MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
| MIDCPNIFTY 28-OCT-2025 13100 CE | ||||||||||||||||
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Delta: 0.24
Vega: 11.70
Theta: -3.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 80 | -80.75 | 15.14 | 682 | 146 | 319 | |||||||||
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| 21 Sept | 0.00 | 400 | 10 | 12.60 | 7 | 0 | 26 | |||||||||
For Nifty Midcap Select - strike price 13100 expiring on 28OCT2025
Delta for 13100 CE is 0.24
Historical price for 13100 CE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 80, which was -80.75 lower than the previous day. The implied volatity was 15.14, the open interest changed by 146 which increased total open position to 319
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 400, which was 10 higher than the previous day. The implied volatity was 12.60, the open interest changed by 0 which decreased total open position to 26
| MIDCPNIFTY 28OCT2025 13100 PE | |||||||
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Delta: -0.74
Vega: 11.98
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 498.7 | 146.5 | 15.94 | 77 | -5 | 94 |
| 21 Sept | 0.00 | 179 | 14 | 17.96 | 23 | 1 | 21 |
For Nifty Midcap Select - strike price 13100 expiring on 28OCT2025
Delta for 13100 PE is -0.74
Historical price for 13100 PE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 498.7, which was 146.5 higher than the previous day. The implied volatity was 15.94, the open interest changed by -5 which decreased total open position to 94
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 179, which was 14 higher than the previous day. The implied volatity was 17.96, the open interest changed by 1 which increased total open position to 21
