MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
12 May 2025 04:12 PM IST
| MIDCPNIFTY 29MAY2025 11950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 7.98
Theta: -10.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 May | 12537.90 | 749.4 | 339.25 | 32.54 | 59 | -37 | 237 | |||
| 9 May | 12021.90 | 419 | 58.25 | 30.37 | 4,237 | 3 | 274 | |||
| 8 May | 11983.40 | 339.15 | -163.55 | 27.44 | 281 | 139 | 286 | |||
| 7 May | 12217.65 | 512 | 172.45 | 26.74 | 167 | -12 | 148 | |||
| 6 May | 11985.90 | 337.45 | -199.4 | 23.63 | 226 | 7 | 162 | |||
| 5 May | 12242.35 | 549.6 | 179.15 | 26.55 | 241 | -80 | 155 | |||
| 2 May | 11977.00 | 367.05 | -54.8 | 23.80 | 619 | 111 | 244 | |||
| 30 Apr | 12075.30 | 415.85 | -82.2 | 23.45 | 25 | -1 | 132 | |||
| 29 Apr | 12195.00 | 500.75 | -17.15 | 21.31 | 27 | -5 | 133 | |||
| 28 Apr | 12200.40 | 518.25 | 161.1 | 22.58 | 394 | -68 | 139 | |||
| 25 Apr | 11971.40 | 360 | 147 | 20.64 | 1,609 | 206 | 206 | |||
| 24 Apr | 12243.05 | 213 | 0 | - | 0 | 0 | 0 | |||
| 23 Apr | 12266.15 | 213 | 0 | - | 0 | 0 | 0 | |||
| 22 Apr | 12095.80 | 213 | 0 | - | 0 | 0 | 0 | |||
| 21 Apr | 11952.75 | 213 | 0 | - | 0 | 0 | 0 | |||
| 17 Apr | 11668.15 | 213 | 0 | 0.97 | 0 | 0 | 0 | |||
| 16 Apr | 11566.90 | 213 | 0 | 1.61 | 0 | 0 | 0 | |||
| 15 Apr | 11540.80 | 213 | 0 | 1.80 | 0 | 0 | 0 | |||
| 11 Apr | 11226.30 | 213 | 0 | 3.30 | 0 | 0 | 0 | |||
| 9 Apr | 11021.60 | 213 | 0 | 4.35 | 0 | 0 | 0 | |||
| 8 Apr | 11042.00 | 213 | 0 | 4.26 | 0 | 0 | 0 | |||
| 7 Apr | 10769.50 | 213 | 0 | 5.87 | 0 | 0 | 0 | |||
| 4 Apr | 11181.80 | 213 | 0 | 3.11 | 0 | 0 | 0 | |||
| 3 Apr | 11514.10 | 213 | 0 | 1.40 | 0 | 0 | 0 | |||
| 2 Apr | 11606.45 | 213 | 0 | 0.94 | 0 | 0 | 0 | |||
| 1 Apr | 11383.90 | 213 | 0 | 1.94 | 0 | 0 | 0 | |||
| 28 Mar | 11546.00 | 213 | 0 | 1.17 | 0 | 0 | 0 | |||
| 26 Mar | 11502.15 | 0 | 0 | 1.19 | 0 | 0 | 0 | |||
For Nifty Midcap Select - strike price 11950 expiring on 29MAY2025
Delta for 11950 CE is 0.78
Historical price for 11950 CE is as follows
On 12 May MIDCPNIFTY was trading at 12537.90. The strike last trading price was 749.4, which was 339.25 higher than the previous day. The implied volatity was 32.54, the open interest changed by -37 which decreased total open position to 237
On 9 May MIDCPNIFTY was trading at 12021.90. The strike last trading price was 419, which was 58.25 higher than the previous day. The implied volatity was 30.37, the open interest changed by 3 which increased total open position to 274
On 8 May MIDCPNIFTY was trading at 11983.40. The strike last trading price was 339.15, which was -163.55 lower than the previous day. The implied volatity was 27.44, the open interest changed by 139 which increased total open position to 286
On 7 May MIDCPNIFTY was trading at 12217.65. The strike last trading price was 512, which was 172.45 higher than the previous day. The implied volatity was 26.74, the open interest changed by -12 which decreased total open position to 148
On 6 May MIDCPNIFTY was trading at 11985.90. The strike last trading price was 337.45, which was -199.4 lower than the previous day. The implied volatity was 23.63, the open interest changed by 7 which increased total open position to 162
On 5 May MIDCPNIFTY was trading at 12242.35. The strike last trading price was 549.6, which was 179.15 higher than the previous day. The implied volatity was 26.55, the open interest changed by -80 which decreased total open position to 155
On 2 May MIDCPNIFTY was trading at 11977.00. The strike last trading price was 367.05, which was -54.8 lower than the previous day. The implied volatity was 23.80, the open interest changed by 111 which increased total open position to 244
On 30 Apr MIDCPNIFTY was trading at 12075.30. The strike last trading price was 415.85, which was -82.2 lower than the previous day. The implied volatity was 23.45, the open interest changed by -1 which decreased total open position to 132
On 29 Apr MIDCPNIFTY was trading at 12195.00. The strike last trading price was 500.75, which was -17.15 lower than the previous day. The implied volatity was 21.31, the open interest changed by -5 which decreased total open position to 133
On 28 Apr MIDCPNIFTY was trading at 12200.40. The strike last trading price was 518.25, which was 161.1 higher than the previous day. The implied volatity was 22.58, the open interest changed by -68 which decreased total open position to 139
On 25 Apr MIDCPNIFTY was trading at 11971.40. The strike last trading price was 360, which was 147 higher than the previous day. The implied volatity was 20.64, the open interest changed by 206 which increased total open position to 206
On 24 Apr MIDCPNIFTY was trading at 12243.05. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr MIDCPNIFTY was trading at 12266.15. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr MIDCPNIFTY was trading at 12095.80. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr MIDCPNIFTY was trading at 11952.75. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr MIDCPNIFTY was trading at 11668.15. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
On 16 Apr MIDCPNIFTY was trading at 11566.90. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
On 15 Apr MIDCPNIFTY was trading at 11540.80. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0
On 11 Apr MIDCPNIFTY was trading at 11226.30. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0
On 9 Apr MIDCPNIFTY was trading at 11021.60. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0
On 8 Apr MIDCPNIFTY was trading at 11042.00. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0
On 7 Apr MIDCPNIFTY was trading at 10769.50. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0
On 4 Apr MIDCPNIFTY was trading at 11181.80. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
On 3 Apr MIDCPNIFTY was trading at 11514.10. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0
On 2 Apr MIDCPNIFTY was trading at 11606.45. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0
On 1 Apr MIDCPNIFTY was trading at 11383.90. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0
On 28 Mar MIDCPNIFTY was trading at 11546.00. The strike last trading price was 213, which was 0 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
On 26 Mar MIDCPNIFTY was trading at 11502.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 29MAY2025 11950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 7.65
Theta: -6.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 12537.90 | 96.55 | -225.35 | 30.28 | 961 | -117 | 453 |
| 9 May | 12021.90 | 305.7 | -45.35 | 33.61 | 5,538 | 331 | 570 |
| 8 May | 11983.40 | 356 | 150.1 | 33.47 | 903 | -9 | 240 |
| 7 May | 12217.65 | 202 | -95.35 | 29.21 | 917 | 64 | 252 |
| 6 May | 11985.90 | 300 | 99.75 | 29.29 | 384 | -3 | 190 |
| 5 May | 12242.35 | 191 | -132.2 | 28.14 | 578 | -3 | 193 |
| 2 May | 11977.00 | 318 | 0.25 | 28.73 | 1,288 | -9 | 199 |
| 30 Apr | 12075.30 | 322 | 74.3 | 30.35 | 219 | 45 | 210 |
| 29 Apr | 12195.00 | 243.15 | 19.95 | 28.63 | 205 | 31 | 165 |
| 28 Apr | 12200.40 | 225.05 | -118.15 | 26.68 | 769 | -24 | 135 |
| 25 Apr | 11971.40 | 345.65 | 129.05 | 27.63 | 2,397 | 151 | 158 |
| 24 Apr | 12243.05 | 218.9 | -775.1 | 26.02 | 7 | 5 | 5 |
| 23 Apr | 12266.15 | 994 | 0 | 2.82 | 0 | 0 | 0 |
| 22 Apr | 12095.80 | 994 | 0 | 1.68 | 0 | 0 | 0 |
| 21 Apr | 11952.75 | 994 | 0 | 0.91 | 0 | 0 | 0 |
| 17 Apr | 11668.15 | 994 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 11566.90 | 994 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 11540.80 | 994 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 11226.30 | 994 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 11021.60 | 994 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 11042.00 | 994 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 10769.50 | 994 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 11181.80 | 994 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 11514.10 | 994 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 11606.45 | 994 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 11383.90 | 994 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 11546.00 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 11502.15 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 11950 expiring on 29MAY2025
Delta for 11950 PE is -0.20
Historical price for 11950 PE is as follows
On 12 May MIDCPNIFTY was trading at 12537.90. The strike last trading price was 96.55, which was -225.35 lower than the previous day. The implied volatity was 30.28, the open interest changed by -117 which decreased total open position to 453
On 9 May MIDCPNIFTY was trading at 12021.90. The strike last trading price was 305.7, which was -45.35 lower than the previous day. The implied volatity was 33.61, the open interest changed by 331 which increased total open position to 570
On 8 May MIDCPNIFTY was trading at 11983.40. The strike last trading price was 356, which was 150.1 higher than the previous day. The implied volatity was 33.47, the open interest changed by -9 which decreased total open position to 240
On 7 May MIDCPNIFTY was trading at 12217.65. The strike last trading price was 202, which was -95.35 lower than the previous day. The implied volatity was 29.21, the open interest changed by 64 which increased total open position to 252
On 6 May MIDCPNIFTY was trading at 11985.90. The strike last trading price was 300, which was 99.75 higher than the previous day. The implied volatity was 29.29, the open interest changed by -3 which decreased total open position to 190
On 5 May MIDCPNIFTY was trading at 12242.35. The strike last trading price was 191, which was -132.2 lower than the previous day. The implied volatity was 28.14, the open interest changed by -3 which decreased total open position to 193
On 2 May MIDCPNIFTY was trading at 11977.00. The strike last trading price was 318, which was 0.25 higher than the previous day. The implied volatity was 28.73, the open interest changed by -9 which decreased total open position to 199
On 30 Apr MIDCPNIFTY was trading at 12075.30. The strike last trading price was 322, which was 74.3 higher than the previous day. The implied volatity was 30.35, the open interest changed by 45 which increased total open position to 210
On 29 Apr MIDCPNIFTY was trading at 12195.00. The strike last trading price was 243.15, which was 19.95 higher than the previous day. The implied volatity was 28.63, the open interest changed by 31 which increased total open position to 165
On 28 Apr MIDCPNIFTY was trading at 12200.40. The strike last trading price was 225.05, which was -118.15 lower than the previous day. The implied volatity was 26.68, the open interest changed by -24 which decreased total open position to 135
On 25 Apr MIDCPNIFTY was trading at 11971.40. The strike last trading price was 345.65, which was 129.05 higher than the previous day. The implied volatity was 27.63, the open interest changed by 151 which increased total open position to 158
On 24 Apr MIDCPNIFTY was trading at 12243.05. The strike last trading price was 218.9, which was -775.1 lower than the previous day. The implied volatity was 26.02, the open interest changed by 5 which increased total open position to 5
On 23 Apr MIDCPNIFTY was trading at 12266.15. The strike last trading price was 994, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
On 22 Apr MIDCPNIFTY was trading at 12095.80. The strike last trading price was 994, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0
On 21 Apr MIDCPNIFTY was trading at 11952.75. The strike last trading price was 994, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
On 17 Apr MIDCPNIFTY was trading at 11668.15. The strike last trading price was 994, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr MIDCPNIFTY was trading at 11566.90. The strike last trading price was 994, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr MIDCPNIFTY was trading at 11540.80. The strike last trading price was 994, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Apr MIDCPNIFTY was trading at 11226.30. The strike last trading price was 994, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr MIDCPNIFTY was trading at 11021.60. The strike last trading price was 994, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr MIDCPNIFTY was trading at 11042.00. The strike last trading price was 994, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr MIDCPNIFTY was trading at 10769.50. The strike last trading price was 994, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Apr MIDCPNIFTY was trading at 11181.80. The strike last trading price was 994, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Apr MIDCPNIFTY was trading at 11514.10. The strike last trading price was 994, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr MIDCPNIFTY was trading at 11606.45. The strike last trading price was 994, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr MIDCPNIFTY was trading at 11383.90. The strike last trading price was 994, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Mar MIDCPNIFTY was trading at 11546.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar MIDCPNIFTY was trading at 11502.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
