MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13500 CE | ||||||||||||||||
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Delta: 0.22
Vega: 6.78
Theta: -4.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 30.4 | -6.7 | 10.70 | 20,734 | -101 | 7,320 | |||||||||
| 14 Sept | 0.00 | 32.05 | 1.7 | 12.32 | 10,221 | -1,027 | 5,953 | |||||||||
| 17 Aug | 0.00 | 80 | -30 | 16.76 | 6 | 6 | 2 | |||||||||
For Nifty Midcap Select - strike price 13500 expiring on 30SEP2025
Delta for 13500 CE is 0.22
Historical price for 13500 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 30.4, which was -6.7 lower than the previous day. The implied volatity was 10.70, the open interest changed by -101 which decreased total open position to 7320
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 32.05, which was 1.7 higher than the previous day. The implied volatity was 12.32, the open interest changed by -1027 which decreased total open position to 5953
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 80, which was -30 lower than the previous day. The implied volatity was 16.76, the open interest changed by 6 which increased total open position to 2
| MIDCPNIFTY 30SEP2025 13500 PE | |||||||
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Delta: -0.72
Vega: 7.69
Theta: -2.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 248.85 | -7.5 | 13.84 | 571 | 53 | 387 |
| 14 Sept | 0.00 | 429.05 | -26.65 | 17.69 | 152 | 12 | 338 |
| 17 Aug | 0.00 | 642.05 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13500 expiring on 30SEP2025
Delta for 13500 PE is -0.72
Historical price for 13500 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 248.85, which was -7.5 lower than the previous day. The implied volatity was 13.84, the open interest changed by 53 which increased total open position to 387
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 429.05, which was -26.65 lower than the previous day. The implied volatity was 17.69, the open interest changed by 12 which increased total open position to 338
On 17 Aug MIDCPNIFTY was trading at 0.00. The strike last trading price was 642.05, 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
