MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 11550 CE | ||||||||||
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Delta: 0.28
Vega: 5.65
Theta: -10.32
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 11270.25 | 77.35 | 16.45 | 26.84 | 2,234 | 40 | 755 | |||
18 Feb | 11136.65 | 57.4 | -33.15 | 27.67 | 865 | 100 | 704 | |||
17 Feb | 11172.70 | 90.2 | 16.85 | 29.29 | 1,502 | 35 | 606 | |||
14 Feb | 11090.05 | 69.4 | -80.9 | 26.06 | 2,641 | 25 | 564 | |||
13 Feb | 11359.90 | 148.55 | -31 | 24.35 | 6,815 | 203 | 543 | |||
12 Feb | 11395.20 | 188 | -36.65 | 25.07 | 5,215 | 21 | 345 | |||
11 Feb | 11471.45 | 221 | -175 | 24.67 | 4,379 | 317 | 324 | |||
10 Feb | 11790.05 | 396 | -18.1 | 21.99 | 5 | 0 | 2 | |||
7 Feb | 12011.50 | 414.1 | 0 | 0.00 | 0 | 0 | 0 | |||
6 Feb | 11973.35 | 414.1 | 0 | 0.00 | 0 | 0 | 0 | |||
5 Feb | 12092.90 | 414.1 | 0 | 0.00 | 0 | 0 | 0 | |||
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4 Feb | 12011.55 | 414.1 | 0 | 0.00 | 0 | 2 | 0 | |||
3 Feb | 11822.60 | 414.1 | -937.4 | 16.53 | 2 | 0 | 0 | |||
1 Feb | 11864.60 | 1351.5 | 0 | - | 0 | 0 | 0 | |||
31 Jan | 11930.85 | 1351.5 | 0 | - | 0 | 0 | 0 | |||
30 Jan | 11795.15 | 1351.5 | 0 | - | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 1351.5 | 0 | - | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 1351.5 | 0 | - | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 1351.5 | 0 | - | 0 | 0 | 0 | |||
24 Jan | 12087.85 | 1351.5 | 0 | - | 0 | 0 | 0 | |||
23 Jan | 12177.40 | 1351.5 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 11918.40 | 1351.5 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 12013.35 | 1351.5 | 0.00 | - | 0 | 0 | 0 | |||
20 Jan | 12356.50 | 1351.5 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 12249.85 | 1351.5 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 1351.5 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 1351.5 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 1351.5 | 0.00 | - | 0 | 0 | 0 | |||
13 Jan | 11813.50 | 1351.5 | 1351.50 | - | 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 11550 expiring on 27FEB2025
Delta for 11550 CE is 0.28
Historical price for 11550 CE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 77.35, which was 16.45 higher than the previous day. The implied volatity was 26.84, the open interest changed by 40 which increased total open position to 755
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 57.4, which was -33.15 lower than the previous day. The implied volatity was 27.67, the open interest changed by 100 which increased total open position to 704
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 90.2, which was 16.85 higher than the previous day. The implied volatity was 29.29, the open interest changed by 35 which increased total open position to 606
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 69.4, which was -80.9 lower than the previous day. The implied volatity was 26.06, the open interest changed by 25 which increased total open position to 564
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 148.55, which was -31 lower than the previous day. The implied volatity was 24.35, the open interest changed by 203 which increased total open position to 543
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 188, which was -36.65 lower than the previous day. The implied volatity was 25.07, the open interest changed by 21 which increased total open position to 345
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 221, which was -175 lower than the previous day. The implied volatity was 24.67, the open interest changed by 317 which increased total open position to 324
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 396, which was -18.1 lower than the previous day. The implied volatity was 21.99, the open interest changed by 0 which decreased total open position to 2
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 414.1, 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 414.1, 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 414.1, 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 414.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 414.1, which was -937.4 lower than the previous day. The implied volatity was 16.53, 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 1351.5, 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 1351.5, 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 1351.5, 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 1351.5, 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 1351.5, 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 1351.5, 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 1351.5, 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 1351.5, 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 1351.5, 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 1351.5, 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 1351.5, 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 1351.5, 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 1351.5, 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 1351.5, 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 1351.5, 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 1351.5, which was 1351.50 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 11550 PE | |||||||
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Delta: -0.77
Vega: 5.11
Theta: -4.38
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 11270.25 | 315.4 | -196.75 | 21.38 | 13 | -1 | 348 |
18 Feb | 11136.65 | 512.15 | 78.25 | 37.39 | 3 | 1 | 350 |
17 Feb | 11172.70 | 433.9 | -76.35 | 29.94 | 44 | -6 | 354 |
14 Feb | 11090.05 | 511.5 | 185.2 | 27.65 | 89 | -25 | 366 |
13 Feb | 11359.90 | 327.5 | 22.35 | 27.10 | 4,510 | 56 | 392 |
12 Feb | 11395.20 | 304.2 | 30.35 | 27.43 | 1,143 | -4 | 338 |
11 Feb | 11471.45 | 286.95 | 141.85 | 28.23 | 7,595 | 821 | 942 |
10 Feb | 11790.05 | 144.55 | 52.45 | 26.46 | 278 | -12 | 122 |
7 Feb | 12011.50 | 94 | -16.8 | 25.68 | 245 | -28 | 136 |
6 Feb | 11973.35 | 110.9 | 29.65 | 25.93 | 113 | 23 | 168 |
5 Feb | 12092.90 | 83.35 | -29.45 | 25.46 | 127 | 14 | 146 |
4 Feb | 12011.55 | 116 | -50.65 | 26.19 | 228 | 15 | 133 |
3 Feb | 11822.60 | 168 | 3.55 | 25.94 | 685 | 51 | 118 |
1 Feb | 11864.60 | 147.8 | 31 | 24.02 | 88 | 66 | 66 |
31 Jan | 11930.85 | 116.8 | 0 | 3.70 | 0 | 0 | 0 |
30 Jan | 11795.15 | 116.8 | 0 | 2.56 | 0 | 0 | 0 |
29 Jan | 11871.70 | 116.8 | 0 | 3.12 | 0 | 0 | 0 |
28 Jan | 11644.40 | 116.8 | 0 | 1.44 | 0 | 0 | 0 |
27 Jan | 11722.20 | 116.8 | 0 | 1.89 | 0 | 0 | 0 |
24 Jan | 12087.85 | 116.8 | 0 | 4.27 | 0 | 0 | 0 |
23 Jan | 12177.40 | 116.8 | 0.00 | 4.82 | 0 | 0 | 0 |
22 Jan | 11918.40 | 116.8 | 0.00 | 3.29 | 0 | 0 | 0 |
21 Jan | 12013.35 | 116.8 | 0.00 | 3.83 | 0 | 0 | 0 |
20 Jan | 12356.50 | 116.8 | 0.00 | 5.75 | 0 | 0 | 0 |
17 Jan | 12249.85 | 116.8 | 0.00 | 5.16 | 0 | 0 | 0 |
16 Jan | 12218.00 | 116.8 | 0.00 | 4.84 | 0 | 0 | 0 |
15 Jan | 12129.00 | 116.8 | 0.00 | 4.54 | 0 | 0 | 0 |
14 Jan | 12029.70 | 116.8 | 116.80 | 3.60 | 0 | 0 | 0 |
13 Jan | 11813.50 | 0 | 0.00 | 2.46 | 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 11550 expiring on 27FEB2025
Delta for 11550 PE is -0.77
Historical price for 11550 PE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 315.4, which was -196.75 lower than the previous day. The implied volatity was 21.38, the open interest changed by -1 which decreased total open position to 348
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 512.15, which was 78.25 higher than the previous day. The implied volatity was 37.39, the open interest changed by 1 which increased total open position to 350
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 433.9, which was -76.35 lower than the previous day. The implied volatity was 29.94, the open interest changed by -6 which decreased total open position to 354
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 511.5, which was 185.2 higher than the previous day. The implied volatity was 27.65, the open interest changed by -25 which decreased total open position to 366
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 327.5, which was 22.35 higher than the previous day. The implied volatity was 27.10, the open interest changed by 56 which increased total open position to 392
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 304.2, which was 30.35 higher than the previous day. The implied volatity was 27.43, the open interest changed by -4 which decreased total open position to 338
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 286.95, which was 141.85 higher than the previous day. The implied volatity was 28.23, the open interest changed by 821 which increased total open position to 942
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 144.55, which was 52.45 higher than the previous day. The implied volatity was 26.46, the open interest changed by -12 which decreased total open position to 122
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 94, which was -16.8 lower than the previous day. The implied volatity was 25.68, the open interest changed by -28 which decreased total open position to 136
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 110.9, which was 29.65 higher than the previous day. The implied volatity was 25.93, the open interest changed by 23 which increased total open position to 168
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 83.35, which was -29.45 lower than the previous day. The implied volatity was 25.46, the open interest changed by 14 which increased total open position to 146
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 116, which was -50.65 lower than the previous day. The implied volatity was 26.19, the open interest changed by 15 which increased total open position to 133
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 168, which was 3.55 higher than the previous day. The implied volatity was 25.94, the open interest changed by 51 which increased total open position to 118
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 147.8, which was 31 higher than the previous day. The implied volatity was 24.02, the open interest changed by 66 which increased total open position to 66
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 116.8, which was 0 lower than the previous day. The implied volatity was 3.70, 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 116.8, which was 0 lower than the previous day. The implied volatity was 2.56, 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 116.8, which was 0 lower than the previous day. The implied volatity was 3.12, 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 116.8, which was 0 lower than the previous day. The implied volatity was 1.44, 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 116.8, which was 0 lower than the previous day. The implied volatity was 1.89, 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 116.8, 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 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 116.8, which was 0.00 lower than the previous day. The implied volatity was 4.82, 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 116.8, which was 0.00 lower than the previous day. The implied volatity was 3.29, 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 116.8, which was 0.00 lower than the previous day. The implied volatity was 3.83, 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 116.8, which was 0.00 lower than the previous day. The implied volatity was 5.75, 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 116.8, which was 0.00 lower than the previous day. The implied volatity was 5.16, 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 116.8, which was 0.00 lower than the previous day. The implied volatity was 4.84, 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 116.8, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 116.8, which was 116.80 higher than the previous day. The implied volatity was 3.60, 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 2.46, 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