MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 2.95
Theta: -6.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 400.7 | 167.95 | 18.33 | 7,460 | -2,834 | 1,816 | |||
| 22 Jan | 11918.40 | 232.75 | -68.60 | 21.27 | 70,307 | 4,202 | 4,650 | |||
| 21 Jan | 12013.35 | 301.35 | -278.45 | 19.62 | 405 | 12 | 455 | |||
| 20 Jan | 12356.50 | 579.8 | 88.90 | 16.14 | 169 | -15 | 445 | |||
| 17 Jan | 12249.85 | 490.9 | 5.10 | - | 683 | 40 | 460 | |||
| 16 Jan | 12218.00 | 485.8 | 65.80 | 14.78 | 284 | -37 | 423 | |||
| 15 Jan | 12129.00 | 420 | 20.05 | 16.88 | 865 | -112 | 460 | |||
| 14 Jan | 12029.70 | 399.95 | 136.95 | 20.81 | 4,834 | -678 | 577 | |||
| 13 Jan | 11813.50 | 263 | -763.35 | 21.94 | 9,781 | 1,266 | 1,266 | |||
| 10 Jan | 12283.00 | 1026.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 12481.20 | 1026.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 1026.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Jan | 12739.35 | 1026.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 1026.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 1026.35 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 1026.35 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11800 expiring on 30JAN2025
Delta for 11800 CE is 0.90
Historical price for 11800 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 400.7, which was 167.95 higher than the previous day. The implied volatity was 18.33, the open interest changed by -2834 which decreased total open position to 1816
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 232.75, which was -68.60 lower than the previous day. The implied volatity was 21.27, the open interest changed by 4202 which increased total open position to 4650
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 301.35, which was -278.45 lower than the previous day. The implied volatity was 19.62, the open interest changed by 12 which increased total open position to 455
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 579.8, which was 88.90 higher than the previous day. The implied volatity was 16.14, the open interest changed by -15 which decreased total open position to 445
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 490.9, which was 5.10 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 460
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 485.8, which was 65.80 higher than the previous day. The implied volatity was 14.78, the open interest changed by -37 which decreased total open position to 423
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 420, which was 20.05 higher than the previous day. The implied volatity was 16.88, the open interest changed by -112 which decreased total open position to 460
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 399.95, which was 136.95 higher than the previous day. The implied volatity was 20.81, the open interest changed by -678 which decreased total open position to 577
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 263, which was -763.35 lower than the previous day. The implied volatity was 21.94, the open interest changed by 1266 which increased total open position to 1266
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 1026.35, 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 1026.35, 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 1026.35, 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 1026.35, 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 1026.35, 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 1026.35, 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 1026.35, 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 11800 PE | |||||||
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Delta: -0.17
Vega: 4.27
Theta: -7.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 38.75 | -63.05 | 24.88 | 49,069 | -478 | 8,347 |
| 22 Jan | 11918.40 | 101.8 | -1.20 | 23.54 | 1,47,532 | 2,251 | 13,865 |
| 21 Jan | 12013.35 | 103 | 70.50 | 27.21 | 39,300 | 1,454 | 11,745 |
| 20 Jan | 12356.50 | 32.5 | -14.50 | 25.41 | 20,492 | 1,816 | 11,429 |
| 17 Jan | 12249.85 | 47 | -3.05 | 23.08 | 27,691 | 5,263 | 9,598 |
| 16 Jan | 12218.00 | 50.05 | -32.20 | 21.91 | 11,523 | -74 | 4,343 |
| 15 Jan | 12129.00 | 82.25 | -25.75 | 23.09 | 20,418 | -438 | 4,417 |
| 14 Jan | 12029.70 | 108 | -100.00 | 23.30 | 24,862 | 576 | 4,917 |
| 13 Jan | 11813.50 | 208 | 137.15 | 24.09 | 47,418 | 520 | 4,453 |
| 10 Jan | 12283.00 | 70.85 | 29.85 | 22.83 | 20,850 | -2,001 | 3,957 |
| 9 Jan | 12481.20 | 41 | 8.55 | 22.47 | 16,000 | 3,028 | 5,968 |
| 8 Jan | 12562.20 | 32.45 | 7.45 | 22.15 | 17,447 | 2,756 | 2,956 |
| 7 Jan | 12739.35 | 25 | -2.50 | 23.16 | 350 | 196 | 207 |
| 6 Jan | 12696.60 | 27.5 | -186.45 | 22.53 | 11 | 1 | 1 |
| 3 Jan | 13009.85 | 213.95 | 0.00 | 8.84 | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 213.95 | 9.19 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11800 expiring on 30JAN2025
Delta for 11800 PE is -0.17
Historical price for 11800 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 38.75, which was -63.05 lower than the previous day. The implied volatity was 24.88, the open interest changed by -478 which decreased total open position to 8347
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 101.8, which was -1.20 lower than the previous day. The implied volatity was 23.54, the open interest changed by 2251 which increased total open position to 13865
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 103, which was 70.50 higher than the previous day. The implied volatity was 27.21, the open interest changed by 1454 which increased total open position to 11745
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 32.5, which was -14.50 lower than the previous day. The implied volatity was 25.41, the open interest changed by 1816 which increased total open position to 11429
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 47, which was -3.05 lower than the previous day. The implied volatity was 23.08, the open interest changed by 5263 which increased total open position to 9598
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 50.05, which was -32.20 lower than the previous day. The implied volatity was 21.91, the open interest changed by -74 which decreased total open position to 4343
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 82.25, which was -25.75 lower than the previous day. The implied volatity was 23.09, the open interest changed by -438 which decreased total open position to 4417
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 108, which was -100.00 lower than the previous day. The implied volatity was 23.30, the open interest changed by 576 which increased total open position to 4917
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 208, which was 137.15 higher than the previous day. The implied volatity was 24.09, the open interest changed by 520 which increased total open position to 4453
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 70.85, which was 29.85 higher than the previous day. The implied volatity was 22.83, the open interest changed by -2001 which decreased total open position to 3957
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 41, which was 8.55 higher than the previous day. The implied volatity was 22.47, the open interest changed by 3028 which increased total open position to 5968
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 32.45, which was 7.45 higher than the previous day. The implied volatity was 22.15, the open interest changed by 2756 which increased total open position to 2956
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 25, which was -2.50 lower than the previous day. The implied volatity was 23.16, the open interest changed by 196 which increased total open position to 207
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 27.5, which was -186.45 lower than the previous day. The implied volatity was 22.53, the open interest changed by 1 which increased total open position to 1
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 213.95, which was 0.00 lower than the previous day. The implied volatity was 8.84, 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 213.95, which was lower than the previous day. The implied volatity was 9.19, the open interest changed by 0 which decreased total open position to 0
