MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
15 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Jan | 12129.00 | 1366.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 12029.70 | 1366.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Jan | 11813.50 | 1366.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Jan | 12283.00 | 1366.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 12481.20 | 1366.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 1366.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 1366.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 1366.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 1366.35 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 1366.35 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11350 expiring on 30JAN2025
Delta for 11350 CE is -
Historical price for 11350 CE is as follows
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 1366.35, 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 1366.35, 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 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 1366.35, 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 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 1366.35, 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 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 1366.35, 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 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 1366.35, 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 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 1366.35, 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 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 1366.35, 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 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 1366.35, 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 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 1366.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30JAN2025 11350 PE | |||||||
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Delta: -0.08
Vega: 3.82
Theta: -3.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 12129.00 | 25.3 | -7.00 | 25.95 | 1,469 | -643 | 776 |
| 14 Jan | 12029.70 | 32.3 | -30.25 | 25.24 | 2,956 | 1,390 | 1,424 |
| 13 Jan | 11813.50 | 62.55 | -49.50 | 23.97 | 111 | 34 | 34 |
| 10 Jan | 12283.00 | 112.05 | 0.00 | 8.33 | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 112.05 | 0.00 | 10.04 | 0 | 0 | 0 |
| 8 Jan | 12562.20 | 112.05 | 0.00 | 10.41 | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 112.05 | 0.00 | 11.29 | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 112.05 | 0.00 | 10.86 | 0 | 0 | 0 |
| 3 Jan | 13009.85 | 112.05 | 0.00 | 12.12 | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 112.05 | 12.40 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11350 expiring on 30JAN2025
Delta for 11350 PE is -0.08
Historical price for 11350 PE is as follows
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 25.3, which was -7.00 lower than the previous day. The implied volatity was 25.95, the open interest changed by -643 which decreased total open position to 776
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 32.3, which was -30.25 lower than the previous day. The implied volatity was 25.24, the open interest changed by 1390 which increased total open position to 1424
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 62.55, which was -49.50 lower than the previous day. The implied volatity was 23.97, the open interest changed by 34 which increased total open position to 34
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 112.05, which was 0.00 lower than the previous day. The implied volatity was 8.33, 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 112.05, which was 0.00 lower than the previous day. The implied volatity was 10.04, 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 112.05, which was 0.00 lower than the previous day. The implied volatity was 10.41, 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 112.05, which was 0.00 lower than the previous day. The implied volatity was 11.29, 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 112.05, which was 0.00 lower than the previous day. The implied volatity was 10.86, 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 112.05, which was 0.00 lower than the previous day. The implied volatity was 12.12, 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 112.05, which was lower than the previous day. The implied volatity was 12.40, the open interest changed by 0 which decreased total open position to 0
