MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
MIDCPNIFTY 28-OCT-2025 13300 CE | ||||||||||||||||
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Delta: 0.15
Vega: 8.73
Theta: -2.57
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
28 Sept | 0.00 | 43.25 | -50.95 | 15.11 | 594 | 170 | 414 | |||||||||
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21 Sept | 0.00 | 290 | -190.05 | 13.57 | 40 | 23 | 23 |
For Nifty Midcap Select - strike price 13300 expiring on 28OCT2025
Delta for 13300 CE is 0.15
Historical price for 13300 CE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 43.25, which was -50.95 lower than the previous day. The implied volatity was 15.11, the open interest changed by 170 which increased total open position to 414
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 290, which was -190.05 lower than the previous day. The implied volatity was 13.57, the open interest changed by 23 which increased total open position to 23
MIDCPNIFTY 28OCT2025 13300 PE | |||||||
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Delta: -0.79
Vega: 10.76
Theta: -0.31
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
28 Sept | 0.00 | 690 | 195.85 | 19.14 | 37 | -2 | 61 |
21 Sept | 0.00 | 265.1 | -451.5 | 18.28 | 31 | 24 | 24 |
For Nifty Midcap Select - strike price 13300 expiring on 28OCT2025
Delta for 13300 PE is -0.79
Historical price for 13300 PE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 690, which was 195.85 higher than the previous day. The implied volatity was 19.14, the open interest changed by -2 which decreased total open position to 61
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 265.1, which was -451.5 lower than the previous day. The implied volatity was 18.28, the open interest changed by 24 which increased total open position to 24