 which decreased total open position to 1
On 2 Feb MIDCPNIFTY was trading at 13257.05. The strike last trading price was 500, which was 126.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 1 Feb MIDCPNIFTY was trading at 13020.25. The strike last trading price was 500, which was 126.35 higher than the previous day. The implied volatity was 19.73, the open interest changed by 13 which increased total open position to 13
On 30 Jan MIDCPNIFTY was trading at 13400.05. The strike last trading price was 373.65, which was 0 lower than the previous day. The implied volatity was 1.11, 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 373.65, which was 0 lower than the previous day. The implied volatity was 1.1, 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 373.65, which was 0 lower than the previous day. The implied volatity was 0.67, 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 373.65, which was 0 lower than the previous day. The implied volatity was 0.7, 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 373.65, which was 0 lower than the previous day. The implied volatity was 0.56, 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 373.65, which was 0 lower than the previous day. The implied volatity was 1.37, 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 -, 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 12 Jan MIDCPNIFTY was trading at 13696.95. 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
