MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 11600 CE | ||||||||||||||||
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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 | 1968.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 0.00 | 1968.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 11600 expiring on 30SEP2025
Delta for 11600 CE is -
Historical price for 11600 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1968.7, 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 1968.7, 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 11600 PE | |||||||
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Delta: -0.01
Vega: 0.45
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 1.75 | 0 | 32.52 | 57 | 6 | 476 |
| 14 Sept | 0.00 | 3.5 | -0.7 | 25.71 | 29 | -2 | 478 |
For Nifty Midcap Select - strike price 11600 expiring on 30SEP2025
Delta for 11600 PE is -0.01
Historical price for 11600 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 32.52, the open interest changed by 6 which increased total open position to 476
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 3.5, which was -0.7 lower than the previous day. The implied volatity was 25.71, the open interest changed by -2 which decreased total open position to 478
