MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13325 CE | ||||||||||||||||
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Delta: 0.47
Vega: 9.16
Theta: -6.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 92 | -5.95 | 11.11 | 1,562 | 136 | 199 | |||||||||
| 14 Sept | 0.00 | 195 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 195 | -554.85 | 0.00 | 1 | 0 | 1 | |||||||||
For Nifty Midcap Select - strike price 13325 expiring on 30SEP2025
Delta for 13325 CE is 0.47
Historical price for 13325 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 92, which was -5.95 lower than the previous day. The implied volatity was 11.11, the open interest changed by 136 which increased total open position to 199
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 195, which was 0 lower than the previous day. The implied volatity was 0.00, 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 195, which was -554.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
| MIDCPNIFTY 30SEP2025 13325 PE | |||||||
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Delta: -0.52
Vega: 9.17
Theta: -3.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 138.35 | -5.6 | 13.87 | 672 | 15 | 100 |
| 14 Sept | 0.00 | 283.6 | -35.35 | 15.54 | 37 | -4 | 75 |
| 17 Aug | 0.00 | 556.3 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13325 expiring on 30SEP2025
Delta for 13325 PE is -0.52
Historical price for 13325 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 138.35, which was -5.6 lower than the previous day. The implied volatity was 13.87, the open interest changed by 15 which increased total open position to 100
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 283.6, which was -35.35 lower than the previous day. The implied volatity was 15.54, the open interest changed by -4 which decreased total open position to 75
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 556.3, 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
