MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12750 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 550 | 12.45 | - | 16 | 1 | 121 | |||||||||
| 14 Sept | 0.00 | 415 | 41.25 | 11.98 | 11 | -4 | 136 | |||||||||
| 17 Aug | 0.00 | 1085.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12750 expiring on 30SEP2025
Delta for 12750 CE is -
Historical price for 12750 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 550, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 121
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 415, which was 41.25 higher than the previous day. The implied volatity was 11.98, the open interest changed by -4 which decreased total open position to 136
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 1085.05, 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 12750 PE | |||||||
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Delta: -0.07
Vega: 2.98
Theta: -1.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 11.2 | -4.65 | 16.46 | 506 | -183 | 347 |
| 14 Sept | 0.00 | 57.45 | -10.55 | 17.00 | 611 | -116 | 264 |
| 17 Aug | 0.00 | 0 | 0 | 0.33 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12750 expiring on 30SEP2025
Delta for 12750 PE is -0.07
Historical price for 12750 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 11.2, which was -4.65 lower than the previous day. The implied volatity was 16.46, the open interest changed by -183 which decreased total open position to 347
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 57.45, which was -10.55 lower than the previous day. The implied volatity was 17.00, the open interest changed by -116 which decreased total open position to 264
On 17 Aug 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 0.33, the open interest changed by 0 which decreased total open position to 0
