MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13025 CE | ||||||||||||||||
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Delta: 0.91
Vega: 3.83
Theta: -4.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 287 | -10.85 | 9.27 | 45 | 9 | 200 | |||||||||
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| 14 Sept | 0.00 | 211 | 14.15 | 12.40 | 1,062 | -322 | 409 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | 1.18 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13025 expiring on 30SEP2025
Delta for 13025 CE is 0.91
Historical price for 13025 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 287, which was -10.85 lower than the previous day. The implied volatity was 9.27, the open interest changed by 9 which increased total open position to 200
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 211, which was 14.15 higher than the previous day. The implied volatity was 12.40, the open interest changed by -322 which decreased total open position to 409
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 1.18, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13025 PE | |||||||
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Delta: -0.20
Vega: 6.42
Theta: -3.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 37.8 | -6.75 | 14.64 | 1,210 | 80 | 410 |
| 14 Sept | 0.00 | 127.4 | -24.75 | 15.70 | 1,476 | -93 | 325 |
| 17 Aug | 0.00 | 426.2 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13025 expiring on 30SEP2025
Delta for 13025 PE is -0.20
Historical price for 13025 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 37.8, which was -6.75 lower than the previous day. The implied volatity was 14.64, the open interest changed by 80 which increased total open position to 410
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 127.4, which was -24.75 lower than the previous day. The implied volatity was 15.70, the open interest changed by -93 which decreased total open position to 325
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 426.2, 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
