MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11875 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 4.31
Theta: -8.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 343 | 156.40 | 20.14 | 2,870 | -305 | 660 | |||
| 22 Jan | 11918.40 | 186.6 | -72.75 | 21.17 | 38,384 | 613 | 969 | |||
| 21 Jan | 12013.35 | 259.35 | -226.50 | 21.30 | 18 | 1 | 355 | |||
| 20 Jan | 12356.50 | 485.85 | 53.90 | - | 29 | -5 | 354 | |||
| 17 Jan | 12249.85 | 431.95 | 8.55 | 11.59 | 414 | 46 | 364 | |||
| 16 Jan | 12218.00 | 423.4 | 55.60 | 15.58 | 46 | -4 | 318 | |||
| 15 Jan | 12129.00 | 367.8 | 26.60 | 17.92 | 75 | -11 | 321 | |||
| 14 Jan | 12029.70 | 341.2 | 116.20 | 20.03 | 4,359 | -392 | 340 | |||
| 13 Jan | 11813.50 | 225 | -748.95 | 22.01 | 6,743 | 786 | 786 | |||
| 10 Jan | 12283.00 | 973.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 12481.20 | 973.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Jan | 12562.20 | 973.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 973.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 973.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 973.95 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 973.95 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11875 expiring on 30JAN2025
Delta for 11875 CE is 0.83
Historical price for 11875 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 343, which was 156.40 higher than the previous day. The implied volatity was 20.14, the open interest changed by -305 which decreased total open position to 660
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 186.6, which was -72.75 lower than the previous day. The implied volatity was 21.17, the open interest changed by 613 which increased total open position to 969
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 259.35, which was -226.50 lower than the previous day. The implied volatity was 21.30, the open interest changed by 1 which increased total open position to 355
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 485.85, which was 53.90 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 354
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 431.95, which was 8.55 higher than the previous day. The implied volatity was 11.59, the open interest changed by 46 which increased total open position to 364
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 423.4, which was 55.60 higher than the previous day. The implied volatity was 15.58, the open interest changed by -4 which decreased total open position to 318
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 367.8, which was 26.60 higher than the previous day. The implied volatity was 17.92, the open interest changed by -11 which decreased total open position to 321
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 341.2, which was 116.20 higher than the previous day. The implied volatity was 20.03, the open interest changed by -392 which decreased total open position to 340
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 225, which was -748.95 lower than the previous day. The implied volatity was 22.01, the open interest changed by 786 which increased total open position to 786
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 973.95, 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 973.95, 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 973.95, 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 973.95, 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 973.95, 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 973.95, 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 973.95, 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 11875 PE | |||||||
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Delta: -0.21
Vega: 4.87
Theta: -7.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 48.65 | -77.85 | 23.78 | 6,440 | 350 | 1,218 |
| 22 Jan | 11918.40 | 126.5 | -3.50 | 22.70 | 53,360 | 214 | 905 |
| 21 Jan | 12013.35 | 130 | 88.00 | 27.34 | 3,172 | -104 | 695 |
| 20 Jan | 12356.50 | 42 | -18.45 | 25.12 | 1,672 | -36 | 799 |
| 17 Jan | 12249.85 | 60.45 | -5.70 | 22.96 | 2,462 | -87 | 852 |
| 16 Jan | 12218.00 | 66.15 | -37.05 | 22.02 | 1,070 | 16 | 939 |
| 15 Jan | 12129.00 | 103.2 | -26.80 | 23.12 | 2,658 | 25 | 922 |
| 14 Jan | 12029.70 | 130 | -106.55 | 23.04 | 10,651 | -32 | 943 |
| 13 Jan | 11813.50 | 236.55 | 146.75 | 23.34 | 11,075 | 224 | 974 |
| 10 Jan | 12283.00 | 89.8 | 40.40 | 23.09 | 1,199 | 586 | 751 |
| 9 Jan | 12481.20 | 49.4 | 28.10 | 22.11 | 998 | 166 | 167 |
| 8 Jan | 12562.20 | 21.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 21.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 21.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Jan | 13009.85 | 21.3 | -213.90 | 23.48 | 1 | 0 | 0 |
| 2 Jan | 13095.15 | 235.2 | 8.72 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11875 expiring on 30JAN2025
Delta for 11875 PE is -0.21
Historical price for 11875 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 48.65, which was -77.85 lower than the previous day. The implied volatity was 23.78, the open interest changed by 350 which increased total open position to 1218
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 126.5, which was -3.50 lower than the previous day. The implied volatity was 22.70, the open interest changed by 214 which increased total open position to 905
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 130, which was 88.00 higher than the previous day. The implied volatity was 27.34, the open interest changed by -104 which decreased total open position to 695
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 42, which was -18.45 lower than the previous day. The implied volatity was 25.12, the open interest changed by -36 which decreased total open position to 799
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 60.45, which was -5.70 lower than the previous day. The implied volatity was 22.96, the open interest changed by -87 which decreased total open position to 852
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 66.15, which was -37.05 lower than the previous day. The implied volatity was 22.02, the open interest changed by 16 which increased total open position to 939
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 103.2, which was -26.80 lower than the previous day. The implied volatity was 23.12, the open interest changed by 25 which increased total open position to 922
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 130, which was -106.55 lower than the previous day. The implied volatity was 23.04, the open interest changed by -32 which decreased total open position to 943
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 236.55, which was 146.75 higher than the previous day. The implied volatity was 23.34, the open interest changed by 224 which increased total open position to 974
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 89.8, which was 40.40 higher than the previous day. The implied volatity was 23.09, the open interest changed by 586 which increased total open position to 751
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 49.4, which was 28.10 higher than the previous day. The implied volatity was 22.11, the open interest changed by 166 which increased total open position to 167
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 21.3, 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 21.3, 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 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 21.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 21.3, which was -213.90 lower than the previous day. The implied volatity was 23.48, 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 235.2, which was lower than the previous day. The implied volatity was 8.72, the open interest changed by 0 which decreased total open position to 0
