MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
| MIDCPNIFTY 28-OCT-2025 13050 CE | ||||||||||||||||
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Delta: 0.25
Vega: 11.84
Theta: -3.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 74.6 | -102.6 | 13.70 | 35 | 13 | 37 | |||||||||
| 21 Sept | 0.00 | 590.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13050 expiring on 28OCT2025
Delta for 13050 CE is 0.25
Historical price for 13050 CE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 74.6, which was -102.6 lower than the previous day. The implied volatity was 13.70, the open interest changed by 13 which increased total open position to 37
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 590.15, 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
| MIDCPNIFTY 28OCT2025 13050 PE | |||||||
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Delta: -0.74
Vega: 12.04
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 440 | 205.75 | 14.21 | 3 | -1 | 4 |
| 21 Sept | 0.00 | 580.35 | 0 | 2.05 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13050 expiring on 28OCT2025
Delta for 13050 PE is -0.74
Historical price for 13050 PE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 440, which was 205.75 higher than the previous day. The implied volatity was 14.21, the open interest changed by -1 which decreased total open position to 4
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 580.35, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
