MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12000 CE | ||||||||||
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Delta: 0.64
Vega: 5.77
Theta: -10.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 170 | -85.95 | 18.28 | 62,747 | 1,010 | 10,046 | |||
| 23 Jan | 12177.40 | 249.95 | 122.05 | 20.56 | 76,103 | -6,863 | 9,053 | |||
| 22 Jan | 11918.40 | 127.9 | -56.05 | 21.75 | 1,37,525 | 8,135 | 15,951 | |||
| 21 Jan | 12013.35 | 183.95 | -223.75 | 21.23 | 26,964 | 3,895 | 7,770 | |||
| 20 Jan | 12356.50 | 407.7 | 74.40 | 18.84 | 6,276 | -398 | 3,880 | |||
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| 17 Jan | 12249.85 | 333.3 | -13.20 | 14.19 | 8,751 | -42 | 4,417 | |||
| 16 Jan | 12218.00 | 346.5 | 66.50 | 18.83 | 7,508 | -1,316 | 4,478 | |||
| 15 Jan | 12129.00 | 280 | 13.95 | 17.86 | 32,251 | -2,752 | 5,853 | |||
| 14 Jan | 12029.70 | 266.05 | 100.05 | 20.35 | 79,840 | 2,898 | 8,527 | |||
| 13 Jan | 11813.50 | 166 | -241.00 | 21.69 | 52,347 | 4,588 | 5,661 | |||
| 10 Jan | 12283.00 | 407 | -171.00 | 16.34 | 2,171 | 804 | 1,076 | |||
| 9 Jan | 12481.20 | 578 | -90.35 | 16.08 | 340 | -39 | 271 | |||
| 8 Jan | 12562.20 | 668.35 | -131.65 | 18.12 | 603 | 212 | 312 | |||
| 7 Jan | 12739.35 | 800 | 5.75 | - | 18 | 6 | 99 | |||
| 6 Jan | 12696.60 | 794.25 | -261.20 | 18.19 | 74 | 11 | 93 | |||
| 3 Jan | 13009.85 | 1055.45 | 0.00 | 0.00 | 0 | 82 | 0 | |||
| 2 Jan | 13095.15 | 1055.45 | - | 9 | -5 | 80 | ||||
For Nifty Midcap Select - strike price 12000 expiring on 30JAN2025
Delta for 12000 CE is 0.64
Historical price for 12000 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 170, which was -85.95 lower than the previous day. The implied volatity was 18.28, the open interest changed by 1010 which increased total open position to 10046
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 249.95, which was 122.05 higher than the previous day. The implied volatity was 20.56, the open interest changed by -6863 which decreased total open position to 9053
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 127.9, which was -56.05 lower than the previous day. The implied volatity was 21.75, the open interest changed by 8135 which increased total open position to 15951
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 183.95, which was -223.75 lower than the previous day. The implied volatity was 21.23, the open interest changed by 3895 which increased total open position to 7770
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 407.7, which was 74.40 higher than the previous day. The implied volatity was 18.84, the open interest changed by -398 which decreased total open position to 3880
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 333.3, which was -13.20 lower than the previous day. The implied volatity was 14.19, the open interest changed by -42 which decreased total open position to 4417
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 346.5, which was 66.50 higher than the previous day. The implied volatity was 18.83, the open interest changed by -1316 which decreased total open position to 4478
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 280, which was 13.95 higher than the previous day. The implied volatity was 17.86, the open interest changed by -2752 which decreased total open position to 5853
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 266.05, which was 100.05 higher than the previous day. The implied volatity was 20.35, the open interest changed by 2898 which increased total open position to 8527
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 166, which was -241.00 lower than the previous day. The implied volatity was 21.69, the open interest changed by 4588 which increased total open position to 5661
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 407, which was -171.00 lower than the previous day. The implied volatity was 16.34, the open interest changed by 804 which increased total open position to 1076
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 578, which was -90.35 lower than the previous day. The implied volatity was 16.08, the open interest changed by -39 which decreased total open position to 271
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 668.35, which was -131.65 lower than the previous day. The implied volatity was 18.12, the open interest changed by 212 which increased total open position to 312
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 800, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 99
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 794.25, which was -261.20 lower than the previous day. The implied volatity was 18.19, the open interest changed by 11 which increased total open position to 93
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 1055.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 82 which increased total open position to 0
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 1055.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 80
| MIDCPNIFTY 30JAN2025 12000 PE | |||||||
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Delta: -0.37
Vega: 5.86
Theta: -8.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 85 | 5.55 | 20.96 | 2,87,745 | 1,956 | 13,825 |
| 23 Jan | 12177.40 | 80.25 | -110.75 | 23.40 | 1,09,696 | 1,749 | 11,947 |
| 22 Jan | 11918.40 | 191 | 11.00 | 23.10 | 84,894 | -887 | 13,528 |
| 21 Jan | 12013.35 | 180 | 121.00 | 26.95 | 84,276 | -3,479 | 14,712 |
| 20 Jan | 12356.50 | 59 | -25.00 | 23.78 | 40,158 | 1,846 | 18,318 |
| 17 Jan | 12249.85 | 84 | -12.65 | 21.92 | 56,087 | 2,970 | 16,773 |
| 16 Jan | 12218.00 | 96.65 | -42.10 | 21.68 | 36,790 | -115 | 13,952 |
| 15 Jan | 12129.00 | 138.75 | -36.25 | 22.37 | 62,709 | 1,969 | 15,890 |
| 14 Jan | 12029.70 | 175 | -140.00 | 22.68 | 73,217 | 1,980 | 13,968 |
| 13 Jan | 11813.50 | 315 | 194.00 | 24.34 | 79,409 | -1,212 | 12,452 |
| 10 Jan | 12283.00 | 121 | 49.00 | 22.82 | 59,287 | 171 | 13,890 |
| 9 Jan | 12481.20 | 72 | 18.00 | 22.14 | 44,261 | 2,757 | 14,028 |
| 8 Jan | 12562.20 | 54 | 13.60 | 21.29 | 65,688 | 1,824 | 11,279 |
| 7 Jan | 12739.35 | 40.4 | -14.55 | 22.22 | 26,238 | 208 | 9,503 |
| 6 Jan | 12696.60 | 54.95 | 32.45 | 23.18 | 32,642 | 2,356 | 9,301 |
| 3 Jan | 13009.85 | 22.5 | -6.90 | 21.75 | 9,419 | 18 | 6,910 |
| 2 Jan | 13095.15 | 29.4 | 24.11 | 12,265 | 298 | 6,896 | |
For Nifty Midcap Select - strike price 12000 expiring on 30JAN2025
Delta for 12000 PE is -0.37
Historical price for 12000 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 85, which was 5.55 higher than the previous day. The implied volatity was 20.96, the open interest changed by 1956 which increased total open position to 13825
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 80.25, which was -110.75 lower than the previous day. The implied volatity was 23.40, the open interest changed by 1749 which increased total open position to 11947
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 191, which was 11.00 higher than the previous day. The implied volatity was 23.10, the open interest changed by -887 which decreased total open position to 13528
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 180, which was 121.00 higher than the previous day. The implied volatity was 26.95, the open interest changed by -3479 which decreased total open position to 14712
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 59, which was -25.00 lower than the previous day. The implied volatity was 23.78, the open interest changed by 1846 which increased total open position to 18318
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 84, which was -12.65 lower than the previous day. The implied volatity was 21.92, the open interest changed by 2970 which increased total open position to 16773
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 96.65, which was -42.10 lower than the previous day. The implied volatity was 21.68, the open interest changed by -115 which decreased total open position to 13952
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 138.75, which was -36.25 lower than the previous day. The implied volatity was 22.37, the open interest changed by 1969 which increased total open position to 15890
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 175, which was -140.00 lower than the previous day. The implied volatity was 22.68, the open interest changed by 1980 which increased total open position to 13968
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 315, which was 194.00 higher than the previous day. The implied volatity was 24.34, the open interest changed by -1212 which decreased total open position to 12452
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 121, which was 49.00 higher than the previous day. The implied volatity was 22.82, the open interest changed by 171 which increased total open position to 13890
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 72, which was 18.00 higher than the previous day. The implied volatity was 22.14, the open interest changed by 2757 which increased total open position to 14028
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 54, which was 13.60 higher than the previous day. The implied volatity was 21.29, the open interest changed by 1824 which increased total open position to 11279
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 40.4, which was -14.55 lower than the previous day. The implied volatity was 22.22, the open interest changed by 208 which increased total open position to 9503
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 54.95, which was 32.45 higher than the previous day. The implied volatity was 23.18, the open interest changed by 2356 which increased total open position to 9301
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 22.5, which was -6.90 lower than the previous day. The implied volatity was 21.75, the open interest changed by 18 which increased total open position to 6910
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 29.4, which was lower than the previous day. The implied volatity was 24.11, the open interest changed by 298 which increased total open position to 6896
