MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12900 CE | ||||||||||||||||
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Delta: 0.96
Vega: 2.16
Theta: -4.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 407.1 | -2.4 | 10.49 | 139 | -37 | 1,094 | |||||||||
| 14 Sept | 0.00 | 291.6 | 14.25 | 11.73 | 699 | -140 | 1,389 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | 0.55 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12900 expiring on 30SEP2025
Delta for 12900 CE is 0.96
Historical price for 12900 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 407.1, which was -2.4 lower than the previous day. The implied volatity was 10.49, the open interest changed by -37 which decreased total open position to 1094
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 291.6, which was 14.25 higher than the previous day. The implied volatity was 11.73, the open interest changed by -140 which decreased total open position to 1389
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 0.55, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 12900 PE | |||||||
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Delta: -0.12
Vega: 4.60
Theta: -2.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 20.95 | -6.4 | 15.26 | 8,660 | -550 | 3,547 |
| 14 Sept | 0.00 | 88.6 | -18.3 | 16.22 | 4,086 | 170 | 2,147 |
| 17 Aug | 0.00 | 378.35 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12900 expiring on 30SEP2025
Delta for 12900 PE is -0.12
Historical price for 12900 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 20.95, which was -6.4 lower than the previous day. The implied volatity was 15.26, the open interest changed by -550 which decreased total open position to 3547
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 88.6, which was -18.3 lower than the previous day. The implied volatity was 16.22, the open interest changed by 170 which increased total open position to 2147
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 378.35, 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
