MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
MIDCPNIFTY 30SEP2025 13800 CE | ||||||||||||||||
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Delta: 0.03
Vega: 1.70
Theta: -1.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 0.00 | 3.4 | -1.85 | 11.42 | 3,705 | 322 | 2,690 | |||||||||
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14 Sept | 0.00 | 7.5 | -0.95 | 13.02 | 2,736 | 354 | 1,970 |
For Nifty Midcap Select - strike price 13800 expiring on 30SEP2025
Delta for 13800 CE is 0.03
Historical price for 13800 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 3.4, which was -1.85 lower than the previous day. The implied volatity was 11.42, the open interest changed by 322 which increased total open position to 2690
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 7.5, which was -0.95 lower than the previous day. The implied volatity was 13.02, the open interest changed by 354 which increased total open position to 1970
MIDCPNIFTY 30SEP2025 13800 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 | 1110 | 0 | 0.00 | 0 | 0 | 0 |
14 Sept | 0.00 | 1110 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13800 expiring on 30SEP2025
Delta for 13800 PE is 0.00
Historical price for 13800 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1110, 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 1110, 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