MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13375 CE | ||||||||||||||||
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Delta: 0.39
Vega: 8.86
Theta: -5.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 70 | -7.75 | 11.04 | 1,321 | 28 | 275 | |||||||||
| 14 Sept | 0.00 | 59.8 | 5.8 | 12.50 | 543 | 45 | 178 | |||||||||
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| 17 Aug | 0.00 | 0 | 0 | 2.99 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13375 expiring on 30SEP2025
Delta for 13375 CE is 0.39
Historical price for 13375 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 70, which was -7.75 lower than the previous day. The implied volatity was 11.04, the open interest changed by 28 which increased total open position to 275
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 59.8, which was 5.8 higher than the previous day. The implied volatity was 12.50, the open interest changed by 45 which increased total open position to 178
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 2.99, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13375 PE | |||||||
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Delta: -0.58
Vega: 8.98
Theta: -3.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 163.95 | -7.4 | 13.61 | 84 | 33 | 46 |
| 14 Sept | 0.00 | 318.1 | -54.5 | 15.62 | 9 | -1 | 8 |
| 17 Aug | 0.00 | 580.05 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13375 expiring on 30SEP2025
Delta for 13375 PE is -0.58
Historical price for 13375 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 163.95, which was -7.4 lower than the previous day. The implied volatity was 13.61, the open interest changed by 33 which increased total open position to 46
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 318.1, which was -54.5 lower than the previous day. The implied volatity was 15.62, the open interest changed by -1 which decreased total open position to 8
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 580.05, 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
