MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
| MIDCPNIFTY 28OCT2025 12650 CE | ||||||||||||||||
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Delta: 0.54
Vega: 14.80
Theta: -5.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 239.5 | -561.1 | 14.86 | 6 | 3 | 4 | |||||||||
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| 21 Sept | 0.00 | 800.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 800.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12650 expiring on 28OCT2025
Delta for 12650 CE is 0.54
Historical price for 12650 CE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 239.5, which was -561.1 lower than the previous day. The implied volatity was 14.86, the open interest changed by 3 which increased total open position to 4
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 800.6, 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 800.6, 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 12650 PE | |||||||
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Delta: -0.00
Vega: 0.04
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 396.7 | 0 | 0.29 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 396.7 | 0 | 4.23 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 0 | 0 | 3.18 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12650 expiring on 28OCT2025
Delta for 12650 PE is -0.00
Historical price for 12650 PE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 396.7, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 396.7, which was 0 lower than the previous day. The implied volatity was 4.23, 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 0, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
