MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Feb 2025 12:59 PM IST
MIDCPNIFTY 27FEB2025 11250 CE | ||||||||||
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Delta: 0.53
Vega: 6.67
Theta: -12.89
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 11254.05 | 197.9 | 37.3 | 27.48 | 9,965 | 458 | 1,005 | |||
18 Feb | 11136.65 | 147.9 | -56.95 | 27.84 | 6,614 | -22 | 550 | |||
17 Feb | 11172.70 | 208.5 | 39 | 30.86 | 3,260 | -137 | 585 | |||
14 Feb | 11090.05 | 165 | -133.35 | 26.85 | 9,020 | 536 | 737 | |||
13 Feb | 11359.90 | 288 | -55.95 | 23.65 | 474 | -251 | 201 | |||
12 Feb | 11395.20 | 352.3 | -600.5 | 25.85 | 3,800 | 462 | 464 | |||
11 Feb | 11471.45 | 952.8 | 0 | 0.00 | 0 | 0 | 0 | |||
10 Feb | 11790.05 | 952.8 | 0 | 0.00 | 0 | 0 | 0 | |||
7 Feb | 12011.50 | 952.8 | 0 | 0.00 | 0 | 0 | 0 | |||
6 Feb | 11973.35 | 952.8 | 0 | 0.00 | 0 | 2 | 0 | |||
5 Feb | 12092.90 | 952.8 | -648.05 | 26.87 | 2 | 0 | 0 | |||
4 Feb | 12011.55 | 1600.85 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 11822.60 | 1600.85 | 0 | - | 0 | 0 | 0 | |||
1 Feb | 11864.60 | 1600.85 | 0 | - | 0 | 0 | 0 | |||
31 Jan | 11930.85 | 1600.85 | 0 | - | 0 | 0 | 0 | |||
30 Jan | 11795.15 | 1600.85 | 0 | - | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 1600.85 | 0 | - | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 1600.85 | 0 | - | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 1600.85 | 0 | - | 0 | 0 | 0 | |||
24 Jan | 12087.85 | 1600.85 | 0 | - | 0 | 0 | 0 | |||
23 Jan | 12177.40 | 1600.85 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 11918.40 | 1600.85 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 12013.35 | 1600.85 | 0.00 | - | 0 | 0 | 0 | |||
20 Jan | 12356.50 | 1600.85 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 12249.85 | 1600.85 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 1600.85 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 1600.85 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 1600.85 | 1600.85 | - | 0 | 0 | 0 | |||
13 Jan | 11813.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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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 11250 expiring on 27FEB2025
Delta for 11250 CE is 0.53
Historical price for 11250 CE is as follows
On 19 Feb MIDCPNIFTY was trading at 11254.05. The strike last trading price was 197.9, which was 37.3 higher than the previous day. The implied volatity was 27.48, the open interest changed by 458 which increased total open position to 1005
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 147.9, which was -56.95 lower than the previous day. The implied volatity was 27.84, the open interest changed by -22 which decreased total open position to 550
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 208.5, which was 39 higher than the previous day. The implied volatity was 30.86, the open interest changed by -137 which decreased total open position to 585
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 165, which was -133.35 lower than the previous day. The implied volatity was 26.85, the open interest changed by 536 which increased total open position to 737
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 288, which was -55.95 lower than the previous day. The implied volatity was 23.65, the open interest changed by -251 which decreased total open position to 201
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 352.3, which was -600.5 lower than the previous day. The implied volatity was 25.85, the open interest changed by 462 which increased total open position to 464
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 952.8, 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 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 952.8, 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 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 952.8, 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 952.8, which was 0 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 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 952.8, which was -648.05 lower than the previous day. The implied volatity was 26.87, 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 1600.85, 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 1600.85, 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 1600.85, 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 1600.85, 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 1600.85, 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 1600.85, 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 1600.85, 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 1600.85, 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 1600.85, 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 1600.85, 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 1600.85, 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 1600.85, 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 1600.85, 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 1600.85, 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 1600.85, 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 1600.85, 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 1600.85, which was 1600.85 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 11250 PE | |||||||
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Delta: -0.47
Vega: 6.67
Theta: -10.02
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 11254.05 | 173 | -82 | 27.99 | 8,930 | 748 | 1,139 |
18 Feb | 11136.65 | 269.9 | 25.75 | 30.84 | 555 | -53 | 393 |
17 Feb | 11172.70 | 240 | -67.45 | 29.64 | 296 | 23 | 436 |
14 Feb | 11090.05 | 315 | 141.9 | 28.93 | 8,776 | -67 | 417 |
13 Feb | 11359.90 | 174.9 | 4.2 | 27.21 | 2,915 | -35 | 481 |
12 Feb | 11395.20 | 159.55 | 7.35 | 27.17 | 12,932 | 80 | 516 |
11 Feb | 11471.45 | 156 | 84.6 | 28.38 | 1,685 | 347 | 439 |
10 Feb | 11790.05 | 71.5 | 25.8 | 27.29 | 229 | 22 | 91 |
7 Feb | 12011.50 | 49.65 | -1.4 | 27.39 | 66 | 33 | 69 |
6 Feb | 11973.35 | 60.05 | 23 | 27.40 | 2 | 0 | 36 |
5 Feb | 12092.90 | 37.05 | -22.6 | 25.47 | 19 | -1 | 36 |
4 Feb | 12011.55 | 63.2 | -32.15 | 27.33 | 174 | -1 | 37 |
3 Feb | 11822.60 | 93.45 | -4.6 | 26.85 | 227 | 14 | 40 |
1 Feb | 11864.60 | 99.05 | -20.7 | 27.13 | 69 | -5 | 27 |
31 Jan | 11930.85 | 116.65 | 45.1 | 30.92 | 107 | 37 | 37 |
30 Jan | 11795.15 | 71.55 | 0 | 4.80 | 0 | 0 | 0 |
29 Jan | 11871.70 | 71.55 | 0 | 5.29 | 0 | 0 | 0 |
28 Jan | 11644.40 | 71.55 | 0 | 3.68 | 0 | 0 | 0 |
27 Jan | 11722.20 | 71.55 | 0 | 4.03 | 0 | 0 | 0 |
24 Jan | 12087.85 | 71.55 | 0 | 6.93 | 0 | 0 | 0 |
23 Jan | 12177.40 | 71.55 | 0.00 | 6.94 | 0 | 0 | 0 |
22 Jan | 11918.40 | 71.55 | 0.00 | 5.20 | 0 | 0 | 0 |
21 Jan | 12013.35 | 71.55 | 0.00 | 5.68 | 0 | 0 | 0 |
20 Jan | 12356.50 | 71.55 | 0.00 | 7.54 | 0 | 0 | 0 |
17 Jan | 12249.85 | 71.55 | 0.00 | 6.79 | 0 | 0 | 0 |
16 Jan | 12218.00 | 71.55 | 0.00 | 6.56 | 0 | 0 | 0 |
15 Jan | 12129.00 | 71.55 | 0.00 | 6.25 | 0 | 0 | 0 |
14 Jan | 12029.70 | 71.55 | 71.55 | 5.24 | 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 11250 expiring on 27FEB2025
Delta for 11250 PE is -0.47
Historical price for 11250 PE is as follows
On 19 Feb MIDCPNIFTY was trading at 11254.05. The strike last trading price was 173, which was -82 lower than the previous day. The implied volatity was 27.99, the open interest changed by 748 which increased total open position to 1139
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 269.9, which was 25.75 higher than the previous day. The implied volatity was 30.84, the open interest changed by -53 which decreased total open position to 393
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 240, which was -67.45 lower than the previous day. The implied volatity was 29.64, the open interest changed by 23 which increased total open position to 436
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 315, which was 141.9 higher than the previous day. The implied volatity was 28.93, the open interest changed by -67 which decreased total open position to 417
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 174.9, which was 4.2 higher than the previous day. The implied volatity was 27.21, the open interest changed by -35 which decreased total open position to 481
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 159.55, which was 7.35 higher than the previous day. The implied volatity was 27.17, the open interest changed by 80 which increased total open position to 516
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 156, which was 84.6 higher than the previous day. The implied volatity was 28.38, the open interest changed by 347 which increased total open position to 439
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 71.5, which was 25.8 higher than the previous day. The implied volatity was 27.29, the open interest changed by 22 which increased total open position to 91
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 49.65, which was -1.4 lower than the previous day. The implied volatity was 27.39, the open interest changed by 33 which increased total open position to 69
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 60.05, which was 23 higher than the previous day. The implied volatity was 27.40, the open interest changed by 0 which decreased total open position to 36
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 37.05, which was -22.6 lower than the previous day. The implied volatity was 25.47, the open interest changed by -1 which decreased total open position to 36
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 63.2, which was -32.15 lower than the previous day. The implied volatity was 27.33, the open interest changed by -1 which decreased total open position to 37
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 93.45, which was -4.6 lower than the previous day. The implied volatity was 26.85, the open interest changed by 14 which increased total open position to 40
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 99.05, which was -20.7 lower than the previous day. The implied volatity was 27.13, the open interest changed by -5 which decreased total open position to 27
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 116.65, which was 45.1 higher than the previous day. The implied volatity was 30.92, the open interest changed by 37 which increased total open position to 37
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 71.55, which was 0 lower than the previous day. The implied volatity was 4.80, 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 71.55, which was 0 lower than the previous day. The implied volatity was 5.29, 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 71.55, which was 0 lower than the previous day. The implied volatity was 3.68, 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 71.55, which was 0 lower than the previous day. The implied volatity was 4.03, 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 71.55, which was 0 lower than the previous day. The implied volatity was 6.93, 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 71.55, which was 0.00 lower than the previous day. The implied volatity was 6.94, 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 71.55, which was 0.00 lower than the previous day. The implied volatity was 5.20, 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 71.55, which was 0.00 lower than the previous day. The implied volatity was 5.68, 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 71.55, which was 0.00 lower than the previous day. The implied volatity was 7.54, 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 71.55, which was 0.00 lower than the previous day. The implied volatity was 6.79, 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 71.55, which was 0.00 lower than the previous day. The implied volatity was 6.56, 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 71.55, which was 0.00 lower than the previous day. The implied volatity was 6.25, 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 71.55, which was 71.55 higher than the previous day. The implied volatity was 5.24, 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