MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
| MIDCPNIFTY 28OCT2025 13500 CE | ||||||||||||||||
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Delta: 0.10
Vega: 6.34
Theta: -1.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 25.95 | -32.6 | 15.78 | 501 | 217 | 222 | |||||||||
| 21 Sept | 0.00 | 403.45 | 0 | 0.57 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13500 expiring on 28OCT2025
Delta for 13500 CE is 0.10
Historical price for 13500 CE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 25.95, which was -32.6 lower than the previous day. The implied volatity was 15.78, the open interest changed by 217 which increased total open position to 222
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 403.45, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 28OCT2025 13500 PE | |||||||
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Delta: -0.84
Vega: 9.07
Theta: 0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 868 | 318 | 20.48 | 80 | 80 | 116 |
| 21 Sept | 0.00 | 837 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13500 expiring on 28OCT2025
Delta for 13500 PE is -0.84
Historical price for 13500 PE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 868, which was 318 higher than the previous day. The implied volatity was 20.48, the open interest changed by 80 which increased total open position to 116
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 837, 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
