MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13475 CE | ||||||||||||||||
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Delta: 0.25
Vega: 7.32
Theta: -4.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 36.65 | -6.2 | 10.77 | 569 | 52 | 279 | |||||||||
| 14 Sept | 0.00 | 37 | 2.25 | 12.41 | 433 | 33 | 215 | |||||||||
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| 17 Aug | 0.00 | 0 | 0 | 3.49 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13475 expiring on 30SEP2025
Delta for 13475 CE is 0.25
Historical price for 13475 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 36.65, which was -6.2 lower than the previous day. The implied volatity was 10.77, the open interest changed by 52 which increased total open position to 279
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 37, which was 2.25 higher than the previous day. The implied volatity was 12.41, the open interest changed by 33 which increased total open position to 215
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 3.49, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13475 PE | |||||||
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Delta: -0.70
Vega: 7.96
Theta: -2.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 227.95 | -82.05 | 13.47 | 13 | -2 | 10 |
| 14 Sept | 0.00 | 396.8 | -64.3 | 16.25 | 1 | -1 | 9 |
| 17 Aug | 0.00 | 629.35 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13475 expiring on 30SEP2025
Delta for 13475 PE is -0.70
Historical price for 13475 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 227.95, which was -82.05 lower than the previous day. The implied volatity was 13.47, the open interest changed by -2 which decreased total open position to 10
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 396.8, which was -64.3 lower than the previous day. The implied volatity was 16.25, the open interest changed by -1 which decreased total open position to 9
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 629.35, 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
