MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12875 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 | 423.15 | 0 | - | 1 | -1 | 157 | |||||||||
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| 14 Sept | 0.00 | 321.55 | 26.95 | 12.97 | 18 | -6 | 186 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | 0.40 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12875 expiring on 30SEP2025
Delta for 12875 CE is -
Historical price for 12875 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 423.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 157
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 321.55, which was 26.95 higher than the previous day. The implied volatity was 12.97, the open interest changed by -6 which decreased total open position to 186
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 0.40, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 12875 PE | |||||||
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Delta: -0.11
Vega: 4.34
Theta: -2.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 19.4 | -6.35 | 15.60 | 161 | -3 | 1,007 |
| 14 Sept | 0.00 | 80 | -18.8 | 16.06 | 354 | -32 | 1,018 |
| 17 Aug | 0.00 | 369.2 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12875 expiring on 30SEP2025
Delta for 12875 PE is -0.11
Historical price for 12875 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 19.4, which was -6.35 lower than the previous day. The implied volatity was 15.60, the open interest changed by -3 which decreased total open position to 1007
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 80, which was -18.8 lower than the previous day. The implied volatity was 16.06, the open interest changed by -32 which decreased total open position to 1018
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 369.2, 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
