MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12775 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 490 | 5.2 | - | 3 | -1 | 75 | |||||||||
| 14 Sept | 0.00 | 400 | 38.15 | 12.95 | 1 | -1 | 76 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12775 expiring on 30SEP2025
Delta for 12775 CE is -
Historical price for 12775 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 490, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 75
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 400, which was 38.15 higher than the previous day. The implied volatity was 12.95, the open interest changed by -1 which decreased total open position to 76
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 -, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 12775 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 2.97
Theta: -1.88
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 10.65 | -6.65 | 15.70 | 87 | 3 | 145 |
| 14 Sept | 0.00 | 58 | -15.8 | 16.41 | 41 | 9 | 166 |
| 17 Aug | 0.00 | 0 | 0 | 0.20 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12775 expiring on 30SEP2025
Delta for 12775 PE is -0.07
Historical price for 12775 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 10.65, which was -6.65 lower than the previous day. The implied volatity was 15.70, the open interest changed by 3 which increased total open position to 145
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 58, which was -15.8 lower than the previous day. The implied volatity was 16.41, the open interest changed by 9 which increased total open position to 166
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 0.20, the open interest changed by 0 which decreased total open position to 0
