MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
MIDCPNIFTY 30SEP2025 14500 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.37
Theta: -0.35
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 0.00 | 0.8 | -0.1 | 19.45 | 279 | -107 | 618 | |||||||||
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14 Sept | 0.00 | 1.55 | -0.15 | 18.42 | 562 | -147 | 870 |
For Nifty Midcap Select - strike price 14500 expiring on 30SEP2025
Delta for 14500 CE is 0.01
Historical price for 14500 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 19.45, the open interest changed by -107 which decreased total open position to 618
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 18.42, the open interest changed by -147 which decreased total open position to 870
MIDCPNIFTY 30SEP2025 14500 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 | 1264 | 0 | - | 0 | 0 | 0 |
14 Sept | 0.00 | 1264 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 14500 expiring on 30SEP2025
Delta for 14500 PE is -
Historical price for 14500 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1264, 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 1264, 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