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

11270.25 133.60 (1.20%)

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Historical option data for MIDCPNIFTY

19 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 11575 CE
Delta: 0.26
Vega: 5.44
Theta: -9.80
Gamma: 0.00
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
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
Delta: -0.78
Vega: 4.98
Theta: -4.41
Gamma: 0.00
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