MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13300 CE | ||||||||||||||||
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Delta: 0.51
Vega: 9.18
Theta: -6.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 103.35 | -10.7 | 11.04 | 43,476 | 2,385 | 7,081 | |||||||||
| 14 Sept | 0.00 | 81 | 5.7 | 12.41 | 9,524 | 457 | 3,180 | |||||||||
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| 17 Aug | 0.00 | 762.8 | 0 | 2.66 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13300 expiring on 30SEP2025
Delta for 13300 CE is 0.51
Historical price for 13300 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 103.35, which was -10.7 lower than the previous day. The implied volatity was 11.04, the open interest changed by 2385 which increased total open position to 7081
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 81, which was 5.7 higher than the previous day. The implied volatity was 12.41, the open interest changed by 457 which increased total open position to 3180
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 762.8, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13300 PE | |||||||
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Delta: -0.49
Vega: 9.18
Theta: -3.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 123.05 | -6.4 | 13.61 | 14,040 | 859 | 2,076 |
| 14 Sept | 0.00 | 271.4 | -32.05 | 15.90 | 736 | 173 | 322 |
| 17 Aug | 0.00 | 544.6 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13300 expiring on 30SEP2025
Delta for 13300 PE is -0.49
Historical price for 13300 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 123.05, which was -6.4 lower than the previous day. The implied volatity was 13.61, the open interest changed by 859 which increased total open position to 2076
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 271.4, which was -32.05 lower than the previous day. The implied volatity was 15.90, the open interest changed by 173 which increased total open position to 322
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 544.6, 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
