MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.99
Vega: 0.35
Theta: -3.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 597.2 | -89.55 | 16.56 | 2,130 | 453 | 964 | |||
| 23 Jan | 12177.40 | 678 | 209.95 | - | 713 | -7 | 517 | |||
| 22 Jan | 11918.40 | 468.05 | -69.95 | 21.50 | 1,743 | 287 | 525 | |||
| 21 Jan | 12013.35 | 538 | -352.85 | - | 372 | -47 | 238 | |||
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| 20 Jan | 12356.50 | 890.85 | 120.85 | 28.76 | 30 | 0 | 286 | |||
| 17 Jan | 12249.85 | 770 | 35.00 | - | 44 | 2 | 286 | |||
| 16 Jan | 12218.00 | 735 | 62.10 | - | 53 | -4 | 282 | |||
| 15 Jan | 12129.00 | 672.9 | 31.45 | - | 1,348 | -83 | 287 | |||
| 14 Jan | 12029.70 | 641.45 | 188.45 | 21.15 | 1,251 | -238 | 372 | |||
| 13 Jan | 11813.50 | 453 | -794.75 | 21.50 | 1,228 | 612 | 612 | |||
| 10 Jan | 12283.00 | 1247.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 12481.20 | 1247.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 1247.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 1247.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 1247.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 1247.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 1247.75 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11500 expiring on 30JAN2025
Delta for 11500 CE is 0.99
Historical price for 11500 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 597.2, which was -89.55 lower than the previous day. The implied volatity was 16.56, the open interest changed by 453 which increased total open position to 964
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 678, which was 209.95 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 517
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 468.05, which was -69.95 lower than the previous day. The implied volatity was 21.50, the open interest changed by 287 which increased total open position to 525
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 538, which was -352.85 lower than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 238
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 890.85, which was 120.85 higher than the previous day. The implied volatity was 28.76, the open interest changed by 0 which decreased total open position to 286
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 770, which was 35.00 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 286
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 735, which was 62.10 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 282
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 672.9, which was 31.45 higher than the previous day. The implied volatity was -, the open interest changed by -83 which decreased total open position to 287
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 641.45, which was 188.45 higher than the previous day. The implied volatity was 21.15, the open interest changed by -238 which decreased total open position to 372
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 453, which was -794.75 lower than the previous day. The implied volatity was 21.50, the open interest changed by 612 which increased total open position to 612
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 1247.75, 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 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 1247.75, 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 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 1247.75, 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 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 1247.75, 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 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 1247.75, 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 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 1247.75, 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 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 1247.75, 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 11500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 1.73
Theta: -3.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 9.3 | -3.15 | 25.16 | 84,745 | 2,724 | 14,569 |
| 23 Jan | 12177.40 | 12.1 | -24.55 | 27.30 | 48,701 | -2,567 | 12,547 |
| 22 Jan | 11918.40 | 36.65 | -4.65 | 25.59 | 93,024 | 4,437 | 15,271 |
| 21 Jan | 12013.35 | 41.3 | 25.60 | 28.65 | 31,002 | 961 | 10,931 |
| 20 Jan | 12356.50 | 15.7 | -4.30 | 29.04 | 21,860 | 1,671 | 10,057 |
| 17 Jan | 12249.85 | 20 | -0.35 | 25.27 | 23,534 | -634 | 8,583 |
| 16 Jan | 12218.00 | 20.35 | -16.10 | 23.88 | 19,044 | 130 | 9,579 |
| 15 Jan | 12129.00 | 36.45 | -17.45 | 24.69 | 27,299 | 194 | 9,495 |
| 14 Jan | 12029.70 | 53.9 | -46.55 | 25.35 | 30,154 | 816 | 9,314 |
| 13 Jan | 11813.50 | 100.45 | 69.80 | 24.31 | 75,714 | -781 | 8,588 |
| 10 Jan | 12283.00 | 30.65 | 14.20 | 23.61 | 27,774 | 2,443 | 9,367 |
| 9 Jan | 12481.20 | 16.45 | 2.20 | 23.21 | 16,038 | 359 | 8,489 |
| 8 Jan | 12562.20 | 14.25 | 2.80 | 23.36 | 30,480 | 3,081 | 8,159 |
| 7 Jan | 12739.35 | 11.45 | -4.55 | 24.40 | 9,236 | 355 | 5,851 |
| 6 Jan | 12696.60 | 16 | 9.00 | 24.91 | 13,099 | 1,521 | 5,602 |
| 3 Jan | 13009.85 | 7 | -4.00 | 24.08 | 2,563 | -227 | 4,076 |
| 2 Jan | 13095.15 | 11 | 26.60 | 5,598 | -1,188 | 4,561 | |
For Nifty Midcap Select - strike price 11500 expiring on 30JAN2025
Delta for 11500 PE is -0.06
Historical price for 11500 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 9.3, which was -3.15 lower than the previous day. The implied volatity was 25.16, the open interest changed by 2724 which increased total open position to 14569
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 12.1, which was -24.55 lower than the previous day. The implied volatity was 27.30, the open interest changed by -2567 which decreased total open position to 12547
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 36.65, which was -4.65 lower than the previous day. The implied volatity was 25.59, the open interest changed by 4437 which increased total open position to 15271
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 41.3, which was 25.60 higher than the previous day. The implied volatity was 28.65, the open interest changed by 961 which increased total open position to 10931
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 15.7, which was -4.30 lower than the previous day. The implied volatity was 29.04, the open interest changed by 1671 which increased total open position to 10057
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 20, which was -0.35 lower than the previous day. The implied volatity was 25.27, the open interest changed by -634 which decreased total open position to 8583
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 20.35, which was -16.10 lower than the previous day. The implied volatity was 23.88, the open interest changed by 130 which increased total open position to 9579
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 36.45, which was -17.45 lower than the previous day. The implied volatity was 24.69, the open interest changed by 194 which increased total open position to 9495
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 53.9, which was -46.55 lower than the previous day. The implied volatity was 25.35, the open interest changed by 816 which increased total open position to 9314
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 100.45, which was 69.80 higher than the previous day. The implied volatity was 24.31, the open interest changed by -781 which decreased total open position to 8588
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 30.65, which was 14.20 higher than the previous day. The implied volatity was 23.61, the open interest changed by 2443 which increased total open position to 9367
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 16.45, which was 2.20 higher than the previous day. The implied volatity was 23.21, the open interest changed by 359 which increased total open position to 8489
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 14.25, which was 2.80 higher than the previous day. The implied volatity was 23.36, the open interest changed by 3081 which increased total open position to 8159
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 11.45, which was -4.55 lower than the previous day. The implied volatity was 24.40, the open interest changed by 355 which increased total open position to 5851
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 16, which was 9.00 higher than the previous day. The implied volatity was 24.91, the open interest changed by 1521 which increased total open position to 5602
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 7, which was -4.00 lower than the previous day. The implied volatity was 24.08, the open interest changed by -227 which decreased total open position to 4076
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 11, which was lower than the previous day. The implied volatity was 26.60, the open interest changed by -1188 which decreased total open position to 4561
