MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 11300 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 0.00 | 2234.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 2234.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 11300 expiring on 30SEP2025
Delta for 11300 CE is -
Historical price for 11300 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 2234.6, 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 2234.6, 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 30SEP2025 11300 PE | |||||||
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Delta: -0.01
Vega: 0.35
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 1.45 | -0.3 | 37.20 | 16 | -10 | 147 |
| 14 Sept | 0.00 | 2.15 | -0.55 | 28.52 | 77 | -5 | 299 |
For Nifty Midcap Select - strike price 11300 expiring on 30SEP2025
Delta for 11300 PE is -0.01
Historical price for 11300 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1.45, which was -0.3 lower than the previous day. The implied volatity was 37.20, the open interest changed by -10 which decreased total open position to 147
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 28.52, the open interest changed by -5 which decreased total open position to 299
