MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13100 CE | ||||||||||||||||
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Delta: 0.80
Vega: 6.54
Theta: -6.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 232 | -8.7 | 10.89 | 1,584 | -27 | 1,884 | |||||||||
| 14 Sept | 0.00 | 169 | 10.95 | 12.49 | 20,687 | 1,029 | 3,729 | |||||||||
| 17 Aug | 0.00 | 871.65 | 0 | 1.63 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13100 expiring on 30SEP2025
Delta for 13100 CE is 0.80
Historical price for 13100 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 232, which was -8.7 lower than the previous day. The implied volatity was 10.89, the open interest changed by -27 which decreased total open position to 1884
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 169, which was 10.95 higher than the previous day. The implied volatity was 12.49, the open interest changed by 1029 which increased total open position to 3729
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 871.65, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13100 PE | |||||||
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Delta: -0.27
Vega: 7.56
Theta: -4.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 54.9 | -5.45 | 14.52 | 10,680 | 159 | 3,149 |
| 14 Sept | 0.00 | 159 | -27.7 | 15.63 | 18,796 | 1,082 | 2,553 |
| 17 Aug | 0.00 | 456.7 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13100 expiring on 30SEP2025
Delta for 13100 PE is -0.27
Historical price for 13100 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 54.9, which was -5.45 lower than the previous day. The implied volatity was 14.52, the open interest changed by 159 which increased total open position to 3149
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 159, which was -27.7 lower than the previous day. The implied volatity was 15.63, the open interest changed by 1082 which increased total open position to 2553
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 456.7, 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
