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[--[65.84.65.76]--]
MIDCPNIFTY
Nifty Midcap Select

11270.25 133.60 (1.20%)

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Historical option data for MIDCPNIFTY

19 Feb 2025 04:03 PM IST
MIDCPNIFTY 27FEB2025 10100 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Feb 11270.25 1010.25 0 0.00 0 0 0
18 Feb 11136.65 1010.25 0 0.00 0 0 0
17 Feb 11172.70 1010.25 0 0.00 0 -2 0
14 Feb 11090.05 1010.25 -966.1 - 2 0 2
13 Feb 11359.90 1976.35 0 0.00 0 0 0
12 Feb 11395.20 1976.35 0 0.00 0 0 0
11 Feb 11471.45 1976.35 0 0.00 0 0 0
10 Feb 11790.05 1976.35 0 0.00 0 0 0
7 Feb 12011.50 1976.35 0 0.00 0 2 0
6 Feb 11973.35 1976.35 -688.15 52.50 6 2 2
5 Feb 12092.90 2664.5 0 - 0 0 0
4 Feb 12011.55 2664.5 0 - 0 0 0
3 Feb 11822.60 2664.5 0 - 0 0 0
1 Feb 11864.60 2664.5 0 - 0 0 0
31 Jan 11930.85 2664.5 0 - 0 0 0
30 Jan 11795.15 2664.5 0 - 0 0 0
29 Jan 11871.70 2664.5 0 - 0 0 0


For Nifty Midcap Select - strike price 10100 expiring on 27FEB2025

Delta for 10100 CE is 0.00

Historical price for 10100 CE is as follows

On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 1010.25, 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 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 1010.25, 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 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 1010.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 1010.25, which was -966.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 1976.35, 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 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 1976.35, 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 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 1976.35, 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 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 1976.35, 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 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 1976.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 1976.35, which was -688.15 lower than the previous day. The implied volatity was 52.50, the open interest changed by 2 which increased total open position to 2


On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 2664.5, 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 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 2664.5, 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 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 2664.5, 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 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 2664.5, 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 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 2664.5, 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 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 2664.5, 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 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 2664.5, 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 27FEB2025 10100 PE
Delta: -0.01
Vega: 0.56
Theta: -1.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Feb 11270.25 2.65 -4.4 34.04 10,882 434 4,775
18 Feb 11136.65 8.1 -4.1 34.77 5,219 439 4,412
17 Feb 11172.70 10.4 -4.6 36.10 12,099 1,535 5,196
14 Feb 11090.05 15.9 8.55 32.29 15,630 624 3,754
13 Feb 11359.90 7.9 -0.2 32.69 4,993 -96 3,197
12 Feb 11395.20 8.7 1.6 33.27 11,349 116 3,363
11 Feb 11471.45 7.5 3.9 32.54 4,826 147 3,243
10 Feb 11790.05 3.75 -0.3 33.41 2,543 -135 3,097
7 Feb 12011.50 4.4 -0.55 34.75 2,240 -28 3,230
6 Feb 11973.35 5.5 1.45 34.46 2,190 38 3,222
5 Feb 12092.90 4.25 -1.35 34.16 3,640 -580 3,691
4 Feb 12011.55 5.7 -5.85 33.53 6,778 396 4,387
3 Feb 11822.60 11.5 -1.3 34.15 6,309 958 3,987
1 Feb 11864.60 12 0.2 33.51 9,505 1,691 3,016
31 Jan 11930.85 10.5 -13.25 33.55 5,637 900 1,315
30 Jan 11795.15 23.95 1.35 36.18 969 393 413
29 Jan 11871.70 22.6 16.65 36.32 28 15 15


For Nifty Midcap Select - strike price 10100 expiring on 27FEB2025

Delta for 10100 PE is -0.01

Historical price for 10100 PE is as follows

On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 2.65, which was -4.4 lower than the previous day. The implied volatity was 34.04, the open interest changed by 434 which increased total open position to 4775


On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 8.1, which was -4.1 lower than the previous day. The implied volatity was 34.77, the open interest changed by 439 which increased total open position to 4412


On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 10.4, which was -4.6 lower than the previous day. The implied volatity was 36.10, the open interest changed by 1535 which increased total open position to 5196


On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 15.9, which was 8.55 higher than the previous day. The implied volatity was 32.29, the open interest changed by 624 which increased total open position to 3754


On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 7.9, which was -0.2 lower than the previous day. The implied volatity was 32.69, the open interest changed by -96 which decreased total open position to 3197


On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 8.7, which was 1.6 higher than the previous day. The implied volatity was 33.27, the open interest changed by 116 which increased total open position to 3363


On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 7.5, which was 3.9 higher than the previous day. The implied volatity was 32.54, the open interest changed by 147 which increased total open position to 3243


On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 3.75, which was -0.3 lower than the previous day. The implied volatity was 33.41, the open interest changed by -135 which decreased total open position to 3097


On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 4.4, which was -0.55 lower than the previous day. The implied volatity was 34.75, the open interest changed by -28 which decreased total open position to 3230


On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 5.5, which was 1.45 higher than the previous day. The implied volatity was 34.46, the open interest changed by 38 which increased total open position to 3222


On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 4.25, which was -1.35 lower than the previous day. The implied volatity was 34.16, the open interest changed by -580 which decreased total open position to 3691


On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 5.7, which was -5.85 lower than the previous day. The implied volatity was 33.53, the open interest changed by 396 which increased total open position to 4387


On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 11.5, which was -1.3 lower than the previous day. The implied volatity was 34.15, the open interest changed by 958 which increased total open position to 3987


On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 12, which was 0.2 higher than the previous day. The implied volatity was 33.51, the open interest changed by 1691 which increased total open position to 3016


On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 10.5, which was -13.25 lower than the previous day. The implied volatity was 33.55, the open interest changed by 900 which increased total open position to 1315


On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 23.95, which was 1.35 higher than the previous day. The implied volatity was 36.18, the open interest changed by 393 which increased total open position to 413


On 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 22.6, which was 16.65 higher than the previous day. The implied volatity was 36.32, the open interest changed by 15 which increased total open position to 15