MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 11575 CE | ||||||||||
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Delta: 0.26
Vega: 5.44
Theta: -9.80
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 11270.25 | 69.05 | 14.6 | 26.49 | 1,150 | 62 | 388 | |||
18 Feb | 11136.65 | 51.9 | -31.65 | 27.47 | 297 | 31 | 324 | |||
17 Feb | 11172.70 | 84.1 | 15.15 | 29.33 | 445 | 2 | 294 | |||
14 Feb | 11090.05 | 65.15 | -76.35 | 26.20 | 967 | 82 | 293 | |||
13 Feb | 11359.90 | 140 | -28.15 | 24.43 | 3,114 | 30 | 211 | |||
12 Feb | 11395.20 | 173.6 | -36.9 | 24.63 | 1,955 | -68 | 183 | |||
11 Feb | 11471.45 | 209.4 | -171.55 | 24.65 | 3,706 | 224 | 256 | |||
10 Feb | 11790.05 | 380.95 | -194.05 | 22.20 | 8 | 3 | 30 | |||
7 Feb | 12011.50 | 575 | 0 | 0.00 | 0 | 0 | 0 | |||
6 Feb | 11973.35 | 575 | 0 | 0.00 | 0 | 0 | 0 | |||
5 Feb | 12092.90 | 575 | 0 | 0.00 | 0 | 0 | 0 | |||
4 Feb | 12011.55 | 575 | 130.75 | 21.56 | 1 | 0 | 27 | |||
3 Feb | 11822.60 | 446.55 | -885 | 21.68 | 33 | 18 | 18 | |||
1 Feb | 11864.60 | 1331.55 | 0 | - | 0 | 0 | 0 | |||
31 Jan | 11930.85 | 1331.55 | 0 | - | 0 | 0 | 0 | |||
30 Jan | 11795.15 | 1331.55 | 0 | - | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 1331.55 | 0 | - | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 1331.55 | 0 | - | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 1331.55 | 0 | - | 0 | 0 | 0 | |||
24 Jan | 12087.85 | 1331.55 | 0 | - | 0 | 0 | 0 | |||
23 Jan | 12177.40 | 1331.55 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 11918.40 | 1331.55 | 0.00 | - | 0 | 0 | 0 | |||
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21 Jan | 12013.35 | 1331.55 | 0.00 | - | 0 | 0 | 0 | |||
20 Jan | 12356.50 | 1331.55 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 12249.85 | 1331.55 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 1331.55 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 1331.55 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 1331.55 | 0.00 | - | 0 | 0 | 0 | |||
13 Jan | 11813.50 | 1331.55 | 1331.55 | - | 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 11575 expiring on 27FEB2025
Delta for 11575 CE is 0.26
Historical price for 11575 CE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 69.05, which was 14.6 higher than the previous day. The implied volatity was 26.49, the open interest changed by 62 which increased total open position to 388
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 51.9, which was -31.65 lower than the previous day. The implied volatity was 27.47, the open interest changed by 31 which increased total open position to 324
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 84.1, which was 15.15 higher than the previous day. The implied volatity was 29.33, the open interest changed by 2 which increased total open position to 294
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 65.15, which was -76.35 lower than the previous day. The implied volatity was 26.20, the open interest changed by 82 which increased total open position to 293
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 140, which was -28.15 lower than the previous day. The implied volatity was 24.43, the open interest changed by 30 which increased total open position to 211
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 173.6, which was -36.9 lower than the previous day. The implied volatity was 24.63, the open interest changed by -68 which decreased total open position to 183
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 209.4, which was -171.55 lower than the previous day. The implied volatity was 24.65, the open interest changed by 224 which increased total open position to 256
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 380.95, which was -194.05 lower than the previous day. The implied volatity was 22.20, the open interest changed by 3 which increased total open position to 30
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 575, 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 575, 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 575, 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 575, which was 130.75 higher than the previous day. The implied volatity was 21.56, the open interest changed by 0 which decreased total open position to 27
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 446.55, which was -885 lower than the previous day. The implied volatity was 21.68, the open interest changed by 18 which increased total open position to 18
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 1331.55, 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 1331.55, 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 1331.55, 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 1331.55, 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 1331.55, 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 1331.55, 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 1331.55, 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 1331.55, 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 1331.55, 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 1331.55, 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 1331.55, 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 1331.55, 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 1331.55, 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 1331.55, 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 1331.55, 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 1331.55, which was 1331.55 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 11575 PE | |||||||
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Delta: -0.78
Vega: 4.98
Theta: -4.41
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 11270.25 | 337.85 | -194.05 | 22.18 | 8 | -3 | 147 |
18 Feb | 11136.65 | 531.9 | 86.9 | 37.68 | 9 | 0 | 151 |
17 Feb | 11172.70 | 445 | -80.5 | 28.71 | 2 | 0 | 152 |
14 Feb | 11090.05 | 531.5 | 186.8 | 27.73 | 35 | 7 | 157 |
13 Feb | 11359.90 | 349 | 32.6 | 27.81 | 1,745 | -29 | 158 |
12 Feb | 11395.20 | 316.9 | 26.5 | 27.25 | 183 | 10 | 185 |
11 Feb | 11471.45 | 297 | 144.1 | 27.88 | 3,164 | -5 | 175 |
10 Feb | 11790.05 | 155.05 | 56.75 | 26.66 | 211 | -35 | 181 |
7 Feb | 12011.50 | 96.55 | -16.65 | 25.27 | 219 | 30 | 215 |
6 Feb | 11973.35 | 120.15 | 35 | 26.21 | 297 | -2 | 182 |
5 Feb | 12092.90 | 85.3 | -27.1 | 25.05 | 256 | -96 | 194 |
4 Feb | 12011.55 | 115.1 | -58.8 | 25.40 | 523 | 146 | 593 |
3 Feb | 11822.60 | 179.6 | 4.95 | 26.21 | 1,430 | 18 | 448 |
1 Feb | 11864.60 | 174.85 | -26.65 | 25.71 | 408 | 61 | 428 |
31 Jan | 11930.85 | 205.05 | 83.65 | 31.32 | 607 | 371 | 371 |
30 Jan | 11795.15 | 121.4 | 0 | 2.41 | 0 | 0 | 0 |
29 Jan | 11871.70 | 121.4 | 0 | 2.93 | 0 | 0 | 0 |
28 Jan | 11644.40 | 121.4 | 0 | 1.41 | 0 | 0 | 0 |
27 Jan | 11722.20 | 121.4 | 0 | 1.72 | 0 | 0 | 0 |
24 Jan | 12087.85 | 121.4 | 0 | 4.10 | 0 | 0 | 0 |
23 Jan | 12177.40 | 121.4 | 0.00 | 4.66 | 0 | 0 | 0 |
22 Jan | 11918.40 | 121.4 | 0.00 | 3.12 | 0 | 0 | 0 |
21 Jan | 12013.35 | 121.4 | 0.00 | 3.66 | 0 | 0 | 0 |
20 Jan | 12356.50 | 121.4 | 0.00 | 5.60 | 0 | 0 | 0 |
17 Jan | 12249.85 | 121.4 | 0.00 | 4.95 | 0 | 0 | 0 |
16 Jan | 12218.00 | 121.4 | 0.00 | 4.70 | 0 | 0 | 0 |
15 Jan | 12129.00 | 121.4 | 0.00 | 4.35 | 0 | 0 | 0 |
14 Jan | 12029.70 | 121.4 | 121.40 | 3.46 | 0 | 0 | 0 |
13 Jan | 11813.50 | 0 | 0.00 | 2.32 | 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 11575 expiring on 27FEB2025
Delta for 11575 PE is -0.78
Historical price for 11575 PE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 337.85, which was -194.05 lower than the previous day. The implied volatity was 22.18, the open interest changed by -3 which decreased total open position to 147
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 531.9, which was 86.9 higher than the previous day. The implied volatity was 37.68, the open interest changed by 0 which decreased total open position to 151
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 445, which was -80.5 lower than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 152
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 531.5, which was 186.8 higher than the previous day. The implied volatity was 27.73, the open interest changed by 7 which increased total open position to 157
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 349, which was 32.6 higher than the previous day. The implied volatity was 27.81, the open interest changed by -29 which decreased total open position to 158
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 316.9, which was 26.5 higher than the previous day. The implied volatity was 27.25, the open interest changed by 10 which increased total open position to 185
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 297, which was 144.1 higher than the previous day. The implied volatity was 27.88, the open interest changed by -5 which decreased total open position to 175
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 155.05, which was 56.75 higher than the previous day. The implied volatity was 26.66, the open interest changed by -35 which decreased total open position to 181
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 96.55, which was -16.65 lower than the previous day. The implied volatity was 25.27, the open interest changed by 30 which increased total open position to 215
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 120.15, which was 35 higher than the previous day. The implied volatity was 26.21, the open interest changed by -2 which decreased total open position to 182
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 85.3, which was -27.1 lower than the previous day. The implied volatity was 25.05, the open interest changed by -96 which decreased total open position to 194
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 115.1, which was -58.8 lower than the previous day. The implied volatity was 25.40, the open interest changed by 146 which increased total open position to 593
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 179.6, which was 4.95 higher than the previous day. The implied volatity was 26.21, the open interest changed by 18 which increased total open position to 448
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 174.85, which was -26.65 lower than the previous day. The implied volatity was 25.71, the open interest changed by 61 which increased total open position to 428
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 205.05, which was 83.65 higher than the previous day. The implied volatity was 31.32, the open interest changed by 371 which increased total open position to 371
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 121.4, which was 0 lower than the previous day. The implied volatity was 2.41, 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 121.4, which was 0 lower than the previous day. The implied volatity was 2.93, 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 121.4, which was 0 lower than the previous day. The implied volatity was 1.41, 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 121.4, which was 0 lower than the previous day. The implied volatity was 1.72, 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 121.4, which was 0 lower than the previous day. The implied volatity was 4.10, 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 121.4, which was 0.00 lower than the previous day. The implied volatity was 4.66, 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 121.4, which was 0.00 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 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 121.4, which was 0.00 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 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 121.4, which was 0.00 lower than the previous day. The implied volatity was 5.60, 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 121.4, which was 0.00 lower than the previous day. The implied volatity was 4.95, 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 121.4, which was 0.00 lower than the previous day. The implied volatity was 4.70, 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 121.4, which was 0.00 lower than the previous day. The implied volatity was 4.35, 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 121.4, which was 121.40 higher than the previous day. The implied volatity was 3.46, 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 2.32, 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