MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.85
Vega: 3.99
Theta: -8.46
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 363.55 | 156.60 | 20.11 | 2,879 | -830 | 790 | |||
| 22 Jan | 11918.40 | 206.95 | -65.55 | 21.96 | 48,237 | 1,251 | 1,643 | |||
| 21 Jan | 12013.35 | 272.5 | -215.50 | 20.76 | 52 | 11 | 388 | |||
| 20 Jan | 12356.50 | 488 | 38.35 | - | 15 | -2 | 377 | |||
| 17 Jan | 12249.85 | 449.65 | 9.65 | - | 131 | 2 | 382 | |||
| 16 Jan | 12218.00 | 440 | 57.00 | 14.54 | 79 | -27 | 381 | |||
| 15 Jan | 12129.00 | 383 | 18.05 | 17.31 | 275 | 8 | 410 | |||
| 14 Jan | 12029.70 | 364.95 | 123.95 | 20.81 | 4,540 | -452 | 464 | |||
| 13 Jan | 11813.50 | 241 | -750.10 | 22.36 | 7,028 | 926 | 926 | |||
| 10 Jan | 12283.00 | 991.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 12481.20 | 991.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 991.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 991.1 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Jan | 12696.60 | 991.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 991.1 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 991.1 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11850 expiring on 30JAN2025
Delta for 11850 CE is 0.85
Historical price for 11850 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 363.55, which was 156.60 higher than the previous day. The implied volatity was 20.11, the open interest changed by -830 which decreased total open position to 790
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 206.95, which was -65.55 lower than the previous day. The implied volatity was 21.96, the open interest changed by 1251 which increased total open position to 1643
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 272.5, which was -215.50 lower than the previous day. The implied volatity was 20.76, the open interest changed by 11 which increased total open position to 388
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 488, which was 38.35 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 377
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 449.65, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 382
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 440, which was 57.00 higher than the previous day. The implied volatity was 14.54, the open interest changed by -27 which decreased total open position to 381
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 383, which was 18.05 higher than the previous day. The implied volatity was 17.31, the open interest changed by 8 which increased total open position to 410
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 364.95, which was 123.95 higher than the previous day. The implied volatity was 20.81, the open interest changed by -452 which decreased total open position to 464
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 241, which was -750.10 lower than the previous day. The implied volatity was 22.36, the open interest changed by 926 which increased total open position to 926
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 991.1, 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 991.1, 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 991.1, 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 991.1, 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 991.1, 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 991.1, 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 991.1, 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 11850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 4.69
Theta: -7.48
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 46 | -69.95 | 24.34 | 16,561 | 600 | 5,015 |
| 22 Jan | 11918.40 | 115.95 | -4.05 | 22.71 | 62,600 | 2,207 | 4,485 |
| 21 Jan | 12013.35 | 120 | 81.00 | 27.22 | 7,775 | 815 | 4,192 |
| 20 Jan | 12356.50 | 39 | -15.60 | 25.27 | 4,160 | 1,086 | 3,350 |
| 17 Jan | 12249.85 | 54.6 | -4.80 | 22.79 | 3,774 | 501 | 2,268 |
| 16 Jan | 12218.00 | 59.4 | -36.05 | 21.83 | 1,889 | 153 | 1,787 |
| 15 Jan | 12129.00 | 95.45 | -27.55 | 23.06 | 4,566 | 451 | 1,634 |
| 14 Jan | 12029.70 | 123 | -97.80 | 23.21 | 8,354 | -15 | 1,181 |
| 13 Jan | 11813.50 | 220.8 | 140.95 | 23.02 | 18,763 | 762 | 1,213 |
| 10 Jan | 12283.00 | 79.85 | 33.55 | 22.64 | 1,452 | 398 | 451 |
| 9 Jan | 12481.20 | 46.3 | 19.30 | 22.21 | 359 | 61 | 65 |
| 8 Jan | 12562.20 | 27 | 0.00 | 0.00 | 0 | 2 | 0 |
| 7 Jan | 12739.35 | 27 | -3.00 | 22.67 | 13 | 3 | 5 |
| 6 Jan | 12696.60 | 30 | 11.00 | 22.13 | 1 | 0 | 1 |
| 3 Jan | 13009.85 | 19 | -208.75 | 23.38 | 1 | 0 | 0 |
| 2 Jan | 13095.15 | 227.75 | 8.89 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11850 expiring on 30JAN2025
Delta for 11850 PE is -0.20
Historical price for 11850 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 46, which was -69.95 lower than the previous day. The implied volatity was 24.34, the open interest changed by 600 which increased total open position to 5015
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 115.95, which was -4.05 lower than the previous day. The implied volatity was 22.71, the open interest changed by 2207 which increased total open position to 4485
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 120, which was 81.00 higher than the previous day. The implied volatity was 27.22, the open interest changed by 815 which increased total open position to 4192
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 39, which was -15.60 lower than the previous day. The implied volatity was 25.27, the open interest changed by 1086 which increased total open position to 3350
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 54.6, which was -4.80 lower than the previous day. The implied volatity was 22.79, the open interest changed by 501 which increased total open position to 2268
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 59.4, which was -36.05 lower than the previous day. The implied volatity was 21.83, the open interest changed by 153 which increased total open position to 1787
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 95.45, which was -27.55 lower than the previous day. The implied volatity was 23.06, the open interest changed by 451 which increased total open position to 1634
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 123, which was -97.80 lower than the previous day. The implied volatity was 23.21, the open interest changed by -15 which decreased total open position to 1181
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 220.8, which was 140.95 higher than the previous day. The implied volatity was 23.02, the open interest changed by 762 which increased total open position to 1213
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 79.85, which was 33.55 higher than the previous day. The implied volatity was 22.64, the open interest changed by 398 which increased total open position to 451
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 46.3, which was 19.30 higher than the previous day. The implied volatity was 22.21, the open interest changed by 61 which increased total open position to 65
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 27, 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 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 27, which was -3.00 lower than the previous day. The implied volatity was 22.67, the open interest changed by 3 which increased total open position to 5
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 30, which was 11.00 higher than the previous day. The implied volatity was 22.13, the open interest changed by 0 which decreased total open position to 1
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 19, which was -208.75 lower than the previous day. The implied volatity was 23.38, 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 227.75, which was lower than the previous day. The implied volatity was 8.89, the open interest changed by 0 which decreased total open position to 0
