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

12129 99.30 (0.83%)

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Historical option data for MIDCPNIFTY

15 Jan 2025 04:13 PM IST
MIDCPNIFTY 30JAN2025 11150 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
15 Jan 12129.00 1531.7 0.00 - 0 0 0
14 Jan 12029.70 1531.7 1531.70 - 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 11150 expiring on 30JAN2025

Delta for 11150 CE is -

Historical price for 11150 CE is as follows

On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 1531.7, 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 1531.7, which was 1531.70 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 11150 PE
Delta: -0.05
Vega: 2.62
Theta: -2.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
15 Jan 12129.00 15.05 -6.25 27.36 342 20 60
14 Jan 12029.70 21.3 21.30 27.20 187 42 42
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 11150 expiring on 30JAN2025

Delta for 11150 PE is -0.05

Historical price for 11150 PE is as follows

On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 15.05, which was -6.25 lower than the previous day. The implied volatity was 27.36, the open interest changed by 20 which increased total open position to 60


On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 21.3, which was 21.30 higher than the previous day. The implied volatity was 27.20, the open interest changed by 42 which increased total open position to 42


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