MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Feb 2026 04:12 PM IST
| MIDCPNIFTY 30-MAR-2026 13500 CE | ||||||||||||||||
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Delta: 0.57
Vega: 16.14
Theta: -5.75
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 13448.65 | 310.4 | -1.4 | 15.69 | 5,833 | 639 | 1,988 | |||||||||
| 23 Feb | 13477.75 | 314.2 | -4.65 | 15.51 | 2,253 | 423 | 1,376 | |||||||||
| 20 Feb | 13476.00 | 318 | 19.35 | 15.35 | 2,248 | 644 | 950 | |||||||||
| 19 Feb | 13442.50 | 291 | -184.75 | 14.97 | 664 | 231 | 301 | |||||||||
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| 18 Feb | 13729.55 | 476 | 34.1 | 13.78 | 82 | 14 | 69 | |||||||||
| 17 Feb | 13664.35 | 440 | -21 | 14.54 | 49 | 12 | 55 | |||||||||
| 16 Feb | 13641.75 | 465 | 14.95 | 15.96 | 76 | 20 | 43 | |||||||||
| 13 Feb | 13628.35 | 434.4 | -155.6 | 13.98 | 98 | -5 | 21 | |||||||||
| 12 Feb | 13893.50 | 590 | -60 | 10.79 | 2 | 1 | 26 | |||||||||
| 11 Feb | 13952.80 | 650 | 29 | 10.91 | 2 | 0 | 25 | |||||||||
| 10 Feb | 13953.10 | 621 | 5.85 | 5.25 | 1 | 0 | 24 | |||||||||
| 9 Feb | 13868.65 | 615.15 | 130.35 | 13.03 | 17 | 12 | 25 | |||||||||
| 6 Feb | 13644.90 | 484.4 | -29.95 | 15.05 | 23 | 7 | 14 | |||||||||
| 5 Feb | 13700.50 | 514.35 | -13.95 | 13.84 | 3 | 2 | 6 | |||||||||
| 4 Feb | 13721.85 | 528.3 | -188.05 | - | 4 | 0 | 4 | |||||||||
| 3 Feb | 13655.65 | 528.3 | -188.05 | 15.54 | 4 | 0 | 0 | |||||||||
| 2 Feb | 13257.05 | 716.35 | 0 | 0.2 | 0 | 0 | 0 | |||||||||
| 1 Feb | 13020.25 | 716.35 | 0 | 1.34 | 0 | 0 | 0 | |||||||||
| 30 Jan | 13400.05 | 716.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 13424.35 | 716.35 | 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 | |||||||||
| 20 Jan | 13307.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 13655.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 13697.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 13705.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 13649.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 13696.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 13676.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 13843.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 13777.25 | 0 | - | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13500 expiring on 30MAR2026
Delta for 13500 CE is 0.57
Historical price for 13500 CE is as follows
On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 310.4, which was -1.4 lower than the previous day. The implied volatity was 15.69, the open interest changed by 639 which increased total open position to 1988
On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 314.2, which was -4.65 lower than the previous day. The implied volatity was 15.51, the open interest changed by 423 which increased total open position to 1376
On 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 318, which was 19.35 higher than the previous day. The implied volatity was 15.35, the open interest changed by 644 which increased total open position to 950
On 19 Feb MIDCPNIFTY was trading at 13442.50. The strike last trading price was 291, which was -184.75 lower than the previous day. The implied volatity was 14.97, the open interest changed by 231 which increased total open position to 301
On 18 Feb MIDCPNIFTY was trading at 13729.55. The strike last trading price was 476, which was 34.1 higher than the previous day. The implied volatity was 13.78, the open interest changed by 14 which increased total open position to 69
On 17 Feb MIDCPNIFTY was trading at 13664.35. The strike last trading price was 440, which was -21 lower than the previous day. The implied volatity was 14.54, the open interest changed by 12 which increased total open position to 55
On 16 Feb MIDCPNIFTY was trading at 13641.75. The strike last trading price was 465, which was 14.95 higher than the previous day. The implied volatity was 15.96, the open interest changed by 20 which increased total open position to 43
On 13 Feb MIDCPNIFTY was trading at 13628.35. The strike last trading price was 434.4, which was -155.6 lower than the previous day. The implied volatity was 13.98, the open interest changed by -5 which decreased total open position to 21
On 12 Feb MIDCPNIFTY was trading at 13893.50. The strike last trading price was 590, which was -60 lower than the previous day. The implied volatity was 10.79, the open interest changed by 1 which increased total open position to 26
On 11 Feb MIDCPNIFTY was trading at 13952.80. The strike last trading price was 650, which was 29 higher than the previous day. The implied volatity was 10.91, the open interest changed by 0 which decreased total open position to 25
On 10 Feb MIDCPNIFTY was trading at 13953.10. The strike last trading price was 621, which was 5.85 higher than the previous day. The implied volatity was 5.25, the open interest changed by 0 which decreased total open position to 24
On 9 Feb MIDCPNIFTY was trading at 13868.65. The strike last trading price was 615.15, which was 130.35 higher than the previous day. The implied volatity was 13.03, the open interest changed by 12 which increased total open position to 25
On 6 Feb MIDCPNIFTY was trading at 13644.90. The strike last trading price was 484.4, which was -29.95 lower than the previous day. The implied volatity was 15.05, the open interest changed by 7 which increased total open position to 14
On 5 Feb MIDCPNIFTY was trading at 13700.50. The strike last trading price was 514.35, which was -13.95 lower than the previous day. The implied volatity was 13.84, the open interest changed by 2 which increased total open position to 6
On 4 Feb MIDCPNIFTY was trading at 13721.85. The strike last trading price was 528.3, which was -188.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 3 Feb MIDCPNIFTY was trading at 13655.65. The strike last trading price was 528.3, which was -188.05 lower than the previous day. The implied volatity was 15.54, 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 716.35, which was 0 lower than the previous day. The implied volatity was 0.2, 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 716.35, which was 0 lower than the previous day. The implied volatity was 1.34, 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 716.35, 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 716.35, 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 -, 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 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 19 Jan MIDCPNIFTY was trading at 13655.20. 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 16 Jan MIDCPNIFTY was trading at 13697.85. 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 14 Jan MIDCPNIFTY was trading at 13705.90. 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 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
On 9 Jan MIDCPNIFTY was trading at 13676.70. 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 1 Jan MIDCPNIFTY was trading at 13843.60. 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 31 Dec MIDCPNIFTY was trading at 13777.25. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30MAR2026 13500 PE | |||||||
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Delta: -0.44
Vega: 16.21
Theta: -3.02
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 13448.65 | 275 | -24.5 | 19.77 | 5,036 | 613 | 2,351 |
| 23 Feb | 13477.75 | 293.5 | -18.35 | 20.77 | 2,340 | 441 | 1,773 |
| 20 Feb | 13476.00 | 329.9 | 9.25 | 21.95 | 2,182 | 698 | 1,296 |
| 19 Feb | 13442.50 | 339.2 | 171 | 21.04 | 1,075 | 181 | 598 |
| 18 Feb | 13729.55 | 166 | -29.5 | 17.8 | 584 | 67 | 405 |
| 17 Feb | 13664.35 | 200.5 | -16.3 | 18.25 | 394 | 184 | 339 |
| 16 Feb | 13641.75 | 214 | -21.1 | 18.79 | 159 | 14 | 155 |
| 13 Feb | 13628.35 | 245.1 | 90.6 | 19.73 | 257 | 48 | 141 |
| 12 Feb | 13893.50 | 150.05 | 7 | 18.72 | 36 | 10 | 92 |
| 11 Feb | 13952.80 | 145 | -8.7 | 19.26 | 48 | 26 | 82 |
| 10 Feb | 13953.10 | 150.4 | -32.15 | 19.59 | 13 | -2 | 56 |
| 9 Feb | 13868.65 | 184.8 | -68.3 | 20.07 | 102 | 43 | 56 |
| 6 Feb | 13644.90 | 254 | -161.05 | 19.21 | 19 | 14 | 14 |
| 5 Feb | 13700.50 | 415.05 | 0 | 1.85 | 0 | 0 | 0 |
| 4 Feb | 13721.85 | 415.05 | 0 | 1.53 | 0 | 0 | 0 |
| 3 Feb | 13655.65 | 415.05 | 0 | 1.7 | 0 | 0 | 0 |
| 2 Feb | 13257.05 | 415.05 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 13020.25 | 415.05 | 0 | 0.13 | 0 | 0 | 0 |
| 30 Jan | 13400.05 | 415.05 | 0 | 0.69 | 0 | 0 | 0 |
| 29 Jan | 13424.35 | 415.05 | 0 | 0.73 | 0 | 0 | 0 |
| 27 Jan | 13137.90 | - | - | - | 0 | 0 | 0 |
| 23 Jan | 13066.65 | 0 | 0 | 0.32 | 0 | 0 | 0 |
| 22 Jan | 13325.45 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 13155.05 | - | - | - | 0 | 0 | 0 |
| 20 Jan | 13307.90 | 0 | 0 | 0.81 | 0 | 0 | 0 |
| 19 Jan | 13655.20 | 0 | 0 | 1.65 | 0 | 0 | 0 |
| 16 Jan | 13697.85 | - | - | - | 0 | 0 | 0 |
| 14 Jan | 13705.90 | 0 | 0 | 1.74 | 0 | 0 | 0 |
| 13 Jan | 13649.25 | 0 | 0 | 1.53 | 0 | 0 | 0 |
| 12 Jan | 13696.95 | 0 | 0 | 1.65 | 0 | 0 | 0 |
| 9 Jan | 13676.70 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 13843.60 | - | - | - | 0 | 0 | 0 |
| 31 Dec | 13777.25 | 0 | - | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13500 expiring on 30MAR2026
Delta for 13500 PE is -0.44
Historical price for 13500 PE is as follows
On 24 Feb MIDCPNIFTY was trading at 13448.65. The strike last trading price was 275, which was -24.5 lower than the previous day. The implied volatity was 19.77, the open interest changed by 613 which increased total open position to 2351
On 23 Feb MIDCPNIFTY was trading at 13477.75. The strike last trading price was 293.5, which was -18.35 lower than the previous day. The implied volatity was 20.77, the open interest changed by 441 which increased total open position to 1773
On 20 Feb MIDCPNIFTY was trading at 13476.00. The strike last trading price was 329.9, which was 9.25 higher than the previous day. The implied volatity was 21.95, the open interest changed by 698 which increased total open position to 1296
On 19 Feb MIDCPNIFTY was trading at 13442.50. The strike last trading price was 339.2, which was 171 higher than the previous day. The implied volatity was 21.04, the open interest changed by 181 which increased total open position to 598
On 18 Feb MIDCPNIFTY was trading at 13729.55. The strike last trading price was 166, which was -29.5 lower than the previous day. The implied volatity was 17.8, the open interest changed by 67 which increased total open position to 405
On 17 Feb MIDCPNIFTY was trading at 13664.35. The strike last trading price was 200.5, which was -16.3 lower than the previous day. The implied volatity was 18.25, the open interest changed by 184 which increased total open position to 339
On 16 Feb MIDCPNIFTY was trading at 13641.75. The strike last trading price was 214, which was -21.1 lower than the previous day. The implied volatity was 18.79, the open interest changed by 14 which increased total open position to 155
On 13 Feb MIDCPNIFTY was trading at 13628.35. The strike last trading price was 245.1, which was 90.6 higher than the previous day. The implied volatity was 19.73, the open interest changed by 48 which increased total open position to 141
On 12 Feb MIDCPNIFTY was trading at 13893.50. The strike last trading price was 150.05, which was 7 higher than the previous day. The implied volatity was 18.72, the open interest changed by 10 which increased total open position to 92
On 11 Feb MIDCPNIFTY was trading at 13952.80. The strike last trading price was 145, which was -8.7 lower than the previous day. The implied volatity was 19.26, the open interest changed by 26 which increased total open position to 82
On 10 Feb MIDCPNIFTY was trading at 13953.10. The strike last trading price was 150.4, which was -32.15 lower than the previous day. The implied volatity was 19.59, the open interest changed by -2 which decreased total open position to 56
On 9 Feb MIDCPNIFTY was trading at 13868.65. The strike last trading price was 184.8, which was -68.3 lower than the previous day. The implied volatity was 20.07, the open interest changed by 43 which increased total open position to 56
On 6 Feb MIDCPNIFTY was trading at 13644.90. The strike last trading price was 254, which was -161.05 lower than the previous day. The implied volatity was 19.21, the open interest changed by 14 which increased total open position to 14
On 5 Feb MIDCPNIFTY was trading at 13700.50. The strike last trading price was 415.05, which was 0 lower than the previous day. The implied volatity was 1.85, 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 415.05, which was 0 lower than the previous day. The implied volatity was 1.53, 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 415.05, which was 0 lower than the previous day. The implied volatity was 1.7, 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 415.05, 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 415.05, which was 0 lower than the previous day. The implied volatity was 0.13, 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 415.05, 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 29 Jan MIDCPNIFTY was trading at 13424.35. The strike last trading price was 415.05, which was 0 lower than the previous day. The implied volatity was 0.73, 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 0.32, 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 -, 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 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 0.81, the open interest changed by 0 which decreased total open position to 0
On 19 Jan MIDCPNIFTY was trading at 13655.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.65, 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 -, 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 14 Jan MIDCPNIFTY was trading at 13705.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.74, 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 1.53, 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 1.65, 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 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 1 Jan MIDCPNIFTY was trading at 13843.60. 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 31 Dec MIDCPNIFTY was trading at 13777.25. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
