MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
MIDCPNIFTY 30SEP2025 13750 CE | ||||||||||||||||
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Delta: 0.05
Vega: 2.21
Theta: -1.29
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 0.00 | 4.8 | -547.65 | 11.18 | 37 | 16 | 15 | |||||||||
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14 Sept | 0.00 | 552.45 | 0 | 4.89 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13750 expiring on 30SEP2025
Delta for 13750 CE is 0.05
Historical price for 13750 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 4.8, which was -547.65 lower than the previous day. The implied volatity was 11.18, the open interest changed by 16 which increased total open position to 15
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 552.45, which was 0 lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0
MIDCPNIFTY 30SEP2025 13750 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 | 777.1 | 0 | - | 0 | 0 | 0 |
14 Sept | 0.00 | 777.1 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13750 expiring on 30SEP2025
Delta for 13750 PE is -
Historical price for 13750 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 777.1, 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 777.1, 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