MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
30 Apr 2026 04:10 PM IST
| MIDCPNIFTY 26-May-2026 (25d) 13900 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.15
Theta: -7.07
Gamma: 0.00048
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 13826.00 | 324.35 | -44 | 22.15 | 6,167 | 661 | 1,224 | |||||||||
| 29 Apr | 13932.70 | 357.35 | -65.09999999999997 | 21.15 | 1,886 | -328 | 563 | |||||||||
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| 28 Apr | 13976.15 | 420 | -5.75 | 21.62 | 1,015 | 92 | 897 | |||||||||
| 27 Apr | 13932.05 | 428.45 | 99.84999999999997 | 23.76 | 1,424 | 744 | 806 | |||||||||
| 24 Apr | 13731.75 | 327.45 | -53.19999999999999 | 22.86 | 147 | 16 | 62 | |||||||||
| 23 Apr | 13848.55 | 380.05 | -56.75 | 22.17 | 93 | 31 | 46 | |||||||||
| 22 Apr | 13939.80 | 438.7 | 20.599999999999966 | 22.55 | 56 | 16 | 17 | |||||||||
| 21 Apr | 13919.45 | 418.1 | -51.75 | 21.4 | 1 | 0 | 0 | |||||||||
| 20 Apr | 13807.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 13838.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 13683.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 13552.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 13269.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 13406.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 13207.30 | 0 | 0 | 3.04 | 0 | 0 | 0 | |||||||||
| 8 Apr | 13219.90 | 469.85 | 0 | 2.57 | 0 | 0 | 0 | |||||||||
| 7 Apr | 12620.85 | 469.85 | 0 | 5.4 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13900 expiring on 26MAY2026
Delta for 13900 CE is 0.51
Historical price for 13900 CE is as follows
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 324.35, which was -44 lower than the previous day. The implied volatity was 22.15, the open interest changed by 661 which increased total open position to 1224
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 357.35, which was -65.09999999999997 lower than the previous day. The implied volatity was 21.15, the open interest changed by -328 which decreased total open position to 563
On 28 Apr MIDCPNIFTY was trading at 13976.15. The strike last trading price was 420, which was -5.75 lower than the previous day. The implied volatity was 21.62, the open interest changed by 92 which increased total open position to 897
On 27 Apr MIDCPNIFTY was trading at 13932.05. The strike last trading price was 428.45, which was 99.84999999999997 higher than the previous day. The implied volatity was 23.76, the open interest changed by 744 which increased total open position to 806
On 24 Apr MIDCPNIFTY was trading at 13731.75. The strike last trading price was 327.45, which was -53.19999999999999 lower than the previous day. The implied volatity was 22.86, the open interest changed by 16 which increased total open position to 62
On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 380.05, which was -56.75 lower than the previous day. The implied volatity was 22.17, the open interest changed by 31 which increased total open position to 46
On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 438.7, which was 20.599999999999966 higher than the previous day. The implied volatity was 22.55, the open interest changed by 16 which increased total open position to 17
On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 418.1, which was -51.75 lower than the previous day. The implied volatity was 21.4, the open interest changed by 0 which decreased total open position to 0
On 20 Apr MIDCPNIFTY was trading at 13807.25. 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 17 Apr MIDCPNIFTY was trading at 13838.85. 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 Apr MIDCPNIFTY was trading at 13683.70. 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 15 Apr MIDCPNIFTY was trading at 13552.65. 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 13 Apr MIDCPNIFTY was trading at 13269.45. 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 10 Apr MIDCPNIFTY was trading at 13406.35. 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 9 Apr MIDCPNIFTY was trading at 13207.30. The strike last trading price was 0, 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 8 Apr MIDCPNIFTY was trading at 13219.90. The strike last trading price was 469.85, which was 0 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
On 7 Apr MIDCPNIFTY was trading at 12620.85. The strike last trading price was 469.85, which was 0 lower than the previous day. The implied volatity was 5.4, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 26-May-2026 (25d) 13900 PE | |||||||
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Delta: -0.5
Vega: 0.15
Theta: -4.68
Gamma: 0.00051
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 13826.00 | 319.95 | 5.099999999999966 | 21.1 | 2,201 | -50 | 622 |
| 29 Apr | 13932.70 | 318 | 22.05000000000001 | 23.27 | 1,904 | 354 | 671 |
| 28 Apr | 13976.15 | 290 | -48.94999999999999 | 23.35 | 1,229 | 204 | 320 |
| 27 Apr | 13932.05 | 335 | -145 | 24.56 | 350 | 97 | 109 |
| 24 Apr | 13731.75 | 480 | 56.5 | 25.68 | 66 | 2 | 14 |
| 23 Apr | 13848.55 | 423.6 | 53.650000000000034 | 25.79 | 36 | 0 | 13 |
| 22 Apr | 13939.80 | 369.2 | 18.94999999999999 | 24.91 | 36 | 9 | 12 |
| 21 Apr | 13919.45 | 340.5 | -351.79999999999995 | 22.43 | 31 | 10 | 10 |
| 20 Apr | 13807.25 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 13838.85 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 13683.70 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 13552.65 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 13269.45 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 13406.35 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 13207.30 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 13219.90 | 692.3 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 12620.85 | 692.3 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13900 expiring on 26MAY2026
Delta for 13900 PE is -0.5
Historical price for 13900 PE is as follows
On 30 Apr MIDCPNIFTY was trading at 13826.00. The strike last trading price was 319.95, which was 5.099999999999966 higher than the previous day. The implied volatity was 21.1, the open interest changed by -50 which decreased total open position to 622
On 29 Apr MIDCPNIFTY was trading at 13932.70. The strike last trading price was 318, which was 22.05000000000001 higher than the previous day. The implied volatity was 23.27, the open interest changed by 354 which increased total open position to 671
On 28 Apr MIDCPNIFTY was trading at 13976.15. The strike last trading price was 290, which was -48.94999999999999 lower than the previous day. The implied volatity was 23.35, the open interest changed by 204 which increased total open position to 320
On 27 Apr MIDCPNIFTY was trading at 13932.05. The strike last trading price was 335, which was -145 lower than the previous day. The implied volatity was 24.56, the open interest changed by 97 which increased total open position to 109
On 24 Apr MIDCPNIFTY was trading at 13731.75. The strike last trading price was 480, which was 56.5 higher than the previous day. The implied volatity was 25.68, the open interest changed by 2 which increased total open position to 14
On 23 Apr MIDCPNIFTY was trading at 13848.55. The strike last trading price was 423.6, which was 53.650000000000034 higher than the previous day. The implied volatity was 25.79, the open interest changed by 0 which decreased total open position to 13
On 22 Apr MIDCPNIFTY was trading at 13939.80. The strike last trading price was 369.2, which was 18.94999999999999 higher than the previous day. The implied volatity was 24.91, the open interest changed by 9 which increased total open position to 12
On 21 Apr MIDCPNIFTY was trading at 13919.45. The strike last trading price was 340.5, which was -351.79999999999995 lower than the previous day. The implied volatity was 22.43, the open interest changed by 10 which increased total open position to 10
On 20 Apr MIDCPNIFTY was trading at 13807.25. 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 17 Apr MIDCPNIFTY was trading at 13838.85. 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 Apr MIDCPNIFTY was trading at 13683.70. 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 15 Apr MIDCPNIFTY was trading at 13552.65. 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 13 Apr MIDCPNIFTY was trading at 13269.45. 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 10 Apr MIDCPNIFTY was trading at 13406.35. 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 9 Apr MIDCPNIFTY was trading at 13207.30. 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 8 Apr MIDCPNIFTY was trading at 13219.90. The strike last trading price was 692.3, 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 Apr MIDCPNIFTY was trading at 12620.85. The strike last trading price was 692.3, 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
