MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13200 CE | ||||||||||||||||
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Delta: 0.66
Vega: 8.43
Theta: -6.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 162 | -7.85 | 11.14 | 13,063 | -142 | 3,906 | |||||||||
| 14 Sept | 0.00 | 119.9 | 8.45 | 12.47 | 8,768 | -71 | 2,723 | |||||||||
| 17 Aug | 0.00 | 816 | 0 | 2.15 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13200 expiring on 30SEP2025
Delta for 13200 CE is 0.66
Historical price for 13200 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 162, which was -7.85 lower than the previous day. The implied volatity was 11.14, the open interest changed by -142 which decreased total open position to 3906
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 119.9, which was 8.45 higher than the previous day. The implied volatity was 12.47, the open interest changed by -71 which decreased total open position to 2723
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 816, which was 0 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13200 PE | |||||||
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Delta: -0.37
Vega: 8.68
Theta: -4.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 81.95 | -6.75 | 13.89 | 26,522 | 48 | 5,023 |
| 14 Sept | 0.00 | 210 | -31 | 15.64 | 2,218 | 133 | 612 |
| 17 Aug | 0.00 | 499.45 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13200 expiring on 30SEP2025
Delta for 13200 PE is -0.37
Historical price for 13200 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 81.95, which was -6.75 lower than the previous day. The implied volatity was 13.89, the open interest changed by 48 which increased total open position to 5023
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 210, which was -31 lower than the previous day. The implied volatity was 15.64, the open interest changed by 133 which increased total open position to 612
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 499.45, 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
