MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
11 Apr 2025 04:12 PM IST
| MIDCPNIFTY 24APR2025 11450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 8.08
Theta: -9.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 11226.30 | 148.95 | 31.75 | 27.12 | 780 | -80 | 284 | |||
| 9 Apr | 11021.60 | 113.75 | -14.95 | 29.66 | 506 | -24 | 364 | |||
| 8 Apr | 11042.00 | 127.05 | 25.65 | 28.56 | 213 | -28 | 406 | |||
| 7 Apr | 10769.50 | 109.35 | -12.3 | 33.24 | 353 | -70 | 437 | |||
| 4 Apr | 11181.80 | 126.2 | -156.3 | 19.24 | 4,202 | 86 | 509 | |||
| 3 Apr | 11514.10 | 284.95 | -68.85 | 19.60 | 6,978 | 267 | 432 | |||
| 2 Apr | 11606.45 | 359.55 | 130.65 | 20.59 | 4,513 | -61 | 170 | |||
| 1 Apr | 11383.90 | 220 | -110.5 | 18.73 | 2,557 | 223 | 240 | |||
| 28 Mar | 11546.00 | 308.45 | -60.6 | 17.63 | 80 | 7 | 17 | |||
| 27 Mar | 11515.80 | 349.6 | -37.95 | 20.98 | 33 | 7 | 11 | |||
| 26 Mar | 11502.15 | 387.55 | 22.75 | 24.56 | 2 | 0 | 4 | |||
| 25 Mar | 11581.40 | 364.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 11699.50 | 364.8 | 0 | 0.00 | 0 | 4 | 0 | |||
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| 21 Mar | 11507.00 | 364.8 | -444.45 | 19.48 | 4 | 3 | 3 | |||
| 20 Mar | 11364.65 | 809.25 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 11352.10 | 809.25 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 11142.65 | 809.25 | 0 | 1.32 | 0 | 0 | 0 | |||
| 17 Mar | 10893.15 | 809.25 | 0 | 3.04 | 0 | 0 | 0 | |||
| 13 Mar | 10823.95 | 809.25 | 0 | 3.31 | 0 | 0 | 0 | |||
| 12 Mar | 10911.65 | 809.25 | 0 | 2.04 | 0 | 0 | 0 | |||
| 11 Mar | 11002.25 | 809.25 | 0 | 1.96 | 0 | 0 | 0 | |||
| 10 Mar | 10956.05 | 809.25 | 0 | 1.99 | 0 | 0 | 0 | |||
| 7 Mar | 11117.90 | 809.25 | 0 | 1.14 | 0 | 0 | 0 | |||
| 6 Mar | 11190.65 | 809.25 | 0 | 0.60 | 0 | 0 | 0 | |||
| 5 Mar | 11168.50 | 809.25 | 0 | 0.80 | 0 | 0 | 0 | |||
| 4 Mar | 10833.65 | 0 | 0 | 2.66 | 0 | 0 | 0 | |||
| 3 Mar | 10866.10 | 0 | 0 | 2.54 | 0 | 0 | 0 | |||
| 28 Feb | 10770.75 | 0 | 0 | 3.07 | 0 | 0 | 0 | |||
| 20 Feb | 11391.45 | 0 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 11359.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 11395.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 11471.45 | 0 | 0 | - | 0 | 0 | 0 | |||
For Nifty Midcap Select - strike price 11450 expiring on 24APR2025
Delta for 11450 CE is 0.38
Historical price for 11450 CE is as follows
On 11 Apr MIDCPNIFTY was trading at 11226.30. The strike last trading price was 148.95, which was 31.75 higher than the previous day. The implied volatity was 27.12, the open interest changed by -80 which decreased total open position to 284
On 9 Apr MIDCPNIFTY was trading at 11021.60. The strike last trading price was 113.75, which was -14.95 lower than the previous day. The implied volatity was 29.66, the open interest changed by -24 which decreased total open position to 364
On 8 Apr MIDCPNIFTY was trading at 11042.00. The strike last trading price was 127.05, which was 25.65 higher than the previous day. The implied volatity was 28.56, the open interest changed by -28 which decreased total open position to 406
On 7 Apr MIDCPNIFTY was trading at 10769.50. The strike last trading price was 109.35, which was -12.3 lower than the previous day. The implied volatity was 33.24, the open interest changed by -70 which decreased total open position to 437
On 4 Apr MIDCPNIFTY was trading at 11181.80. The strike last trading price was 126.2, which was -156.3 lower than the previous day. The implied volatity was 19.24, the open interest changed by 86 which increased total open position to 509
On 3 Apr MIDCPNIFTY was trading at 11514.10. The strike last trading price was 284.95, which was -68.85 lower than the previous day. The implied volatity was 19.60, the open interest changed by 267 which increased total open position to 432
On 2 Apr MIDCPNIFTY was trading at 11606.45. The strike last trading price was 359.55, which was 130.65 higher than the previous day. The implied volatity was 20.59, the open interest changed by -61 which decreased total open position to 170
On 1 Apr MIDCPNIFTY was trading at 11383.90. The strike last trading price was 220, which was -110.5 lower than the previous day. The implied volatity was 18.73, the open interest changed by 223 which increased total open position to 240
On 28 Mar MIDCPNIFTY was trading at 11546.00. The strike last trading price was 308.45, which was -60.6 lower than the previous day. The implied volatity was 17.63, the open interest changed by 7 which increased total open position to 17
On 27 Mar MIDCPNIFTY was trading at 11515.80. The strike last trading price was 349.6, which was -37.95 lower than the previous day. The implied volatity was 20.98, the open interest changed by 7 which increased total open position to 11
On 26 Mar MIDCPNIFTY was trading at 11502.15. The strike last trading price was 387.55, which was 22.75 higher than the previous day. The implied volatity was 24.56, the open interest changed by 0 which decreased total open position to 4
On 25 Mar MIDCPNIFTY was trading at 11581.40. The strike last trading price was 364.8, 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 24 Mar MIDCPNIFTY was trading at 11699.50. The strike last trading price was 364.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 21 Mar MIDCPNIFTY was trading at 11507.00. The strike last trading price was 364.8, which was -444.45 lower than the previous day. The implied volatity was 19.48, the open interest changed by 3 which increased total open position to 3
On 20 Mar MIDCPNIFTY was trading at 11364.65. The strike last trading price was 809.25, 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 19 Mar MIDCPNIFTY was trading at 11352.10. The strike last trading price was 809.25, 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 18 Mar MIDCPNIFTY was trading at 11142.65. The strike last trading price was 809.25, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0
On 17 Mar MIDCPNIFTY was trading at 10893.15. The strike last trading price was 809.25, which was 0 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0
On 13 Mar MIDCPNIFTY was trading at 10823.95. The strike last trading price was 809.25, which was 0 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0
On 12 Mar MIDCPNIFTY was trading at 10911.65. The strike last trading price was 809.25, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
On 11 Mar MIDCPNIFTY was trading at 11002.25. The strike last trading price was 809.25, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0
On 10 Mar MIDCPNIFTY was trading at 10956.05. The strike last trading price was 809.25, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0
On 7 Mar MIDCPNIFTY was trading at 11117.90. The strike last trading price was 809.25, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 6 Mar MIDCPNIFTY was trading at 11190.65. The strike last trading price was 809.25, which was 0 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0
On 5 Mar MIDCPNIFTY was trading at 11168.50. The strike last trading price was 809.25, which was 0 lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0
On 4 Mar MIDCPNIFTY was trading at 10833.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0
On 3 Mar MIDCPNIFTY was trading at 10866.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0
On 28 Feb MIDCPNIFTY was trading at 10770.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
On 20 Feb MIDCPNIFTY was trading at 11391.45. The strike last trading price was 0, 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 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 0, 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 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 0, 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 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 0, 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
| MIDCPNIFTY 24APR2025 11450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 8.16
Theta: -7.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 11226.30 | 363.85 | -165.05 | 30.39 | 85 | -15 | 313 |
| 9 Apr | 11021.60 | 528.9 | 7.5 | 31.19 | 9 | 0 | 327 |
| 8 Apr | 11042.00 | 520 | -240.25 | 33.23 | 41 | 0 | 333 |
| 7 Apr | 10769.50 | 769.1 | 387.95 | 43.88 | 78 | -18 | 333 |
| 4 Apr | 11181.80 | 369.1 | 167.6 | 25.66 | 2,238 | -148 | 358 |
| 3 Apr | 11514.10 | 196.75 | 29.25 | 23.36 | 8,952 | 59 | 525 |
| 2 Apr | 11606.45 | 170 | -110.6 | 23.68 | 4,584 | 255 | 473 |
| 1 Apr | 11383.90 | 276.1 | 61.5 | 24.69 | 3,323 | 137 | 219 |
| 28 Mar | 11546.00 | 219 | -10.65 | 23.54 | 1,537 | 59 | 82 |
| 27 Mar | 11515.80 | 179.95 | -93.65 | 19.58 | 86 | 20 | 24 |
| 26 Mar | 11502.15 | 273.6 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 11581.40 | 273.6 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 11699.50 | 273.6 | 0 | 0.00 | 0 | 4 | 0 |
| 21 Mar | 11507.00 | 273.6 | 0 | 25.41 | 4 | 0 | 0 |
| 20 Mar | 11364.65 | 273.6 | 0 | 0.17 | 0 | 0 | 0 |
| 19 Mar | 11352.10 | 273.6 | 0 | 0.05 | 0 | 0 | 0 |
| 18 Mar | 11142.65 | 273.6 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 10893.15 | 273.6 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 10823.95 | 273.6 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 10911.65 | 273.6 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 11002.25 | 273.6 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 10956.05 | 273.6 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 11117.90 | 273.6 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 11190.65 | 273.6 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 11168.50 | 273.6 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 10833.65 | 273.6 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 10866.10 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 10770.75 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 11391.45 | 0 | 0 | 0.70 | 0 | 0 | 0 |
| 13 Feb | 11359.90 | 0 | 0 | 0.71 | 0 | 0 | 0 |
| 12 Feb | 11395.20 | 0 | 0 | 0.77 | 0 | 0 | 0 |
| 11 Feb | 11471.45 | 0 | 0 | 1.30 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 11450 expiring on 24APR2025
Delta for 11450 PE is -0.60
Historical price for 11450 PE is as follows
On 11 Apr MIDCPNIFTY was trading at 11226.30. The strike last trading price was 363.85, which was -165.05 lower than the previous day. The implied volatity was 30.39, the open interest changed by -15 which decreased total open position to 313
On 9 Apr MIDCPNIFTY was trading at 11021.60. The strike last trading price was 528.9, which was 7.5 higher than the previous day. The implied volatity was 31.19, the open interest changed by 0 which decreased total open position to 327
On 8 Apr MIDCPNIFTY was trading at 11042.00. The strike last trading price was 520, which was -240.25 lower than the previous day. The implied volatity was 33.23, the open interest changed by 0 which decreased total open position to 333
On 7 Apr MIDCPNIFTY was trading at 10769.50. The strike last trading price was 769.1, which was 387.95 higher than the previous day. The implied volatity was 43.88, the open interest changed by -18 which decreased total open position to 333
On 4 Apr MIDCPNIFTY was trading at 11181.80. The strike last trading price was 369.1, which was 167.6 higher than the previous day. The implied volatity was 25.66, the open interest changed by -148 which decreased total open position to 358
On 3 Apr MIDCPNIFTY was trading at 11514.10. The strike last trading price was 196.75, which was 29.25 higher than the previous day. The implied volatity was 23.36, the open interest changed by 59 which increased total open position to 525
On 2 Apr MIDCPNIFTY was trading at 11606.45. The strike last trading price was 170, which was -110.6 lower than the previous day. The implied volatity was 23.68, the open interest changed by 255 which increased total open position to 473
On 1 Apr MIDCPNIFTY was trading at 11383.90. The strike last trading price was 276.1, which was 61.5 higher than the previous day. The implied volatity was 24.69, the open interest changed by 137 which increased total open position to 219
On 28 Mar MIDCPNIFTY was trading at 11546.00. The strike last trading price was 219, which was -10.65 lower than the previous day. The implied volatity was 23.54, the open interest changed by 59 which increased total open position to 82
On 27 Mar MIDCPNIFTY was trading at 11515.80. The strike last trading price was 179.95, which was -93.65 lower than the previous day. The implied volatity was 19.58, the open interest changed by 20 which increased total open position to 24
On 26 Mar MIDCPNIFTY was trading at 11502.15. The strike last trading price was 273.6, 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 25 Mar MIDCPNIFTY was trading at 11581.40. The strike last trading price was 273.6, 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 24 Mar MIDCPNIFTY was trading at 11699.50. The strike last trading price was 273.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 21 Mar MIDCPNIFTY was trading at 11507.00. The strike last trading price was 273.6, which was 0 lower than the previous day. The implied volatity was 25.41, the open interest changed by 0 which decreased total open position to 0
On 20 Mar MIDCPNIFTY was trading at 11364.65. The strike last trading price was 273.6, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 19 Mar MIDCPNIFTY was trading at 11352.10. The strike last trading price was 273.6, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 18 Mar MIDCPNIFTY was trading at 11142.65. The strike last trading price was 273.6, 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 17 Mar MIDCPNIFTY was trading at 10893.15. The strike last trading price was 273.6, 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 13 Mar MIDCPNIFTY was trading at 10823.95. The strike last trading price was 273.6, 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 12 Mar MIDCPNIFTY was trading at 10911.65. The strike last trading price was 273.6, 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 11 Mar MIDCPNIFTY was trading at 11002.25. The strike last trading price was 273.6, 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 10 Mar MIDCPNIFTY was trading at 10956.05. The strike last trading price was 273.6, 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 7 Mar MIDCPNIFTY was trading at 11117.90. The strike last trading price was 273.6, 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 6 Mar MIDCPNIFTY was trading at 11190.65. The strike last trading price was 273.6, 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 5 Mar MIDCPNIFTY was trading at 11168.50. The strike last trading price was 273.6, 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 4 Mar MIDCPNIFTY was trading at 10833.65. The strike last trading price was 273.6, 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 3 Mar MIDCPNIFTY was trading at 10866.10. The strike last trading price was 0, 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 Feb MIDCPNIFTY was trading at 10770.75. The strike last trading price was 0, 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 20 Feb MIDCPNIFTY was trading at 11391.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0
