MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11075 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 1595.6 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 12177.40 | 1595.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Jan | 11918.40 | 1595.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 12013.35 | 1595.6 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Jan | 12356.50 | 1595.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 12249.85 | 1595.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Jan | 12218.00 | 1595.6 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 12129.00 | 1595.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 12029.70 | 1595.6 | 1595.60 | - | 0 | 0 | 0 | |||
| 13 Jan | 11813.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Jan | 12283.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Jan | 12481.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11075 expiring on 30JAN2025
Delta for 11075 CE is -
Historical price for 11075 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 1595.6, 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 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1595.6, 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 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 1595.6, 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 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 1595.6, 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 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 1595.6, 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 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 1595.6, 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 1595.6, 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 1595.6, 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 1595.6, which was 1595.60 higher 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 0, 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 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 0, 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 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 0, 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 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 0, 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 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 0, 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 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 0, 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 0, 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 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 0, 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 11075 PE | |||||||
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Delta: -0.01
Vega: 0.52
Theta: -1.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 2.25 | -0.55 | 31.35 | 375 | -17 | 316 |
| 23 Jan | 12177.40 | 2.75 | -7.80 | 31.85 | 534 | 119 | 336 |
| 22 Jan | 11918.40 | 10.55 | -1.30 | 30.83 | 1,811 | 152 | 217 |
| 21 Jan | 12013.35 | 11.85 | 5.75 | 32.32 | 223 | 42 | 65 |
| 20 Jan | 12356.50 | 6.1 | -2.20 | 34.12 | 31 | 3 | 23 |
| 17 Jan | 12249.85 | 8.3 | -62.90 | 30.12 | 52 | 20 | 20 |
| 16 Jan | 12218.00 | 71.2 | 0.00 | 12.07 | 0 | 0 | 0 |
| 15 Jan | 12129.00 | 71.2 | 0.00 | 11.03 | 0 | 0 | 0 |
| 14 Jan | 12029.70 | 71.2 | 71.20 | 10.21 | 0 | 0 | 0 |
| 13 Jan | 11813.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 12283.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 12562.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 13009.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 0 | 0.00 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11075 expiring on 30JAN2025
Delta for 11075 PE is -0.01
Historical price for 11075 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 2.25, which was -0.55 lower than the previous day. The implied volatity was 31.35, the open interest changed by -17 which decreased total open position to 316
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 2.75, which was -7.80 lower than the previous day. The implied volatity was 31.85, the open interest changed by 119 which increased total open position to 336
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 10.55, which was -1.30 lower than the previous day. The implied volatity was 30.83, the open interest changed by 152 which increased total open position to 217
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 11.85, which was 5.75 higher than the previous day. The implied volatity was 32.32, the open interest changed by 42 which increased total open position to 65
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 6.1, which was -2.20 lower than the previous day. The implied volatity was 34.12, the open interest changed by 3 which increased total open position to 23
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 8.3, which was -62.90 lower than the previous day. The implied volatity was 30.12, the open interest changed by 20 which increased total open position to 20
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 71.2, which was 0.00 lower than the previous day. The implied volatity was 12.07, 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 71.2, which was 0.00 lower than the previous day. The implied volatity was 11.03, 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 71.2, which was 71.20 higher than the previous day. The implied volatity was 10.21, 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 0, 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 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 0, 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 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 0, 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 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 0, 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 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 0, 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 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 0, 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 0, 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 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 0, 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
