MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
| MIDCPNIFTY 28-OCT-2025 13150 CE | ||||||||||||||||
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Delta: 0.22
Vega: 11.03
Theta: -3.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 70 | -140.85 | 15.22 | 68 | 25 | 55 | |||||||||
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| 21 Sept | 0.00 | 544.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13150 expiring on 28OCT2025
Delta for 13150 CE is 0.22
Historical price for 13150 CE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 70, which was -140.85 lower than the previous day. The implied volatity was 15.22, the open interest changed by 25 which increased total open position to 55
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 544.15, 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
| MIDCPNIFTY 28OCT2025 13150 PE | |||||||
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Delta: -0.84
Vega: 9.03
Theta: 1.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 495 | 187 | 11.91 | 3 | -2 | 1 |
| 21 Sept | 0.00 | 632.9 | 0 | 1.38 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13150 expiring on 28OCT2025
Delta for 13150 PE is -0.84
Historical price for 13150 PE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 495, which was 187 higher than the previous day. The implied volatity was 11.91, the open interest changed by -2 which decreased total open position to 1
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 632.9, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
