MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
08 Apr 2026 04:14 PM IST
| MIDCPNIFTY 28-Apr-2026 (20d) 12800 CE | ||||||||||||||||
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Delta: 0.75
Vega: 9.78
Theta: -8.82
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Apr | 13219.90 | 629.05 | 311.95 | 25.6 | 1,149 | -111 | 619 | |||||||||
| 7 Apr | 12620.85 | 308.3 | -13.4 | 30 | 853 | 65 | 740 | |||||||||
| 6 Apr | 12583.30 | 325.5 | 68.9 | 31.88 | 1,275 | 163 | 679 | |||||||||
| 2 Apr | 12394.55 | 264 | -21.75 | 30.03 | 1,134 | 137 | 522 | |||||||||
| 1 Apr | 12460.05 | 286.45 | 65.1 | 29.05 | 1,608 | -42 | 390 | |||||||||
| 30 Mar | 12158.75 | 215.3 | -105.85 | 30.81 | 691 | 182 | 428 | |||||||||
| 27 Mar | 12517.30 | 329.85 | -105.7 | 27.49 | 411 | 19 | 241 | |||||||||
| 25 Mar | 12788.30 | 436.85 | 102.65 | 24.41 | 404 | 57 | 222 | |||||||||
| 24 Mar | 12532.40 | 348 | 111 | 26.5 | 76 | -8 | 165 | |||||||||
| 23 Mar | 12183.55 | 237.45 | -145.7 | 28.47 | 113 | 7 | 169 | |||||||||
| 20 Mar | 12625.90 | 388 | 41.4 | 24.44 | 48 | 5 | 162 | |||||||||
| 19 Mar | 12517.00 | 355 | -171.3 | 24.19 | 49 | 4 | 157 | |||||||||
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| 18 Mar | 12980.55 | 526.3 | 104.55 | 20.64 | 15 | 1 | 153 | |||||||||
| 17 Mar | 12736.30 | 421.35 | 54.75 | 21.64 | 25 | -3 | 152 | |||||||||
| 16 Mar | 12615.25 | 366.6 | -57.6 | 22.27 | 248 | 130 | 156 | |||||||||
| 13 Mar | 12618.50 | 424.2 | -418 | 23.98 | 37 | 26 | 26 | |||||||||
| 12 Mar | 12961.15 | 842.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 12961.90 | 842.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 13209.50 | 842.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 12942.30 | 842.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 13166.90 | 842.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 13260.50 | 842.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 13034.35 | 842.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 13289.85 | 842.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 13491.45 | 842.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 13652.95 | 842.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 13558.55 | 842.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 13257.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 13020.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12800 expiring on 28APR2026
Delta for 12800 CE is 0.75
Historical price for 12800 CE is as follows
On 8 Apr MIDCPNIFTY was trading at 13219.90. The strike last trading price was 629.05, which was 311.95 higher than the previous day. The implied volatity was 25.6, the open interest changed by -111 which decreased total open position to 619
On 7 Apr MIDCPNIFTY was trading at 12620.85. The strike last trading price was 308.3, which was -13.4 lower than the previous day. The implied volatity was 30, the open interest changed by 65 which increased total open position to 740
On 6 Apr MIDCPNIFTY was trading at 12583.30. The strike last trading price was 325.5, which was 68.9 higher than the previous day. The implied volatity was 31.88, the open interest changed by 163 which increased total open position to 679
On 2 Apr MIDCPNIFTY was trading at 12394.55. The strike last trading price was 264, which was -21.75 lower than the previous day. The implied volatity was 30.03, the open interest changed by 137 which increased total open position to 522
On 1 Apr MIDCPNIFTY was trading at 12460.05. The strike last trading price was 286.45, which was 65.1 higher than the previous day. The implied volatity was 29.05, the open interest changed by -42 which decreased total open position to 390
On 30 Mar MIDCPNIFTY was trading at 12158.75. The strike last trading price was 215.3, which was -105.85 lower than the previous day. The implied volatity was 30.81, the open interest changed by 182 which increased total open position to 428
On 27 Mar MIDCPNIFTY was trading at 12517.30. The strike last trading price was 329.85, which was -105.7 lower than the previous day. The implied volatity was 27.49, the open interest changed by 19 which increased total open position to 241
On 25 Mar MIDCPNIFTY was trading at 12788.30. The strike last trading price was 436.85, which was 102.65 higher than the previous day. The implied volatity was 24.41, the open interest changed by 57 which increased total open position to 222
On 24 Mar MIDCPNIFTY was trading at 12532.40. The strike last trading price was 348, which was 111 higher than the previous day. The implied volatity was 26.5, the open interest changed by -8 which decreased total open position to 165
On 23 Mar MIDCPNIFTY was trading at 12183.55. The strike last trading price was 237.45, which was -145.7 lower than the previous day. The implied volatity was 28.47, the open interest changed by 7 which increased total open position to 169
On 20 Mar MIDCPNIFTY was trading at 12625.90. The strike last trading price was 388, which was 41.4 higher than the previous day. The implied volatity was 24.44, the open interest changed by 5 which increased total open position to 162
On 19 Mar MIDCPNIFTY was trading at 12517.00. The strike last trading price was 355, which was -171.3 lower than the previous day. The implied volatity was 24.19, the open interest changed by 4 which increased total open position to 157
On 18 Mar MIDCPNIFTY was trading at 12980.55. The strike last trading price was 526.3, which was 104.55 higher than the previous day. The implied volatity was 20.64, the open interest changed by 1 which increased total open position to 153
On 17 Mar MIDCPNIFTY was trading at 12736.30. The strike last trading price was 421.35, which was 54.75 higher than the previous day. The implied volatity was 21.64, the open interest changed by -3 which decreased total open position to 152
On 16 Mar MIDCPNIFTY was trading at 12615.25. The strike last trading price was 366.6, which was -57.6 lower than the previous day. The implied volatity was 22.27, the open interest changed by 130 which increased total open position to 156
On 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 424.2, which was -418 lower than the previous day. The implied volatity was 23.98, the open interest changed by 26 which increased total open position to 26
On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 842.2, 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 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 842.2, 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 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 842.2, 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 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 842.2, 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 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 842.2, 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 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 842.2, 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 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 842.2, 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 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 842.2, 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 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 842.2, 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 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 842.2, 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 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 842.2, 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 -, 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 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 -, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 28-Apr-2026 (20d) 12800 PE | |||||||
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Delta: -0.27
Vega: 10.23
Theta: -6.35
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Apr | 13219.90 | 152 | -325.75 | 28.8 | 2,217 | 853 | 1,021 |
| 7 Apr | 12620.85 | 484.45 | -17.25 | 34.96 | 154 | 29 | 171 |
| 6 Apr | 12583.30 | 502.75 | -128.35 | 34.31 | 50 | 29 | 144 |
| 2 Apr | 12394.55 | 646.9 | 43.8 | 35.43 | 22 | -11 | 115 |
| 1 Apr | 12460.05 | 604.3 | -253.25 | 34.61 | 204 | 30 | 126 |
| 30 Mar | 12158.75 | 860 | 249.8 | 39.04 | 118 | 0 | 96 |
| 27 Mar | 12517.30 | 634.3 | 213.7 | 36.65 | 431 | -111 | 97 |
| 25 Mar | 12788.30 | 402.6 | 94.3 | 29.43 | 706 | 212 | 212 |
| 24 Mar | 12532.40 | 308.3 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 12183.55 | 308.3 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 12625.90 | 308.3 | 0 | 0.02 | 0 | 0 | 0 |
| 19 Mar | 12517.00 | 308.3 | 0 | 0 | 0 | 0 | 0 |
| 18 Mar | 12980.55 | 308.3 | 0 | 1.83 | 0 | 0 | 0 |
| 17 Mar | 12736.30 | 308.3 | 0 | 0.59 | 0 | 0 | 0 |
| 16 Mar | 12615.25 | 308.3 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 12618.50 | 308.3 | 0 | 0.25 | 0 | 0 | 0 |
| 12 Mar | 12961.15 | 308.3 | 0 | 1.74 | 0 | 0 | 0 |
| 11 Mar | 12961.90 | 308.3 | 0 | 1.73 | 0 | 0 | 0 |
| 10 Mar | 13209.50 | 308.3 | 0 | 2.85 | 0 | 0 | 0 |
| 9 Mar | 12942.30 | 308.3 | 0 | 1.61 | 0 | 0 | 0 |
| 6 Mar | 13166.90 | 308.3 | 0 | 2.78 | 0 | 0 | 0 |
| 5 Mar | 13260.50 | 308.3 | 0 | 3.36 | 0 | 0 | 0 |
| 4 Mar | 13034.35 | 308.3 | 0 | 1.99 | 0 | 0 | 0 |
| 2 Mar | 13289.85 | 308.3 | 0 | 3.11 | 0 | 0 | 0 |
| 27 Feb | 13491.45 | 308.3 | 0 | 3.92 | 0 | 0 | 0 |
| 26 Feb | 13652.95 | 308.3 | 0 | 4.49 | 0 | 0 | 0 |
| 25 Feb | 13558.55 | 308.3 | 0 | 4.17 | 0 | 0 | 0 |
| 2 Feb | 13257.05 | - | - | - | 0 | 0 | 0 |
| 1 Feb | 13020.25 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12800 expiring on 28APR2026
Delta for 12800 PE is -0.27
Historical price for 12800 PE is as follows
On 8 Apr MIDCPNIFTY was trading at 13219.90. The strike last trading price was 152, which was -325.75 lower than the previous day. The implied volatity was 28.8, the open interest changed by 853 which increased total open position to 1021
On 7 Apr MIDCPNIFTY was trading at 12620.85. The strike last trading price was 484.45, which was -17.25 lower than the previous day. The implied volatity was 34.96, the open interest changed by 29 which increased total open position to 171
On 6 Apr MIDCPNIFTY was trading at 12583.30. The strike last trading price was 502.75, which was -128.35 lower than the previous day. The implied volatity was 34.31, the open interest changed by 29 which increased total open position to 144
On 2 Apr MIDCPNIFTY was trading at 12394.55. The strike last trading price was 646.9, which was 43.8 higher than the previous day. The implied volatity was 35.43, the open interest changed by -11 which decreased total open position to 115
On 1 Apr MIDCPNIFTY was trading at 12460.05. The strike last trading price was 604.3, which was -253.25 lower than the previous day. The implied volatity was 34.61, the open interest changed by 30 which increased total open position to 126
On 30 Mar MIDCPNIFTY was trading at 12158.75. The strike last trading price was 860, which was 249.8 higher than the previous day. The implied volatity was 39.04, the open interest changed by 0 which decreased total open position to 96
On 27 Mar MIDCPNIFTY was trading at 12517.30. The strike last trading price was 634.3, which was 213.7 higher than the previous day. The implied volatity was 36.65, the open interest changed by -111 which decreased total open position to 97
On 25 Mar MIDCPNIFTY was trading at 12788.30. The strike last trading price was 402.6, which was 94.3 higher than the previous day. The implied volatity was 29.43, the open interest changed by 212 which increased total open position to 212
On 24 Mar MIDCPNIFTY was trading at 12532.40. The strike last trading price was 308.3, 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 23 Mar MIDCPNIFTY was trading at 12183.55. The strike last trading price was 308.3, 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 20 Mar MIDCPNIFTY was trading at 12625.90. The strike last trading price was 308.3, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 19 Mar MIDCPNIFTY was trading at 12517.00. The strike last trading price was 308.3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 18 Mar MIDCPNIFTY was trading at 12980.55. The strike last trading price was 308.3, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 17 Mar MIDCPNIFTY was trading at 12736.30. The strike last trading price was 308.3, 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 16 Mar MIDCPNIFTY was trading at 12615.25. The strike last trading price was 308.3, 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 13 Mar MIDCPNIFTY was trading at 12618.50. The strike last trading price was 308.3, which was 0 lower than the previous day. The implied volatity was 0.25, the open interest changed by 0 which decreased total open position to 0
On 12 Mar MIDCPNIFTY was trading at 12961.15. The strike last trading price was 308.3, 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 11 Mar MIDCPNIFTY was trading at 12961.90. The strike last trading price was 308.3, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 10 Mar MIDCPNIFTY was trading at 13209.50. The strike last trading price was 308.3, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
On 9 Mar MIDCPNIFTY was trading at 12942.30. The strike last trading price was 308.3, which was 0 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
On 6 Mar MIDCPNIFTY was trading at 13166.90. The strike last trading price was 308.3, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0
On 5 Mar MIDCPNIFTY was trading at 13260.50. The strike last trading price was 308.3, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
On 4 Mar MIDCPNIFTY was trading at 13034.35. The strike last trading price was 308.3, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0
On 2 Mar MIDCPNIFTY was trading at 13289.85. The strike last trading price was 308.3, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
On 27 Feb MIDCPNIFTY was trading at 13491.45. The strike last trading price was 308.3, which was 0 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0
On 26 Feb MIDCPNIFTY was trading at 13652.95. The strike last trading price was 308.3, which was 0 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
On 25 Feb MIDCPNIFTY was trading at 13558.55. The strike last trading price was 308.3, which was 0 lower than the previous day. The implied volatity was 4.17, 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 -, 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 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 -, the open interest changed by 0 which decreased total open position to 0
