MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
17 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 10600 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 12249.85 | 2019.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 12218.00 | 2019.65 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 12129.00 | 2019.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 12029.70 | 2019.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Jan | 11813.50 | 2019.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Jan | 12283.00 | 2019.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 12481.20 | 2019.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 2019.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Jan | 12739.35 | 2019.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 2019.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 2019.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 2019.65 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 10600 expiring on 30JAN2025
Delta for 10600 CE is -
Historical price for 10600 CE is as follows
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 2019.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 2019.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 2019.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 2019.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 2019.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 2019.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 2019.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 2019.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 2019.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 2019.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 2019.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 2019.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30JAN2025 10600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.76
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jan | 12249.85 | 3.75 | -1.25 | 35.87 | 2,117 | -245 | 2,541 |
| 16 Jan | 12218.00 | 5 | -0.70 | 35.52 | 2,566 | -258 | 2,792 |
| 15 Jan | 12129.00 | 5.7 | -0.40 | 33.50 | 6,838 | -1,099 | 3,088 |
| 14 Jan | 12029.70 | 6.1 | -3.35 | 31.66 | 5,673 | -44 | 4,475 |
| 13 Jan | 11813.50 | 9.45 | 5.95 | 28.95 | 19,005 | 914 | 4,548 |
| 10 Jan | 12283.00 | 3.5 | 0.95 | 29.25 | 8,482 | -19 | 3,628 |
| 9 Jan | 12481.20 | 2.55 | 0.45 | 29.92 | 3,402 | -70 | 3,653 |
| 8 Jan | 12562.20 | 2.1 | 0.15 | 29.55 | 6,889 | -545 | 3,724 |
| 7 Jan | 12739.35 | 1.95 | -0.60 | 30.61 | 2,028 | -140 | 4,279 |
| 6 Jan | 12696.60 | 2.55 | 0.95 | 30.47 | 12,851 | -2,485 | 4,419 |
| 3 Jan | 13009.85 | 1.6 | -0.05 | 30.39 | 10,777 | -2,221 | 6,914 |
| 2 Jan | 13095.15 | 1.65 | 30.81 | 28,903 | 1,626 | 9,222 | |
For Nifty Midcap Select - strike price 10600 expiring on 30JAN2025
Delta for 10600 PE is -0.01
Historical price for 10600 PE is as follows
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 3.75, which was -1.25 lower than the previous day. The implied volatity was 35.87, the open interest changed by -245 which decreased total open position to 2541
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 5, which was -0.70 lower than the previous day. The implied volatity was 35.52, the open interest changed by -258 which decreased total open position to 2792
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 5.7, which was -0.40 lower than the previous day. The implied volatity was 33.50, the open interest changed by -1099 which decreased total open position to 3088
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 6.1, which was -3.35 lower than the previous day. The implied volatity was 31.66, the open interest changed by -44 which decreased total open position to 4475
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 9.45, which was 5.95 higher than the previous day. The implied volatity was 28.95, the open interest changed by 914 which increased total open position to 4548
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 3.5, which was 0.95 higher than the previous day. The implied volatity was 29.25, the open interest changed by -19 which decreased total open position to 3628
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 2.55, which was 0.45 higher than the previous day. The implied volatity was 29.92, the open interest changed by -70 which decreased total open position to 3653
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 29.55, the open interest changed by -545 which decreased total open position to 3724
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 1.95, which was -0.60 lower than the previous day. The implied volatity was 30.61, the open interest changed by -140 which decreased total open position to 4279
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 2.55, which was 0.95 higher than the previous day. The implied volatity was 30.47, the open interest changed by -2485 which decreased total open position to 4419
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 30.39, the open interest changed by -2221 which decreased total open position to 6914
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was 30.81, the open interest changed by 1626 which increased total open position to 9222
