MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12925 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 | 375.05 | -5.8 | - | 3 | 2 | 295 | |||||||||
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| 14 Sept | 0.00 | 284.7 | 23 | 12.97 | 18 | -5 | 303 | |||||||||
| 17 Aug | 0.00 | 38.65 | 0 | 0.69 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12925 expiring on 30SEP2025
Delta for 12925 CE is -
Historical price for 12925 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 375.05, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 295
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 284.7, which was 23 higher than the previous day. The implied volatity was 12.97, the open interest changed by -5 which decreased total open position to 303
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 38.65, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 12925 PE | |||||||
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Delta: -0.13
Vega: 4.99
Theta: -2.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 24.15 | -6.3 | 15.24 | 933 | 88 | 247 |
| 14 Sept | 0.00 | 94.65 | -20.5 | 16.05 | 582 | -10 | 151 |
| 17 Aug | 0.00 | 387.6 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12925 expiring on 30SEP2025
Delta for 12925 PE is -0.13
Historical price for 12925 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 24.15, which was -6.3 lower than the previous day. The implied volatity was 15.24, the open interest changed by 88 which increased total open position to 247
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 94.65, which was -20.5 lower than the previous day. The implied volatity was 16.05, the open interest changed by -10 which decreased total open position to 151
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 387.6, 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
