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

12745.1 -264.75 (-2.03%)

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Historical option data for MIDCPNIFTY

06 Jan 2025 11:46 AM IST
MIDCPNIFTY 30JAN2025 11000 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 12742.10 1870 0.00 0.00 0 0 0
3 Jan 13009.85 1870 0.00 0.00 0 7 0
2 Jan 13095.15 1870 0.00 0 0 0


For Nifty Midcap Select - strike price 11000 expiring on 30JAN2025

Delta for 11000 CE is 0.00

Historical price for 11000 CE is as follows

On 6 Jan MIDCPNIFTY was trading at 12742.10. The strike last trading price was 1870, which was 0.00 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 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 1870, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 1870, which was 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 30JAN2025 11000 PE
Delta: -0.01
Vega: 1.08
Theta: -0.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 12742.10 4.05 0.40 27.22 556 34 1,482
3 Jan 13009.85 3.65 -1.05 28.28 940 157 1,449
2 Jan 13095.15 4.7 29.71 1,500 -13 1,290


For Nifty Midcap Select - strike price 11000 expiring on 30JAN2025

Delta for 11000 PE is -0.01

Historical price for 11000 PE is as follows

On 6 Jan MIDCPNIFTY was trading at 12742.10. The strike last trading price was 4.05, which was 0.40 higher than the previous day. The implied volatity was 27.22, the open interest changed by 34 which increased total open position to 1482


On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 3.65, which was -1.05 lower than the previous day. The implied volatity was 28.28, the open interest changed by 157 which increased total open position to 1449


On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was 29.71, the open interest changed by -13 which decreased total open position to 1290