MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12400 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 895 | -8 | - | 1 | 0 | 83 | |||||||||
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| 14 Sept | 0.00 | 719.45 | 59.45 | - | 2 | 0 | 83 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12400 expiring on 30SEP2025
Delta for 12400 CE is -
Historical price for 12400 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 895, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 719.45, which was 59.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83
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 12400 PE | |||||||
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Delta: -0.02
Vega: 1.32
Theta: -1.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 4.45 | -1.85 | 20.76 | 3,158 | 267 | 1,699 |
| 14 Sept | 0.00 | 20 | -4.6 | 18.94 | 2,628 | 46 | 1,719 |
| 17 Aug | 0.00 | 223.45 | 0 | 2.19 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12400 expiring on 30SEP2025
Delta for 12400 PE is -0.02
Historical price for 12400 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 4.45, which was -1.85 lower than the previous day. The implied volatity was 20.76, the open interest changed by 267 which increased total open position to 1699
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 20, which was -4.6 lower than the previous day. The implied volatity was 18.94, the open interest changed by 46 which increased total open position to 1719
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 223.45, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
