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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 11625 CE
Delta: 0.23
Vega: 5.04
Theta: -8.97
Gamma: 0.00
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
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
Delta: -0.82
Vega: 4.35
Theta: -3.21
Gamma: 0.00
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