MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 11625 CE | ||||||||||
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Delta: 0.23
Vega: 5.04
Theta: -8.97
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 11270.25 | 56.9 | 11.3 | 26.33 | 528 | 54 | 336 | |||
18 Feb | 11136.65 | 43.45 | -29.65 | 27.58 | 286 | -41 | 281 | |||
17 Feb | 11172.70 | 73.55 | 13.95 | 29.52 | 309 | 3 | 331 | |||
14 Feb | 11090.05 | 56.4 | -67.95 | 26.31 | 766 | 104 | 319 | |||
13 Feb | 11359.90 | 120 | -27.1 | 24.09 | 1,470 | 61 | 217 | |||
12 Feb | 11395.20 | 154.3 | -35.2 | 24.65 | 1,531 | -78 | 155 | |||
11 Feb | 11471.45 | 186.7 | -168.3 | 24.54 | 3,091 | 110 | 231 | |||
10 Feb | 11790.05 | 355 | -150 | 22.94 | 39 | 1 | 123 | |||
7 Feb | 12011.50 | 505 | 0 | 0.00 | 0 | 0 | 0 | |||
6 Feb | 11973.35 | 505 | -18.9 | 22.21 | 1 | 0 | 122 | |||
5 Feb | 12092.90 | 523.9 | 0 | 0.00 | 0 | 1 | 0 | |||
4 Feb | 12011.55 | 523.9 | 111.6 | 20.53 | 26 | 4 | 125 | |||
3 Feb | 11822.60 | 415.7 | -876.3 | 21.87 | 674 | 125 | 125 | |||
1 Feb | 11864.60 | 1292 | 0 | - | 0 | 0 | 0 | |||
31 Jan | 11930.85 | 1292 | 0 | - | 0 | 0 | 0 | |||
30 Jan | 11795.15 | 1292 | 0 | - | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 1292 | 0 | - | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 1292 | 0 | - | 0 | 0 | 0 | |||
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27 Jan | 11722.20 | 1292 | 0 | - | 0 | 0 | 0 | |||
24 Jan | 12087.85 | 1292 | 0 | - | 0 | 0 | 0 | |||
23 Jan | 12177.40 | 1292 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 11918.40 | 1292 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 12013.35 | 1292 | 0.00 | - | 0 | 0 | 0 | |||
20 Jan | 12356.50 | 1292 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 12249.85 | 1292 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 1292 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 1292 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 1292 | 0.00 | - | 0 | 0 | 0 | |||
13 Jan | 11813.50 | 1292 | 1292.00 | - | 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 11625 expiring on 27FEB2025
Delta for 11625 CE is 0.23
Historical price for 11625 CE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 56.9, which was 11.3 higher than the previous day. The implied volatity was 26.33, the open interest changed by 54 which increased total open position to 336
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 43.45, which was -29.65 lower than the previous day. The implied volatity was 27.58, the open interest changed by -41 which decreased total open position to 281
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 73.55, which was 13.95 higher than the previous day. The implied volatity was 29.52, the open interest changed by 3 which increased total open position to 331
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 56.4, which was -67.95 lower than the previous day. The implied volatity was 26.31, the open interest changed by 104 which increased total open position to 319
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 120, which was -27.1 lower than the previous day. The implied volatity was 24.09, the open interest changed by 61 which increased total open position to 217
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 154.3, which was -35.2 lower than the previous day. The implied volatity was 24.65, the open interest changed by -78 which decreased total open position to 155
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 186.7, which was -168.3 lower than the previous day. The implied volatity was 24.54, the open interest changed by 110 which increased total open position to 231
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 355, which was -150 lower than the previous day. The implied volatity was 22.94, the open interest changed by 1 which increased total open position to 123
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 505, 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 505, which was -18.9 lower than the previous day. The implied volatity was 22.21, the open interest changed by 0 which decreased total open position to 122
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 523.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 523.9, which was 111.6 higher than the previous day. The implied volatity was 20.53, the open interest changed by 4 which increased total open position to 125
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 415.7, which was -876.3 lower than the previous day. The implied volatity was 21.87, the open interest changed by 125 which increased total open position to 125
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 1292, 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 1292, 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 1292, 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 1292, 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 1292, 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 1292, 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 1292, 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 1292, 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 1292, 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 1292, 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 1292, 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 1292, 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 1292, 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 1292, 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 1292, 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 1292, which was 1292.00 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 11625 PE | |||||||
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Delta: -0.82
Vega: 4.35
Theta: -3.21
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 11270.25 | 375 | -242.85 | 21.50 | 3 | -1 | 151 |
18 Feb | 11136.65 | 617.85 | 102.9 | 45.79 | 5 | -3 | 153 |
17 Feb | 11172.70 | 514.95 | 0 | 0.00 | 0 | -7 | 0 |
14 Feb | 11090.05 | 514.95 | 140.6 | 15.19 | 20 | -11 | 152 |
13 Feb | 11359.90 | 376.85 | 29.85 | 27.34 | 171 | -7 | 164 |
12 Feb | 11395.20 | 351.7 | 38.6 | 27.79 | 84 | -23 | 171 |
11 Feb | 11471.45 | 331.6 | 163.15 | 28.59 | 2,242 | 2 | 194 |
10 Feb | 11790.05 | 173.25 | 66.7 | 26.63 | 600 | 21 | 193 |
7 Feb | 12011.50 | 107 | -18.5 | 25.00 | 149 | 3 | 172 |
6 Feb | 11973.35 | 132.2 | 39.55 | 25.96 | 184 | 2 | 166 |
5 Feb | 12092.90 | 92.65 | -33.25 | 24.59 | 132 | -11 | 163 |
4 Feb | 12011.55 | 131.1 | -57.2 | 25.63 | 311 | -13 | 177 |
3 Feb | 11822.60 | 191.45 | 14.25 | 25.64 | 1,526 | 187 | 192 |
1 Feb | 11864.60 | 179.9 | 49 | 24.62 | 10 | 1 | 1 |
31 Jan | 11930.85 | 130.9 | 0 | 3.14 | 0 | 0 | 0 |
30 Jan | 11795.15 | 130.9 | 0 | 1.98 | 0 | 0 | 0 |
29 Jan | 11871.70 | 130.9 | 0 | 2.56 | 0 | 0 | 0 |
28 Jan | 11644.40 | 130.9 | 0 | 0.89 | 0 | 0 | 0 |
27 Jan | 11722.20 | 130.9 | 0 | 1.33 | 0 | 0 | 0 |
24 Jan | 12087.85 | 130.9 | 0 | 3.77 | 0 | 0 | 0 |
23 Jan | 12177.40 | 130.9 | 0.00 | 4.34 | 0 | 0 | 0 |
22 Jan | 11918.40 | 130.9 | 0.00 | 2.79 | 0 | 0 | 0 |
21 Jan | 12013.35 | 130.9 | 0.00 | 3.34 | 0 | 0 | 0 |
20 Jan | 12356.50 | 130.9 | 0.00 | 5.30 | 0 | 0 | 0 |
17 Jan | 12249.85 | 130.9 | 130.90 | 4.73 | 0 | 0 | 0 |
16 Jan | 12218.00 | 0 | 0.00 | 4.40 | 0 | 0 | 0 |
15 Jan | 12129.00 | 0 | 0.00 | 3.92 | 0 | 0 | 0 |
14 Jan | 12029.70 | 0 | 0.00 | 3.04 | 0 | 0 | 0 |
13 Jan | 11813.50 | 0 | 0.00 | 2.01 | 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 11625 expiring on 27FEB2025
Delta for 11625 PE is -0.82
Historical price for 11625 PE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 375, which was -242.85 lower than the previous day. The implied volatity was 21.50, the open interest changed by -1 which decreased total open position to 151
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 617.85, which was 102.9 higher than the previous day. The implied volatity was 45.79, the open interest changed by -3 which decreased total open position to 153
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 514.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 514.95, which was 140.6 higher than the previous day. The implied volatity was 15.19, the open interest changed by -11 which decreased total open position to 152
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 376.85, which was 29.85 higher than the previous day. The implied volatity was 27.34, the open interest changed by -7 which decreased total open position to 164
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 351.7, which was 38.6 higher than the previous day. The implied volatity was 27.79, the open interest changed by -23 which decreased total open position to 171
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 331.6, which was 163.15 higher than the previous day. The implied volatity was 28.59, the open interest changed by 2 which increased total open position to 194
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 173.25, which was 66.7 higher than the previous day. The implied volatity was 26.63, the open interest changed by 21 which increased total open position to 193
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 107, which was -18.5 lower than the previous day. The implied volatity was 25.00, the open interest changed by 3 which increased total open position to 172
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 132.2, which was 39.55 higher than the previous day. The implied volatity was 25.96, the open interest changed by 2 which increased total open position to 166
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 92.65, which was -33.25 lower than the previous day. The implied volatity was 24.59, the open interest changed by -11 which decreased total open position to 163
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 131.1, which was -57.2 lower than the previous day. The implied volatity was 25.63, the open interest changed by -13 which decreased total open position to 177
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 191.45, which was 14.25 higher than the previous day. The implied volatity was 25.64, the open interest changed by 187 which increased total open position to 192
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 179.9, which was 49 higher than the previous day. The implied volatity was 24.62, the open interest changed by 1 which increased total open position to 1
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 130.9, which was 0 lower than the previous day. The implied volatity was 3.14, 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 130.9, which was 0 lower than the previous day. The implied volatity was 1.98, 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 130.9, 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 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 130.9, which was 0 lower than the previous day. The implied volatity was 0.89, 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 130.9, which was 0 lower than the previous day. The implied volatity was 1.33, 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 130.9, which was 0 lower than the previous day. The implied volatity was 3.77, 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 130.9, which was 0.00 lower than the previous day. The implied volatity was 4.34, 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 130.9, which was 0.00 lower than the previous day. The implied volatity was 2.79, 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 130.9, which was 0.00 lower than the previous day. The implied volatity was 3.34, 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 130.9, which was 0.00 lower than the previous day. The implied volatity was 5.30, 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 130.9, which was 130.90 higher than the previous day. The implied volatity was 4.73, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.40, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.92, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.04, 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 2.01, 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