MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12600 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 | 689.05 | 25.4 | - | 47 | -37 | 609 | |||||||||
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| 14 Sept | 0.00 | 539.8 | 27.1 | - | 13 | -4 | 735 | |||||||||
| 17 Aug | 0.00 | 1185.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12600 expiring on 30SEP2025
Delta for 12600 CE is -
Historical price for 12600 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 689.05, which was 25.4 higher than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 609
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 539.8, which was 27.1 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 735
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 1185.2, 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 12600 PE | |||||||
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Delta: -0.04
Vega: 2.07
Theta: -1.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 7.3 | -2.8 | 18.29 | 3,925 | -314 | 2,451 |
| 14 Sept | 0.00 | 34.65 | -8.2 | 17.51 | 4,714 | -355 | 2,727 |
| 17 Aug | 0.00 | 278.25 | 0 | 1.09 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12600 expiring on 30SEP2025
Delta for 12600 PE is -0.04
Historical price for 12600 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 7.3, which was -2.8 lower than the previous day. The implied volatity was 18.29, the open interest changed by -314 which decreased total open position to 2451
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 34.65, which was -8.2 lower than the previous day. The implied volatity was 17.51, the open interest changed by -355 which decreased total open position to 2727
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 278.25, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
