MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 1.13
Theta: -4.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 587.75 | 195.75 | 18.96 | 251 | -69 | 129 | |||
| 22 Jan | 11918.40 | 392 | -265.25 | 23.82 | 959 | 127 | 202 | |||
| 21 Jan | 12013.35 | 657.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Jan | 12356.50 | 657.25 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 17 Jan | 12249.85 | 657.25 | -32.75 | - | 9 | 0 | 66 | |||
| 16 Jan | 12218.00 | 690 | 111.10 | 20.74 | 1 | 0 | 65 | |||
| 15 Jan | 12129.00 | 578.9 | 48.90 | - | 19 | -1 | 56 | |||
| 14 Jan | 12029.70 | 530 | 152.80 | 15.92 | 148 | 16 | 59 | |||
| 13 Jan | 11813.50 | 377.2 | -794.25 | 21.01 | 100 | 42 | 42 | |||
| 10 Jan | 12283.00 | 1171.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 12481.20 | 1171.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 1171.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 1171.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 1171.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 1171.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 2 Jan | 13095.15 | 1171.45 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11600 expiring on 30JAN2025
Delta for 11600 CE is 0.97
Historical price for 11600 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 587.75, which was 195.75 higher than the previous day. The implied volatity was 18.96, the open interest changed by -69 which decreased total open position to 129
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 392, which was -265.25 lower than the previous day. The implied volatity was 23.82, the open interest changed by 127 which increased total open position to 202
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 657.25, 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 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 657.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 657.25, which was -32.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 690, which was 111.10 higher than the previous day. The implied volatity was 20.74, the open interest changed by 0 which decreased total open position to 65
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 578.9, which was 48.90 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 56
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 530, which was 152.80 higher than the previous day. The implied volatity was 15.92, the open interest changed by 16 which increased total open position to 59
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 377.2, which was -794.25 lower than the previous day. The implied volatity was 21.01, the open interest changed by 42 which increased total open position to 42
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 1171.45, 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 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 1171.45, 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 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 1171.45, 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 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 1171.45, 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 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 1171.45, 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 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 1171.45, 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 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 1171.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30JAN2025 11600 PE | |||||||
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Delta: -0.09
Vega: 2.64
Theta: -4.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 17.8 | -33.20 | 26.42 | 44,349 | -660 | 6,878 |
| 22 Jan | 11918.40 | 51 | -7.00 | 24.64 | 54,333 | 2,067 | 7,463 |
| 21 Jan | 12013.35 | 58 | 38.00 | 28.38 | 13,346 | 236 | 5,504 |
| 20 Jan | 12356.50 | 20 | -6.00 | 27.87 | 12,378 | 952 | 5,326 |
| 17 Jan | 12249.85 | 26 | -1.00 | 24.38 | 13,799 | -129 | 4,608 |
| 16 Jan | 12218.00 | 27 | -19.80 | 23.03 | 15,016 | 75 | 5,086 |
| 15 Jan | 12129.00 | 46.8 | -16.05 | 23.95 | 16,560 | 1,380 | 5,860 |
| 14 Jan | 12029.70 | 62.85 | -70.45 | 23.89 | 14,583 | 170 | 4,552 |
| 13 Jan | 11813.50 | 133.3 | 88.15 | 24.56 | 34,161 | -432 | 4,385 |
| 10 Jan | 12283.00 | 45.15 | 24.05 | 24.03 | 11,898 | 1,666 | 5,303 |
| 9 Jan | 12481.20 | 21.1 | 3.60 | 22.57 | 9,157 | -23 | 3,661 |
| 8 Jan | 12562.20 | 17.5 | 2.10 | 22.58 | 25,158 | 1,931 | 3,686 |
| 7 Jan | 12739.35 | 15.4 | -5.60 | 24.14 | 3,674 | 1,015 | 1,756 |
| 6 Jan | 12696.60 | 21 | 10.00 | 24.64 | 4,648 | 532 | 772 |
| 3 Jan | 13009.85 | 11 | -2.20 | 24.52 | 1,354 | -211 | 229 |
| 2 Jan | 13095.15 | 13.2 | 26.04 | 1,223 | 371 | 442 | |
For Nifty Midcap Select - strike price 11600 expiring on 30JAN2025
Delta for 11600 PE is -0.09
Historical price for 11600 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 17.8, which was -33.20 lower than the previous day. The implied volatity was 26.42, the open interest changed by -660 which decreased total open position to 6878
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 51, which was -7.00 lower than the previous day. The implied volatity was 24.64, the open interest changed by 2067 which increased total open position to 7463
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 58, which was 38.00 higher than the previous day. The implied volatity was 28.38, the open interest changed by 236 which increased total open position to 5504
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 20, which was -6.00 lower than the previous day. The implied volatity was 27.87, the open interest changed by 952 which increased total open position to 5326
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 26, which was -1.00 lower than the previous day. The implied volatity was 24.38, the open interest changed by -129 which decreased total open position to 4608
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 27, which was -19.80 lower than the previous day. The implied volatity was 23.03, the open interest changed by 75 which increased total open position to 5086
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 46.8, which was -16.05 lower than the previous day. The implied volatity was 23.95, the open interest changed by 1380 which increased total open position to 5860
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 62.85, which was -70.45 lower than the previous day. The implied volatity was 23.89, the open interest changed by 170 which increased total open position to 4552
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 133.3, which was 88.15 higher than the previous day. The implied volatity was 24.56, the open interest changed by -432 which decreased total open position to 4385
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 45.15, which was 24.05 higher than the previous day. The implied volatity was 24.03, the open interest changed by 1666 which increased total open position to 5303
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 21.1, which was 3.60 higher than the previous day. The implied volatity was 22.57, the open interest changed by -23 which decreased total open position to 3661
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 17.5, which was 2.10 higher than the previous day. The implied volatity was 22.58, the open interest changed by 1931 which increased total open position to 3686
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 15.4, which was -5.60 lower than the previous day. The implied volatity was 24.14, the open interest changed by 1015 which increased total open position to 1756
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 21, which was 10.00 higher than the previous day. The implied volatity was 24.64, the open interest changed by 532 which increased total open position to 772
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 11, which was -2.20 lower than the previous day. The implied volatity was 24.52, the open interest changed by -211 which decreased total open position to 229
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 13.2, which was lower than the previous day. The implied volatity was 26.04, the open interest changed by 371 which increased total open position to 442
