MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13225 CE | ||||||||||||||||
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Delta: 0.63
Vega: 8.71
Theta: -6.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 143.35 | -9.95 | 10.82 | 6,693 | -168 | 413 | |||||||||
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| 14 Sept | 0.00 | 802.5 | 0 | 0.72 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | 2.23 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13225 expiring on 30SEP2025
Delta for 13225 CE is 0.63
Historical price for 13225 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 143.35, which was -9.95 lower than the previous day. The implied volatity was 10.82, the open interest changed by -168 which decreased total open position to 413
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 802.5, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
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 2.23, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13225 PE | |||||||
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Delta: -0.40
Vega: 8.88
Theta: -4.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 90.7 | -7.7 | 13.77 | 11,476 | -338 | 612 |
| 14 Sept | 0.00 | 223.65 | -30.35 | 15.67 | 103 | 3 | 101 |
| 17 Aug | 0.00 | 510.55 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13225 expiring on 30SEP2025
Delta for 13225 PE is -0.40
Historical price for 13225 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 90.7, which was -7.7 lower than the previous day. The implied volatity was 13.77, the open interest changed by -338 which decreased total open position to 612
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 223.65, which was -30.35 lower than the previous day. The implied volatity was 15.67, the open interest changed by 3 which increased total open position to 101
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 510.55, 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
