MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
MIDCPNIFTY 30SEP2025 15000 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.22
Theta: -0.26
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 0.00 | 0.55 | -0.15 | 25.13 | 21 | -3 | 360 | |||||||||
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14 Sept | 0.00 | 0.95 | -0.15 | 22.63 | 71 | 4 | 359 |
For Nifty Midcap Select - strike price 15000 expiring on 30SEP2025
Delta for 15000 CE is 0.00
Historical price for 15000 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 25.13, the open interest changed by -3 which decreased total open position to 360
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 22.63, the open interest changed by 4 which increased total open position to 359
MIDCPNIFTY 30SEP2025 15000 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 | 1647.05 | 0 | - | 0 | 0 | 0 |
14 Sept | 0.00 | 1647.05 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 15000 expiring on 30SEP2025
Delta for 15000 PE is -
Historical price for 15000 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1647.05, 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 1647.05, 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