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MIDCPNIFTY
Nifty Midcap Select

11136.65 -36.05 (-0.32%)

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Historical option data for MIDCPNIFTY

18 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 11475 CE
Delta: 0.26
Vega: 5.67
Theta: -9.55
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Feb 11136.65 75 -37.95 27.83 473 72 394
17 Feb 11172.70 116 23.7 30.00 660 -11 323
14 Feb 11090.05 85.9 -95 25.95 3,430 66 337
13 Feb 11359.90 178.95 -27.35 24.37 6,121 -8 270
12 Feb 11395.20 217.6 -44.5 24.63 5,992 52 284
11 Feb 11471.45 251.6 -196.4 24.01 2,041 229 239
10 Feb 11790.05 448 -26.65 21.73 5 0 5
7 Feb 12011.50 474.65 0 0.00 0 0 0
6 Feb 11973.35 474.65 0 0.00 0 0 0
5 Feb 12092.90 474.65 0 0.00 0 0 0
4 Feb 12011.55 474.65 0 0.00 0 5 0
3 Feb 11822.60 474.65 -937.6 16.26 5 1 1
1 Feb 11864.60 1412.25 0 - 0 0 0
31 Jan 11930.85 1412.25 0 - 0 0 0
30 Jan 11795.15 1412.25 0 - 0 0 0
29 Jan 11871.70 1412.25 0 - 0 0 0
28 Jan 11644.40 1412.25 0 - 0 0 0
27 Jan 11722.20 1412.25 0 - 0 0 0
24 Jan 12087.85 1412.25 0 - 0 0 0
23 Jan 12177.40 1412.25 0.00 - 0 0 0
22 Jan 11918.40 1412.25 0.00 - 0 0 0
21 Jan 12013.35 1412.25 0.00 - 0 0 0
20 Jan 12356.50 1412.25 0.00 - 0 0 0
17 Jan 12249.85 1412.25 0.00 - 0 0 0
16 Jan 12218.00 1412.25 0.00 - 0 0 0
15 Jan 12129.00 1412.25 0.00 - 0 0 0
14 Jan 12029.70 1412.25 1412.25 - 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 11475 expiring on 27FEB2025

Delta for 11475 CE is 0.26

Historical price for 11475 CE is as follows

On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 75, which was -37.95 lower than the previous day. The implied volatity was 27.83, the open interest changed by 72 which increased total open position to 394


On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 116, which was 23.7 higher than the previous day. The implied volatity was 30.00, the open interest changed by -11 which decreased total open position to 323


On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 85.9, which was -95 lower than the previous day. The implied volatity was 25.95, the open interest changed by 66 which increased total open position to 337


On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 178.95, which was -27.35 lower than the previous day. The implied volatity was 24.37, the open interest changed by -8 which decreased total open position to 270


On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 217.6, which was -44.5 lower than the previous day. The implied volatity was 24.63, the open interest changed by 52 which increased total open position to 284


On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 251.6, which was -196.4 lower than the previous day. The implied volatity was 24.01, the open interest changed by 229 which increased total open position to 239


On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 448, which was -26.65 lower than the previous day. The implied volatity was 21.73, the open interest changed by 0 which decreased total open position to 5


On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 474.65, 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 474.65, 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 474.65, 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 474.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 474.65, which was -937.6 lower than the previous day. The implied volatity was 16.26, the open interest changed by 1 which increased total open position to 1


On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 1412.25, 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 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 1412.25, 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 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 1412.25, 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 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 1412.25, 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 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 1412.25, 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 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 1412.25, 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 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 1412.25, 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 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1412.25, 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 1412.25, 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 1412.25, 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 1412.25, 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 1412.25, 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 1412.25, 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 1412.25, 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 1412.25, which was 1412.25 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 11475 PE
Delta: -0.68
Vega: 6.23
Theta: -10.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Feb 11136.65 453 79 36.58 44 4 159
17 Feb 11172.70 374 -76.6 28.91 62 2 157
14 Feb 11090.05 454.45 175.2 27.58 394 -6 174
13 Feb 11359.90 282.85 16.15 27.02 6,329 -47 181
12 Feb 11395.20 263.45 25.4 27.44 4,375 42 229
11 Feb 11471.45 246 124.65 27.90 4,785 53 186
10 Feb 11790.05 123 43.7 26.73 139 9 133
7 Feb 12011.50 79.4 -13.45 25.94 853 83 127
6 Feb 11973.35 95 31 26.23 95 6 42
5 Feb 12092.90 64 -27.45 24.81 38 11 38
4 Feb 12011.55 89.9 -70.75 25.28 10 4 27
3 Feb 11822.60 160.65 0 0.00 0 23 0
1 Feb 11864.60 160.65 56.75 27.38 25 23 23
31 Jan 11930.85 103.9 0 4.27 0 0 0
30 Jan 11795.15 103.9 0 3.10 0 0 0
29 Jan 11871.70 103.9 0 3.66 0 0 0
28 Jan 11644.40 103.9 0 2.07 0 0 0
27 Jan 11722.20 103.9 0 2.43 0 0 0
24 Jan 12087.85 103.9 0 4.80 0 0 0
23 Jan 12177.40 103.9 0.00 5.25 0 0 0
22 Jan 11918.40 103.9 0.00 3.73 0 0 0
21 Jan 12013.35 103.9 103.90 4.31 0 0 0
20 Jan 12356.50 0 0.00 6.34 0 0 0
17 Jan 12249.85 0 0.00 5.54 0 0 0
16 Jan 12218.00 0 0.00 5.28 0 0 0
15 Jan 12129.00 0 0.00 4.80 0 0 0
14 Jan 12029.70 0 0.00 3.93 0 0 0
13 Jan 11813.50 0 0.00 2.91 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 11475 expiring on 27FEB2025

Delta for 11475 PE is -0.68

Historical price for 11475 PE is as follows

On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 453, which was 79 higher than the previous day. The implied volatity was 36.58, the open interest changed by 4 which increased total open position to 159


On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 374, which was -76.6 lower than the previous day. The implied volatity was 28.91, the open interest changed by 2 which increased total open position to 157


On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 454.45, which was 175.2 higher than the previous day. The implied volatity was 27.58, the open interest changed by -6 which decreased total open position to 174


On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 282.85, which was 16.15 higher than the previous day. The implied volatity was 27.02, the open interest changed by -47 which decreased total open position to 181


On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 263.45, which was 25.4 higher than the previous day. The implied volatity was 27.44, the open interest changed by 42 which increased total open position to 229


On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 246, which was 124.65 higher than the previous day. The implied volatity was 27.90, the open interest changed by 53 which increased total open position to 186


On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 123, which was 43.7 higher than the previous day. The implied volatity was 26.73, the open interest changed by 9 which increased total open position to 133


On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 79.4, which was -13.45 lower than the previous day. The implied volatity was 25.94, the open interest changed by 83 which increased total open position to 127


On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 95, which was 31 higher than the previous day. The implied volatity was 26.23, the open interest changed by 6 which increased total open position to 42


On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 64, which was -27.45 lower than the previous day. The implied volatity was 24.81, the open interest changed by 11 which increased total open position to 38


On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 89.9, which was -70.75 lower than the previous day. The implied volatity was 25.28, the open interest changed by 4 which increased total open position to 27


On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 160.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0


On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 160.65, which was 56.75 higher than the previous day. The implied volatity was 27.38, the open interest changed by 23 which increased total open position to 23


On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 103.9, which was 0 lower than the previous day. The implied volatity was 4.27, 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 103.9, which was 0 lower than the previous day. The implied volatity was 3.10, 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 103.9, which was 0 lower than the previous day. The implied volatity was 3.66, 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 103.9, which was 0 lower than the previous day. The implied volatity was 2.07, 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 103.9, which was 0 lower than the previous day. The implied volatity was 2.43, 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 103.9, which was 0 lower than the previous day. The implied volatity was 4.80, 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 103.9, which was 0.00 lower than the previous day. The implied volatity was 5.25, 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 103.9, which was 0.00 lower than the previous day. The implied volatity was 3.73, 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 103.9, which was 103.90 higher than the previous day. The implied volatity was 4.31, 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 6.34, 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 5.54, 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 5.28, 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 4.80, 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 3.93, 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 2.91, 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