MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12800 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 | 501.1 | -3.05 | - | 172 | -19 | 975 | |||||||||
| 14 Sept | 0.00 | 375 | 25.75 | 12.34 | 504 | 47 | 1,337 | |||||||||
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| 17 Aug | 0.00 | 310 | -40.7 | 17.21 | 20 | 6 | 71 | |||||||||
For Nifty Midcap Select - strike price 12800 expiring on 30SEP2025
Delta for 12800 CE is -
Historical price for 12800 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 501.1, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 975
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 375, which was 25.75 higher than the previous day. The implied volatity was 12.34, the open interest changed by 47 which increased total open position to 1337
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 310, which was -40.7 lower than the previous day. The implied volatity was 17.21, the open interest changed by 6 which increased total open position to 71
| MIDCPNIFTY 30SEP2025 12800 PE | |||||||
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Delta: -0.08
Vega: 3.55
Theta: -2.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 14.6 | -4.05 | 16.30 | 8,023 | -568 | 3,790 |
| 14 Sept | 0.00 | 64.15 | -15.05 | 16.46 | 5,672 | 12 | 3,385 |
| 17 Aug | 0.00 | 390 | 33.5 | 21.50 | 15 | 7 | 71 |
For Nifty Midcap Select - strike price 12800 expiring on 30SEP2025
Delta for 12800 PE is -0.08
Historical price for 12800 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 14.6, which was -4.05 lower than the previous day. The implied volatity was 16.30, the open interest changed by -568 which decreased total open position to 3790
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 64.15, which was -15.05 lower than the previous day. The implied volatity was 16.46, the open interest changed by 12 which increased total open position to 3385
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 390, which was 33.5 higher than the previous day. The implied volatity was 21.50, the open interest changed by 7 which increased total open position to 71
