MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11675 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 3.14
Theta: -9.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 444.85 | -118.2 | 24.15 | 14 | -2 | 74 | |||
| 23 Jan | 12177.40 | 563.05 | 233.15 | 33.34 | 12 | -1 | 84 | |||
| 22 Jan | 11918.40 | 329.9 | -148.00 | 22.84 | 288 | 47 | 85 | |||
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| 21 Jan | 12013.35 | 477.9 | -77.15 | 33.73 | 2 | 0 | 38 | |||
| 20 Jan | 12356.50 | 555.05 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 17 Jan | 12249.85 | 555.05 | 71.10 | - | 11 | 10 | 38 | |||
| 16 Jan | 12218.00 | 483.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 15 Jan | 12129.00 | 483.95 | 47.95 | - | 2 | 0 | 28 | |||
| 14 Jan | 12029.70 | 436 | 101.00 | - | 28 | 5 | 14 | |||
| 13 Jan | 11813.50 | 335 | -780.75 | 21.80 | 25 | 9 | 9 | |||
| 10 Jan | 12283.00 | 1115.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 12481.20 | 1115.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 1115.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 1115.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 1115.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 1115.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 1115.75 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11675 expiring on 30JAN2025
Delta for 11675 CE is 0.88
Historical price for 11675 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 444.85, which was -118.2 lower than the previous day. The implied volatity was 24.15, the open interest changed by -2 which decreased total open position to 74
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 563.05, which was 233.15 higher than the previous day. The implied volatity was 33.34, the open interest changed by -1 which decreased total open position to 84
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 329.9, which was -148.00 lower than the previous day. The implied volatity was 22.84, the open interest changed by 47 which increased total open position to 85
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 477.9, which was -77.15 lower than the previous day. The implied volatity was 33.73, the open interest changed by 0 which decreased total open position to 38
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 555.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 555.05, which was 71.10 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 38
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 483.95, 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 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 483.95, which was 47.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 436, which was 101.00 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 14
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 335, which was -780.75 lower than the previous day. The implied volatity was 21.80, the open interest changed by 9 which increased total open position to 9
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 1115.75, 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 1115.75, 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 1115.75, 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 1115.75, 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 1115.75, 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 1115.75, 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 1115.75, 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 11675 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 3.01
Theta: -5.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 20.8 | -3.4 | 23.58 | 8,837 | -313 | 1,009 |
| 23 Jan | 12177.40 | 23.05 | -42.95 | 25.55 | 2,485 | -357 | 1,333 |
| 22 Jan | 11918.40 | 66 | -5.30 | 24.08 | 11,039 | -998 | 1,787 |
| 21 Jan | 12013.35 | 71.3 | 47.35 | 27.77 | 2,048 | 310 | 2,786 |
| 20 Jan | 12356.50 | 23.95 | -7.85 | 26.97 | 2,852 | 59 | 2,550 |
| 17 Jan | 12249.85 | 31.8 | -0.50 | 23.71 | 4,229 | 1,043 | 2,492 |
| 16 Jan | 12218.00 | 32.3 | -25.45 | 22.23 | 3,121 | 1,223 | 1,520 |
| 15 Jan | 12129.00 | 57.75 | -21.25 | 23.55 | 981 | 7 | 297 |
| 14 Jan | 12029.70 | 79 | -82.15 | 23.87 | 1,306 | -86 | 297 |
| 13 Jan | 11813.50 | 161.15 | 102.85 | 24.66 | 2,131 | 309 | 385 |
| 10 Jan | 12283.00 | 58.3 | 30.95 | 24.29 | 145 | 46 | 75 |
| 9 Jan | 12481.20 | 27.35 | -153.20 | 22.54 | 235 | 29 | 29 |
| 8 Jan | 12562.20 | 180.55 | 0.00 | 7.57 | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 180.55 | 0.00 | 8.56 | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 180.55 | 0.00 | 8.16 | 0 | 0 | 0 |
| 3 Jan | 13009.85 | 180.55 | 0.00 | 9.60 | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 180.55 | 10.45 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11675 expiring on 30JAN2025
Delta for 11675 PE is -0.12
Historical price for 11675 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 20.8, which was -3.4 lower than the previous day. The implied volatity was 23.58, the open interest changed by -313 which decreased total open position to 1009
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 23.05, which was -42.95 lower than the previous day. The implied volatity was 25.55, the open interest changed by -357 which decreased total open position to 1333
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 66, which was -5.30 lower than the previous day. The implied volatity was 24.08, the open interest changed by -998 which decreased total open position to 1787
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 71.3, which was 47.35 higher than the previous day. The implied volatity was 27.77, the open interest changed by 310 which increased total open position to 2786
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 23.95, which was -7.85 lower than the previous day. The implied volatity was 26.97, the open interest changed by 59 which increased total open position to 2550
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 31.8, which was -0.50 lower than the previous day. The implied volatity was 23.71, the open interest changed by 1043 which increased total open position to 2492
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 32.3, which was -25.45 lower than the previous day. The implied volatity was 22.23, the open interest changed by 1223 which increased total open position to 1520
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 57.75, which was -21.25 lower than the previous day. The implied volatity was 23.55, the open interest changed by 7 which increased total open position to 297
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 79, which was -82.15 lower than the previous day. The implied volatity was 23.87, the open interest changed by -86 which decreased total open position to 297
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 161.15, which was 102.85 higher than the previous day. The implied volatity was 24.66, the open interest changed by 309 which increased total open position to 385
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 58.3, which was 30.95 higher than the previous day. The implied volatity was 24.29, the open interest changed by 46 which increased total open position to 75
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 27.35, which was -153.20 lower than the previous day. The implied volatity was 22.54, the open interest changed by 29 which increased total open position to 29
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 180.55, which was 0.00 lower than the previous day. The implied volatity was 7.57, 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 180.55, which was 0.00 lower than the previous day. The implied volatity was 8.56, 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 180.55, which was 0.00 lower than the previous day. The implied volatity was 8.16, 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 180.55, which was 0.00 lower than the previous day. The implied volatity was 9.60, 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 180.55, which was lower than the previous day. The implied volatity was 10.45, the open interest changed by 0 which decreased total open position to 0
