MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 12975 CE | ||||||||||||||||
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Delta: 0.91
Vega: 3.69
Theta: -5.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 337.75 | -3.95 | 10.75 | 43 | 1 | 115 | |||||||||
| 14 Sept | 0.00 | 243.25 | 16.5 | 12.38 | 131 | -3 | 129 | |||||||||
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| 17 Aug | 0.00 | 27.2 | 0 | 0.97 | 18.571 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 12975 expiring on 30SEP2025
Delta for 12975 CE is 0.91
Historical price for 12975 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 337.75, which was -3.95 lower than the previous day. The implied volatity was 10.75, the open interest changed by 1 which increased total open position to 115
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 243.25, which was 16.5 higher than the previous day. The implied volatity was 12.38, the open interest changed by -3 which decreased total open position to 129
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 27.2, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 12975 PE | |||||||
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Delta: -0.17
Vega: 5.74
Theta: -3.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 31.05 | -5.35 | 15.08 | 307 | 50 | 394 |
| 14 Sept | 0.00 | 110.5 | -22.3 | 15.93 | 599 | -6 | 320 |
| 17 Aug | 0.00 | 406.6 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12975 expiring on 30SEP2025
Delta for 12975 PE is -0.17
Historical price for 12975 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 31.05, which was -5.35 lower than the previous day. The implied volatity was 15.08, the open interest changed by 50 which increased total open position to 394
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 110.5, which was -22.3 lower than the previous day. The implied volatity was 15.93, the open interest changed by -6 which decreased total open position to 320
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 406.6, 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
