MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
| MIDCPNIFTY 28-OCT-2025 12000 CE | ||||||||||||||||
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Delta: 0.95
Vega: 3.96
Theta: -3.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 691.15 | -318.85 | 11.70 | 167 | 137 | 145 | |||||||||
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| 21 Sept | 0.00 | 1231.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1231.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12000 expiring on 28OCT2025
Delta for 12000 CE is 0.95
Historical price for 12000 CE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 691.15, which was -318.85 lower than the previous day. The implied volatity was 11.70, the open interest changed by 137 which increased total open position to 145
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1231.7, 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 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1231.7, 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 28OCT2025 12000 PE | |||||||
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Delta: -0.15
Vega: 8.54
Theta: -1.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 51.8 | 24.55 | 18.01 | 1,807 | 639 | 1,854 |
| 21 Sept | 0.00 | 16.4 | 4 | 20.31 | 123 | 73 | 244 |
| 14 Sept | 0.00 | 37.95 | -8.95 | 20.72 | 21 | 14 | 107 |
For Nifty Midcap Select - strike price 12000 expiring on 28OCT2025
Delta for 12000 PE is -0.15
Historical price for 12000 PE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 51.8, which was 24.55 higher than the previous day. The implied volatity was 18.01, the open interest changed by 639 which increased total open position to 1854
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 16.4, which was 4 higher than the previous day. The implied volatity was 20.31, the open interest changed by 73 which increased total open position to 244
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 37.95, which was -8.95 lower than the previous day. The implied volatity was 20.72, the open interest changed by 14 which increased total open position to 107
