MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
| MIDCPNIFTY 28-OCT-2025 12550 CE | ||||||||||||||||
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Delta: 0.61
Vega: 14.31
Theta: -5.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 290.35 | -569.5 | 14.58 | 5 | 2 | 2 | |||||||||
| 21 Sept | 0.00 | 859.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 859.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12550 expiring on 28OCT2025
Delta for 12550 CE is 0.61
Historical price for 12550 CE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 290.35, which was -569.5 lower than the previous day. The implied volatity was 14.58, the open interest changed by 2 which increased total open position to 2
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 859.85, 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 859.85, 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 12550 PE | |||||||
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Delta: -0.41
Vega: 14.46
Theta: -2.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 201 | 101 | 17.84 | 99 | 20 | 21 |
| 21 Sept | 0.00 | 357.45 | 0 | 4.79 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 357.45 | 0 | 3.71 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12550 expiring on 28OCT2025
Delta for 12550 PE is -0.41
Historical price for 12550 PE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 201, which was 101 higher than the previous day. The implied volatity was 17.84, the open interest changed by 20 which increased total open position to 21
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 357.45, which was 0 lower than the previous day. The implied volatity was 4.79, 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 357.45, which was 0 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0
