MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 11975 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 5.66
Theta: -11.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 196 | -76.3 | 20.07 | 2,882 | -109 | 560 | |||
| 23 Jan | 12177.40 | 267.55 | 131.10 | 20.52 | 11,762 | -488 | 673 | |||
| 22 Jan | 11918.40 | 136.45 | -60.55 | 21.30 | 19,227 | 307 | 1,157 | |||
| 21 Jan | 12013.35 | 197 | -223.45 | 21.14 | 817 | 41 | 851 | |||
| 20 Jan | 12356.50 | 420.45 | 69.80 | 16.92 | 35 | -2 | 810 | |||
| 17 Jan | 12249.85 | 350.65 | 2.65 | 13.33 | 286 | -9 | 816 | |||
| 16 Jan | 12218.00 | 348 | 50.55 | 16.55 | 80 | -9 | 825 | |||
| 15 Jan | 12129.00 | 297.45 | 19.65 | 17.94 | 1,321 | -206 | 838 | |||
| 14 Jan | 12029.70 | 277.8 | 98.80 | 20.05 | 21,858 | 341 | 1,049 | |||
| 13 Jan | 11813.50 | 179 | -728.15 | 21.96 | 6,508 | 711 | 711 | |||
| 10 Jan | 12283.00 | 907.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 12481.20 | 907.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 907.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 907.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 907.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 907.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 2 Jan | 13095.15 | 907.15 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11975 expiring on 30JAN2025
Delta for 11975 CE is 0.66
Historical price for 11975 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 196, which was -76.3 lower than the previous day. The implied volatity was 20.07, the open interest changed by -109 which decreased total open position to 560
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 267.55, which was 131.10 higher than the previous day. The implied volatity was 20.52, the open interest changed by -488 which decreased total open position to 673
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 136.45, which was -60.55 lower than the previous day. The implied volatity was 21.30, the open interest changed by 307 which increased total open position to 1157
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 197, which was -223.45 lower than the previous day. The implied volatity was 21.14, the open interest changed by 41 which increased total open position to 851
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 420.45, which was 69.80 higher than the previous day. The implied volatity was 16.92, the open interest changed by -2 which decreased total open position to 810
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 350.65, which was 2.65 higher than the previous day. The implied volatity was 13.33, the open interest changed by -9 which decreased total open position to 816
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 348, which was 50.55 higher than the previous day. The implied volatity was 16.55, the open interest changed by -9 which decreased total open position to 825
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 297.45, which was 19.65 higher than the previous day. The implied volatity was 17.94, the open interest changed by -206 which decreased total open position to 838
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 277.8, which was 98.80 higher than the previous day. The implied volatity was 20.05, the open interest changed by 341 which increased total open position to 1049
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 179, which was -728.15 lower than the previous day. The implied volatity was 21.96, the open interest changed by 711 which increased total open position to 711
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 907.15, 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 907.15, 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 907.15, 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 907.15, 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 907.15, 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 907.15, 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 907.15, 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 11975 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 5.70
Theta: -8.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 75 | 2.15 | 20.82 | 39,234 | -611 | 942 |
| 23 Jan | 12177.40 | 73.5 | -105.40 | 23.58 | 18,242 | 731 | 1,551 |
| 22 Jan | 11918.40 | 178.9 | 5.35 | 23.32 | 12,876 | -141 | 806 |
| 21 Jan | 12013.35 | 173.55 | 122.25 | 27.63 | 6,993 | -1 | 941 |
| 20 Jan | 12356.50 | 51.3 | -32.70 | 23.36 | 2,976 | 60 | 954 |
| 17 Jan | 12249.85 | 84 | -2.50 | 22.83 | 5,352 | 187 | 905 |
| 16 Jan | 12218.00 | 86.5 | -44.95 | 21.33 | 3,204 | -407 | 723 |
| 15 Jan | 12129.00 | 131.45 | -34.55 | 22.58 | 5,975 | 5 | 1,127 |
| 14 Jan | 12029.70 | 166 | -136.80 | 22.85 | 23,879 | 662 | 1,130 |
| 13 Jan | 11813.50 | 302.8 | 189.20 | 24.56 | 13,312 | 153 | 473 |
| 10 Jan | 12283.00 | 113.6 | 47.40 | 22.82 | 1,516 | 198 | 321 |
| 9 Jan | 12481.20 | 66.2 | 15.20 | 22.11 | 452 | 100 | 128 |
| 8 Jan | 12562.20 | 51 | 27.50 | 21.44 | 71 | 24 | 26 |
| 7 Jan | 12739.35 | 23.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 23.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 3 Jan | 13009.85 | 23.5 | -243.05 | 22.38 | 14 | 3 | 3 |
| 2 Jan | 13095.15 | 266.55 | 8.11 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11975 expiring on 30JAN2025
Delta for 11975 PE is -0.34
Historical price for 11975 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 75, which was 2.15 higher than the previous day. The implied volatity was 20.82, the open interest changed by -611 which decreased total open position to 942
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 73.5, which was -105.40 lower than the previous day. The implied volatity was 23.58, the open interest changed by 731 which increased total open position to 1551
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 178.9, which was 5.35 higher than the previous day. The implied volatity was 23.32, the open interest changed by -141 which decreased total open position to 806
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 173.55, which was 122.25 higher than the previous day. The implied volatity was 27.63, the open interest changed by -1 which decreased total open position to 941
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 51.3, which was -32.70 lower than the previous day. The implied volatity was 23.36, the open interest changed by 60 which increased total open position to 954
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 84, which was -2.50 lower than the previous day. The implied volatity was 22.83, the open interest changed by 187 which increased total open position to 905
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 86.5, which was -44.95 lower than the previous day. The implied volatity was 21.33, the open interest changed by -407 which decreased total open position to 723
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 131.45, which was -34.55 lower than the previous day. The implied volatity was 22.58, the open interest changed by 5 which increased total open position to 1127
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 166, which was -136.80 lower than the previous day. The implied volatity was 22.85, the open interest changed by 662 which increased total open position to 1130
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 302.8, which was 189.20 higher than the previous day. The implied volatity was 24.56, the open interest changed by 153 which increased total open position to 473
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 113.6, which was 47.40 higher than the previous day. The implied volatity was 22.82, the open interest changed by 198 which increased total open position to 321
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 66.2, which was 15.20 higher than the previous day. The implied volatity was 22.11, the open interest changed by 100 which increased total open position to 128
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 51, which was 27.50 higher than the previous day. The implied volatity was 21.44, the open interest changed by 24 which increased total open position to 26
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 23.5, 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 23.5, 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 23.5, which was -243.05 lower than the previous day. The implied volatity was 22.38, the open interest changed by 3 which increased total open position to 3
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 266.55, which was lower than the previous day. The implied volatity was 8.11, the open interest changed by 0 which decreased total open position to 0
