MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
| MIDCPNIFTY 28OCT2025 13400 CE | ||||||||||||||||
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Delta: 0.12
Vega: 7.24
Theta: -2.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 31.05 | -40.55 | 15.11 | 488 | 79 | 280 | |||||||||
| 21 Sept | 0.00 | 235 | 40 | 13.41 | 81 | 54 | 60 | |||||||||
For Nifty Midcap Select - strike price 13400 expiring on 28OCT2025
Delta for 13400 CE is 0.12
Historical price for 13400 CE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 31.05, which was -40.55 lower than the previous day. The implied volatity was 15.11, the open interest changed by 79 which increased total open position to 280
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 235, which was 40 higher than the previous day. The implied volatity was 13.41, the open interest changed by 54 which increased total open position to 60
| MIDCPNIFTY 28OCT2025 13400 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 659 | -116.6 | - | 2 | 2 | 1 |
| 21 Sept | 0.00 | 775.6 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13400 expiring on 28OCT2025
Delta for 13400 PE is -
Historical price for 13400 PE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 659, which was -116.6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 1
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 775.6, 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
