MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
MIDCPNIFTY 30SEP2025 12200 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 0.00 | 915.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
14 Sept | 0.00 | 915.2 | 1.45 | - | 2 | 1 | 5 | |||||||||
17 Aug | 0.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12200 expiring on 30SEP2025
Delta for 12200 CE is 0.00
Historical price for 12200 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 915.2, 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 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 915.2, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
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 12200 PE | |||||||
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Delta: -0.02
Vega: 0.92
Theta: -0.92
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 0.00 | 3.1 | -1.15 | 23.45 | 2,027 | -148 | 2,822 |
14 Sept | 0.00 | 11.95 | -2.55 | 20.44 | 1,387 | -33 | 2,722 |
17 Aug | 0.00 | 175.85 | 0 | 3.33 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12200 expiring on 30SEP2025
Delta for 12200 PE is -0.02
Historical price for 12200 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 3.1, which was -1.15 lower than the previous day. The implied volatity was 23.45, the open interest changed by -148 which decreased total open position to 2822
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 11.95, which was -2.55 lower than the previous day. The implied volatity was 20.44, the open interest changed by -33 which decreased total open position to 2722
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 175.85, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0