MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
| MIDCPNIFTY 28OCT2025 12900 CE | ||||||||||||||||
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Delta: 0.36
Vega: 13.92
Theta: -4.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 130 | -118.2 | 14.65 | 1,077 | 352 | 480 | |||||||||
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| 21 Sept | 0.00 | 664.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 664.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12900 expiring on 28OCT2025
Delta for 12900 CE is 0.36
Historical price for 12900 CE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 130, which was -118.2 lower than the previous day. The implied volatity was 14.65, the open interest changed by 352 which increased total open position to 480
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 664.1, 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
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 664.1, 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 28OCT2025 12900 PE | |||||||
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Delta: -0.61
Vega: 14.29
Theta: -1.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 392 | 143.6 | 18.29 | 202 | 21 | 140 |
| 21 Sept | 0.00 | 506.55 | 0 | 2.91 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 506.55 | 0 | 1.87 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12900 expiring on 28OCT2025
Delta for 12900 PE is -0.61
Historical price for 12900 PE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 392, which was 143.6 higher than the previous day. The implied volatity was 18.29, the open interest changed by 21 which increased total open position to 140
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 506.55, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 506.55, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
