MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12625 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 | 645.5 | 138.95 | - | 1 | -1 | 57 | |||||||||
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| 14 Sept | 0.00 | 506.5 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 1168.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12625 expiring on 30SEP2025
Delta for 12625 CE is -
Historical price for 12625 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 645.5, which was 138.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 57
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 506.5, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 1168.15, 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 30SEP2025 12625 PE | |||||||
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Delta: -0.05
Vega: 2.19
Theta: -1.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 7.8 | -3.3 | 17.99 | 54 | -10 | 92 |
| 14 Sept | 0.00 | 39.4 | -7.45 | 17.67 | 113 | -28 | 168 |
| 17 Aug | 0.00 | 285.8 | 0 | 0.95 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12625 expiring on 30SEP2025
Delta for 12625 PE is -0.05
Historical price for 12625 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 7.8, which was -3.3 lower than the previous day. The implied volatity was 17.99, the open interest changed by -10 which decreased total open position to 92
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 39.4, which was -7.45 lower than the previous day. The implied volatity was 17.67, the open interest changed by -28 which decreased total open position to 168
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 285.8, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
