MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
18 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 11325 CE | ||||||||||
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Delta: 0.37
Vega: 6.58
Theta: -11.29
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
18 Feb | 11136.65 | 120.05 | -50.35 | 27.92 | 1,115 | 18 | 330 | |||
17 Feb | 11172.70 | 173.15 | 32.65 | 30.51 | 1,519 | -26 | 323 | |||
14 Feb | 11090.05 | 129.75 | -123 | 25.91 | 4,902 | 250 | 352 | |||
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13 Feb | 11359.90 | 245.35 | -42.9 | 23.65 | 248 | -9 | 106 | |||
12 Feb | 11395.20 | 305.45 | -24.6 | 25.62 | 2,462 | 108 | 115 | |||
11 Feb | 11471.45 | 330.05 | -554.85 | 23.25 | 20 | 2 | 7 | |||
10 Feb | 11790.05 | 884.9 | 0 | 0.00 | 0 | 0 | 0 | |||
7 Feb | 12011.50 | 884.9 | 0 | 0.00 | 0 | 0 | 0 | |||
6 Feb | 11973.35 | 884.9 | 0 | 0.00 | 0 | 2 | 0 | |||
5 Feb | 12092.90 | 884.9 | 170.3 | 25.89 | 2 | 0 | 3 | |||
4 Feb | 12011.55 | 714.6 | 0 | 0.00 | 0 | 0 | 0 | |||
3 Feb | 11822.60 | 714.6 | 0 | 0.00 | 0 | 0 | 0 | |||
1 Feb | 11864.60 | 714.6 | 0 | 0.00 | 0 | 3 | 0 | |||
31 Jan | 11930.85 | 714.6 | -822.35 | - | 3 | 0 | 0 | |||
30 Jan | 11795.15 | 1536.95 | 0 | - | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 1536.95 | 0 | - | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 1536.95 | 0 | - | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 1536.95 | 0 | - | 0 | 0 | 0 | |||
24 Jan | 12087.85 | 1536.95 | 0 | - | 0 | 0 | 0 | |||
23 Jan | 12177.40 | 1536.95 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 11918.40 | 1536.95 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 12013.35 | 1536.95 | 0.00 | - | 0 | 0 | 0 | |||
20 Jan | 12356.50 | 1536.95 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 12249.85 | 1536.95 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 1536.95 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 1536.95 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 1536.95 | 1536.95 | - | 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 11325 expiring on 27FEB2025
Delta for 11325 CE is 0.37
Historical price for 11325 CE is as follows
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 120.05, which was -50.35 lower than the previous day. The implied volatity was 27.92, the open interest changed by 18 which increased total open position to 330
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 173.15, which was 32.65 higher than the previous day. The implied volatity was 30.51, the open interest changed by -26 which decreased total open position to 323
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 129.75, which was -123 lower than the previous day. The implied volatity was 25.91, the open interest changed by 250 which increased total open position to 352
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 245.35, which was -42.9 lower than the previous day. The implied volatity was 23.65, the open interest changed by -9 which decreased total open position to 106
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 305.45, which was -24.6 lower than the previous day. The implied volatity was 25.62, the open interest changed by 108 which increased total open position to 115
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 330.05, which was -554.85 lower than the previous day. The implied volatity was 23.25, the open interest changed by 2 which increased total open position to 7
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 884.9, 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 884.9, 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 884.9, 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 884.9, which was 170.3 higher than the previous day. The implied volatity was 25.89, the open interest changed by 0 which decreased total open position to 3
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 714.6, 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 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 714.6, 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 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 714.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 714.6, which was -822.35 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 1536.95, 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 1536.95, 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 1536.95, 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 1536.95, 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 1536.95, 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 1536.95, 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 1536.95, 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 1536.95, 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 1536.95, 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 1536.95, 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 1536.95, 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 1536.95, 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 1536.95, which was 1536.95 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 11325 PE | |||||||
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Delta: -0.59
Vega: 6.80
Theta: -13.48
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
18 Feb | 11136.65 | 383.8 | 99.3 | 40.68 | 16 | 4 | 347 |
17 Feb | 11172.70 | 278.6 | -75.2 | 29.12 | 135 | -23 | 343 |
14 Feb | 11090.05 | 380.15 | 176.05 | 31.29 | 3,300 | -149 | 366 |
13 Feb | 11359.90 | 213.2 | 10.45 | 27.84 | 3,590 | 158 | 516 |
12 Feb | 11395.20 | 189.1 | 17.3 | 27.09 | 9,816 | 63 | 363 |
11 Feb | 11471.45 | 187.3 | 95.85 | 28.70 | 2,452 | 272 | 304 |
10 Feb | 11790.05 | 98.2 | 18.2 | 28.68 | 146 | 23 | 32 |
7 Feb | 12011.50 | 80 | 0 | 0.00 | 0 | 0 | 0 |
6 Feb | 11973.35 | 80 | 0 | 0.00 | 0 | 0 | 0 |
5 Feb | 12092.90 | 80 | 0 | 0.00 | 0 | 1 | 0 |
4 Feb | 12011.55 | 80 | -40 | 27.86 | 10 | 1 | 9 |
3 Feb | 11822.60 | 120 | 0 | 0.00 | 0 | 3 | 0 |
1 Feb | 11864.60 | 120 | -11.2 | 27.50 | 45 | 3 | 8 |
31 Jan | 11930.85 | 131.2 | 49.9 | 30.64 | 29 | 8 | 8 |
30 Jan | 11795.15 | 81.3 | 0 | 4.25 | 0 | 0 | 0 |
29 Jan | 11871.70 | 81.3 | 0 | 4.75 | 0 | 0 | 0 |
28 Jan | 11644.40 | 81.3 | 0 | 3.10 | 0 | 0 | 0 |
27 Jan | 11722.20 | 81.3 | 0 | 3.49 | 0 | 0 | 0 |
24 Jan | 12087.85 | 81.3 | 0 | 5.74 | 0 | 0 | 0 |
23 Jan | 12177.40 | 81.3 | 0.00 | 6.29 | 0 | 0 | 0 |
22 Jan | 11918.40 | 81.3 | 0.00 | 4.72 | 0 | 0 | 0 |
21 Jan | 12013.35 | 81.3 | 0.00 | 5.26 | 0 | 0 | 0 |
20 Jan | 12356.50 | 81.3 | 0.00 | 7.10 | 0 | 0 | 0 |
17 Jan | 12249.85 | 81.3 | 0.00 | 6.35 | 0 | 0 | 0 |
16 Jan | 12218.00 | 81.3 | 0.00 | 6.15 | 0 | 0 | 0 |
15 Jan | 12129.00 | 81.3 | 0.00 | 5.82 | 0 | 0 | 0 |
14 Jan | 12029.70 | 81.3 | 81.30 | 4.35 | 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 11325 expiring on 27FEB2025
Delta for 11325 PE is -0.59
Historical price for 11325 PE is as follows
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 383.8, which was 99.3 higher than the previous day. The implied volatity was 40.68, the open interest changed by 4 which increased total open position to 347
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 278.6, which was -75.2 lower than the previous day. The implied volatity was 29.12, the open interest changed by -23 which decreased total open position to 343
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 380.15, which was 176.05 higher than the previous day. The implied volatity was 31.29, the open interest changed by -149 which decreased total open position to 366
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 213.2, which was 10.45 higher than the previous day. The implied volatity was 27.84, the open interest changed by 158 which increased total open position to 516
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 189.1, which was 17.3 higher than the previous day. The implied volatity was 27.09, the open interest changed by 63 which increased total open position to 363
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 187.3, which was 95.85 higher than the previous day. The implied volatity was 28.70, the open interest changed by 272 which increased total open position to 304
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 98.2, which was 18.2 higher than the previous day. The implied volatity was 28.68, the open interest changed by 23 which increased total open position to 32
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 80, 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 80, 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 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 80, which was -40 lower than the previous day. The implied volatity was 27.86, the open interest changed by 1 which increased total open position to 9
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 120, which was -11.2 lower than the previous day. The implied volatity was 27.50, the open interest changed by 3 which increased total open position to 8
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 131.2, which was 49.9 higher than the previous day. The implied volatity was 30.64, the open interest changed by 8 which increased total open position to 8
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 81.3, which was 0 lower than the previous day. The implied volatity was 4.25, 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 81.3, which was 0 lower than the previous day. The implied volatity was 4.75, 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 81.3, which was 0 lower than the previous day. The implied volatity was 3.10, 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 81.3, which was 0 lower than the previous day. The implied volatity was 3.49, 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 81.3, which was 0 lower than the previous day. The implied volatity was 5.74, 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 81.3, which was 0.00 lower than the previous day. The implied volatity was 6.29, 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 81.3, which was 0.00 lower than the previous day. The implied volatity was 4.72, 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 81.3, which was 0.00 lower than the previous day. The implied volatity was 5.26, 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 81.3, which was 0.00 lower than the previous day. The implied volatity was 7.10, 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 81.3, which was 0.00 lower than the previous day. The implied volatity was 6.35, 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 81.3, which was 0.00 lower than the previous day. The implied volatity was 6.15, 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 81.3, which was 0.00 lower than the previous day. The implied volatity was 5.82, 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 81.3, which was 81.30 higher than the previous day. The implied volatity was 4.35, 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