MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 0.00 | 597.15 | 9.6 | - | 162 | -106 | 609 | |||||||||
| 14 Sept | 0.00 | 459.85 | 27.2 | 11.91 | 144 | 16 | 875 | |||||||||
| 17 Aug | 0.00 | 1117.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12700 expiring on 30SEP2025
Delta for 12700 CE is -
Historical price for 12700 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 597.15, which was 9.6 higher than the previous day. The implied volatity was -, the open interest changed by -106 which decreased total open position to 609
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 459.85, which was 27.2 higher than the previous day. The implied volatity was 11.91, the open interest changed by 16 which increased total open position to 875
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 1117.9, 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 12700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 2.68
Theta: -1.88
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 10 | -3.7 | 17.21 | 5,955 | 20 | 3,863 |
| 14 Sept | 0.00 | 47.15 | -13.05 | 16.97 | 7,356 | 1,247 | 3,903 |
| 17 Aug | 0.00 | 309.35 | 0 | 0.62 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12700 expiring on 30SEP2025
Delta for 12700 PE is -0.06
Historical price for 12700 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 10, which was -3.7 lower than the previous day. The implied volatity was 17.21, the open interest changed by 20 which increased total open position to 3863
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 47.15, which was -13.05 lower than the previous day. The implied volatity was 16.97, the open interest changed by 1247 which increased total open position to 3903
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 309.35, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0
