MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12550 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 | 740 | 99.1 | - | 4 | 0 | 160 | |||||||||
| 14 Sept | 0.00 | 590 | 58.65 | - | 3 | -2 | 163 | |||||||||
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| 17 Aug | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12550 expiring on 30SEP2025
Delta for 12550 CE is -
Historical price for 12550 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 740, which was 99.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 160
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 590, which was 58.65 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 163
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 12550 PE | |||||||
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Delta: -0.04
Vega: 1.81
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 6.2 | -2.65 | 18.80 | 121 | -11 | 287 |
| 14 Sept | 0.00 | 31.6 | -8.05 | 18.11 | 183 | -19 | 300 |
| 17 Aug | 0.00 | 264.1 | 0 | 1.37 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12550 expiring on 30SEP2025
Delta for 12550 PE is -0.04
Historical price for 12550 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 6.2, which was -2.65 lower than the previous day. The implied volatity was 18.80, the open interest changed by -11 which decreased total open position to 287
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 31.6, which was -8.05 lower than the previous day. The implied volatity was 18.11, the open interest changed by -19 which decreased total open position to 300
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 264.1, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0
