MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
MIDCPNIFTY 28OCT2025 13200 CE | ||||||||||||||||
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Delta: 0.19
Vega: 10.22
Theta: -3.06
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
28 Sept | 0.00 | 58.9 | -63.95 | 15.08 | 719 | 44 | 449 | |||||||||
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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 | |||||||
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Delta: -0.76
Vega: 11.58
Theta: -0.52
Gamma: 0.00
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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