MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13275 CE | ||||||||||||||||
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Delta: 0.55
Vega: 9.12
Theta: -6.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 118 | -7 | 11.24 | 4,093 | 101 | 444 | |||||||||
| 14 Sept | 0.00 | 775.85 | 0 | 1.17 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | 2.49 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13275 expiring on 30SEP2025
Delta for 13275 CE is 0.55
Historical price for 13275 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 118, which was -7 lower than the previous day. The implied volatity was 11.24, the open interest changed by 101 which increased total open position to 444
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 775.85, which was 0 lower than the previous day. The implied volatity was 1.17, 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 2.49, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13275 PE | |||||||
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Delta: -0.46
Vega: 9.14
Theta: -3.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 110.65 | -8.6 | 13.55 | 4,413 | 142 | 338 |
| 14 Sept | 0.00 | 256.8 | -30 | 15.98 | 22 | -2 | 79 |
| 17 Aug | 0.00 | 533.1 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13275 expiring on 30SEP2025
Delta for 13275 PE is -0.46
Historical price for 13275 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 110.65, which was -8.6 lower than the previous day. The implied volatity was 13.55, the open interest changed by 142 which increased total open position to 338
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 256.8, which was -30 lower than the previous day. The implied volatity was 15.98, the open interest changed by -2 which decreased total open position to 79
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 533.1, 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
