MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13050 CE | ||||||||||||||||
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Delta: 0.85
Vega: 5.25
Theta: -5.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 271.45 | -5.9 | 10.59 | 127 | -9 | 301 | |||||||||
| 14 Sept | 0.00 | 195.2 | 11.1 | 12.28 | 4,298 | -600 | 1,062 | |||||||||
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| 17 Aug | 0.00 | 0 | 0 | 1.32 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13050 expiring on 30SEP2025
Delta for 13050 CE is 0.85
Historical price for 13050 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 271.45, which was -5.9 lower than the previous day. The implied volatity was 10.59, the open interest changed by -9 which decreased total open position to 301
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 195.2, which was 11.1 higher than the previous day. The implied volatity was 12.28, the open interest changed by -600 which decreased total open position to 1062
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 1.32, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13050 PE | |||||||
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Delta: -0.22
Vega: 6.82
Theta: -3.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 43 | -5.9 | 14.60 | 1,402 | 121 | 662 |
| 14 Sept | 0.00 | 139 | -24.55 | 15.82 | 4,484 | -18 | 614 |
| 17 Aug | 0.00 | 436.2 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13050 expiring on 30SEP2025
Delta for 13050 PE is -0.22
Historical price for 13050 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 43, which was -5.9 lower than the previous day. The implied volatity was 14.60, the open interest changed by 121 which increased total open position to 662
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 139, which was -24.55 lower than the previous day. The implied volatity was 15.82, the open interest changed by -18 which decreased total open position to 614
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 436.2, 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
