MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 1275 | 29.4 | - | 2 | 2 | 366 | |||||||||
| 14 Sept | 0.00 | 1053.55 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12000 expiring on 30SEP2025
Delta for 12000 CE is -
Historical price for 12000 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1275, which was 29.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 366
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1053.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug MIDCPNIFTY was trading at 0.00. 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 30SEP2025 12000 PE | |||||||
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Delta: -0.01
Vega: 0.63
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 2.1 | -0.7 | 25.88 | 1,863 | -126 | 4,618 |
| 14 Sept | 0.00 | 7 | -2 | 21.83 | 3,429 | -77 | 5,672 |
| 17 Aug | 0.00 | 100.1 | -36.3 | 20.96 | 6 | 6 | 1 |
For Nifty Midcap Select - strike price 12000 expiring on 30SEP2025
Delta for 12000 PE is -0.01
Historical price for 12000 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 2.1, which was -0.7 lower than the previous day. The implied volatity was 25.88, the open interest changed by -126 which decreased total open position to 4618
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 7, which was -2 lower than the previous day. The implied volatity was 21.83, the open interest changed by -77 which decreased total open position to 5672
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 100.1, which was -36.3 lower than the previous day. The implied volatity was 20.96, the open interest changed by 6 which increased total open position to 1
