MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13125 CE | ||||||||||||||||
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Delta: 0.76
Vega: 7.21
Theta: -6.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 216.45 | -5.4 | 11.38 | 68 | -7 | 228 | |||||||||
| 14 Sept | 0.00 | 154.05 | 9.45 | 12.34 | 2,917 | 131 | 272 | |||||||||
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| 17 Aug | 0.00 | 0 | 0 | 1.71 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13125 expiring on 30SEP2025
Delta for 13125 CE is 0.76
Historical price for 13125 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 216.45, which was -5.4 lower than the previous day. The implied volatity was 11.38, the open interest changed by -7 which decreased total open position to 228
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 154.05, which was 9.45 higher than the previous day. The implied volatity was 12.34, the open interest changed by 131 which increased total open position to 272
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 1.71, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13125 PE | |||||||
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Delta: -0.29
Vega: 7.87
Theta: -4.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 60.45 | -5.9 | 14.31 | 1,726 | 367 | 799 |
| 14 Sept | 0.00 | 171.05 | -28 | 15.69 | 1,993 | 50 | 182 |
| 17 Aug | 0.00 | 467.15 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13125 expiring on 30SEP2025
Delta for 13125 PE is -0.29
Historical price for 13125 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 60.45, which was -5.9 lower than the previous day. The implied volatity was 14.31, the open interest changed by 367 which increased total open position to 799
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 171.05, which was -28 lower than the previous day. The implied volatity was 15.69, the open interest changed by 50 which increased total open position to 182
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 467.15, 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
