MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Sep 2025 10:09 PM IST
| MIDCPNIFTY 28-OCT-2025 11500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 1628.95 | 0 | - | 0 | 0 | 0 | |||||||||
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| 21 Sept | 0.00 | 1628.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1628.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 11500 expiring on 28OCT2025
Delta for 11500 CE is -
Historical price for 11500 CE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1628.95, 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 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1628.95, 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 1628.95, 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 11500 PE | |||||||
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Delta: -0.04
Vega: 3.48
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 13.5 | 5.5 | 19.60 | 433 | 125 | 264 |
| 21 Sept | 0.00 | 9.25 | 3.1 | 24.01 | 40 | 20 | 55 |
| 14 Sept | 0.00 | 16.5 | -3.5 | 22.93 | 4 | 4 | 9 |
For Nifty Midcap Select - strike price 11500 expiring on 28OCT2025
Delta for 11500 PE is -0.04
Historical price for 11500 PE is as follows
On 28 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 13.5, which was 5.5 higher than the previous day. The implied volatity was 19.60, the open interest changed by 125 which increased total open position to 264
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 9.25, which was 3.1 higher than the previous day. The implied volatity was 24.01, the open interest changed by 20 which increased total open position to 55
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 16.5, which was -3.5 lower than the previous day. The implied volatity was 22.93, the open interest changed by 4 which increased total open position to 9
