MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11275 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 1427.45 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 12177.40 | 1427.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Jan | 11918.40 | 1427.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 12013.35 | 1427.45 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Jan | 12356.50 | 1427.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 12249.85 | 1427.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 12218.00 | 1427.45 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 12129.00 | 1427.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 12029.70 | 1427.45 | 1427.45 | - | 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 | |||
| 8 Jan | 12562.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Jan | 12696.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11275 expiring on 30JAN2025
Delta for 11275 CE is -
Historical price for 11275 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 1427.45, 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 1427.45, 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 1427.45, 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 1427.45, 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 1427.45, 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 1427.45, 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 1427.45, 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 1427.45, 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 1427.45, which was 1427.45 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 8 Jan MIDCPNIFTY was trading at 12562.20. 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 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 2 Jan MIDCPNIFTY was trading at 13095.15. 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 30JAN2025 11275 PE | |||||||
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Delta: -0.02
Vega: 0.81
Theta: -1.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 3.55 | -1.55 | 27.62 | 5,056 | -416 | 653 |
| 23 Jan | 12177.40 | 4.9 | -11.00 | 29.17 | 2,222 | 450 | 1,077 |
| 22 Jan | 11918.40 | 15.9 | -4.45 | 27.31 | 2,790 | 461 | 744 |
| 21 Jan | 12013.35 | 20.35 | 9.40 | 30.26 | 588 | 92 | 283 |
| 20 Jan | 12356.50 | 10.95 | 0.15 | 32.65 | 52 | 14 | 187 |
| 17 Jan | 12249.85 | 10.8 | -2.25 | 27.14 | 194 | 27 | 174 |
| 16 Jan | 12218.00 | 13.05 | -8.25 | 26.52 | 68 | 50 | 147 |
| 15 Jan | 12129.00 | 21.3 | -7.70 | 26.64 | 62 | 4 | 98 |
| 14 Jan | 12029.70 | 29 | 29.00 | 26.33 | 246 | 94 | 94 |
| 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 |
| 8 Jan | 12562.20 | 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 | 0.00 | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 0 | 0.00 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11275 expiring on 30JAN2025
Delta for 11275 PE is -0.02
Historical price for 11275 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 3.55, which was -1.55 lower than the previous day. The implied volatity was 27.62, the open interest changed by -416 which decreased total open position to 653
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 4.9, which was -11.00 lower than the previous day. The implied volatity was 29.17, the open interest changed by 450 which increased total open position to 1077
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 15.9, which was -4.45 lower than the previous day. The implied volatity was 27.31, the open interest changed by 461 which increased total open position to 744
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 20.35, which was 9.40 higher than the previous day. The implied volatity was 30.26, the open interest changed by 92 which increased total open position to 283
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 10.95, which was 0.15 higher than the previous day. The implied volatity was 32.65, the open interest changed by 14 which increased total open position to 187
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 10.8, which was -2.25 lower than the previous day. The implied volatity was 27.14, the open interest changed by 27 which increased total open position to 174
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 13.05, which was -8.25 lower than the previous day. The implied volatity was 26.52, the open interest changed by 50 which increased total open position to 147
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 21.3, which was -7.70 lower than the previous day. The implied volatity was 26.64, the open interest changed by 4 which increased total open position to 98
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 29, which was 29.00 higher than the previous day. The implied volatity was 26.33, the open interest changed by 94 which increased total open position to 94
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 8 Jan MIDCPNIFTY was trading at 12562.20. 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 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 2 Jan MIDCPNIFTY was trading at 13095.15. 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
