MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
| MIDCPNIFTY 28OCT2025 12600 CE | ||||||||||||||||
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Delta: 0.57
Vega: 14.61
Theta: -5.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 262 | -567.9 | 14.58 | 465 | 178 | 173 | |||||||||
| 21 Sept | 0.00 | 829.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 829.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12600 expiring on 28OCT2025
Delta for 12600 CE is 0.57
Historical price for 12600 CE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 262, which was -567.9 lower than the previous day. The implied volatity was 14.58, the open interest changed by 178 which increased total open position to 173
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 829.9, 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 829.9, 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 12600 PE | |||||||
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Delta: -0.44
Vega: 14.67
Theta: -2.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 221.5 | -155.25 | 17.74 | 816 | 272 | 266 |
| 21 Sept | 0.00 | 376.75 | 0 | 4.61 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 376.75 | 0 | 3.48 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12600 expiring on 28OCT2025
Delta for 12600 PE is -0.44
Historical price for 12600 PE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 221.5, which was -155.25 lower than the previous day. The implied volatity was 17.74, the open interest changed by 272 which increased total open position to 266
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 376.75, which was 0 lower than the previous day. The implied volatity was 4.61, 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 376.75, which was 0 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0
