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

11248.3 111.65 (1.00%)

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Historical option data for MIDCPNIFTY

19 Feb 2025 12:59 PM IST
MIDCPNIFTY 27FEB2025 11250 CE
Delta: 0.53
Vega: 6.67
Theta: -12.89
Gamma: 0.00
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
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
Delta: -0.47
Vega: 6.67
Theta: -10.02
Gamma: 0.00
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