MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
29 Jan 2025 11:28 AM IST
| MIDCPNIFTY 30JAN2025 11200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.94
Theta: -28.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 29 Jan | 11794.85 | 612.7 | 141.15 | 64.53 | 649 | 221 | 604 | |||
| 28 Jan | 11644.40 | 469.95 | -1019.7 | 41.39 | 2,754 | 384 | 384 | |||
| 27 Jan | 11722.20 | 1489.65 | 0 | - | 0 | 0 | 0 | |||
| 24 Jan | 12087.85 | 1489.65 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 12177.40 | 1489.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Jan | 11918.40 | 1489.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 12013.35 | 1489.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Jan | 12356.50 | 1489.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 12249.85 | 1489.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 12218.00 | 1489.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 15 Jan | 12129.00 | 1489.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 12029.70 | 1489.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Jan | 11813.50 | 1489.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Jan | 12283.00 | 1489.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 12481.20 | 1489.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 1489.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 1489.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 1489.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 1489.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 1489.65 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11200 expiring on 30JAN2025
Delta for 11200 CE is 0.93
Historical price for 11200 CE is as follows
On 29 Jan MIDCPNIFTY was trading at 11794.85. The strike last trading price was 612.7, which was 141.15 higher than the previous day. The implied volatity was 64.53, the open interest changed by 221 which increased total open position to 604
On 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 469.95, which was -1019.7 lower than the previous day. The implied volatity was 41.39, the open interest changed by 384 which increased total open position to 384
On 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 1489.65, 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 1489.65, 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 1489.65, 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 1489.65, 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 1489.65, 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 1489.65, 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 1489.65, 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 1489.65, 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 1489.65, 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 1489.65, 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 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 1489.65, 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 1489.65, 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 1489.65, 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 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 1489.65, 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 1489.65, 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 1489.65, 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 1489.65, 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 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 1489.65, 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 30JAN2025 11200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.50
Theta: -10.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 29 Jan | 11794.85 | 4.55 | -6.85 | 50.74 | 54,485 | 7,560 | 16,289 |
| 28 Jan | 11644.40 | 10.5 | -1.3 | 37.06 | 1,15,369 | 1,223 | 8,882 |
| 27 Jan | 11722.20 | 16 | 12.95 | 36.96 | 84,082 | 1,161 | 7,908 |
| 24 Jan | 12087.85 | 2.8 | -1.2 | 28.69 | 51,261 | -1,157 | 6,736 |
| 23 Jan | 12177.40 | 3.7 | -9.15 | 29.91 | 37,671 | 1,626 | 7,841 |
| 22 Jan | 11918.40 | 12.85 | -3.75 | 28.27 | 35,332 | 2,471 | 6,559 |
| 21 Jan | 12013.35 | 16.6 | 8.25 | 30.99 | 6,945 | 513 | 4,109 |
| 20 Jan | 12356.50 | 8.35 | -2.35 | 32.89 | 5,604 | 241 | 3,712 |
| 17 Jan | 12249.85 | 10.7 | -0.05 | 28.74 | 4,335 | -109 | 3,471 |
| 16 Jan | 12218.00 | 10.75 | -9.25 | 27.14 | 3,455 | 53 | 3,599 |
| 15 Jan | 12129.00 | 20 | -3.45 | 27.98 | 10,305 | -928 | 3,547 |
| 14 Jan | 12029.70 | 23.45 | -21.55 | 26.68 | 13,429 | 738 | 4,502 |
| 13 Jan | 11813.50 | 45 | 31.95 | 25.27 | 21,206 | 2,198 | 3,939 |
| 10 Jan | 12283.00 | 13.05 | 5.45 | 24.79 | 5,595 | 440 | 1,742 |
| 9 Jan | 12481.20 | 7.6 | -0.35 | 24.91 | 472 | 6 | 1,302 |
| 8 Jan | 12562.20 | 7.95 | 2.85 | 25.73 | 6,470 | 711 | 1,303 |
| 7 Jan | 12739.35 | 5.1 | -2.15 | 25.69 | 539 | -9 | 591 |
| 6 Jan | 12696.60 | 7.25 | 3.00 | 25.99 | 896 | 74 | 600 |
| 3 Jan | 13009.85 | 4.25 | -1.75 | 26.29 | 216 | 63 | 526 |
| 2 Jan | 13095.15 | 6 | 28.06 | 339 | 106 | 463 | |
For Nifty Midcap Select - strike price 11200 expiring on 30JAN2025
Delta for 11200 PE is -0.03
Historical price for 11200 PE is as follows
On 29 Jan MIDCPNIFTY was trading at 11794.85. The strike last trading price was 4.55, which was -6.85 lower than the previous day. The implied volatity was 50.74, the open interest changed by 7560 which increased total open position to 16289
On 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 10.5, which was -1.3 lower than the previous day. The implied volatity was 37.06, the open interest changed by 1223 which increased total open position to 8882
On 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 16, which was 12.95 higher than the previous day. The implied volatity was 36.96, the open interest changed by 1161 which increased total open position to 7908
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was 28.69, the open interest changed by -1157 which decreased total open position to 6736
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 3.7, which was -9.15 lower than the previous day. The implied volatity was 29.91, the open interest changed by 1626 which increased total open position to 7841
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 12.85, which was -3.75 lower than the previous day. The implied volatity was 28.27, the open interest changed by 2471 which increased total open position to 6559
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 16.6, which was 8.25 higher than the previous day. The implied volatity was 30.99, the open interest changed by 513 which increased total open position to 4109
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 8.35, which was -2.35 lower than the previous day. The implied volatity was 32.89, the open interest changed by 241 which increased total open position to 3712
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 10.7, which was -0.05 lower than the previous day. The implied volatity was 28.74, the open interest changed by -109 which decreased total open position to 3471
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 10.75, which was -9.25 lower than the previous day. The implied volatity was 27.14, the open interest changed by 53 which increased total open position to 3599
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 20, which was -3.45 lower than the previous day. The implied volatity was 27.98, the open interest changed by -928 which decreased total open position to 3547
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 23.45, which was -21.55 lower than the previous day. The implied volatity was 26.68, the open interest changed by 738 which increased total open position to 4502
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 45, which was 31.95 higher than the previous day. The implied volatity was 25.27, the open interest changed by 2198 which increased total open position to 3939
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 13.05, which was 5.45 higher than the previous day. The implied volatity was 24.79, the open interest changed by 440 which increased total open position to 1742
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 7.6, which was -0.35 lower than the previous day. The implied volatity was 24.91, the open interest changed by 6 which increased total open position to 1302
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 7.95, which was 2.85 higher than the previous day. The implied volatity was 25.73, the open interest changed by 711 which increased total open position to 1303
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 5.1, which was -2.15 lower than the previous day. The implied volatity was 25.69, the open interest changed by -9 which decreased total open position to 591
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 7.25, which was 3.00 higher than the previous day. The implied volatity was 25.99, the open interest changed by 74 which increased total open position to 600
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 4.25, which was -1.75 lower than the previous day. The implied volatity was 26.29, the open interest changed by 63 which increased total open position to 526
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 6, which was lower than the previous day. The implied volatity was 28.06, the open interest changed by 106 which increased total open position to 463
