MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
18 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 11200 CE | ||||||||||
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Delta: 0.47
Vega: 6.94
Theta: -12.09
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.53
Vega: 6.95
Theta: -10.48
Gamma: 0.00
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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