MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12650 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 | 638.05 | 32.35 | - | 4 | -1 | 178 | |||||||||
| 14 Sept | 0.00 | 505 | 53.1 | 11.82 | 9 | -8 | 187 | |||||||||
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| 17 Aug | 0.00 | 1151.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12650 expiring on 30SEP2025
Delta for 12650 CE is -
Historical price for 12650 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 638.05, which was 32.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 178
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 505, which was 53.1 higher than the previous day. The implied volatity was 11.82, the open interest changed by -8 which decreased total open position to 187
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 1151.25, 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 12650 PE | |||||||
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Delta: -0.05
Vega: 2.36
Theta: -1.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 8.55 | -3.05 | 17.76 | 448 | 77 | 475 |
| 14 Sept | 0.00 | 43 | -7.85 | 17.61 | 294 | 78 | 446 |
| 17 Aug | 0.00 | 293.5 | 0 | 0.86 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12650 expiring on 30SEP2025
Delta for 12650 PE is -0.05
Historical price for 12650 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 8.55, which was -3.05 lower than the previous day. The implied volatity was 17.76, the open interest changed by 77 which increased total open position to 475
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 43, which was -7.85 lower than the previous day. The implied volatity was 17.61, the open interest changed by 78 which increased total open position to 446
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 293.5, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0
