MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13575 CE | ||||||||||||||||
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Delta: 0.14
Vega: 5.01
Theta: -2.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 16.4 | -6.7 | 10.48 | 371 | 106 | 348 | |||||||||
| 14 Sept | 0.00 | 22.3 | 0.05 | 12.46 | 205 | 32 | 216 | |||||||||
For Nifty Midcap Select - strike price 13575 expiring on 30SEP2025
Delta for 13575 CE is 0.14
Historical price for 13575 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 16.4, which was -6.7 lower than the previous day. The implied volatity was 10.48, the open interest changed by 106 which increased total open position to 348
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 22.3, which was 0.05 higher than the previous day. The implied volatity was 12.46, the open interest changed by 32 which increased total open position to 216
| MIDCPNIFTY 30SEP2025 13575 PE | |||||||
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Delta: -0.75
Vega: 7.37
Theta: -2.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 329.65 | -14.15 | 17.14 | 2 | -1 | 2 |
| 14 Sept | 0.00 | 681 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13575 expiring on 30SEP2025
Delta for 13575 PE is -0.75
Historical price for 13575 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 329.65, which was -14.15 lower than the previous day. The implied volatity was 17.14, the open interest changed by -1 which decreased total open position to 2
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 681, 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
