MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 3.64
Theta: -9.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 377.95 | -74.5 | 22.62 | 17 | -6 | 341 | |||
| 23 Jan | 12177.40 | 451 | 183.55 | 20.23 | 321 | -148 | 351 | |||
| 22 Jan | 11918.40 | 267.45 | -149.75 | 21.48 | 7,845 | 441 | 499 | |||
| 21 Jan | 12013.35 | 417.2 | -108.25 | 32.28 | 3 | -1 | 60 | |||
| 20 Jan | 12356.50 | 525.45 | 1.70 | - | 2 | 1 | 61 | |||
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| 17 Jan | 12249.85 | 523.75 | 22.85 | - | 11 | 0 | 49 | |||
| 16 Jan | 12218.00 | 500.9 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 15 Jan | 12129.00 | 500.9 | 80.90 | 22.89 | 6 | -1 | 49 | |||
| 14 Jan | 12029.70 | 420 | 125.00 | 18.61 | 67 | -5 | 49 | |||
| 13 Jan | 11813.50 | 295 | -766.85 | 22.35 | 105 | 55 | 55 | |||
| 10 Jan | 12283.00 | 1061.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 12481.20 | 1061.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 1061.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 1061.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 1061.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 1061.85 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 1061.85 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11750 expiring on 30JAN2025
Delta for 11750 CE is 0.85
Historical price for 11750 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 377.95, which was -74.5 lower than the previous day. The implied volatity was 22.62, the open interest changed by -6 which decreased total open position to 341
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 451, which was 183.55 higher than the previous day. The implied volatity was 20.23, the open interest changed by -148 which decreased total open position to 351
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 267.45, which was -149.75 lower than the previous day. The implied volatity was 21.48, the open interest changed by 441 which increased total open position to 499
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 417.2, which was -108.25 lower than the previous day. The implied volatity was 32.28, the open interest changed by -1 which decreased total open position to 60
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 525.45, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 61
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 523.75, which was 22.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 500.9, 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 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 500.9, which was 80.90 higher than the previous day. The implied volatity was 22.89, the open interest changed by -1 which decreased total open position to 49
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 420, which was 125.00 higher than the previous day. The implied volatity was 18.61, the open interest changed by -5 which decreased total open position to 49
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 295, which was -766.85 lower than the previous day. The implied volatity was 22.35, the open interest changed by 55 which increased total open position to 55
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 1061.85, 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 1061.85, 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 1061.85, 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 1061.85, 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 1061.85, 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 1061.85, 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 1061.85, 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 11750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 3.79
Theta: -6.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 31.5 | 0.1 | 23.55 | 43,869 | -74 | 2,246 |
| 23 Jan | 12177.40 | 31.85 | -54.00 | 25.21 | 16,533 | 441 | 2,331 |
| 22 Jan | 11918.40 | 85.85 | -1.50 | 23.71 | 34,767 | 957 | 3,723 |
| 21 Jan | 12013.35 | 87.35 | 57.05 | 27.14 | 5,420 | 2,063 | 2,766 |
| 20 Jan | 12356.50 | 30.3 | -11.15 | 26.45 | 1,517 | 79 | 694 |
| 17 Jan | 12249.85 | 41.45 | -3.10 | 23.60 | 2,978 | -151 | 626 |
| 16 Jan | 12218.00 | 44.55 | -27.55 | 22.46 | 1,028 | -97 | 778 |
| 15 Jan | 12129.00 | 72.1 | -22.85 | 23.34 | 2,293 | -161 | 895 |
| 14 Jan | 12029.70 | 94.95 | -95.05 | 23.46 | 3,852 | -481 | 1,075 |
| 13 Jan | 11813.50 | 190 | 122.20 | 24.51 | 6,406 | 352 | 1,555 |
| 10 Jan | 12283.00 | 67.8 | 33.80 | 23.75 | 2,025 | 174 | 1,209 |
| 9 Jan | 12481.20 | 34 | 8.20 | 22.36 | 1,350 | 53 | 1,056 |
| 8 Jan | 12562.20 | 25.8 | 3.90 | 21.81 | 4,595 | -63 | 1,029 |
| 7 Jan | 12739.35 | 21.9 | -7.60 | 23.34 | 1,608 | 246 | 1,097 |
| 6 Jan | 12696.60 | 29.5 | 16.60 | 23.89 | 5,701 | 538 | 852 |
| 3 Jan | 13009.85 | 12.9 | -5.30 | 23.05 | 1,561 | 221 | 298 |
| 2 Jan | 13095.15 | 18.2 | 25.39 | 302 | 48 | 77 | |
For Nifty Midcap Select - strike price 11750 expiring on 30JAN2025
Delta for 11750 PE is -0.16
Historical price for 11750 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 31.5, which was 0.1 higher than the previous day. The implied volatity was 23.55, the open interest changed by -74 which decreased total open position to 2246
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 31.85, which was -54.00 lower than the previous day. The implied volatity was 25.21, the open interest changed by 441 which increased total open position to 2331
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 85.85, which was -1.50 lower than the previous day. The implied volatity was 23.71, the open interest changed by 957 which increased total open position to 3723
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 87.35, which was 57.05 higher than the previous day. The implied volatity was 27.14, the open interest changed by 2063 which increased total open position to 2766
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 30.3, which was -11.15 lower than the previous day. The implied volatity was 26.45, the open interest changed by 79 which increased total open position to 694
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 41.45, which was -3.10 lower than the previous day. The implied volatity was 23.60, the open interest changed by -151 which decreased total open position to 626
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 44.55, which was -27.55 lower than the previous day. The implied volatity was 22.46, the open interest changed by -97 which decreased total open position to 778
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 72.1, which was -22.85 lower than the previous day. The implied volatity was 23.34, the open interest changed by -161 which decreased total open position to 895
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 94.95, which was -95.05 lower than the previous day. The implied volatity was 23.46, the open interest changed by -481 which decreased total open position to 1075
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 190, which was 122.20 higher than the previous day. The implied volatity was 24.51, the open interest changed by 352 which increased total open position to 1555
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 67.8, which was 33.80 higher than the previous day. The implied volatity was 23.75, the open interest changed by 174 which increased total open position to 1209
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 34, which was 8.20 higher than the previous day. The implied volatity was 22.36, the open interest changed by 53 which increased total open position to 1056
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 25.8, which was 3.90 higher than the previous day. The implied volatity was 21.81, the open interest changed by -63 which decreased total open position to 1029
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 21.9, which was -7.60 lower than the previous day. The implied volatity was 23.34, the open interest changed by 246 which increased total open position to 1097
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 29.5, which was 16.60 higher than the previous day. The implied volatity was 23.89, the open interest changed by 538 which increased total open position to 852
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 12.9, which was -5.30 lower than the previous day. The implied volatity was 23.05, the open interest changed by 221 which increased total open position to 298
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 18.2, which was lower than the previous day. The implied volatity was 25.39, the open interest changed by 48 which increased total open position to 77
