MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 785.55 | -4.6 | - | 72 | -53 | 643 | |||||||||
| 14 Sept | 0.00 | 636.95 | 39.55 | - | 170 | 1 | 788 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12500 expiring on 30SEP2025
Delta for 12500 CE is -
Historical price for 12500 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 785.55, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by -53 which decreased total open position to 643
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 636.95, which was 39.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 788
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 12500 PE | |||||||
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Delta: -0.03
Vega: 1.70
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 6 | -1.95 | 19.74 | 7,346 | 653 | 5,699 |
| 14 Sept | 0.00 | 26.3 | -6.55 | 18.22 | 5,645 | -420 | 4,761 |
| 17 Aug | 0.00 | 250 | -0.05 | 21.19 | 1 | 1 | 0 |
For Nifty Midcap Select - strike price 12500 expiring on 30SEP2025
Delta for 12500 PE is -0.03
Historical price for 12500 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 6, which was -1.95 lower than the previous day. The implied volatity was 19.74, the open interest changed by 653 which increased total open position to 5699
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 26.3, which was -6.55 lower than the previous day. The implied volatity was 18.22, the open interest changed by -420 which decreased total open position to 4761
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 250, which was -0.05 lower than the previous day. The implied volatity was 21.19, the open interest changed by 1 which increased total open position to 0
