MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12950 CE | ||||||||||||||||
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Delta: 0.95
Vega: 2.36
Theta: -4.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 357 | -15.05 | 9.46 | 18 | -12 | 195 | |||||||||
| 14 Sept | 0.00 | 263.95 | 21.3 | 12.74 | 80 | -6 | 218 | |||||||||
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| 17 Aug | 0.00 | 0 | 0 | 0.83 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12950 expiring on 30SEP2025
Delta for 12950 CE is 0.95
Historical price for 12950 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 357, which was -15.05 lower than the previous day. The implied volatity was 9.46, the open interest changed by -12 which decreased total open position to 195
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 263.95, which was 21.3 higher than the previous day. The implied volatity was 12.74, the open interest changed by -6 which decreased total open position to 218
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 0.83, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 12950 PE | |||||||
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Delta: -0.15
Vega: 5.33
Theta: -3.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 26.9 | -6.45 | 15.06 | 1,798 | 239 | 694 |
| 14 Sept | 0.00 | 102.25 | -21.4 | 15.94 | 846 | 0 | 322 |
| 17 Aug | 0.00 | 397.05 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12950 expiring on 30SEP2025
Delta for 12950 PE is -0.15
Historical price for 12950 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 26.9, which was -6.45 lower than the previous day. The implied volatity was 15.06, the open interest changed by 239 which increased total open position to 694
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 102.25, which was -21.4 lower than the previous day. The implied volatity was 15.94, the open interest changed by 0 which decreased total open position to 322
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 397.05, 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
