MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13175 CE | ||||||||||||||||
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Delta: 0.69
Vega: 8.11
Theta: -6.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 181.25 | -4.75 | 11.45 | 462 | -38 | 241 | |||||||||
| 14 Sept | 0.00 | 130.8 | 9.05 | 12.49 | 1,003 | -24 | 126 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | 1.97 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13175 expiring on 30SEP2025
Delta for 13175 CE is 0.69
Historical price for 13175 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 181.25, which was -4.75 lower than the previous day. The implied volatity was 11.45, the open interest changed by -38 which decreased total open position to 241
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 130.8, which was 9.05 higher than the previous day. The implied volatity was 12.49, the open interest changed by -24 which decreased total open position to 126
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 1.97, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13175 PE | |||||||
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Delta: -0.34
Vega: 8.44
Theta: -4.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 74 | -6.95 | 14.02 | 2,076 | -61 | 418 |
| 14 Sept | 0.00 | 199.85 | -23.75 | 15.99 | 212 | 20 | 77 |
| 17 Aug | 0.00 | 488.55 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13175 expiring on 30SEP2025
Delta for 13175 PE is -0.34
Historical price for 13175 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 74, which was -6.95 lower than the previous day. The implied volatity was 14.02, the open interest changed by -61 which decreased total open position to 418
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 199.85, which was -23.75 lower than the previous day. The implied volatity was 15.99, the open interest changed by 20 which increased total open position to 77
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 488.55, 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
