MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13650 CE | ||||||||||||||||
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Delta: 0.08
Vega: 3.58
Theta: -2.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 9.5 | -585.6 | 10.70 | 92 | 42 | 42 | |||||||||
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| 14 Sept | 0.00 | 595.1 | 0 | 4.13 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13650 expiring on 30SEP2025
Delta for 13650 CE is 0.08
Historical price for 13650 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 9.5, which was -585.6 lower than the previous day. The implied volatity was 10.70, the open interest changed by 42 which increased total open position to 42
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 595.1, which was 0 lower than the previous day. The implied volatity was 4.13, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13650 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 385 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 721.3 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13650 expiring on 30SEP2025
Delta for 13650 PE is 0.00
Historical price for 13650 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 385, which was 0 lower than the previous day. The implied volatity was 0.00, 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 721.3, 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
