MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 7.70
Theta: -6.58
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 198.4 | -6 | 11.44 | 711 | -70 | 572 | |||||||||
| 14 Sept | 0.00 | 142 | 8.9 | 12.44 | 2,148 | -161 | 283 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 0.00 | 843.55 | 0 | 1.84 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13150 expiring on 30SEP2025
Delta for 13150 CE is 0.72
Historical price for 13150 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 198.4, which was -6 lower than the previous day. The implied volatity was 11.44, the open interest changed by -70 which decreased total open position to 572
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 142, which was 8.9 higher than the previous day. The implied volatity was 12.44, the open interest changed by -161 which decreased total open position to 283
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 843.55, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 8.14
Theta: -4.03
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 65.5 | -7.4 | 14.00 | 3,250 | -20 | 652 |
| 14 Sept | 0.00 | 182.2 | -30.9 | 15.53 | 1,643 | 62 | 188 |
| 17 Aug | 0.00 | 477.8 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13150 expiring on 30SEP2025
Delta for 13150 PE is -0.31
Historical price for 13150 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 65.5, which was -7.4 lower than the previous day. The implied volatity was 14.00, the open interest changed by -20 which decreased total open position to 652
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 182.2, which was -30.9 lower than the previous day. The implied volatity was 15.53, the open interest changed by 62 which increased total open position to 188
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 477.8, 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
