MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11725 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 3.34
Theta: -9.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 399.2 | -78.7 | 22.51 | 44 | -4 | 133 | |||
| 23 Jan | 12177.40 | 482.25 | 190.20 | 23.21 | 44 | -15 | 137 | |||
| 22 Jan | 11918.40 | 292.05 | -264.00 | 22.56 | 1,739 | 137 | 155 | |||
| 21 Jan | 12013.35 | 556.05 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 20 Jan | 12356.50 | 556.05 | -17.00 | - | 1 | 0 | 19 | |||
| 17 Jan | 12249.85 | 573.05 | -34.00 | - | 14 | -4 | 17 | |||
| 16 Jan | 12218.00 | 607.05 | 134.70 | 26.19 | 22 | -13 | 24 | |||
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| 15 Jan | 12129.00 | 472.35 | 60.40 | 14.62 | 9 | -3 | 37 | |||
| 14 Jan | 12029.70 | 411.95 | 112.95 | 14.20 | 39 | -7 | 40 | |||
| 13 Jan | 11813.50 | 299 | -780.80 | 21.26 | 81 | 47 | 47 | |||
| 10 Jan | 12283.00 | 1079.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 12481.20 | 1079.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 1079.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 1079.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 1079.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 1079.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 1079.8 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11725 expiring on 30JAN2025
Delta for 11725 CE is 0.87
Historical price for 11725 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 399.2, which was -78.7 lower than the previous day. The implied volatity was 22.51, the open interest changed by -4 which decreased total open position to 133
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 482.25, which was 190.20 higher than the previous day. The implied volatity was 23.21, the open interest changed by -15 which decreased total open position to 137
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 292.05, which was -264.00 lower than the previous day. The implied volatity was 22.56, the open interest changed by 137 which increased total open position to 155
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 556.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 556.05, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 573.05, which was -34.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 17
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 607.05, which was 134.70 higher than the previous day. The implied volatity was 26.19, the open interest changed by -13 which decreased total open position to 24
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 472.35, which was 60.40 higher than the previous day. The implied volatity was 14.62, the open interest changed by -3 which decreased total open position to 37
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 411.95, which was 112.95 higher than the previous day. The implied volatity was 14.20, the open interest changed by -7 which decreased total open position to 40
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 299, which was -780.80 lower than the previous day. The implied volatity was 21.26, the open interest changed by 47 which increased total open position to 47
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 1079.8, 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 1079.8, 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 1079.8, 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 1079.8, 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 1079.8, 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 1079.8, 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 1079.8, 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 11725 PE | |||||||
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Delta: -0.14
Vega: 3.52
Theta: -6.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 27.4 | -1.3 | 23.52 | 16,804 | 1,311 | 2,187 |
| 23 Jan | 12177.40 | 28.9 | -47.10 | 25.40 | 3,266 | -312 | 879 |
| 22 Jan | 11918.40 | 76 | -5.70 | 23.42 | 9,999 | -236 | 1,232 |
| 21 Jan | 12013.35 | 81.7 | 54.20 | 27.35 | 1,619 | 296 | 1,468 |
| 20 Jan | 12356.50 | 27.5 | -10.50 | 26.47 | 1,320 | 123 | 1,183 |
| 17 Jan | 12249.85 | 38 | 1.20 | 23.60 | 2,464 | 721 | 1,062 |
| 16 Jan | 12218.00 | 36.8 | -31.45 | 21.75 | 379 | 65 | 347 |
| 15 Jan | 12129.00 | 68.25 | -22.65 | 23.63 | 1,003 | -142 | 295 |
| 14 Jan | 12029.70 | 90.9 | -113.40 | 23.80 | 1,521 | -35 | 453 |
| 13 Jan | 11813.50 | 204.3 | 149.45 | 27.03 | 3,772 | 218 | 489 |
| 10 Jan | 12283.00 | 54.85 | 38.00 | 22.52 | 2,287 | 283 | 285 |
| 9 Jan | 12481.20 | 16.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 12562.20 | 16.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 16.85 | 0.00 | 0.00 | 0 | 2 | 0 |
| 6 Jan | 12696.60 | 16.85 | -176.85 | 21.39 | 16 | 2 | 2 |
| 3 Jan | 13009.85 | 193.7 | 0.00 | 9.29 | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 193.7 | 9.64 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11725 expiring on 30JAN2025
Delta for 11725 PE is -0.14
Historical price for 11725 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 27.4, which was -1.3 lower than the previous day. The implied volatity was 23.52, the open interest changed by 1311 which increased total open position to 2187
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 28.9, which was -47.10 lower than the previous day. The implied volatity was 25.40, the open interest changed by -312 which decreased total open position to 879
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 76, which was -5.70 lower than the previous day. The implied volatity was 23.42, the open interest changed by -236 which decreased total open position to 1232
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 81.7, which was 54.20 higher than the previous day. The implied volatity was 27.35, the open interest changed by 296 which increased total open position to 1468
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 27.5, which was -10.50 lower than the previous day. The implied volatity was 26.47, the open interest changed by 123 which increased total open position to 1183
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 38, which was 1.20 higher than the previous day. The implied volatity was 23.60, the open interest changed by 721 which increased total open position to 1062
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 36.8, which was -31.45 lower than the previous day. The implied volatity was 21.75, the open interest changed by 65 which increased total open position to 347
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 68.25, which was -22.65 lower than the previous day. The implied volatity was 23.63, the open interest changed by -142 which decreased total open position to 295
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 90.9, which was -113.40 lower than the previous day. The implied volatity was 23.80, the open interest changed by -35 which decreased total open position to 453
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 204.3, which was 149.45 higher than the previous day. The implied volatity was 27.03, the open interest changed by 218 which increased total open position to 489
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 54.85, which was 38.00 higher than the previous day. The implied volatity was 22.52, the open interest changed by 283 which increased total open position to 285
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 16.85, 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 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 16.85, 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 16.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 16.85, which was -176.85 lower than the previous day. The implied volatity was 21.39, the open interest changed by 2 which increased total open position to 2
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 193.7, which was 0.00 lower than the previous day. The implied volatity was 9.29, 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 193.7, which was lower than the previous day. The implied volatity was 9.64, the open interest changed by 0 which decreased total open position to 0
