MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13400 CE | ||||||||||||||||
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Delta: 0.35
Vega: 8.57
Theta: -5.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 59.35 | -8.5 | 10.87 | 12,747 | 450 | 4,159 | |||||||||
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| 14 Sept | 0.00 | 50.85 | 2.75 | 12.21 | 19,549 | 363 | 4,174 | |||||||||
| 17 Aug | 0.00 | 711.9 | 0 | 3.16 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13400 expiring on 30SEP2025
Delta for 13400 CE is 0.35
Historical price for 13400 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 59.35, which was -8.5 lower than the previous day. The implied volatity was 10.87, the open interest changed by 450 which increased total open position to 4159
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 50.85, which was 2.75 higher than the previous day. The implied volatity was 12.21, the open interest changed by 363 which increased total open position to 4174
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 711.9, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13400 PE | |||||||
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Delta: -0.61
Vega: 8.81
Theta: -3.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 180.45 | -3.1 | 13.76 | 2,418 | -317 | 641 |
| 14 Sept | 0.00 | 339.85 | -29.95 | 15.95 | 181 | 111 | 590 |
| 17 Aug | 0.00 | 592.15 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13400 expiring on 30SEP2025
Delta for 13400 PE is -0.61
Historical price for 13400 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 180.45, which was -3.1 lower than the previous day. The implied volatity was 13.76, the open interest changed by -317 which decreased total open position to 641
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 339.85, which was -29.95 lower than the previous day. The implied volatity was 15.95, the open interest changed by 111 which increased total open position to 590
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 592.15, 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
