MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13525 CE | ||||||||||||||||
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Delta: 0.19
Vega: 6.26
Theta: -3.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 25.75 | -6.45 | 10.74 | 331 | 17 | 270 | |||||||||
| 14 Sept | 0.00 | 31 | 3.5 | 12.72 | 201 | 36 | 171 | |||||||||
For Nifty Midcap Select - strike price 13525 expiring on 30SEP2025
Delta for 13525 CE is 0.19
Historical price for 13525 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 25.75, which was -6.45 lower than the previous day. The implied volatity was 10.74, the open interest changed by 17 which increased total open position to 270
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 31, which was 3.5 higher than the previous day. The implied volatity was 12.72, the open interest changed by 36 which increased total open position to 171
| MIDCPNIFTY 30SEP2025 13525 PE | |||||||
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Delta: -0.74
Vega: 7.48
Theta: -2.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 273.05 | -28.75 | 14.56 | 15 | 1 | 6 |
| 14 Sept | 0.00 | 654.9 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13525 expiring on 30SEP2025
Delta for 13525 PE is -0.74
Historical price for 13525 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 273.05, which was -28.75 lower than the previous day. The implied volatity was 14.56, the open interest changed by 1 which increased total open position to 6
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 654.9, 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
