MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 13875 CE | ||||||||||||||||
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Delta: 0.03
Vega: 1.70
Theta: -1.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 3.9 | -0.25 | 13.11 | 438 | 150 | 205 | |||||||||
| 14 Sept | 0.00 | 502.35 | 0 | 5.82 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13875 expiring on 30SEP2025
Delta for 13875 CE is 0.03
Historical price for 13875 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 3.9, which was -0.25 lower than the previous day. The implied volatity was 13.11, the open interest changed by 150 which increased total open position to 205
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 502.35, which was 0 lower than the previous day. The implied volatity was 5.82, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 13875 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 | 849.95 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 849.95 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13875 expiring on 30SEP2025
Delta for 13875 PE is -
Historical price for 13875 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 849.95, 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 849.95, 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
