MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
18 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 11525 CE | ||||||||||
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Delta: 0.23
Vega: 5.31
Theta: -8.93
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
18 Feb | 11136.65 | 64.1 | -33.5 | 27.95 | 489 | 68 | 551 | |||
17 Feb | 11172.70 | 100.85 | 21.7 | 29.92 | 888 | -34 | 491 | |||
14 Feb | 11090.05 | 78.8 | -81.5 | 26.67 | 2,862 | 45 | 525 | |||
13 Feb | 11359.90 | 153.85 | -29.3 | 23.85 | 8,410 | 219 | 487 | |||
12 Feb | 11395.20 | 197.1 | -40.85 | 24.90 | 4,289 | 92 | 269 | |||
11 Feb | 11471.45 | 225.7 | -184.3 | 23.92 | 2,190 | 173 | 179 | |||
10 Feb | 11790.05 | 410 | -961.65 | 21.57 | 6 | 5 | 5 | |||
7 Feb | 12011.50 | 1371.65 | 0 | - | 0 | 0 | 0 | |||
6 Feb | 11973.35 | 1371.65 | 0 | - | 0 | 0 | 0 | |||
5 Feb | 12092.90 | 1371.65 | 0 | - | 0 | 0 | 0 | |||
4 Feb | 12011.55 | 1371.65 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 11822.60 | 1371.65 | 0 | - | 0 | 0 | 0 | |||
1 Feb | 11864.60 | 1371.65 | 0 | - | 0 | 0 | 0 | |||
31 Jan | 11930.85 | 1371.65 | 0 | - | 0 | 0 | 0 | |||
30 Jan | 11795.15 | 1371.65 | 0 | - | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 1371.65 | 0 | - | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 1371.65 | 0 | - | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 1371.65 | 0 | - | 0 | 0 | 0 | |||
24 Jan | 12087.85 | 1371.65 | 0 | - | 0 | 0 | 0 | |||
23 Jan | 12177.40 | 1371.65 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 11918.40 | 1371.65 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 12013.35 | 1371.65 | 0.00 | - | 0 | 0 | 0 | |||
20 Jan | 12356.50 | 1371.65 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 12249.85 | 1371.65 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 1371.65 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 1371.65 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 1371.65 | 0.00 | - | 0 | 0 | 0 | |||
13 Jan | 11813.50 | 1371.65 | 1371.65 | - | 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 | |||
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3 Jan | 13009.85 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 11525 expiring on 27FEB2025
Delta for 11525 CE is 0.23
Historical price for 11525 CE is as follows
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 64.1, which was -33.5 lower than the previous day. The implied volatity was 27.95, the open interest changed by 68 which increased total open position to 551
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 100.85, which was 21.7 higher than the previous day. The implied volatity was 29.92, the open interest changed by -34 which decreased total open position to 491
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 78.8, which was -81.5 lower than the previous day. The implied volatity was 26.67, the open interest changed by 45 which increased total open position to 525
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 153.85, which was -29.3 lower than the previous day. The implied volatity was 23.85, the open interest changed by 219 which increased total open position to 487
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 197.1, which was -40.85 lower than the previous day. The implied volatity was 24.90, the open interest changed by 92 which increased total open position to 269
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 225.7, which was -184.3 lower than the previous day. The implied volatity was 23.92, the open interest changed by 173 which increased total open position to 179
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 410, which was -961.65 lower than the previous day. The implied volatity was 21.57, the open interest changed by 5 which increased total open position to 5
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 1371.65, 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 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 1371.65, 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 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 1371.65, 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 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 1371.65, 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 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 1371.65, 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 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 1371.65, 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 1371.65, 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 1371.65, 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 1371.65, 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 1371.65, 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 1371.65, 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 1371.65, 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 1371.65, 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 1371.65, 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 1371.65, 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 1371.65, 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 1371.65, 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 1371.65, 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 1371.65, 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 1371.65, 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 1371.65, which was 1371.65 higher 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 11525 PE | |||||||
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Delta: -0.67
Vega: 6.30
Theta: -13.16
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
18 Feb | 11136.65 | 534.8 | 122.05 | 43.89 | 11 | -2 | 166 |
17 Feb | 11172.70 | 412.75 | -81.4 | 29.47 | 16 | -2 | 170 |
14 Feb | 11090.05 | 495 | 185.15 | 28.05 | 117 | -10 | 182 |
13 Feb | 11359.90 | 318.2 | 25.9 | 27.76 | 5,807 | 15 | 195 |
12 Feb | 11395.20 | 285.05 | 21.15 | 26.92 | 905 | -4 | 182 |
11 Feb | 11471.45 | 274.95 | 139.9 | 28.22 | 3,240 | 87 | 190 |
10 Feb | 11790.05 | 138.6 | 53.1 | 26.72 | 198 | 10 | 104 |
7 Feb | 12011.50 | 86.4 | -13.95 | 25.50 | 303 | -2 | 97 |
6 Feb | 11973.35 | 105.9 | 29.85 | 26.10 | 201 | 24 | 96 |
5 Feb | 12092.90 | 79.5 | -23 | 25.62 | 82 | 2 | 73 |
4 Feb | 12011.55 | 104.45 | -53.1 | 25.63 | 101 | 7 | 73 |
3 Feb | 11822.60 | 159.5 | 38.45 | 25.93 | 343 | 49 | 66 |
1 Feb | 11864.60 | 121.05 | 8.65 | 22.35 | 28 | 17 | 17 |
31 Jan | 11930.85 | 112.4 | 0 | 3.89 | 0 | 0 | 0 |
30 Jan | 11795.15 | 112.4 | 0 | 2.74 | 0 | 0 | 0 |
29 Jan | 11871.70 | 112.4 | 0 | 3.30 | 0 | 0 | 0 |
28 Jan | 11644.40 | 112.4 | 0 | 1.65 | 0 | 0 | 0 |
27 Jan | 11722.20 | 112.4 | 0 | 2.08 | 0 | 0 | 0 |
24 Jan | 12087.85 | 112.4 | 0 | 4.46 | 0 | 0 | 0 |
23 Jan | 12177.40 | 112.4 | 0.00 | 4.98 | 0 | 0 | 0 |
22 Jan | 11918.40 | 112.4 | 0.00 | 3.45 | 0 | 0 | 0 |
21 Jan | 12013.35 | 112.4 | 0.00 | 3.99 | 0 | 0 | 0 |
20 Jan | 12356.50 | 112.4 | 0.00 | 5.90 | 0 | 0 | 0 |
17 Jan | 12249.85 | 112.4 | 0.00 | 5.31 | 0 | 0 | 0 |
16 Jan | 12218.00 | 112.4 | 0.00 | 4.99 | 0 | 0 | 0 |
15 Jan | 12129.00 | 112.4 | 0.00 | 4.51 | 0 | 0 | 0 |
14 Jan | 12029.70 | 112.4 | 112.40 | 3.75 | 0 | 0 | 0 |
13 Jan | 11813.50 | 0 | 0.00 | 2.61 | 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 11525 expiring on 27FEB2025
Delta for 11525 PE is -0.67
Historical price for 11525 PE is as follows
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 534.8, which was 122.05 higher than the previous day. The implied volatity was 43.89, the open interest changed by -2 which decreased total open position to 166
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 412.75, which was -81.4 lower than the previous day. The implied volatity was 29.47, the open interest changed by -2 which decreased total open position to 170
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 495, which was 185.15 higher than the previous day. The implied volatity was 28.05, the open interest changed by -10 which decreased total open position to 182
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 318.2, which was 25.9 higher than the previous day. The implied volatity was 27.76, the open interest changed by 15 which increased total open position to 195
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 285.05, which was 21.15 higher than the previous day. The implied volatity was 26.92, the open interest changed by -4 which decreased total open position to 182
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 274.95, which was 139.9 higher than the previous day. The implied volatity was 28.22, the open interest changed by 87 which increased total open position to 190
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 138.6, which was 53.1 higher than the previous day. The implied volatity was 26.72, the open interest changed by 10 which increased total open position to 104
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 86.4, which was -13.95 lower than the previous day. The implied volatity was 25.50, the open interest changed by -2 which decreased total open position to 97
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 105.9, which was 29.85 higher than the previous day. The implied volatity was 26.10, the open interest changed by 24 which increased total open position to 96
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 79.5, which was -23 lower than the previous day. The implied volatity was 25.62, the open interest changed by 2 which increased total open position to 73
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 104.45, which was -53.1 lower than the previous day. The implied volatity was 25.63, the open interest changed by 7 which increased total open position to 73
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 159.5, which was 38.45 higher than the previous day. The implied volatity was 25.93, the open interest changed by 49 which increased total open position to 66
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 121.05, which was 8.65 higher than the previous day. The implied volatity was 22.35, the open interest changed by 17 which increased total open position to 17
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 112.4, which was 0 lower than the previous day. The implied volatity was 3.89, 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 112.4, which was 0 lower than the previous day. The implied volatity was 2.74, 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 112.4, which was 0 lower than the previous day. The implied volatity was 3.30, 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 112.4, which was 0 lower than the previous day. The implied volatity was 1.65, 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 112.4, which was 0 lower than the previous day. The implied volatity was 2.08, 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 112.4, which was 0 lower than the previous day. The implied volatity was 4.46, 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 112.4, which was 0.00 lower than the previous day. The implied volatity was 4.98, 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 112.4, which was 0.00 lower than the previous day. The implied volatity was 3.45, 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 112.4, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 112.4, which was 0.00 lower than the previous day. The implied volatity was 5.90, 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 112.4, which was 0.00 lower than the previous day. The implied volatity was 5.31, 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 112.4, which was 0.00 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 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 112.4, which was 0.00 lower than the previous day. The implied volatity was 4.51, 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 112.4, which was 112.40 higher than the previous day. The implied volatity was 3.75, 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 2.61, 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