MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11175 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 1510.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Jan | 11918.40 | 1510.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 12013.35 | 1510.6 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Jan | 12356.50 | 1510.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 12249.85 | 1510.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 12218.00 | 1510.6 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 12129.00 | 1510.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 12029.70 | 1510.6 | 1510.60 | - | 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 | |||
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| 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 11175 expiring on 30JAN2025
Delta for 11175 CE is -
Historical price for 11175 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1510.6, 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 1510.6, 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 1510.6, 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 1510.6, 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 1510.6, 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 1510.6, 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 1510.6, 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 1510.6, which was 1510.60 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 11175 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.75
Theta: -1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 3.4 | -8.30 | 30.20 | 1,254 | 244 | 442 |
| 22 Jan | 11918.40 | 11.7 | -3.55 | 28.44 | 1,672 | 42 | 232 |
| 21 Jan | 12013.35 | 15.25 | 5.55 | 31.13 | 651 | 25 | 200 |
| 20 Jan | 12356.50 | 9.7 | 0.60 | 34.41 | 86 | 7 | 175 |
| 17 Jan | 12249.85 | 9.1 | -0.75 | 28.42 | 438 | -10 | 168 |
| 16 Jan | 12218.00 | 9.85 | -9.70 | 27.23 | 7 | -2 | 179 |
| 15 Jan | 12129.00 | 19.55 | -2.15 | 28.38 | 709 | 8 | 201 |
| 14 Jan | 12029.70 | 21.7 | 21.70 | 26.73 | 792 | 196 | 196 |
| 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 11175 expiring on 30JAN2025
Delta for 11175 PE is -0.02
Historical price for 11175 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 3.4, which was -8.30 lower than the previous day. The implied volatity was 30.20, the open interest changed by 244 which increased total open position to 442
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 11.7, which was -3.55 lower than the previous day. The implied volatity was 28.44, the open interest changed by 42 which increased total open position to 232
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 15.25, which was 5.55 higher than the previous day. The implied volatity was 31.13, the open interest changed by 25 which increased total open position to 200
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 9.7, which was 0.60 higher than the previous day. The implied volatity was 34.41, the open interest changed by 7 which increased total open position to 175
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 9.1, which was -0.75 lower than the previous day. The implied volatity was 28.42, the open interest changed by -10 which decreased total open position to 168
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 9.85, which was -9.70 lower than the previous day. The implied volatity was 27.23, the open interest changed by -2 which decreased total open position to 179
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 19.55, which was -2.15 lower than the previous day. The implied volatity was 28.38, the open interest changed by 8 which increased total open position to 201
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 21.7, which was 21.70 higher than the previous day. The implied volatity was 26.73, the open interest changed by 196 which increased total open position to 196
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
