MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 11375 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.43
Vega: 6.55
Theta: -12.90
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 11270.25 | 147.1 | 35.9 | 28.36 | 2,646 | -59 | 357 | |||
18 Feb | 11136.65 | 100.25 | -48.4 | 27.41 | 962 | -22 | 416 | |||
17 Feb | 11172.70 | 150.85 | 27.75 | 30.10 | 2,004 | -52 | 439 | |||
14 Feb | 11090.05 | 119.75 | -108.4 | 26.73 | 5,794 | -33 | 494 | |||
13 Feb | 11359.90 | 219.15 | -38.85 | 23.64 | 3,391 | 266 | 537 | |||
12 Feb | 11395.20 | 272 | -42 | 25.01 | 5,731 | 227 | 271 | |||
11 Feb | 11471.45 | 306.85 | -382.5 | 24.02 | 136 | 28 | 44 | |||
10 Feb | 11790.05 | 689.35 | 0 | 0.00 | 0 | 0 | 0 | |||
7 Feb | 12011.50 | 689.35 | 0 | 0.00 | 0 | 0 | 0 | |||
6 Feb | 11973.35 | 689.35 | 0 | 0.00 | 0 | 0 | 0 | |||
5 Feb | 12092.90 | 689.35 | 0 | 0.00 | 0 | 0 | 0 | |||
4 Feb | 12011.55 | 689.35 | 0 | 0.00 | 0 | 0 | 0 | |||
3 Feb | 11822.60 | 689.35 | 0 | 0.00 | 0 | 0 | 0 | |||
1 Feb | 11864.60 | 689.35 | 0 | 0.00 | 0 | 16 | 0 | |||
31 Jan | 11930.85 | 689.35 | -805.6 | 17.94 | 16 | 13 | 13 | |||
30 Jan | 11795.15 | 1494.95 | 0 | - | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 1494.95 | 0 | - | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 1494.95 | 0 | - | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 1494.95 | 0 | - | 0 | 0 | 0 | |||
24 Jan | 12087.85 | 1494.95 | 0 | - | 0 | 0 | 0 | |||
23 Jan | 12177.40 | 1494.95 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 11918.40 | 1494.95 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 12013.35 | 1494.95 | 0.00 | - | 0 | 0 | 0 | |||
|
||||||||||
20 Jan | 12356.50 | 1494.95 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 12249.85 | 1494.95 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 1494.95 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 1494.95 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 1494.95 | 1494.95 | - | 0 | 0 | 0 | |||
13 Jan | 11813.50 | 0 | 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 11375 expiring on 27FEB2025
Delta for 11375 CE is 0.43
Historical price for 11375 CE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 147.1, which was 35.9 higher than the previous day. The implied volatity was 28.36, the open interest changed by -59 which decreased total open position to 357
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 100.25, which was -48.4 lower than the previous day. The implied volatity was 27.41, the open interest changed by -22 which decreased total open position to 416
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 150.85, which was 27.75 higher than the previous day. The implied volatity was 30.10, the open interest changed by -52 which decreased total open position to 439
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 119.75, which was -108.4 lower than the previous day. The implied volatity was 26.73, the open interest changed by -33 which decreased total open position to 494
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 219.15, which was -38.85 lower than the previous day. The implied volatity was 23.64, the open interest changed by 266 which increased total open position to 537
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 272, which was -42 lower than the previous day. The implied volatity was 25.01, the open interest changed by 227 which increased total open position to 271
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 306.85, which was -382.5 lower than the previous day. The implied volatity was 24.02, the open interest changed by 28 which increased total open position to 44
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 689.35, 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 689.35, 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 689.35, 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 689.35, 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 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 689.35, 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 689.35, 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 689.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 689.35, which was -805.6 lower than the previous day. The implied volatity was 17.94, the open interest changed by 13 which increased total open position to 13
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 1494.95, 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 1494.95, 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 1494.95, 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 1494.95, 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 1494.95, 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 1494.95, 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 1494.95, 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 1494.95, 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 1494.95, 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 1494.95, 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 1494.95, 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 1494.95, 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 1494.95, which was 1494.95 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 -, 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 11375 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.58
Vega: 6.51
Theta: -8.11
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 11270.25 | 213.15 | -118.55 | 24.47 | 289 | -25 | 374 |
18 Feb | 11136.65 | 343.95 | 29.85 | 30.03 | 58 | 11 | 399 |
17 Feb | 11172.70 | 317 | -70.75 | 30.24 | 49 | 3 | 389 |
14 Feb | 11090.05 | 406.15 | 178.85 | 30.48 | 2,464 | -55 | 393 |
13 Feb | 11359.90 | 235 | 14.15 | 27.57 | 6,753 | 168 | 450 |
12 Feb | 11395.20 | 212 | 22.35 | 27.18 | 11,138 | 47 | 288 |
11 Feb | 11471.45 | 199.15 | 101.3 | 27.77 | 2,749 | 140 | 245 |
10 Feb | 11790.05 | 97.15 | 32.45 | 26.95 | 539 | -108 | 116 |
7 Feb | 12011.50 | 64.7 | -14.45 | 26.54 | 327 | 135 | 225 |
6 Feb | 11973.35 | 80 | 24 | 27.05 | 36 | 0 | 82 |
5 Feb | 12092.90 | 56 | -24 | 26.02 | 86 | -5 | 83 |
4 Feb | 12011.55 | 82.4 | -39.9 | 26.93 | 77 | -17 | 98 |
3 Feb | 11822.60 | 127.2 | 7.8 | 27.16 | 360 | 102 | 117 |
1 Feb | 11864.60 | 121.45 | -8.8 | 26.33 | 32 | 2 | 15 |
31 Jan | 11930.85 | 130.25 | 41.9 | 29.23 | 39 | 13 | 13 |
30 Jan | 11795.15 | 88.35 | 0 | 3.87 | 0 | 0 | 0 |
29 Jan | 11871.70 | 88.35 | 0 | 4.39 | 0 | 0 | 0 |
28 Jan | 11644.40 | 88.35 | 0 | 2.82 | 0 | 0 | 0 |
27 Jan | 11722.20 | 88.35 | 0 | 3.14 | 0 | 0 | 0 |
24 Jan | 12087.85 | 88.35 | 0 | 5.46 | 0 | 0 | 0 |
23 Jan | 12177.40 | 88.35 | 0.00 | 5.97 | 0 | 0 | 0 |
22 Jan | 11918.40 | 88.35 | 0.00 | 4.41 | 0 | 0 | 0 |
21 Jan | 12013.35 | 88.35 | 0.00 | 5.07 | 0 | 0 | 0 |
20 Jan | 12356.50 | 88.35 | 0.00 | 6.95 | 0 | 0 | 0 |
17 Jan | 12249.85 | 88.35 | 0.00 | 6.12 | 0 | 0 | 0 |
16 Jan | 12218.00 | 88.35 | 0.00 | 5.86 | 0 | 0 | 0 |
15 Jan | 12129.00 | 88.35 | 88.35 | 5.53 | 0 | 0 | 0 |
14 Jan | 12029.70 | 0 | 0.00 | 4.52 | 0 | 0 | 0 |
13 Jan | 11813.50 | 0 | 0.00 | 3.51 | 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 11375 expiring on 27FEB2025
Delta for 11375 PE is -0.58
Historical price for 11375 PE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 213.15, which was -118.55 lower than the previous day. The implied volatity was 24.47, the open interest changed by -25 which decreased total open position to 374
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 343.95, which was 29.85 higher than the previous day. The implied volatity was 30.03, the open interest changed by 11 which increased total open position to 399
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 317, which was -70.75 lower than the previous day. The implied volatity was 30.24, the open interest changed by 3 which increased total open position to 389
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 406.15, which was 178.85 higher than the previous day. The implied volatity was 30.48, the open interest changed by -55 which decreased total open position to 393
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 235, which was 14.15 higher than the previous day. The implied volatity was 27.57, the open interest changed by 168 which increased total open position to 450
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 212, which was 22.35 higher than the previous day. The implied volatity was 27.18, the open interest changed by 47 which increased total open position to 288
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 199.15, which was 101.3 higher than the previous day. The implied volatity was 27.77, the open interest changed by 140 which increased total open position to 245
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 97.15, which was 32.45 higher than the previous day. The implied volatity was 26.95, the open interest changed by -108 which decreased total open position to 116
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 64.7, which was -14.45 lower than the previous day. The implied volatity was 26.54, the open interest changed by 135 which increased total open position to 225
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 80, which was 24 higher than the previous day. The implied volatity was 27.05, the open interest changed by 0 which decreased total open position to 82
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 56, which was -24 lower than the previous day. The implied volatity was 26.02, the open interest changed by -5 which decreased total open position to 83
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 82.4, which was -39.9 lower than the previous day. The implied volatity was 26.93, the open interest changed by -17 which decreased total open position to 98
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 127.2, which was 7.8 higher than the previous day. The implied volatity was 27.16, the open interest changed by 102 which increased total open position to 117
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 121.45, which was -8.8 lower than the previous day. The implied volatity was 26.33, the open interest changed by 2 which increased total open position to 15
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 130.25, which was 41.9 higher than the previous day. The implied volatity was 29.23, the open interest changed by 13 which increased total open position to 13
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 88.35, which was 0 lower than the previous day. The implied volatity was 3.87, 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 88.35, which was 0 lower than the previous day. The implied volatity was 4.39, 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 88.35, which was 0 lower than the previous day. The implied volatity was 2.82, 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 88.35, which was 0 lower than the previous day. The implied volatity was 3.14, 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 88.35, which was 0 lower than the previous day. The implied volatity was 5.46, 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 88.35, which was 0.00 lower than the previous day. The implied volatity was 5.97, 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 88.35, which was 0.00 lower than the previous day. The implied volatity was 4.41, 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 88.35, which was 0.00 lower than the previous day. The implied volatity was 5.07, 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 88.35, which was 0.00 lower than the previous day. The implied volatity was 6.95, 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 88.35, which was 0.00 lower than the previous day. The implied volatity was 6.12, 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 88.35, which was 0.00 lower than the previous day. The implied volatity was 5.86, 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 88.35, which was 88.35 higher than the previous day. The implied volatity was 5.53, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.52, 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 3.51, 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