MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Feb 2025 04:03 PM IST
MIDCPNIFTY 27FEB2025 10100 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 | |||
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 | |||
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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 | |||||||
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Delta: -0.01
Vega: 0.56
Theta: -1.16
Gamma: 0.00
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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