MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
| MIDCPNIFTY 28OCT2025 11000 CE | ||||||||||||||||
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Delta: 0.90
Vega: 6.33
Theta: -6.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 1740 | -328.75 | 38.59 | 2 | 2 | 1 | |||||||||
| 14 Sept | 0.00 | 2068.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 11000 expiring on 28OCT2025
Delta for 11000 CE is 0.90
Historical price for 11000 CE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1740, which was -328.75 lower than the previous day. The implied volatity was 38.59, the open interest changed by 2 which increased total open position to 1
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 2068.75, 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
| MIDCPNIFTY 28OCT2025 11000 PE | |||||||
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Delta: -0.02
Vega: 1.86
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 7 | 0 | 24.05 | 80 | 66 | 76 |
| 14 Sept | 0.00 | 8.25 | -3.1 | 25.63 | 4 | 0 | 24 |
For Nifty Midcap Select - strike price 11000 expiring on 28OCT2025
Delta for 11000 PE is -0.02
Historical price for 11000 PE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 24.05, the open interest changed by 66 which increased total open position to 76
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 8.25, which was -3.1 lower than the previous day. The implied volatity was 25.63, the open interest changed by 0 which decreased total open position to 24
