MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 1.78
Theta: -5.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 542.9 | 196.65 | 20.10 | 10 | -3 | 44 | |||
| 22 Jan | 11918.40 | 346.25 | -71.70 | 22.48 | 111 | 21 | 47 | |||
| 21 Jan | 12013.35 | 417.95 | -193.75 | 18.67 | 15 | 0 | 26 | |||
| 20 Jan | 12356.50 | 611.7 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 17 Jan | 12249.85 | 611.7 | -59.45 | - | 9 | 0 | 17 | |||
| 16 Jan | 12218.00 | 671.15 | 147.70 | 26.08 | 6 | -1 | 17 | |||
| 15 Jan | 12129.00 | 523.45 | 69.40 | - | 1 | 0 | 17 | |||
| 14 Jan | 12029.70 | 454.05 | 102.40 | - | 15 | -10 | 17 | |||
| 13 Jan | 11813.50 | 351.65 | -782.50 | 21.88 | 38 | 26 | 26 | |||
| 10 Jan | 12283.00 | 1134.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 12481.20 | 1134.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 1134.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 1134.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 1134.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 1134.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 2 Jan | 13095.15 | 1134.15 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11650 expiring on 30JAN2025
Delta for 11650 CE is 0.95
Historical price for 11650 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 542.9, which was 196.65 higher than the previous day. The implied volatity was 20.10, the open interest changed by -3 which decreased total open position to 44
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 346.25, which was -71.70 lower than the previous day. The implied volatity was 22.48, the open interest changed by 21 which increased total open position to 47
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 417.95, which was -193.75 lower than the previous day. The implied volatity was 18.67, the open interest changed by 0 which decreased total open position to 26
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 611.7, 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 611.7, which was -59.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 671.15, which was 147.70 higher than the previous day. The implied volatity was 26.08, the open interest changed by -1 which decreased total open position to 17
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 523.45, which was 69.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 454.05, which was 102.40 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 17
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 351.65, which was -782.50 lower than the previous day. The implied volatity was 21.88, the open interest changed by 26 which increased total open position to 26
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 1134.15, 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 1134.15, 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 1134.15, 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 1134.15, 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 1134.15, 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 1134.15, 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 1134.15, 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 11650 PE | |||||||
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Delta: -0.10
Vega: 3.03
Theta: -5.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 22 | -39.40 | 26.13 | 9,813 | 2,243 | 3,800 |
| 22 Jan | 11918.40 | 61.4 | -3.85 | 24.41 | 20,377 | 588 | 1,587 |
| 21 Jan | 12013.35 | 65.25 | 43.55 | 27.72 | 3,996 | 180 | 1,014 |
| 20 Jan | 12356.50 | 21.7 | -8.05 | 27.00 | 3,535 | -597 | 1,496 |
| 17 Jan | 12249.85 | 29.75 | -3.90 | 23.94 | 3,136 | -199 | 2,095 |
| 16 Jan | 12218.00 | 33.65 | -19.35 | 23.27 | 6,156 | 939 | 2,326 |
| 15 Jan | 12129.00 | 53 | -22.40 | 23.57 | 2,023 | 324 | 1,394 |
| 14 Jan | 12029.70 | 75.4 | -73.60 | 24.16 | 2,470 | 140 | 1,075 |
| 13 Jan | 11813.50 | 149 | 101.00 | 24.37 | 5,724 | -1,008 | 938 |
| 10 Jan | 12283.00 | 48 | 23.90 | 23.29 | 5,679 | 1,614 | 1,978 |
| 9 Jan | 12481.20 | 24.1 | 2.95 | 22.32 | 1,841 | -286 | 364 |
| 8 Jan | 12562.20 | 21.15 | 2.15 | 22.63 | 3,601 | 110 | 650 |
| 7 Jan | 12739.35 | 19 | -4.50 | 24.35 | 452 | 156 | 540 |
| 6 Jan | 12696.60 | 23.5 | 13.50 | 24.38 | 804 | 199 | 384 |
| 3 Jan | 13009.85 | 10 | -5.00 | 23.42 | 811 | 5 | 185 |
| 2 Jan | 13095.15 | 15 | 25.93 | 305 | 87 | 178 | |
For Nifty Midcap Select - strike price 11650 expiring on 30JAN2025
Delta for 11650 PE is -0.10
Historical price for 11650 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 22, which was -39.40 lower than the previous day. The implied volatity was 26.13, the open interest changed by 2243 which increased total open position to 3800
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 61.4, which was -3.85 lower than the previous day. The implied volatity was 24.41, the open interest changed by 588 which increased total open position to 1587
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 65.25, which was 43.55 higher than the previous day. The implied volatity was 27.72, the open interest changed by 180 which increased total open position to 1014
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 21.7, which was -8.05 lower than the previous day. The implied volatity was 27.00, the open interest changed by -597 which decreased total open position to 1496
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 29.75, which was -3.90 lower than the previous day. The implied volatity was 23.94, the open interest changed by -199 which decreased total open position to 2095
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 33.65, which was -19.35 lower than the previous day. The implied volatity was 23.27, the open interest changed by 939 which increased total open position to 2326
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 53, which was -22.40 lower than the previous day. The implied volatity was 23.57, the open interest changed by 324 which increased total open position to 1394
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 75.4, which was -73.60 lower than the previous day. The implied volatity was 24.16, the open interest changed by 140 which increased total open position to 1075
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 149, which was 101.00 higher than the previous day. The implied volatity was 24.37, the open interest changed by -1008 which decreased total open position to 938
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 48, which was 23.90 higher than the previous day. The implied volatity was 23.29, the open interest changed by 1614 which increased total open position to 1978
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 24.1, which was 2.95 higher than the previous day. The implied volatity was 22.32, the open interest changed by -286 which decreased total open position to 364
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 21.15, which was 2.15 higher than the previous day. The implied volatity was 22.63, the open interest changed by 110 which increased total open position to 650
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 19, which was -4.50 lower than the previous day. The implied volatity was 24.35, the open interest changed by 156 which increased total open position to 540
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 23.5, which was 13.50 higher than the previous day. The implied volatity was 24.38, the open interest changed by 199 which increased total open position to 384
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 10, which was -5.00 lower than the previous day. The implied volatity was 23.42, the open interest changed by 5 which increased total open position to 185
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 15, which was lower than the previous day. The implied volatity was 25.93, the open interest changed by 87 which increased total open position to 178
