MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 0.00 | 567.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 567.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12450 expiring on 30SEP2025
Delta for 12450 CE is 0.00
Historical price for 12450 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 567.2, 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 567.2, 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 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 12450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 1.42
Theta: -1.19
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 4.7 | -3.75 | 19.94 | 105 | 23 | 172 |
| 14 Sept | 0.00 | 21.6 | -5.9 | 18.30 | 85 | 23 | 117 |
| 17 Aug | 0.00 | 236.5 | 0 | 1.92 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12450 expiring on 30SEP2025
Delta for 12450 PE is -0.03
Historical price for 12450 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 4.7, which was -3.75 lower than the previous day. The implied volatity was 19.94, the open interest changed by 23 which increased total open position to 172
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 21.6, which was -5.9 lower than the previous day. The implied volatity was 18.30, the open interest changed by 23 which increased total open position to 117
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 236.5, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
