MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11125 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 | 1552.9 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 12177.40 | 1552.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Jan | 11918.40 | 1552.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 12013.35 | 1552.9 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Jan | 12356.50 | 1552.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 12249.85 | 1552.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 12218.00 | 1552.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 12129.00 | 1552.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 12029.70 | 1552.9 | 1552.90 | - | 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 | |||
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| 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 11125 expiring on 30JAN2025
Delta for 11125 CE is -
Historical price for 11125 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 1552.9, 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 1552.9, 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 1552.9, 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 1552.9, 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 1552.9, 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 1552.9, 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 1552.9, 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 1552.9, 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 1552.9, which was 1552.90 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 11125 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.54
Theta: -1.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 2.25 | -0.65 | 29.89 | 614 | -99 | 221 |
| 23 Jan | 12177.40 | 3 | -7.30 | 30.96 | 255 | 7 | 329 |
| 22 Jan | 11918.40 | 10.3 | -2.60 | 29.20 | 1,408 | 65 | 324 |
| 21 Jan | 12013.35 | 12.9 | 3.35 | 31.46 | 988 | -101 | 260 |
| 20 Jan | 12356.50 | 9.55 | 1.10 | 35.56 | 2 | 0 | 361 |
| 17 Jan | 12249.85 | 8.45 | -1.55 | 29.13 | 1,821 | 36 | 362 |
| 16 Jan | 12218.00 | 10 | -4.00 | 28.38 | 145 | -34 | 326 |
| 15 Jan | 12129.00 | 14 | -3.90 | 27.53 | 630 | 75 | 354 |
| 14 Jan | 12029.70 | 17.9 | 17.90 | 26.69 | 1,070 | 288 | 288 |
| 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 11125 expiring on 30JAN2025
Delta for 11125 PE is -0.01
Historical price for 11125 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 2.25, which was -0.65 lower than the previous day. The implied volatity was 29.89, the open interest changed by -99 which decreased total open position to 221
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 3, which was -7.30 lower than the previous day. The implied volatity was 30.96, the open interest changed by 7 which increased total open position to 329
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 10.3, which was -2.60 lower than the previous day. The implied volatity was 29.20, the open interest changed by 65 which increased total open position to 324
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 12.9, which was 3.35 higher than the previous day. The implied volatity was 31.46, the open interest changed by -101 which decreased total open position to 260
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 9.55, which was 1.10 higher than the previous day. The implied volatity was 35.56, the open interest changed by 0 which decreased total open position to 361
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 8.45, which was -1.55 lower than the previous day. The implied volatity was 29.13, the open interest changed by 36 which increased total open position to 362
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 10, which was -4.00 lower than the previous day. The implied volatity was 28.38, the open interest changed by -34 which decreased total open position to 326
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 14, which was -3.90 lower than the previous day. The implied volatity was 27.53, the open interest changed by 75 which increased total open position to 354
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 17.9, which was 17.90 higher than the previous day. The implied volatity was 26.69, the open interest changed by 288 which increased total open position to 288
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
