MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13000 CE | ||||||||||||||||
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Delta: 0.91
Vega: 3.86
Theta: -4.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 313 | -7.55 | 10.17 | 1,298 | -52 | 1,787 | |||||||||
| 14 Sept | 0.00 | 225.25 | 13.95 | 12.17 | 8,498 | -550 | 2,565 | |||||||||
| 17 Aug | 0.00 | 224.4 | -43.9 | 17.24 | 30 | 12 | 40 | |||||||||
For Nifty Midcap Select - strike price 13000 expiring on 30SEP2025
Delta for 13000 CE is 0.91
Historical price for 13000 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 313, which was -7.55 lower than the previous day. The implied volatity was 10.17, the open interest changed by -52 which decreased total open position to 1787
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 225.25, which was 13.95 higher than the previous day. The implied volatity was 12.17, the open interest changed by -550 which decreased total open position to 2565
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 224.4, which was -43.9 lower than the previous day. The implied volatity was 17.24, the open interest changed by 12 which increased total open position to 40
| MIDCPNIFTY 30SEP2025 13000 PE | |||||||
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Delta: -0.18
Vega: 6.06
Theta: -3.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 33.9 | -6.8 | 14.79 | 18,166 | 980 | 5,406 |
| 14 Sept | 0.00 | 117.05 | -25 | 15.65 | 13,012 | -441 | 4,432 |
| 17 Aug | 0.00 | 410 | -6.35 | 16.43 | 1 | 1 | 0 |
For Nifty Midcap Select - strike price 13000 expiring on 30SEP2025
Delta for 13000 PE is -0.18
Historical price for 13000 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 33.9, which was -6.8 lower than the previous day. The implied volatity was 14.79, the open interest changed by 980 which increased total open position to 5406
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 117.05, which was -25 lower than the previous day. The implied volatity was 15.65, the open interest changed by -441 which decreased total open position to 4432
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 410, which was -6.35 lower than the previous day. The implied volatity was 16.43, the open interest changed by 1 which increased total open position to 0
