MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12675 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 | 618.7 | 101.7 | - | 2 | -2 | 60 | |||||||||
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| 14 Sept | 0.00 | 428 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 1134.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12675 expiring on 30SEP2025
Delta for 12675 CE is -
Historical price for 12675 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 618.7, which was 101.7 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 60
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 428, which was 0 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 1134.5, 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 12675 PE | |||||||
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Delta: -0.05
Vega: 2.23
Theta: -1.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 7.4 | -3.5 | 16.71 | 37 | 4 | 148 |
| 14 Sept | 0.00 | 44.35 | -9.4 | 17.20 | 62 | -8 | 144 |
| 17 Aug | 0.00 | 301.35 | 0 | 0.72 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12675 expiring on 30SEP2025
Delta for 12675 PE is -0.05
Historical price for 12675 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 7.4, which was -3.5 lower than the previous day. The implied volatity was 16.71, the open interest changed by 4 which increased total open position to 148
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 44.35, which was -9.4 lower than the previous day. The implied volatity was 17.20, the open interest changed by -8 which decreased total open position to 144
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 301.35, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
