MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
| MIDCPNIFTY 28-OCT-2025 12500 CE | ||||||||||||||||
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Delta: 0.65
Vega: 13.82
Theta: -5.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 312.3 | -183.05 | 13.98 | 547 | 302 | 323 | |||||||||
| 21 Sept | 0.00 | 890.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 890.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12500 expiring on 28OCT2025
Delta for 12500 CE is 0.65
Historical price for 12500 CE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 312.3, which was -183.05 lower than the previous day. The implied volatity was 13.98, the open interest changed by 302 which increased total open position to 323
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 890.45, 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 890.45, 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 12500 PE | |||||||
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Delta: -0.38
Vega: 14.15
Theta: -2.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 177.35 | 76.25 | 17.62 | 2,296 | 564 | 1,415 |
| 21 Sept | 0.00 | 48 | 7.9 | 18.57 | 150 | 99 | 307 |
| 14 Sept | 0.00 | 95 | -27.45 | 19.22 | 41 | 32 | 47 |
For Nifty Midcap Select - strike price 12500 expiring on 28OCT2025
Delta for 12500 PE is -0.38
Historical price for 12500 PE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 177.35, which was 76.25 higher than the previous day. The implied volatity was 17.62, the open interest changed by 564 which increased total open position to 1415
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 48, which was 7.9 higher than the previous day. The implied volatity was 18.57, the open interest changed by 99 which increased total open position to 307
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 95, which was -27.45 lower than the previous day. The implied volatity was 19.22, the open interest changed by 32 which increased total open position to 47
