MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 11700 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 | 1882.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 0.00 | 1882.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 11700 expiring on 30SEP2025
Delta for 11700 CE is -
Historical price for 11700 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1882.7, 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 1882.7, 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 11700 PE | |||||||
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Delta: -0.01
Vega: 0.44
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 1.6 | -0.2 | 30.38 | 88 | -20 | 329 |
| 14 Sept | 0.00 | 2.75 | -2.55 | 23.38 | 55 | -10 | 487 |
For Nifty Midcap Select - strike price 11700 expiring on 30SEP2025
Delta for 11700 PE is -0.01
Historical price for 11700 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1.6, which was -0.2 lower than the previous day. The implied volatity was 30.38, the open interest changed by -20 which decreased total open position to 329
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 2.75, which was -2.55 lower than the previous day. The implied volatity was 23.38, the open interest changed by -10 which decreased total open position to 487
