MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13600 CE | ||||||||||||||||
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Delta: 0.11
Vega: 4.44
Theta: -2.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 13.2 | -5 | 10.43 | 10,362 | -236 | 2,506 | |||||||||
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| 14 Sept | 0.00 | 18.65 | -598.6 | 12.28 | 1,684 | 479 | 496 | |||||||||
For Nifty Midcap Select - strike price 13600 expiring on 30SEP2025
Delta for 13600 CE is 0.11
Historical price for 13600 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 13.2, which was -5 lower than the previous day. The implied volatity was 10.43, the open interest changed by -236 which decreased total open position to 2506
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 18.65, which was -598.6 lower than the previous day. The implied volatity was 12.28, the open interest changed by 479 which increased total open position to 496
| MIDCPNIFTY 30SEP2025 13600 PE | |||||||
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Delta: -0.80
Vega: 6.41
Theta: -1.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 332.25 | -362.05 | 14.74 | 47 | 16 | 16 |
| 14 Sept | 0.00 | 694.3 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13600 expiring on 30SEP2025
Delta for 13600 PE is -0.80
Historical price for 13600 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 332.25, which was -362.05 lower than the previous day. The implied volatity was 14.74, the open interest changed by 16 which increased total open position to 16
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 694.3, 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
