MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13075 CE | ||||||||||||||||
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Delta: 0.82
Vega: 5.99
Theta: -5.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 252.15 | -0.6 | 10.90 | 73 | -6 | 278 | |||||||||
| 14 Sept | 0.00 | 183 | 11.55 | 12.56 | 6,271 | 289 | 791 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | 1.45 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13075 expiring on 30SEP2025
Delta for 13075 CE is 0.82
Historical price for 13075 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 252.15, which was -0.6 lower than the previous day. The implied volatity was 10.90, the open interest changed by -6 which decreased total open position to 278
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 183, which was 11.55 higher than the previous day. The implied volatity was 12.56, the open interest changed by 289 which increased total open position to 791
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 1.45, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13075 PE | |||||||
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Delta: -0.24
Vega: 7.19
Theta: -3.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 48.5 | -5.95 | 14.55 | 759 | 18 | 393 |
| 14 Sept | 0.00 | 147.65 | -26.15 | 15.63 | 6,116 | 449 | 700 |
| 17 Aug | 0.00 | 446.4 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13075 expiring on 30SEP2025
Delta for 13075 PE is -0.24
Historical price for 13075 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 48.5, which was -5.95 lower than the previous day. The implied volatity was 14.55, the open interest changed by 18 which increased total open position to 393
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 147.65, which was -26.15 lower than the previous day. The implied volatity was 15.63, the open interest changed by 449 which increased total open position to 700
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 446.4, 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
