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

11136.65 -36.05 (-0.32%)

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Historical option data for MIDCPNIFTY

18 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 11200 CE
Delta: 0.47
Vega: 6.94
Theta: -12.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Feb 11136.65 169.05 -61.95 27.81 24,509 238 2,778
17 Feb 11172.70 230 34.65 30.54 25,328 795 2,522
14 Feb 11090.05 179.55 -148.1 26.12 21,704 1,319 1,767
13 Feb 11359.90 327.15 -37.2 24.67 779 -60 455
12 Feb 11395.20 377.45 -42.6 25.03 8,805 278 516
11 Feb 11471.45 424.15 -245.85 24.68 142 29 241
10 Feb 11790.05 670 -301.45 21.65 11 -4 214
7 Feb 12011.50 971.45 -27 36.13 1 0 218
6 Feb 11973.35 998.45 0 42.60 1 0 218
5 Feb 12092.90 998.45 148.45 27.35 8 -3 218
4 Feb 12011.55 850 105.25 - 20 0 221
3 Feb 11822.60 721.8 9.2 19.72 17 -6 220
1 Feb 11864.60 712.6 -159.3 - 24 0 225
31 Jan 11930.85 871.75 -772.2 19.72 423 228 228
30 Jan 11795.15 1643.95 0 - 0 0 0
29 Jan 11871.70 1643.95 0 - 0 0 0
28 Jan 11644.40 1643.95 0 - 0 0 0
27 Jan 11722.20 1643.95 0 - 0 0 0
24 Jan 12087.85 1643.95 0 - 0 0 0
23 Jan 12177.40 1643.95 0.00 - 0 0 0
22 Jan 11918.40 1643.95 0.00 - 0 0 0
21 Jan 12013.35 1643.95 0.00 - 0 0 0
20 Jan 12356.50 1643.95 0.00 - 0 0 0
17 Jan 12249.85 1643.95 0.00 - 0 0 0
16 Jan 12218.00 1643.95 0.00 - 0 0 0
15 Jan 12129.00 1643.95 0.00 - 0 0 0
14 Jan 12029.70 1643.95 1643.95 - 0 0 0
13 Jan 11813.50 0 0.00 - 0 0 0
10 Jan 12283.00 0 0.00 - 0 0 0
9 Jan 12481.20 0 0.00 - 0 0 0
7 Jan 12739.35 0 0.00 - 0 0 0
6 Jan 12696.60 0 0.00 - 0 0 0
3 Jan 13009.85 0 - 0 0 0


For Nifty Midcap Select - strike price 11200 expiring on 27FEB2025

Delta for 11200 CE is 0.47

Historical price for 11200 CE is as follows

On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 169.05, which was -61.95 lower than the previous day. The implied volatity was 27.81, the open interest changed by 238 which increased total open position to 2778


On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 230, which was 34.65 higher than the previous day. The implied volatity was 30.54, the open interest changed by 795 which increased total open position to 2522


On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 179.55, which was -148.1 lower than the previous day. The implied volatity was 26.12, the open interest changed by 1319 which increased total open position to 1767


On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 327.15, which was -37.2 lower than the previous day. The implied volatity was 24.67, the open interest changed by -60 which decreased total open position to 455


On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 377.45, which was -42.6 lower than the previous day. The implied volatity was 25.03, the open interest changed by 278 which increased total open position to 516


On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 424.15, which was -245.85 lower than the previous day. The implied volatity was 24.68, the open interest changed by 29 which increased total open position to 241


On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 670, which was -301.45 lower than the previous day. The implied volatity was 21.65, the open interest changed by -4 which decreased total open position to 214


On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 971.45, which was -27 lower than the previous day. The implied volatity was 36.13, the open interest changed by 0 which decreased total open position to 218


On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 998.45, which was 0 lower than the previous day. The implied volatity was 42.60, the open interest changed by 0 which decreased total open position to 218


On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 998.45, which was 148.45 higher than the previous day. The implied volatity was 27.35, the open interest changed by -3 which decreased total open position to 218


On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 850, which was 105.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 221


On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 721.8, which was 9.2 higher than the previous day. The implied volatity was 19.72, the open interest changed by -6 which decreased total open position to 220


On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 712.6, which was -159.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225


On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 871.75, which was -772.2 lower than the previous day. The implied volatity was 19.72, the open interest changed by 228 which increased total open position to 228


On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 1643.95, 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 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 1643.95, 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 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 1643.95, 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 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 1643.95, 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 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 1643.95, 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 1643.95, 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 1643.95, 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 1643.95, 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 1643.95, 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 1643.95, 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 1643.95, 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 1643.95, 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 1643.95, which was 1643.95 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 -, 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 -, 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 -, 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 -, 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 -, 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


MIDCPNIFTY 27FEB2025 11200 PE
Delta: -0.53
Vega: 6.95
Theta: -10.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Feb 11136.65 247 26.8 31.48 16,122 37 2,438
17 Feb 11172.70 218.6 -55.8 30.26 11,307 447 2,365
14 Feb 11090.05 296 141.65 30.14 28,757 712 1,944
13 Feb 11359.90 159.25 8.85 27.74 8,942 -123 1,237
12 Feb 11395.20 149.55 17.55 28.15 29,841 246 1,443
11 Feb 11471.45 137.75 73.85 28.23 12,104 387 1,255
10 Feb 11790.05 64 20.2 27.59 3,021 97 878
7 Feb 12011.50 43.8 -10.45 27.40 2,680 22 784
6 Feb 11973.35 55.85 17.75 27.94 1,396 148 762
5 Feb 12092.90 40.1 -16.05 27.23 2,007 -65 623
4 Feb 12011.55 63.6 -26.35 28.58 2,348 -103 691
3 Feb 11822.60 90 1.1 27.66 3,434 199 799
1 Feb 11864.60 88.75 -21.25 27.16 4,280 165 609
31 Jan 11930.85 109.85 -67.8 31.81 3,118 232 495
30 Jan 11795.15 171.05 10.2 33.79 158 96 267
29 Jan 11871.70 160.95 -75.25 34.17 29 10 169
28 Jan 11644.40 250 133.7 36.08 157 108 160
27 Jan 11722.20 116.3 59.65 25.22 52 47 52
24 Jan 12087.85 56.65 0 0.00 0 0 0
23 Jan 12177.40 56.65 0.00 0.00 0 0 0
22 Jan 11918.40 56.65 0.00 0.00 0 0 0
21 Jan 12013.35 56.65 21.65 22.93 10 -2 3
20 Jan 12356.50 35 0.00 24.13 2 1 4
17 Jan 12249.85 35 -20.00 22.12 2 1 3
16 Jan 12218.00 55 0.00 0.00 0 2 0
15 Jan 12129.00 55 -10.60 22.79 4 2 2
14 Jan 12029.70 65.6 0.00 5.67 0 0 0
13 Jan 11813.50 65.6 0.00 4.59 0 0 0
10 Jan 12283.00 65.6 0.00 6.87 0 0 0
9 Jan 12481.20 65.6 0.00 7.79 0 0 0
7 Jan 12739.35 65.6 0.00 8.93 0 0 0
6 Jan 12696.60 65.6 0.00 8.88 0 0 0
3 Jan 13009.85 65.6 9.70 0 0 0


For Nifty Midcap Select - strike price 11200 expiring on 27FEB2025

Delta for 11200 PE is -0.53

Historical price for 11200 PE is as follows

On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 247, which was 26.8 higher than the previous day. The implied volatity was 31.48, the open interest changed by 37 which increased total open position to 2438


On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 218.6, which was -55.8 lower than the previous day. The implied volatity was 30.26, the open interest changed by 447 which increased total open position to 2365


On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 296, which was 141.65 higher than the previous day. The implied volatity was 30.14, the open interest changed by 712 which increased total open position to 1944


On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 159.25, which was 8.85 higher than the previous day. The implied volatity was 27.74, the open interest changed by -123 which decreased total open position to 1237


On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 149.55, which was 17.55 higher than the previous day. The implied volatity was 28.15, the open interest changed by 246 which increased total open position to 1443


On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 137.75, which was 73.85 higher than the previous day. The implied volatity was 28.23, the open interest changed by 387 which increased total open position to 1255


On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 64, which was 20.2 higher than the previous day. The implied volatity was 27.59, the open interest changed by 97 which increased total open position to 878


On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 43.8, which was -10.45 lower than the previous day. The implied volatity was 27.40, the open interest changed by 22 which increased total open position to 784


On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 55.85, which was 17.75 higher than the previous day. The implied volatity was 27.94, the open interest changed by 148 which increased total open position to 762


On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 40.1, which was -16.05 lower than the previous day. The implied volatity was 27.23, the open interest changed by -65 which decreased total open position to 623


On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 63.6, which was -26.35 lower than the previous day. The implied volatity was 28.58, the open interest changed by -103 which decreased total open position to 691


On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 90, which was 1.1 higher than the previous day. The implied volatity was 27.66, the open interest changed by 199 which increased total open position to 799


On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 88.75, which was -21.25 lower than the previous day. The implied volatity was 27.16, the open interest changed by 165 which increased total open position to 609


On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 109.85, which was -67.8 lower than the previous day. The implied volatity was 31.81, the open interest changed by 232 which increased total open position to 495


On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 171.05, which was 10.2 higher than the previous day. The implied volatity was 33.79, the open interest changed by 96 which increased total open position to 267


On 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 160.95, which was -75.25 lower than the previous day. The implied volatity was 34.17, the open interest changed by 10 which increased total open position to 169


On 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 250, which was 133.7 higher than the previous day. The implied volatity was 36.08, the open interest changed by 108 which increased total open position to 160


On 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 116.3, which was 59.65 higher than the previous day. The implied volatity was 25.22, the open interest changed by 47 which increased total open position to 52


On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 56.65, which was 0 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 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 56.65, 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 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 56.65, 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 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 56.65, which was 21.65 higher than the previous day. The implied volatity was 22.93, the open interest changed by -2 which decreased total open position to 3


On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 35, which was 0.00 lower than the previous day. The implied volatity was 24.13, the open interest changed by 1 which increased total open position to 4


On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 35, which was -20.00 lower than the previous day. The implied volatity was 22.12, the open interest changed by 1 which increased total open position to 3


On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 55, which was -10.60 lower than the previous day. The implied volatity was 22.79, the open interest changed by 2 which increased total open position to 2


On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 65.6, which was 0.00 lower than the previous day. The implied volatity was 5.67, 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 65.6, which was 0.00 lower than the previous day. The implied volatity was 4.59, 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 65.6, which was 0.00 lower than the previous day. The implied volatity was 6.87, 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 65.6, which was 0.00 lower than the previous day. The implied volatity was 7.79, 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 65.6, which was 0.00 lower than the previous day. The implied volatity was 8.93, 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 65.6, which was 0.00 lower than the previous day. The implied volatity was 8.88, 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 65.6, which was lower than the previous day. The implied volatity was 9.70, the open interest changed by 0 which decreased total open position to 0