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[--[65.84.65.76]--]
MIDCPNIFTY
Nifty Midcap Select

11270.25 133.60 (1.20%)

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Historical option data for MIDCPNIFTY

19 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 11450 CE
Delta: 0.36
Vega: 6.26
Theta: -11.77
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Feb 11270.25 111 25.45 27.28 2,892 -48 521
18 Feb 11136.65 79.3 -42.5 27.48 1,673 89 575
17 Feb 11172.70 122.55 23.6 29.81 1,558 -39 486
14 Feb 11090.05 96.7 -95.95 26.57 5,531 -98 546
13 Feb 11359.90 185.95 -35.05 23.92 7,298 181 646
12 Feb 11395.20 228.25 -46.45 24.47 9,740 240 466
11 Feb 11471.45 265 -535 24.06 2,791 206 236
10 Feb 11790.05 800 0 0.00 0 0 0
7 Feb 12011.50 800 0 0.00 0 0 0
6 Feb 11973.35 800 0 0.00 0 -1 0
5 Feb 12092.90 800 91.95 28.38 1 0 31
4 Feb 12011.55 708.05 191.1 26.18 1 0 31
3 Feb 11822.60 516.95 -915.8 19.77 38 30 30
1 Feb 11864.60 1432.75 0 - 0 0 0
31 Jan 11930.85 1432.75 0 - 0 0 0
30 Jan 11795.15 1432.75 0 - 0 0 0
29 Jan 11871.70 1432.75 0 - 0 0 0
28 Jan 11644.40 1432.75 0 - 0 0 0
27 Jan 11722.20 1432.75 0 - 0 0 0
24 Jan 12087.85 1432.75 0 - 0 0 0
23 Jan 12177.40 1432.75 0.00 - 0 0 0
22 Jan 11918.40 1432.75 0.00 - 0 0 0
21 Jan 12013.35 1432.75 0.00 - 0 0 0
20 Jan 12356.50 1432.75 0.00 - 0 0 0
17 Jan 12249.85 1432.75 0.00 - 0 0 0
16 Jan 12218.00 1432.75 0.00 - 0 0 0
15 Jan 12129.00 1432.75 0.00 - 0 0 0
14 Jan 12029.70 1432.75 1432.75 - 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 11450 expiring on 27FEB2025

Delta for 11450 CE is 0.36

Historical price for 11450 CE is as follows

On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 111, which was 25.45 higher than the previous day. The implied volatity was 27.28, the open interest changed by -48 which decreased total open position to 521


On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 79.3, which was -42.5 lower than the previous day. The implied volatity was 27.48, the open interest changed by 89 which increased total open position to 575


On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 122.55, which was 23.6 higher than the previous day. The implied volatity was 29.81, the open interest changed by -39 which decreased total open position to 486


On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 96.7, which was -95.95 lower than the previous day. The implied volatity was 26.57, the open interest changed by -98 which decreased total open position to 546


On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 185.95, which was -35.05 lower than the previous day. The implied volatity was 23.92, the open interest changed by 181 which increased total open position to 646


On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 228.25, which was -46.45 lower than the previous day. The implied volatity was 24.47, the open interest changed by 240 which increased total open position to 466


On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 265, which was -535 lower than the previous day. The implied volatity was 24.06, the open interest changed by 206 which increased total open position to 236


On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 800, 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 800, 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 800, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 800, which was 91.95 higher than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 31


On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 708.05, which was 191.1 higher than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 31


On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 516.95, which was -915.8 lower than the previous day. The implied volatity was 19.77, the open interest changed by 30 which increased total open position to 30


On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 1432.75, 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 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 1432.75, 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 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 1432.75, 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 1432.75, 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 1432.75, 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 1432.75, 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 1432.75, 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 1432.75, 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 1432.75, 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 1432.75, 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 1432.75, 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 1432.75, 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 1432.75, 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 1432.75, 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 1432.75, which was 1432.75 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 11450 PE
Delta: -0.64
Vega: 6.25
Theta: -8.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Feb 11270.25 273.7 -110.05 26.63 152 30 296
18 Feb 11136.65 393.8 30.6 29.82 32 -5 269
17 Feb 11172.70 361.8 -74 29.68 88 6 279
14 Feb 11090.05 445.55 179.1 28.87 777 -125 276
13 Feb 11359.90 275.6 16.65 27.76 7,459 20 415
12 Feb 11395.20 254.4 28.75 27.85 9,207 60 395
11 Feb 11471.45 237.5 121.5 28.28 5,935 174 348
10 Feb 11790.05 116.55 41.3 26.84 434 -42 180
7 Feb 12011.50 77.4 -10.5 26.51 1,108 -25 233
6 Feb 11973.35 92.75 26.55 26.67 440 43 256
5 Feb 12092.90 69.3 -21.45 26.14 141 -66 216
4 Feb 12011.55 96.75 -44.6 26.75 426 125 257
3 Feb 11822.60 143 43.15 26.60 413 137 137
1 Feb 11864.60 99.85 0 3.74 0 0 0
31 Jan 11930.85 99.85 0 4.59 0 0 0
30 Jan 11795.15 99.85 0 3.33 0 0 0
29 Jan 11871.70 99.85 0 3.85 0 0 0
28 Jan 11644.40 99.85 0 2.20 0 0 0
27 Jan 11722.20 99.85 0 2.61 0 0 0
24 Jan 12087.85 99.85 0 4.99 0 0 0
23 Jan 12177.40 99.85 0.00 5.42 0 0 0
22 Jan 11918.40 99.85 0.00 3.90 0 0 0
21 Jan 12013.35 99.85 99.85 4.47 0 0 0
20 Jan 12356.50 0 0.00 6.49 0 0 0
17 Jan 12249.85 0 0.00 5.69 0 0 0
16 Jan 12218.00 0 0.00 5.43 0 0 0
15 Jan 12129.00 0 0.00 4.95 0 0 0
14 Jan 12029.70 0 0.00 4.08 0 0 0
13 Jan 11813.50 0 0.00 3.06 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 11450 expiring on 27FEB2025

Delta for 11450 PE is -0.64

Historical price for 11450 PE is as follows

On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 273.7, which was -110.05 lower than the previous day. The implied volatity was 26.63, the open interest changed by 30 which increased total open position to 296


On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 393.8, which was 30.6 higher than the previous day. The implied volatity was 29.82, the open interest changed by -5 which decreased total open position to 269


On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 361.8, which was -74 lower than the previous day. The implied volatity was 29.68, the open interest changed by 6 which increased total open position to 279


On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 445.55, which was 179.1 higher than the previous day. The implied volatity was 28.87, the open interest changed by -125 which decreased total open position to 276


On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 275.6, which was 16.65 higher than the previous day. The implied volatity was 27.76, the open interest changed by 20 which increased total open position to 415


On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 254.4, which was 28.75 higher than the previous day. The implied volatity was 27.85, the open interest changed by 60 which increased total open position to 395


On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 237.5, which was 121.5 higher than the previous day. The implied volatity was 28.28, the open interest changed by 174 which increased total open position to 348


On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 116.55, which was 41.3 higher than the previous day. The implied volatity was 26.84, the open interest changed by -42 which decreased total open position to 180


On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 77.4, which was -10.5 lower than the previous day. The implied volatity was 26.51, the open interest changed by -25 which decreased total open position to 233


On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 92.75, which was 26.55 higher than the previous day. The implied volatity was 26.67, the open interest changed by 43 which increased total open position to 256


On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 69.3, which was -21.45 lower than the previous day. The implied volatity was 26.14, the open interest changed by -66 which decreased total open position to 216


On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 96.75, which was -44.6 lower than the previous day. The implied volatity was 26.75, the open interest changed by 125 which increased total open position to 257


On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 143, which was 43.15 higher than the previous day. The implied volatity was 26.60, the open interest changed by 137 which increased total open position to 137


On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 99.85, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0


On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 99.85, which was 0 lower than the previous day. The implied volatity was 4.59, 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 99.85, which was 0 lower than the previous day. The implied volatity was 3.33, 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 99.85, which was 0 lower than the previous day. The implied volatity was 3.85, 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 99.85, which was 0 lower than the previous day. The implied volatity was 2.20, 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 99.85, which was 0 lower than the previous day. The implied volatity was 2.61, 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 99.85, which was 0 lower than the previous day. The implied volatity was 4.99, 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 99.85, which was 0.00 lower than the previous day. The implied volatity was 5.42, 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 99.85, which was 0.00 lower than the previous day. The implied volatity was 3.90, 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 99.85, which was 99.85 higher than the previous day. The implied volatity was 4.47, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.49, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.69, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.43, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.95, 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 4.08, 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 3.06, 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