MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Sep 2025 04:13 PM IST
| MIDCPNIFTY 30SEP2025 11800 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 | |||||||||
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| 21 Sept | 0.00 | 885 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 885 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 11800 expiring on 30SEP2025
Delta for 11800 CE is 0.00
Historical price for 11800 CE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 885, 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 885, 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 11800 PE | |||||||
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Delta: -0.01
Vega: 0.53
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 0.00 | 1.9 | 0.25 | 29.19 | 655 | -304 | 1,228 |
| 14 Sept | 0.00 | 4.5 | -1.2 | 23.48 | 623 | -14 | 2,576 |
For Nifty Midcap Select - strike price 11800 expiring on 30SEP2025
Delta for 11800 PE is -0.01
Historical price for 11800 PE is as follows
On 21 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 1.9, which was 0.25 higher than the previous day. The implied volatity was 29.19, the open interest changed by -304 which decreased total open position to 1228
On 14 Sept MIDCPNIFTY was trading at 0.00. The strike last trading price was 4.5, which was -1.2 lower than the previous day. The implied volatity was 23.48, the open interest changed by -14 which decreased total open position to 2576
