MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
18 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 11225 CE | ||||||||||
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Delta: 0.45
Vega: 6.90
Theta: -12.23
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
18 Feb | 11136.65 | 162.6 | -54.45 | 28.46 | 3,633 | 44 | 347 | |||
17 Feb | 11172.70 | 221.55 | 39.35 | 31.04 | 2,285 | -62 | 298 | |||
14 Feb | 11090.05 | 171.05 | -142.05 | 26.36 | 5,441 | 235 | 397 | |||
13 Feb | 11359.90 | 310.9 | -37.3 | 24.60 | 45 | -11 | 161 | |||
12 Feb | 11395.20 | 358.95 | -29 | 24.77 | 1,665 | 175 | 176 | |||
11 Feb | 11471.45 | 387.95 | -1234.4 | 22.27 | 1 | 0 | 0 | |||
10 Feb | 11790.05 | 1622.35 | 0 | - | 0 | 0 | 0 | |||
7 Feb | 12011.50 | 1622.35 | 0 | - | 0 | 0 | 0 | |||
6 Feb | 11973.35 | 1622.35 | 0 | - | 0 | 0 | 0 | |||
5 Feb | 12092.90 | 1622.35 | 0 | - | 0 | 0 | 0 | |||
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4 Feb | 12011.55 | 1622.35 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 11822.60 | 1622.35 | 0 | - | 0 | 0 | 0 | |||
1 Feb | 11864.60 | 1622.35 | 0 | - | 0 | 0 | 0 | |||
31 Jan | 11930.85 | 1622.35 | 0 | - | 0 | 0 | 0 | |||
30 Jan | 11795.15 | 1622.35 | 0 | - | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 1622.35 | 0 | - | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 1622.35 | 0 | - | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 1622.35 | 0 | - | 0 | 0 | 0 | |||
24 Jan | 12087.85 | 1622.35 | 0 | - | 0 | 0 | 0 | |||
23 Jan | 12177.40 | 1622.35 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 11918.40 | 1622.35 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 12013.35 | 1622.35 | 0.00 | - | 0 | 0 | 0 | |||
20 Jan | 12356.50 | 1622.35 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 12249.85 | 1622.35 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 1622.35 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 1622.35 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 1622.35 | 1622.35 | - | 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 | |||
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 | 0 | 0 |
For Nifty Midcap Select - strike price 11225 expiring on 27FEB2025
Delta for 11225 CE is 0.45
Historical price for 11225 CE is as follows
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 162.6, which was -54.45 lower than the previous day. The implied volatity was 28.46, the open interest changed by 44 which increased total open position to 347
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 221.55, which was 39.35 higher than the previous day. The implied volatity was 31.04, the open interest changed by -62 which decreased total open position to 298
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 171.05, which was -142.05 lower than the previous day. The implied volatity was 26.36, the open interest changed by 235 which increased total open position to 397
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 310.9, which was -37.3 lower than the previous day. The implied volatity was 24.60, the open interest changed by -11 which decreased total open position to 161
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 358.95, which was -29 lower than the previous day. The implied volatity was 24.77, the open interest changed by 175 which increased total open position to 176
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 387.95, which was -1234.4 lower than the previous day. The implied volatity was 22.27, the open interest changed by 0 which decreased total open position to 0
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 1622.35, 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 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 1622.35, 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 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 1622.35, 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 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 1622.35, 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 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 1622.35, 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 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 1622.35, 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 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 1622.35, 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 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 1622.35, 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 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 1622.35, 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 1622.35, 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 1622.35, 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 1622.35, 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 1622.35, 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 1622.35, 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 1622.35, 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 1622.35, 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 1622.35, 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 1622.35, 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 1622.35, 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 1622.35, 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 1622.35, which was 1622.35 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 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 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 27FEB2025 11225 PE | |||||||
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Delta: -0.55
Vega: 6.92
Theta: -10.08
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
18 Feb | 11136.65 | 255.85 | 23.65 | 30.75 | 1,452 | -19 | 357 |
17 Feb | 11172.70 | 225.15 | -67.6 | 29.41 | 298 | 26 | 366 |
14 Feb | 11090.05 | 301.15 | 138.2 | 29.03 | 5,764 | 2 | 345 |
13 Feb | 11359.90 | 166.25 | 1.55 | 27.40 | 1,687 | -14 | 350 |
12 Feb | 11395.20 | 158.55 | 14.65 | 28.13 | 9,686 | 138 | 475 |
11 Feb | 11471.45 | 149.55 | 81.55 | 28.63 | 1,045 | 156 | 337 |
10 Feb | 11790.05 | 64.6 | 10.2 | 26.97 | 738 | 38 | 195 |
7 Feb | 12011.50 | 54.4 | 0 | 0.00 | 0 | 0 | 0 |
6 Feb | 11973.35 | 54.4 | 0 | 0.00 | 0 | -40 | 0 |
5 Feb | 12092.90 | 54.4 | -2.2 | 29.14 | 62 | -40 | 157 |
4 Feb | 12011.55 | 58.65 | -35.5 | 27.23 | 373 | 37 | 198 |
3 Feb | 11822.60 | 95.95 | 14.85 | 27.74 | 366 | 151 | 171 |
1 Feb | 11864.60 | 81.1 | -29.85 | 25.64 | 9 | -1 | 15 |
31 Jan | 11930.85 | 110.95 | 42.45 | 30.92 | 64 | 18 | 18 |
30 Jan | 11795.15 | 68.5 | 0 | 5.00 | 0 | 0 | 0 |
29 Jan | 11871.70 | 68.5 | 0 | 5.49 | 0 | 0 | 0 |
28 Jan | 11644.40 | 68.5 | 0 | 3.84 | 0 | 0 | 0 |
27 Jan | 11722.20 | 68.5 | 0 | 4.22 | 0 | 0 | 0 |
24 Jan | 12087.85 | 68.5 | 0 | 6.97 | 0 | 0 | 0 |
23 Jan | 12177.40 | 68.5 | 0.00 | 6.95 | 0 | 0 | 0 |
22 Jan | 11918.40 | 68.5 | 0.00 | 5.36 | 0 | 0 | 0 |
21 Jan | 12013.35 | 68.5 | 0.00 | 5.84 | 0 | 0 | 0 |
20 Jan | 12356.50 | 68.5 | 0.00 | 7.68 | 0 | 0 | 0 |
17 Jan | 12249.85 | 68.5 | 0.00 | 6.95 | 0 | 0 | 0 |
16 Jan | 12218.00 | 68.5 | 0.00 | 6.71 | 0 | 0 | 0 |
15 Jan | 12129.00 | 68.5 | 0.00 | 6.57 | 0 | 0 | 0 |
14 Jan | 12029.70 | 68.5 | 68.50 | 5.45 | 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 |
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 | 0 | 0 |
For Nifty Midcap Select - strike price 11225 expiring on 27FEB2025
Delta for 11225 PE is -0.55
Historical price for 11225 PE is as follows
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 255.85, which was 23.65 higher than the previous day. The implied volatity was 30.75, the open interest changed by -19 which decreased total open position to 357
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 225.15, which was -67.6 lower than the previous day. The implied volatity was 29.41, the open interest changed by 26 which increased total open position to 366
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 301.15, which was 138.2 higher than the previous day. The implied volatity was 29.03, the open interest changed by 2 which increased total open position to 345
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 166.25, which was 1.55 higher than the previous day. The implied volatity was 27.40, the open interest changed by -14 which decreased total open position to 350
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 158.55, which was 14.65 higher than the previous day. The implied volatity was 28.13, the open interest changed by 138 which increased total open position to 475
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 149.55, which was 81.55 higher than the previous day. The implied volatity was 28.63, the open interest changed by 156 which increased total open position to 337
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 64.6, which was 10.2 higher than the previous day. The implied volatity was 26.97, the open interest changed by 38 which increased total open position to 195
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 54.4, 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 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 54.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -40 which decreased total open position to 0
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 54.4, which was -2.2 lower than the previous day. The implied volatity was 29.14, the open interest changed by -40 which decreased total open position to 157
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 58.65, which was -35.5 lower than the previous day. The implied volatity was 27.23, the open interest changed by 37 which increased total open position to 198
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 95.95, which was 14.85 higher than the previous day. The implied volatity was 27.74, the open interest changed by 151 which increased total open position to 171
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 81.1, which was -29.85 lower than the previous day. The implied volatity was 25.64, the open interest changed by -1 which decreased total open position to 15
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 110.95, which was 42.45 higher than the previous day. The implied volatity was 30.92, the open interest changed by 18 which increased total open position to 18
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 68.5, which was 0 lower than the previous day. The implied volatity was 5.00, 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 68.5, which was 0 lower than the previous day. The implied volatity was 5.49, 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 68.5, which was 0 lower than the previous day. The implied volatity was 3.84, 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 68.5, which was 0 lower than the previous day. The implied volatity was 4.22, 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 68.5, which was 0 lower than the previous day. The implied volatity was 6.97, 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 68.5, which was 0.00 lower than the previous day. The implied volatity was 6.95, 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 68.5, which was 0.00 lower than the previous day. The implied volatity was 5.36, 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 68.5, which was 0.00 lower than the previous day. The implied volatity was 5.84, 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 68.5, which was 0.00 lower than the previous day. The implied volatity was 7.68, 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 68.5, which was 0.00 lower than the previous day. The implied volatity was 6.95, 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 68.5, which was 0.00 lower than the previous day. The implied volatity was 6.71, 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 68.5, which was 0.00 lower than the previous day. The implied volatity was 6.57, 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 68.5, which was 68.50 higher than the previous day. The implied volatity was 5.45, 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 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0