MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
| MIDCPNIFTY 28-OCT-2025 12625 CE | ||||||||||||||||
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Delta: 0.55
Vega: 14.73
Theta: -5.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 260.8 | -554.35 | 15.42 | 2 | 2 | 0 | |||||||||
| 21 Sept | 0.00 | 815.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 815.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12625 expiring on 28OCT2025
Delta for 12625 CE is 0.55
Historical price for 12625 CE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 260.8, which was -554.35 lower than the previous day. The implied volatity was 15.42, the open interest changed by 2 which increased total open position to 0
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 815.15, 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 815.15, 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 12625 PE | |||||||
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Delta: -0.45
Vega: 14.74
Theta: -2.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 207.75 | -178.9 | 16.01 | 6 | 2 | 2 |
| 21 Sept | 0.00 | 386.65 | 0 | 4.37 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 386.65 | 0 | 3.31 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12625 expiring on 28OCT2025
Delta for 12625 PE is -0.45
Historical price for 12625 PE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 207.75, which was -178.9 lower than the previous day. The implied volatity was 16.01, 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 386.65, which was 0 lower than the previous day. The implied volatity was 4.37, 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 386.65, which was 0 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0
