MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13450 CE | ||||||||||||||||
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Delta: 0.29
Vega: 7.82
Theta: -4.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 44.45 | -6.2 | 10.95 | 1,473 | -60 | 340 | |||||||||
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| 14 Sept | 0.00 | 687.35 | 0 | 2.55 | 0 | 0 | 0 | |||||||||
| 17 Aug | 0.00 | 0 | 0 | 3.36 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13450 expiring on 30SEP2025
Delta for 13450 CE is 0.29
Historical price for 13450 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 44.45, which was -6.2 lower than the previous day. The implied volatity was 10.95, the open interest changed by -60 which decreased total open position to 340
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 687.35, which was 0 lower than the previous day. The implied volatity was 2.55, 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 3.36, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13450 PE | |||||||
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Delta: -0.67
Vega: 8.31
Theta: -2.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 212.7 | -12 | 13.73 | 259 | -8 | 28 |
| 14 Sept | 0.00 | 383 | -42.95 | 16.66 | 18 | -4 | 7 |
| 17 Aug | 0.00 | 616.75 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13450 expiring on 30SEP2025
Delta for 13450 PE is -0.67
Historical price for 13450 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 212.7, which was -12 lower than the previous day. The implied volatity was 13.73, the open interest changed by -8 which decreased total open position to 28
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 383, which was -42.95 lower than the previous day. The implied volatity was 16.66, the open interest changed by -4 which decreased total open position to 7
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 616.75, 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
