MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 4.45
Theta: -8.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 318.5 | 138.95 | 19.20 | 13,989 | -1,597 | 3,458 | |||
| 22 Jan | 11918.40 | 179.55 | -58.80 | 22.15 | 1,09,064 | 4,059 | 5,082 | |||
| 21 Jan | 12013.35 | 238.35 | -256.65 | 20.61 | 844 | 28 | 1,016 | |||
| 20 Jan | 12356.50 | 495 | 80.75 | 19.11 | 171 | 40 | 988 | |||
| 17 Jan | 12249.85 | 414.25 | 7.75 | 13.03 | 1,054 | -227 | 949 | |||
| 16 Jan | 12218.00 | 406.5 | 62.70 | 16.32 | 195 | -3 | 1,176 | |||
| 15 Jan | 12129.00 | 343.8 | 18.55 | 17.15 | 1,712 | -157 | 1,185 | |||
| 14 Jan | 12029.70 | 325.25 | 109.25 | 20.10 | 26,123 | -244 | 1,352 | |||
| 13 Jan | 11813.50 | 216 | -263.00 | 22.31 | 13,799 | 1,493 | 1,501 | |||
| 10 Jan | 12283.00 | 479 | -478.00 | 15.62 | 19 | 9 | 9 | |||
| 9 Jan | 12481.20 | 957 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 957 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 957 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Jan | 12696.60 | 957 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 957 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 957 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11900 expiring on 30JAN2025
Delta for 11900 CE is 0.82
Historical price for 11900 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 318.5, which was 138.95 higher than the previous day. The implied volatity was 19.20, the open interest changed by -1597 which decreased total open position to 3458
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 179.55, which was -58.80 lower than the previous day. The implied volatity was 22.15, the open interest changed by 4059 which increased total open position to 5082
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 238.35, which was -256.65 lower than the previous day. The implied volatity was 20.61, the open interest changed by 28 which increased total open position to 1016
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 495, which was 80.75 higher than the previous day. The implied volatity was 19.11, the open interest changed by 40 which increased total open position to 988
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 414.25, which was 7.75 higher than the previous day. The implied volatity was 13.03, the open interest changed by -227 which decreased total open position to 949
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 406.5, which was 62.70 higher than the previous day. The implied volatity was 16.32, the open interest changed by -3 which decreased total open position to 1176
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 343.8, which was 18.55 higher than the previous day. The implied volatity was 17.15, the open interest changed by -157 which decreased total open position to 1185
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 325.25, which was 109.25 higher than the previous day. The implied volatity was 20.10, the open interest changed by -244 which decreased total open position to 1352
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 216, which was -263.00 lower than the previous day. The implied volatity was 22.31, the open interest changed by 1493 which increased total open position to 1501
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 479, which was -478.00 lower than the previous day. The implied volatity was 15.62, the open interest changed by 9 which increased total open position to 9
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 957, 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 957, 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 957, 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 957, 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 957, 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 957, 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 11900 PE | |||||||
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Delta: -0.23
Vega: 5.15
Theta: -8.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 56 | -81.10 | 24.09 | 46,511 | 1,076 | 6,965 |
| 22 Jan | 11918.40 | 137.1 | -2.90 | 22.62 | 1,27,305 | 2,574 | 7,533 |
| 21 Jan | 12013.35 | 140 | 98.90 | 27.39 | 26,603 | -201 | 5,054 |
| 20 Jan | 12356.50 | 41.1 | -19.90 | 24.03 | 13,535 | 761 | 5,269 |
| 17 Jan | 12249.85 | 61 | -9.80 | 22.17 | 15,206 | 440 | 4,507 |
| 16 Jan | 12218.00 | 70.8 | -36.20 | 21.85 | 9,148 | 130 | 4,078 |
| 15 Jan | 12129.00 | 107 | -32.00 | 22.71 | 17,373 | -57 | 3,942 |
| 14 Jan | 12029.70 | 139 | -111.20 | 23.05 | 38,395 | 265 | 4,069 |
| 13 Jan | 11813.50 | 250.2 | 155.35 | 23.42 | 36,676 | 1,702 | 3,915 |
| 10 Jan | 12283.00 | 94.85 | 42.15 | 22.99 | 12,892 | -1,476 | 2,219 |
| 9 Jan | 12481.20 | 52.7 | 12.60 | 22.08 | 11,311 | -2,366 | 3,752 |
| 8 Jan | 12562.20 | 40.1 | 4.20 | 21.42 | 17,374 | 2,295 | 6,934 |
| 7 Jan | 12739.35 | 35.9 | -4.20 | 23.44 | 7,122 | 789 | 4,756 |
| 6 Jan | 12696.60 | 40.1 | 23.70 | 22.98 | 15,719 | 507 | 3,977 |
| 3 Jan | 13009.85 | 16.4 | -8.05 | 21.85 | 7,750 | -128 | 3,470 |
| 2 Jan | 13095.15 | 24.45 | 24.65 | 3,254 | 25 | 3,611 | |
For Nifty Midcap Select - strike price 11900 expiring on 30JAN2025
Delta for 11900 PE is -0.23
Historical price for 11900 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 56, which was -81.10 lower than the previous day. The implied volatity was 24.09, the open interest changed by 1076 which increased total open position to 6965
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 137.1, which was -2.90 lower than the previous day. The implied volatity was 22.62, the open interest changed by 2574 which increased total open position to 7533
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 140, which was 98.90 higher than the previous day. The implied volatity was 27.39, the open interest changed by -201 which decreased total open position to 5054
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 41.1, which was -19.90 lower than the previous day. The implied volatity was 24.03, the open interest changed by 761 which increased total open position to 5269
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 61, which was -9.80 lower than the previous day. The implied volatity was 22.17, the open interest changed by 440 which increased total open position to 4507
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 70.8, which was -36.20 lower than the previous day. The implied volatity was 21.85, the open interest changed by 130 which increased total open position to 4078
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 107, which was -32.00 lower than the previous day. The implied volatity was 22.71, the open interest changed by -57 which decreased total open position to 3942
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 139, which was -111.20 lower than the previous day. The implied volatity was 23.05, the open interest changed by 265 which increased total open position to 4069
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 250.2, which was 155.35 higher than the previous day. The implied volatity was 23.42, the open interest changed by 1702 which increased total open position to 3915
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 94.85, which was 42.15 higher than the previous day. The implied volatity was 22.99, the open interest changed by -1476 which decreased total open position to 2219
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 52.7, which was 12.60 higher than the previous day. The implied volatity was 22.08, the open interest changed by -2366 which decreased total open position to 3752
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 40.1, which was 4.20 higher than the previous day. The implied volatity was 21.42, the open interest changed by 2295 which increased total open position to 6934
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 35.9, which was -4.20 lower than the previous day. The implied volatity was 23.44, the open interest changed by 789 which increased total open position to 4756
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 40.1, which was 23.70 higher than the previous day. The implied volatity was 22.98, the open interest changed by 507 which increased total open position to 3977
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 16.4, which was -8.05 lower than the previous day. The implied volatity was 21.85, the open interest changed by -128 which decreased total open position to 3470
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 24.45, which was lower than the previous day. The implied volatity was 24.65, the open interest changed by 25 which increased total open position to 3611
