MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13250 CE | ||||||||||||||||
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Delta: 0.59
Vega: 8.96
Theta: -6.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 129.7 | -9.05 | 10.97 | 13,302 | 603 | 1,342 | |||||||||
| 14 Sept | 0.00 | 98.1 | 5.8 | 12.39 | 1,577 | 29 | 262 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | 2.36 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13250 expiring on 30SEP2025
Delta for 13250 CE is 0.59
Historical price for 13250 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 129.7, which was -9.05 lower than the previous day. The implied volatity was 10.97, the open interest changed by 603 which increased total open position to 1342
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 98.1, which was 5.8 higher than the previous day. The implied volatity was 12.39, the open interest changed by 29 which increased total open position to 262
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 2.36, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13250 PE | |||||||
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Delta: -0.43
Vega: 9.04
Theta: -4.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 101.45 | -6 | 13.80 | 17,760 | 1,001 | 1,762 |
| 14 Sept | 0.00 | 238.9 | -28.85 | 15.73 | 42 | 8 | 37 |
| 17 Aug | 0.00 | 521.75 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13250 expiring on 30SEP2025
Delta for 13250 PE is -0.43
Historical price for 13250 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 101.45, which was -6 lower than the previous day. The implied volatity was 13.80, the open interest changed by 1001 which increased total open position to 1762
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 238.9, which was -28.85 lower than the previous day. The implied volatity was 15.73, the open interest changed by 8 which increased total open position to 37
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 521.75, 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
