MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12850 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 | 419.15 | -30 | - | 11 | -5 | 198 | |||||||||
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| 14 Sept | 0.00 | 339.65 | 27.45 | 12.96 | 75 | -3 | 260 | |||||||||
| 17 Aug | 0.00 | 0.5 | 0 | 0.27 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12850 expiring on 30SEP2025
Delta for 12850 CE is -
Historical price for 12850 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 419.15, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 198
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 339.65, which was 27.45 higher than the previous day. The implied volatity was 12.96, the open interest changed by -3 which decreased total open position to 260
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 12850 PE | |||||||
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Delta: -0.10
Vega: 4.13
Theta: -2.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 18.3 | -4.35 | 15.99 | 801 | 135 | 862 |
| 14 Sept | 0.00 | 76.65 | -16.25 | 16.44 | 540 | 18 | 614 |
| 17 Aug | 0.00 | 360.2 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12850 expiring on 30SEP2025
Delta for 12850 PE is -0.10
Historical price for 12850 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 18.3, which was -4.35 lower than the previous day. The implied volatity was 15.99, the open interest changed by 135 which increased total open position to 862
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 76.65, which was -16.25 lower than the previous day. The implied volatity was 16.44, the open interest changed by 18 which increased total open position to 614
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 360.2, 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
