MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
15 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Jan | 12129.00 | 1326.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 12029.70 | 1326.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Jan | 11813.50 | 1326.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Jan | 12283.00 | 1326.3 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 9 Jan | 12481.20 | 1326.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 1326.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 1326.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 1326.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 1326.3 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 1326.3 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11400 expiring on 30JAN2025
Delta for 11400 CE is -
Historical price for 11400 CE is as follows
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 1326.3, 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 1326.3, 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 1326.3, 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 1326.3, 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 1326.3, 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 1326.3, 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 1326.3, 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 1326.3, 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 1326.3, 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 1326.3, 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 11400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 4.18
Theta: -3.25
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 12129.00 | 28.95 | -10.35 | 25.64 | 15,816 | -2,401 | 5,163 |
| 14 Jan | 12029.70 | 39.3 | -37.70 | 25.42 | 19,026 | 758 | 7,673 |
| 13 Jan | 11813.50 | 77 | 55.15 | 24.52 | 30,655 | 3,693 | 6,918 |
| 10 Jan | 12283.00 | 21.85 | 9.35 | 23.67 | 11,449 | -113 | 3,237 |
| 9 Jan | 12481.20 | 12.5 | 2.60 | 23.65 | 6,935 | 816 | 3,351 |
| 8 Jan | 12562.20 | 9.9 | 0.55 | 23.42 | 8,357 | 1,924 | 2,551 |
| 7 Jan | 12739.35 | 9.35 | -2.75 | 25.10 | 463 | -7 | 624 |
| 6 Jan | 12696.60 | 12.1 | 6.60 | 25.19 | 1,203 | 14 | 631 |
| 3 Jan | 13009.85 | 5.5 | -4.00 | 24.54 | 1,427 | -142 | 615 |
| 2 Jan | 13095.15 | 9.5 | 27.35 | 869 | -183 | 816 | |
For Nifty Midcap Select - strike price 11400 expiring on 30JAN2025
Delta for 11400 PE is -0.10
Historical price for 11400 PE is as follows
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 28.95, which was -10.35 lower than the previous day. The implied volatity was 25.64, the open interest changed by -2401 which decreased total open position to 5163
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 39.3, which was -37.70 lower than the previous day. The implied volatity was 25.42, the open interest changed by 758 which increased total open position to 7673
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 77, which was 55.15 higher than the previous day. The implied volatity was 24.52, the open interest changed by 3693 which increased total open position to 6918
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 21.85, which was 9.35 higher than the previous day. The implied volatity was 23.67, the open interest changed by -113 which decreased total open position to 3237
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 12.5, which was 2.60 higher than the previous day. The implied volatity was 23.65, the open interest changed by 816 which increased total open position to 3351
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 9.9, which was 0.55 higher than the previous day. The implied volatity was 23.42, the open interest changed by 1924 which increased total open position to 2551
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 9.35, which was -2.75 lower than the previous day. The implied volatity was 25.10, the open interest changed by -7 which decreased total open position to 624
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 12.1, which was 6.60 higher than the previous day. The implied volatity was 25.19, the open interest changed by 14 which increased total open position to 631
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 5.5, which was -4.00 lower than the previous day. The implied volatity was 24.54, the open interest changed by -142 which decreased total open position to 615
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 9.5, which was lower than the previous day. The implied volatity was 27.35, the open interest changed by -183 which decreased total open position to 816
