MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11925 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 4.77
Theta: -9.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 298.85 | 134.85 | 19.26 | 5,648 | -619 | 1,307 | |||
| 22 Jan | 11918.40 | 164 | -62.10 | 21.75 | 36,524 | 1,354 | 1,924 | |||
| 21 Jan | 12013.35 | 226.1 | -245.30 | 21.06 | 258 | 32 | 570 | |||
| 20 Jan | 12356.50 | 471.4 | 79.85 | 18.71 | 36 | 7 | 539 | |||
| 17 Jan | 12249.85 | 391.55 | 6.65 | 12.66 | 187 | -40 | 532 | |||
| 16 Jan | 12218.00 | 384.9 | 55.50 | 16.11 | 48 | -11 | 575 | |||
| 15 Jan | 12129.00 | 329.4 | 20.65 | 17.53 | 272 | -57 | 590 | |||
| 14 Jan | 12029.70 | 308.75 | 107.75 | 20.04 | 12,192 | 310 | 653 | |||
| 13 Jan | 11813.50 | 201 | -308.25 | 21.97 | 3,191 | 350 | 354 | |||
| 10 Jan | 12283.00 | 509.25 | -430.95 | 21.70 | 4 | 0 | 0 | |||
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| 9 Jan | 12481.20 | 940.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 940.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 940.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 940.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 940.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 940.2 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11925 expiring on 30JAN2025
Delta for 11925 CE is 0.80
Historical price for 11925 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 298.85, which was 134.85 higher than the previous day. The implied volatity was 19.26, the open interest changed by -619 which decreased total open position to 1307
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 164, which was -62.10 lower than the previous day. The implied volatity was 21.75, the open interest changed by 1354 which increased total open position to 1924
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 226.1, which was -245.30 lower than the previous day. The implied volatity was 21.06, the open interest changed by 32 which increased total open position to 570
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 471.4, which was 79.85 higher than the previous day. The implied volatity was 18.71, the open interest changed by 7 which increased total open position to 539
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 391.55, which was 6.65 higher than the previous day. The implied volatity was 12.66, the open interest changed by -40 which decreased total open position to 532
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 384.9, which was 55.50 higher than the previous day. The implied volatity was 16.11, the open interest changed by -11 which decreased total open position to 575
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 329.4, which was 20.65 higher than the previous day. The implied volatity was 17.53, the open interest changed by -57 which decreased total open position to 590
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 308.75, which was 107.75 higher than the previous day. The implied volatity was 20.04, the open interest changed by 310 which increased total open position to 653
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 201, which was -308.25 lower than the previous day. The implied volatity was 21.97, the open interest changed by 350 which increased total open position to 354
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 509.25, which was -430.95 lower than the previous day. The implied volatity was 21.70, 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 940.2, 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 940.2, 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 940.2, 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 940.2, 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 940.2, 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 940.2, 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 11925 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 5.36
Theta: -8.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 61 | -90.00 | 23.85 | 11,372 | 272 | 1,599 |
| 22 Jan | 11918.40 | 151 | 0.15 | 22.91 | 34,468 | 551 | 1,350 |
| 21 Jan | 12013.35 | 150.85 | 103.85 | 27.49 | 3,704 | -203 | 789 |
| 20 Jan | 12356.50 | 47 | -21.00 | 24.34 | 1,614 | -1 | 997 |
| 17 Jan | 12249.85 | 68 | -6.35 | 22.38 | 3,226 | 107 | 1,029 |
| 16 Jan | 12218.00 | 74.35 | -41.65 | 21.49 | 2,735 | -323 | 921 |
| 15 Jan | 12129.00 | 116 | -29.05 | 22.83 | 3,479 | 184 | 1,244 |
| 14 Jan | 12029.70 | 145.05 | -125.10 | 22.71 | 18,651 | 403 | 1,066 |
| 13 Jan | 11813.50 | 270.15 | 170.35 | 24.08 | 9,918 | 324 | 669 |
| 10 Jan | 12283.00 | 99.8 | 41.90 | 22.83 | 833 | 152 | 345 |
| 9 Jan | 12481.20 | 57.9 | 13.40 | 22.22 | 397 | 83 | 194 |
| 8 Jan | 12562.20 | 44.5 | 11.50 | 21.54 | 682 | 58 | 108 |
| 7 Jan | 12739.35 | 33 | 13.00 | 22.43 | 293 | 49 | 51 |
| 6 Jan | 12696.60 | 20 | 0.00 | 0.00 | 0 | 2 | 0 |
| 3 Jan | 13009.85 | 20 | -230.50 | 22.37 | 5 | 1 | 1 |
| 2 Jan | 13095.15 | 250.5 | 8.42 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11925 expiring on 30JAN2025
Delta for 11925 PE is -0.25
Historical price for 11925 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 61, which was -90.00 lower than the previous day. The implied volatity was 23.85, the open interest changed by 272 which increased total open position to 1599
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 151, which was 0.15 higher than the previous day. The implied volatity was 22.91, the open interest changed by 551 which increased total open position to 1350
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 150.85, which was 103.85 higher than the previous day. The implied volatity was 27.49, the open interest changed by -203 which decreased total open position to 789
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 47, which was -21.00 lower than the previous day. The implied volatity was 24.34, the open interest changed by -1 which decreased total open position to 997
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 68, which was -6.35 lower than the previous day. The implied volatity was 22.38, the open interest changed by 107 which increased total open position to 1029
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 74.35, which was -41.65 lower than the previous day. The implied volatity was 21.49, the open interest changed by -323 which decreased total open position to 921
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 116, which was -29.05 lower than the previous day. The implied volatity was 22.83, the open interest changed by 184 which increased total open position to 1244
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 145.05, which was -125.10 lower than the previous day. The implied volatity was 22.71, the open interest changed by 403 which increased total open position to 1066
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 270.15, which was 170.35 higher than the previous day. The implied volatity was 24.08, the open interest changed by 324 which increased total open position to 669
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 99.8, which was 41.90 higher than the previous day. The implied volatity was 22.83, the open interest changed by 152 which increased total open position to 345
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 57.9, which was 13.40 higher than the previous day. The implied volatity was 22.22, the open interest changed by 83 which increased total open position to 194
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 44.5, which was 11.50 higher than the previous day. The implied volatity was 21.54, the open interest changed by 58 which increased total open position to 108
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 33, which was 13.00 higher than the previous day. The implied volatity was 22.43, the open interest changed by 49 which increased total open position to 51
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 20, 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 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 20, which was -230.50 lower than the previous day. The implied volatity was 22.37, the open interest changed by 1 which increased total open position to 1
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 250.5, which was lower than the previous day. The implied volatity was 8.42, the open interest changed by 0 which decreased total open position to 0
