MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
04 Mar 2026 04:12 PM IST
| MIDCPNIFTY 30-MAR-2026 13425 CE | ||||||||||||||||
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Delta: 0.37
Vega: 13.09
Theta: -7.05
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 13034.35 | 194.7 | -69.15 | 23.03 | 130 | 19 | 142 | |||||||||
| 2 Mar | 13289.85 | 271.95 | -76.55 | 18.86 | 770 | 82 | 124 | |||||||||
| 27 Feb | 13491.45 | 330.6 | -120 | 15.04 | 30 | 7 | 42 | |||||||||
| 26 Feb | 13652.95 | 458.8 | 71.1 | 16.68 | 16 | 0 | 34 | |||||||||
| 25 Feb | 13558.55 | 397.6 | 63.35 | 15.6 | 66 | -6 | 35 | |||||||||
| 24 Feb | 13448.65 | 360.1 | 20.1 | 16.31 | 228 | 38 | 40 | |||||||||
| 23 Feb | 13477.75 | 340 | -27.6 | 14.42 | 12 | -1 | 3 | |||||||||
| 20 Feb | 13476.00 | 367.6 | -391.35 | 15.79 | 7 | 4 | 4 | |||||||||
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| 19 Feb | 13442.50 | 758.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 13729.55 | 758.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 13664.35 | 758.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 13641.75 | 758.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 13628.35 | 758.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 13893.50 | 758.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 13952.80 | 758.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 13953.10 | 758.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 13868.65 | 758.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 13644.90 | 758.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 13700.50 | 758.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 13721.85 | 758.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 13655.65 | 758.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 13257.05 | 758.95 | 0 | 0.62 | 0 | 0 | 0 | |||||||||
| 1 Feb | 13020.25 | 0 | 0 | 0.69 | 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 | |||||||||
| 14 Jan | 13705.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 13649.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 13696.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13425 expiring on 30MAR2026
Delta for 13425 CE is 0.37
Historical price for 13425 CE is as follows
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 194.7, which was -69.15 lower than the previous day. The implied volatity was 23.03, the open interest changed by 19 which increased total open position to 142
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 271.95, which was -76.55 lower than the previous day. The implied volatity was 18.86, the open interest changed by 82 which increased total open position to 124
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 330.6, which was -120 lower than the previous day. The implied volatity was 15.04, the open interest changed by 7 which increased total open position to 42
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 458.8, which was 71.1 higher than the previous day. The implied volatity was 16.68, the open interest changed by 0 which decreased total open position to 34
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 397.6, which was 63.35 higher than the previous day. The implied volatity was 15.6, the open interest changed by -6 which decreased total open position to 35
On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 360.1, which was 20.1 higher than the previous day. The implied volatity was 16.31, the open interest changed by 38 which increased total open position to 40
On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 340, which was -27.6 lower than the previous day. The implied volatity was 14.42, the open interest changed by -1 which decreased total open position to 3
On 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 367.6, which was -391.35 lower than the previous day. The implied volatity was 15.79, the open interest changed by 4 which increased total open position to 4
On 19 Feb MIDCPNIFTY was trading at 13442.50. The strike last trading price was 758.95, 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 758.95, 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 758.95, 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 758.95, 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 758.95, 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 758.95, 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 758.95, 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 758.95, 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 758.95, 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 758.95, 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 758.95, 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 758.95, 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 758.95, 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 758.95, which was 0 lower than the previous day. The implied volatity was 0.62, 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 0.69, 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
On 14 Jan MIDCPNIFTY was trading at 13705.90. 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 13 Jan MIDCPNIFTY was trading at 13649.25. 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 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 13425 PE | |||||||
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Delta: -0.61
Vega: 13.34
Theta: -4.61
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 13034.35 | 548.55 | 189.3 | 27.04 | 13 | -7 | 46 |
| 2 Mar | 13289.85 | 347 | 121.55 | 23.13 | 805 | 7 | 58 |
| 27 Feb | 13491.45 | 227 | 71.8 | 19.62 | 362 | 0 | 53 |
| 26 Feb | 13652.95 | 160.3 | -31.8 | 18.52 | 113 | 5 | 51 |
| 25 Feb | 13558.55 | 191.1 | -68.4 | 18.67 | 125 | 9 | 49 |
| 24 Feb | 13448.65 | 246.8 | -16.2 | 20.07 | 390 | 31 | 39 |
| 23 Feb | 13477.75 | 260.75 | -31.65 | 20.69 | 27 | 2 | 10 |
| 20 Feb | 13476.00 | 292.4 | 37.45 | 21.68 | 1 | 0 | 7 |
| 19 Feb | 13442.50 | 254.8 | -128.95 | 18.16 | 10 | 3 | 3 |
| 18 Feb | 13729.55 | 383.75 | 0 | 2.49 | 0 | 0 | 0 |
| 17 Feb | 13664.35 | 383.75 | 0 | 2.07 | 0 | 0 | 0 |
| 16 Feb | 13641.75 | 383.75 | 0 | 2.04 | 0 | 0 | 0 |
| 13 Feb | 13628.35 | 383.75 | 0 | 1.92 | 0 | 0 | 0 |
| 12 Feb | 13893.50 | 383.75 | 0 | 3.2 | 0 | 0 | 0 |
| 11 Feb | 13952.80 | 383.75 | 0 | 3.48 | 0 | 0 | 0 |
| 10 Feb | 13953.10 | 383.75 | 0 | 3.5 | 0 | 0 | 0 |
| 9 Feb | 13868.65 | 383.75 | 0 | 3.09 | 0 | 0 | 0 |
| 6 Feb | 13644.90 | 383.75 | 0 | 2.07 | 0 | 0 | 0 |
| 5 Feb | 13700.50 | 383.75 | 0 | 1.92 | 0 | 0 | 0 |
| 4 Feb | 13721.85 | 383.75 | 0 | 2.38 | 0 | 0 | 0 |
| 3 Feb | 13655.65 | 383.75 | 0 | 2.07 | 0 | 0 | 0 |
| 2 Feb | 13257.05 | 383.75 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 13020.25 | 383.75 | 0 | 0.86 | 0 | 0 | 0 |
| 30 Jan | 13400.05 | 0 | 0 | 0.99 | 0 | 0 | 0 |
| 29 Jan | 13424.35 | 0 | 0 | 1.01 | 0 | 0 | 0 |
| 27 Jan | 13137.90 | - | - | - | 0 | 0 | 0 |
| 23 Jan | 13066.65 | 0 | 0 | 0.59 | 0 | 0 | 0 |
| 22 Jan | 13325.45 | 0 | 0 | 0.58 | 0 | 0 | 0 |
| 21 Jan | 13155.05 | 0 | 0 | 0.62 | 0 | 0 | 0 |
| 20 Jan | 13307.90 | 0 | 0 | 0.76 | 0 | 0 | 0 |
| 14 Jan | 13705.90 | - | - | - | 0 | 0 | 0 |
| 13 Jan | 13649.25 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 13696.95 | 0 | 0 | 1.69 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13425 expiring on 30MAR2026
Delta for 13425 PE is -0.61
Historical price for 13425 PE is as follows
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 548.55, which was 189.3 higher than the previous day. The implied volatity was 27.04, the open interest changed by -7 which decreased total open position to 46
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 347, which was 121.55 higher than the previous day. The implied volatity was 23.13, the open interest changed by 7 which increased total open position to 58
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 227, which was 71.8 higher than the previous day. The implied volatity was 19.62, the open interest changed by 0 which decreased total open position to 53
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 160.3, which was -31.8 lower than the previous day. The implied volatity was 18.52, the open interest changed by 5 which increased total open position to 51
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 191.1, which was -68.4 lower than the previous day. The implied volatity was 18.67, the open interest changed by 9 which increased total open position to 49
On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 246.8, which was -16.2 lower than the previous day. The implied volatity was 20.07, the open interest changed by 31 which increased total open position to 39
On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 260.75, which was -31.65 lower than the previous day. The implied volatity was 20.69, the open interest changed by 2 which increased total open position to 10
On 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 292.4, which was 37.45 higher than the previous day. The implied volatity was 21.68, the open interest changed by 0 which decreased total open position to 7
On 19 Feb MIDCPNIFTY was trading at 13442.50. The strike last trading price was 254.8, which was -128.95 lower than the previous day. The implied volatity was 18.16, the open interest changed by 3 which increased total open position to 3
On 18 Feb MIDCPNIFTY was trading at 13729.55. The strike last trading price was 383.75, which was 0 lower than the previous day. The implied volatity was 2.49, 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 383.75, which was 0 lower than the previous day. The implied volatity was 2.07, 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 383.75, which was 0 lower than the previous day. The implied volatity was 2.04, 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 383.75, which was 0 lower than the previous day. The implied volatity was 1.92, 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 383.75, which was 0 lower than the previous day. The implied volatity was 3.2, 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 383.75, which was 0 lower than the previous day. The implied volatity was 3.48, 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 383.75, which was 0 lower than the previous day. The implied volatity was 3.5, 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 383.75, which was 0 lower than the previous day. The implied volatity was 3.09, 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 383.75, which was 0 lower than the previous day. The implied volatity was 2.07, 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 383.75, which was 0 lower than the previous day. The implied volatity was 1.92, 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 383.75, which was 0 lower than the previous day. The implied volatity was 2.38, 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 383.75, which was 0 lower than the previous day. The implied volatity was 2.07, 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 383.75, 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 1 Feb MIDCPNIFTY was trading at 13020.25. The strike last trading price was 383.75, which was 0 lower than the previous day. The implied volatity was 0.86, 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 0.99, 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 1.01, 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 0.59, 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 0.58, 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 0.62, 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 0.76, 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 -, 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 13 Jan MIDCPNIFTY was trading at 13649.25. 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 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 1.69, the open interest changed by 0 which decreased total open position to 0
