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Related Pages for MIDCPNIFTY
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MIDCPNIFTY
Nifty Midcap Select
12129 99.30 (0.83%)

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Historical option data for MIDCPNIFTY

15 Jan 2025 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
MIDCPNIFTY 30JAN2025 11775 CE
Delta: 0.89
Vega: 4.65
Theta: -5.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
15 Jan 12129.00 424.85 36.30 13.91 38 -9 100
14 Jan 12029.70 388.55 105.55 16.92 177 8 110
13 Jan 11813.50 283 -761.00 22.57 545 101 101
10 Jan 12283.00 1044 0.00 - 0 0 0
9 Jan 12481.20 1044 0.00 - 0 0 0
8 Jan 12562.20 1044 0.00 - 0 0 0
7 Jan 12739.35 1044 0.00 - 0 0 0
6 Jan 12696.60 1044 0.00 - 0 0 0
3 Jan 13009.85 1044 0.00 - 0 0 0
2 Jan 13095.15 1044 - 0 0 0

For Nifty Midcap Select - strike price 11775 expiring on 30JAN2025

Delta for 11775 CE is 0.89

Historical price for 11775 CE is as follows

On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 424.85, which was 36.30 higher than the previous day. The implied volatity was 13.91, the open interest changed by -9 which decreased total open position to 100


On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 388.55, which was 105.55 higher than the previous day. The implied volatity was 16.92, the open interest changed by 8 which increased total open position to 110


On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 283, which was -761.00 lower than the previous day. The implied volatity was 22.57, the open interest changed by 101 which increased total open position to 101


On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 1044, 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 1044, 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 1044, 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 1044, 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 1044, 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 1044, 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 1044, 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 11775 PE
Delta: -0.23
Vega: 7.40
Theta: -4.95
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
15 Jan 12129.00 76.45 -27.10 23.17 1,486 -36 907
14 Jan 12029.70 103.55 -95.85 23.66 4,013 237 1,761
13 Jan 11813.50 199.4 130.65 24.36 6,947 871 1,540
10 Jan 12283.00 68.75 40.60 23.21 1,788 533 659
9 Jan 12481.20 28.15 -2.35 20.68 52 -7 132
8 Jan 12562.20 30.5 5.60 22.28 685 80 139
7 Jan 12739.35 24.9 9.30 23.60 262 51 59
6 Jan 12696.60 15.6 -191.45 20.20 8 0 0
3 Jan 13009.85 207.05 0.00 8.97 0 0 0
2 Jan 13095.15 207.05 9.35 0 0 0

For Nifty Midcap Select - strike price 11775 expiring on 30JAN2025

Delta for 11775 PE is -0.23

Historical price for 11775 PE is as follows

On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 76.45, which was -27.10 lower than the previous day. The implied volatity was 23.17, the open interest changed by -36 which decreased total open position to 907


On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 103.55, which was -95.85 lower than the previous day. The implied volatity was 23.66, the open interest changed by 237 which increased total open position to 1761


On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 199.4, which was 130.65 higher than the previous day. The implied volatity was 24.36, the open interest changed by 871 which increased total open position to 1540


On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 68.75, which was 40.60 higher than the previous day. The implied volatity was 23.21, the open interest changed by 533 which increased total open position to 659


On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 28.15, which was -2.35 lower than the previous day. The implied volatity was 20.68, the open interest changed by -7 which decreased total open position to 132


On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 30.5, which was 5.60 higher than the previous day. The implied volatity was 22.28, the open interest changed by 80 which increased total open position to 139


On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 24.9, which was 9.30 higher than the previous day. The implied volatity was 23.60, the open interest changed by 51 which increased total open position to 59


On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 15.6, which was -191.45 lower than the previous day. The implied volatity was 20.20, 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 207.05, which was 0.00 lower than the previous day. The implied volatity was 8.97, 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 207.05, which was lower than the previous day. The implied volatity was 9.35, the open interest changed by 0 which decreased total open position to 0