MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13550 CE | ||||||||||||||||
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Delta: 0.16
Vega: 5.68
Theta: -3.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 21.1 | -5.55 | 10.69 | 1,404 | -23 | 808 | |||||||||
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| 14 Sept | 0.00 | 25.55 | 1.6 | 12.45 | 391 | 76 | 505 | |||||||||
For Nifty Midcap Select - strike price 13550 expiring on 30SEP2025
Delta for 13550 CE is 0.16
Historical price for 13550 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 21.1, which was -5.55 lower than the previous day. The implied volatity was 10.69, the open interest changed by -23 which decreased total open position to 808
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 25.55, which was 1.6 higher than the previous day. The implied volatity was 12.45, the open interest changed by 76 which increased total open position to 505
| MIDCPNIFTY 30SEP2025 13550 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 667.85 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 667.85 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13550 expiring on 30SEP2025
Delta for 13550 PE is -
Historical price for 13550 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 667.85, 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
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 667.85, 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
