`
[--[65.84.65.76]--]
MIDCPNIFTY
Nifty Midcap Select

11270.25 133.60 (1.20%)

Back to Option Chain


Historical option data for MIDCPNIFTY

19 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 11550 CE
Delta: 0.28
Vega: 5.65
Theta: -10.32
Gamma: 0.00
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
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
Delta: -0.77
Vega: 5.11
Theta: -4.38
Gamma: 0.00
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