MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 2.20
Theta: -6.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 406.45 | -91.6 | 18.27 | 274 | -52 | 421 | |||
| 23 Jan | 12177.40 | 490 | 177.85 | 16.63 | 1,092 | -66 | 485 | |||
| 22 Jan | 11918.40 | 312.15 | -59.85 | 23.05 | 5,940 | 200 | 557 | |||
| 21 Jan | 12013.35 | 372 | -318.00 | 17.36 | 388 | -4 | 357 | |||
| 20 Jan | 12356.50 | 690 | 94.05 | 23.41 | 97 | -53 | 362 | |||
| 17 Jan | 12249.85 | 595.95 | -1.20 | - | 21 | -1 | 414 | |||
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| 16 Jan | 12218.00 | 597.15 | 104.15 | 19.89 | 15 | -1 | 415 | |||
| 15 Jan | 12129.00 | 493 | 18.00 | 14.30 | 712 | -166 | 432 | |||
| 14 Jan | 12029.70 | 475 | 155.00 | 20.81 | 900 | 328 | 619 | |||
| 13 Jan | 11813.50 | 320 | -777.95 | 22.04 | 595 | 291 | 291 | |||
| 10 Jan | 12283.00 | 1097.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 12481.20 | 1097.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 1097.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 1097.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 1097.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 1097.95 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 1097.95 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11700 expiring on 30JAN2025
Delta for 11700 CE is 0.92
Historical price for 11700 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 406.45, which was -91.6 lower than the previous day. The implied volatity was 18.27, the open interest changed by -52 which decreased total open position to 421
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 490, which was 177.85 higher than the previous day. The implied volatity was 16.63, the open interest changed by -66 which decreased total open position to 485
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 312.15, which was -59.85 lower than the previous day. The implied volatity was 23.05, the open interest changed by 200 which increased total open position to 557
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 372, which was -318.00 lower than the previous day. The implied volatity was 17.36, the open interest changed by -4 which decreased total open position to 357
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 690, which was 94.05 higher than the previous day. The implied volatity was 23.41, the open interest changed by -53 which decreased total open position to 362
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 595.95, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 414
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 597.15, which was 104.15 higher than the previous day. The implied volatity was 19.89, the open interest changed by -1 which decreased total open position to 415
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 493, which was 18.00 higher than the previous day. The implied volatity was 14.30, the open interest changed by -166 which decreased total open position to 432
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 475, which was 155.00 higher than the previous day. The implied volatity was 20.81, the open interest changed by 328 which increased total open position to 619
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 320, which was -777.95 lower than the previous day. The implied volatity was 22.04, the open interest changed by 291 which increased total open position to 291
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 1097.95, 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 1097.95, 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 1097.95, 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 1097.95, 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 1097.95, 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 1097.95, 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 1097.95, 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 11700 PE | |||||||
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Delta: -0.13
Vega: 3.22
Theta: -5.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 23 | -3.45 | 23.27 | 82,253 | 1,066 | 5,604 |
| 23 Jan | 12177.40 | 25.6 | -46.70 | 25.41 | 32,366 | -1,539 | 4,506 |
| 22 Jan | 11918.40 | 72.3 | -5.20 | 24.02 | 65,282 | 598 | 6,088 |
| 21 Jan | 12013.35 | 77.5 | 50.50 | 27.75 | 17,430 | 2,041 | 5,483 |
| 20 Jan | 12356.50 | 27 | -8.00 | 27.09 | 8,079 | 919 | 3,936 |
| 17 Jan | 12249.85 | 35 | -1.05 | 23.70 | 12,992 | -12 | 3,195 |
| 16 Jan | 12218.00 | 36.05 | -25.60 | 22.30 | 13,712 | 836 | 3,279 |
| 15 Jan | 12129.00 | 61.65 | -22.35 | 23.39 | 10,105 | 168 | 2,467 |
| 14 Jan | 12029.70 | 84 | -86.00 | 23.72 | 10,958 | 28 | 2,343 |
| 13 Jan | 11813.50 | 170 | 114.20 | 24.57 | 22,167 | -1,249 | 2,301 |
| 10 Jan | 12283.00 | 55.8 | 26.90 | 23.34 | 14,022 | 1,638 | 3,594 |
| 9 Jan | 12481.20 | 28.9 | 4.85 | 22.41 | 7,477 | 1,426 | 1,994 |
| 8 Jan | 12562.20 | 24.05 | -163.25 | 22.38 | 1,755 | 585 | 585 |
| 7 Jan | 12739.35 | 187.3 | 0.00 | 8.39 | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 187.3 | 0.00 | 7.98 | 0 | 0 | 0 |
| 3 Jan | 13009.85 | 187.3 | 0.00 | 9.46 | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 187.3 | 10.30 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11700 expiring on 30JAN2025
Delta for 11700 PE is -0.13
Historical price for 11700 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 23, which was -3.45 lower than the previous day. The implied volatity was 23.27, the open interest changed by 1066 which increased total open position to 5604
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 25.6, which was -46.70 lower than the previous day. The implied volatity was 25.41, the open interest changed by -1539 which decreased total open position to 4506
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 72.3, which was -5.20 lower than the previous day. The implied volatity was 24.02, the open interest changed by 598 which increased total open position to 6088
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 77.5, which was 50.50 higher than the previous day. The implied volatity was 27.75, the open interest changed by 2041 which increased total open position to 5483
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 27, which was -8.00 lower than the previous day. The implied volatity was 27.09, the open interest changed by 919 which increased total open position to 3936
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 35, which was -1.05 lower than the previous day. The implied volatity was 23.70, the open interest changed by -12 which decreased total open position to 3195
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 36.05, which was -25.60 lower than the previous day. The implied volatity was 22.30, the open interest changed by 836 which increased total open position to 3279
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 61.65, which was -22.35 lower than the previous day. The implied volatity was 23.39, the open interest changed by 168 which increased total open position to 2467
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 84, which was -86.00 lower than the previous day. The implied volatity was 23.72, the open interest changed by 28 which increased total open position to 2343
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 170, which was 114.20 higher than the previous day. The implied volatity was 24.57, the open interest changed by -1249 which decreased total open position to 2301
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 55.8, which was 26.90 higher than the previous day. The implied volatity was 23.34, the open interest changed by 1638 which increased total open position to 3594
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 28.9, which was 4.85 higher than the previous day. The implied volatity was 22.41, the open interest changed by 1426 which increased total open position to 1994
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 24.05, which was -163.25 lower than the previous day. The implied volatity was 22.38, the open interest changed by 585 which increased total open position to 585
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 187.3, which was 0.00 lower than the previous day. The implied volatity was 8.39, 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 187.3, which was 0.00 lower than the previous day. The implied volatity was 7.98, 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 187.3, which was 0.00 lower than the previous day. The implied volatity was 9.46, 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 187.3, which was lower than the previous day. The implied volatity was 10.30, the open interest changed by 0 which decreased total open position to 0
