MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
| MIDCPNIFTY 28OCT2025 12700 CE | ||||||||||||||||
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Delta: 0.50
Vega: 14.86
Theta: -5.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 215 | -556.95 | 14.90 | 1,182 | 403 | 402 | |||||||||
| 21 Sept | 0.00 | 771.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 771.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12700 expiring on 28OCT2025
Delta for 12700 CE is 0.50
Historical price for 12700 CE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 215, which was -556.95 lower than the previous day. The implied volatity was 14.90, the open interest changed by 403 which increased total open position to 402
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 771.95, 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 771.95, 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 12700 PE | |||||||
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Delta: -0.50
Vega: 14.86
Theta: -2.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 271.7 | 102.65 | 17.86 | 1,029 | 192 | 208 |
| 21 Sept | 0.00 | 250 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 250 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12700 expiring on 28OCT2025
Delta for 12700 PE is -0.50
Historical price for 12700 PE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 271.7, which was 102.65 higher than the previous day. The implied volatity was 17.86, the open interest changed by 192 which increased total open position to 208
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 250, 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 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 250, 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
