MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 11500 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 0.00 | 1560 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 0.00 | 1560 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 11500 expiring on 30SEP2025
Delta for 11500 CE is 0.00
Historical price for 11500 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1560, which was 0 lower than the previous day. The implied volatity was 0.00, 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 1560, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30SEP2025 11500 PE | |||||||
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Delta: -0.01
Vega: 0.43
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 1.75 | 0.15 | 34.34 | 422 | 131 | 1,176 |
| 14 Sept | 0.00 | 3.1 | -0.6 | 26.81 | 1,066 | -425 | 1,493 |
For Nifty Midcap Select - strike price 11500 expiring on 30SEP2025
Delta for 11500 PE is -0.01
Historical price for 11500 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 34.34, the open interest changed by 131 which increased total open position to 1176
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 3.1, which was -0.6 lower than the previous day. The implied volatity was 26.81, the open interest changed by -425 which decreased total open position to 1493
