MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13350 CE | ||||||||||||||||
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Delta: 0.43
Vega: 9.05
Theta: -6.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 78.8 | -11.2 | 10.90 | 2,776 | 192 | 349 | |||||||||
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| 14 Sept | 0.00 | 737.05 | 0 | 1.73 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | 2.86 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13350 expiring on 30SEP2025
Delta for 13350 CE is 0.43
Historical price for 13350 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 78.8, which was -11.2 lower than the previous day. The implied volatity was 10.90, the open interest changed by 192 which increased total open position to 349
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 737.05, which was 0 lower than the previous day. The implied volatity was 1.73, 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 2.86, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13350 PE | |||||||
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Delta: -0.55
Vega: 9.10
Theta: -3.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 149.7 | -6.55 | 13.62 | 365 | 10 | 89 |
| 14 Sept | 0.00 | 303.7 | -34.65 | 15.87 | 30 | -10 | 74 |
| 17 Aug | 0.00 | 568.1 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13350 expiring on 30SEP2025
Delta for 13350 PE is -0.55
Historical price for 13350 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 149.7, which was -6.55 lower than the previous day. The implied volatity was 13.62, the open interest changed by 10 which increased total open position to 89
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 303.7, which was -34.65 lower than the previous day. The implied volatity was 15.87, the open interest changed by -10 which decreased total open position to 74
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 568.1, 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
