[--[65.84.65.76]--]
MIDCPNIFTY
Nifty Midcap Select

12599.25 -14.15 (-0.11%)

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Historical option data for MIDCPNIFTY

28 Sep 2025 10:09 PM IST
MIDCPNIFTY 28OCT2025 13200 CE
Delta: 0.19
Vega: 10.22
Theta: -3.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Sept 0.00 58.9 -63.95 15.08 719 44 449
21 Sept 0.00 347.1 24 13.45 196 120 174


For Nifty Midcap Select - strike price 13200 expiring on 28OCT2025

Delta for 13200 CE is 0.19

Historical price for 13200 CE is as follows

On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 58.9, which was -63.95 lower than the previous day. The implied volatity was 15.08, the open interest changed by 44 which increased total open position to 449


On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 347.1, which was 24 higher than the previous day. The implied volatity was 13.45, the open interest changed by 120 which increased total open position to 174


MIDCPNIFTY 28OCT2025 13200 PE
Delta: -0.76
Vega: 11.58
Theta: -0.52
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Sept 0.00 601.7 182.5 18.25 147 -32 123
21 Sept 0.00 215.15 15.95 17.86 313 188 206


For Nifty Midcap Select - strike price 13200 expiring on 28OCT2025

Delta for 13200 PE is -0.76

Historical price for 13200 PE is as follows

On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 601.7, which was 182.5 higher than the previous day. The implied volatity was 18.25, the open interest changed by -32 which decreased total open position to 123


On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 215.15, which was 15.95 higher than the previous day. The implied volatity was 17.86, the open interest changed by 188 which increased total open position to 206