MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
15 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12025 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 9.14
Theta: -7.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Jan | 12129.00 | 265.85 | 13.85 | 18.05 | 5,759 | -195 | 862 | |||
| 14 Jan | 12029.70 | 252 | 93.95 | 20.37 | 18,155 | 347 | 1,061 | |||
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| 13 Jan | 11813.50 | 158.05 | -275.45 | 21.88 | 10,469 | 708 | 711 | |||
| 10 Jan | 12283.00 | 433.5 | -441.25 | 21.16 | 3 | 0 | 0 | |||
| 9 Jan | 12481.20 | 874.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 874.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 874.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 874.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 874.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 874.75 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12025 expiring on 30JAN2025
Delta for 12025 CE is 0.65
Historical price for 12025 CE is as follows
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 265.85, which was 13.85 higher than the previous day. The implied volatity was 18.05, the open interest changed by -195 which decreased total open position to 862
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 252, which was 93.95 higher than the previous day. The implied volatity was 20.37, the open interest changed by 347 which increased total open position to 1061
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 158.05, which was -275.45 lower than the previous day. The implied volatity was 21.88, the open interest changed by 708 which increased total open position to 711
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 433.5, which was -441.25 lower than the previous day. The implied volatity was 21.16, 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 874.75, 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 874.75, 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 874.75, 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 874.75, 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 874.75, 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 874.75, 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 12025 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 9.37
Theta: -5.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 12129.00 | 153 | -33.25 | 22.86 | 9,267 | 168 | 1,058 |
| 14 Jan | 12029.70 | 186.25 | -145.85 | 22.72 | 14,949 | 536 | 921 |
| 13 Jan | 11813.50 | 332.1 | 203.55 | 24.29 | 12,933 | 104 | 398 |
| 10 Jan | 12283.00 | 128.55 | 54.30 | 22.79 | 1,077 | 46 | 295 |
| 9 Jan | 12481.20 | 74.25 | 17.85 | 21.85 | 678 | 58 | 249 |
| 8 Jan | 12562.20 | 56.4 | 5.45 | 21.05 | 677 | 112 | 202 |
| 7 Jan | 12739.35 | 50.95 | -10.55 | 23.33 | 35 | 3 | 90 |
| 6 Jan | 12696.60 | 61.5 | 33.50 | 23.53 | 400 | 17 | 84 |
| 3 Jan | 13009.85 | 28 | -3.00 | 22.51 | 11 | 1 | 66 |
| 2 Jan | 13095.15 | 31 | 23.99 | 87 | 65 | 65 | |
For Nifty Midcap Select - strike price 12025 expiring on 30JAN2025
Delta for 12025 PE is -0.38
Historical price for 12025 PE is as follows
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 153, which was -33.25 lower than the previous day. The implied volatity was 22.86, the open interest changed by 168 which increased total open position to 1058
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 186.25, which was -145.85 lower than the previous day. The implied volatity was 22.72, the open interest changed by 536 which increased total open position to 921
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 332.1, which was 203.55 higher than the previous day. The implied volatity was 24.29, the open interest changed by 104 which increased total open position to 398
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 128.55, which was 54.30 higher than the previous day. The implied volatity was 22.79, the open interest changed by 46 which increased total open position to 295
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 74.25, which was 17.85 higher than the previous day. The implied volatity was 21.85, the open interest changed by 58 which increased total open position to 249
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 56.4, which was 5.45 higher than the previous day. The implied volatity was 21.05, the open interest changed by 112 which increased total open position to 202
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 50.95, which was -10.55 lower than the previous day. The implied volatity was 23.33, the open interest changed by 3 which increased total open position to 90
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 61.5, which was 33.50 higher than the previous day. The implied volatity was 23.53, the open interest changed by 17 which increased total open position to 84
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 28, which was -3.00 lower than the previous day. The implied volatity was 22.51, the open interest changed by 1 which increased total open position to 66
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 31, which was lower than the previous day. The implied volatity was 23.99, the open interest changed by 65 which increased total open position to 65
