Related Pages for MIDCPNIFTY
[--[65.84.65.76]--]
MIDCPNIFTY
Nifty Midcap Select
13094.9 -145.60 (-1.10%)

Back to Option Chain

Historical option data for MIDCPNIFTY

21 Sep 2025 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
MIDCPNIFTY 30SEP2025 14000 CE
Delta: 0.02
Vega: 0.98
Theta: -0.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 0.00 1.95 -0.35 13.80 4,347 430 5,421
14 Sept 0.00 4.3 -0.5 14.56 2,406 -176 5,026

For Nifty Midcap Select - strike price 14000 expiring on 30SEP2025

Delta for 14000 CE is 0.02

Historical price for 14000 CE is as follows

On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 13.80, the open interest changed by 430 which increased total open position to 5421


On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 4.3, which was -0.5 lower than the previous day. The implied volatity was 14.56, the open interest changed by -176 which decreased total open position to 5026


MIDCPNIFTY 30SEP2025 14000 PE
Delta: -0.90
Vega: 4.14
Theta: -0.90
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 0.00 725 -9.85 23.10 6 -1 27
14 Sept 0.00 896.85 -45.4 24.95 2 1 11

For Nifty Midcap Select - strike price 14000 expiring on 30SEP2025

Delta for 14000 PE is -0.90

Historical price for 14000 PE is as follows

On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 725, which was -9.85 lower than the previous day. The implied volatity was 23.10, the open interest changed by -1 which decreased total open position to 27


On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 896.85, which was -45.4 lower than the previous day. The implied volatity was 24.95, the open interest changed by 1 which increased total open position to 11