MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 6.08
Theta: -11.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 146.65 | -79.2 | 19.42 | 42,139 | 1,065 | 2,367 | |||
| 23 Jan | 12177.40 | 217.25 | 109.25 | 20.72 | 17,457 | -507 | 1,303 | |||
| 22 Jan | 11918.40 | 108 | -49.25 | 21.84 | 22,636 | 161 | 1,801 | |||
| 21 Jan | 12013.35 | 157.25 | -217.70 | 21.10 | 7,782 | 1,002 | 1,662 | |||
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| 20 Jan | 12356.50 | 374.95 | 77.95 | 20.25 | 223 | 35 | 660 | |||
| 17 Jan | 12249.85 | 297 | -2.45 | 14.77 | 1,303 | -20 | 625 | |||
| 16 Jan | 12218.00 | 299.45 | 51.40 | 17.39 | 407 | -107 | 645 | |||
| 15 Jan | 12129.00 | 248.05 | 13.05 | 17.82 | 13,243 | -597 | 760 | |||
| 14 Jan | 12029.70 | 235 | 86.05 | 20.04 | 16,207 | 378 | 1,313 | |||
| 13 Jan | 11813.50 | 148.95 | -229.30 | 21.91 | 12,283 | 931 | 935 | |||
| 10 Jan | 12283.00 | 378.25 | -480.55 | 17.25 | 5 | 4 | 4 | |||
| 9 Jan | 12481.20 | 858.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 858.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 858.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 858.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 858.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 858.8 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12050 expiring on 30JAN2025
Delta for 12050 CE is 0.57
Historical price for 12050 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 146.65, which was -79.2 lower than the previous day. The implied volatity was 19.42, the open interest changed by 1065 which increased total open position to 2367
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 217.25, which was 109.25 higher than the previous day. The implied volatity was 20.72, the open interest changed by -507 which decreased total open position to 1303
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 108, which was -49.25 lower than the previous day. The implied volatity was 21.84, the open interest changed by 161 which increased total open position to 1801
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 157.25, which was -217.70 lower than the previous day. The implied volatity was 21.10, the open interest changed by 1002 which increased total open position to 1662
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 374.95, which was 77.95 higher than the previous day. The implied volatity was 20.25, the open interest changed by 35 which increased total open position to 660
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 297, which was -2.45 lower than the previous day. The implied volatity was 14.77, the open interest changed by -20 which decreased total open position to 625
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 299.45, which was 51.40 higher than the previous day. The implied volatity was 17.39, the open interest changed by -107 which decreased total open position to 645
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 248.05, which was 13.05 higher than the previous day. The implied volatity was 17.82, the open interest changed by -597 which decreased total open position to 760
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 235, which was 86.05 higher than the previous day. The implied volatity was 20.04, the open interest changed by 378 which increased total open position to 1313
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 148.95, which was -229.30 lower than the previous day. The implied volatity was 21.91, the open interest changed by 931 which increased total open position to 935
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 378.25, which was -480.55 lower than the previous day. The implied volatity was 17.25, the open interest changed by 4 which increased total open position to 4
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 858.8, 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 858.8, 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 858.8, 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 858.8, 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 858.8, 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 858.8, 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 12050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 6.10
Theta: -9.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 108.75 | 13.55 | 21.48 | 1,13,846 | 1,436 | 3,053 |
| 23 Jan | 12177.40 | 97.6 | -120.40 | 23.41 | 18,770 | 866 | 1,624 |
| 22 Jan | 11918.40 | 218 | 13.90 | 22.80 | 5,189 | -503 | 760 |
| 21 Jan | 12013.35 | 204.1 | 137.70 | 26.90 | 19,257 | -877 | 1,252 |
| 20 Jan | 12356.50 | 66.4 | -35.40 | 23.07 | 8,459 | 461 | 2,131 |
| 17 Jan | 12249.85 | 101.8 | -7.30 | 22.29 | 8,419 | 279 | 1,683 |
| 16 Jan | 12218.00 | 109.1 | -49.40 | 21.26 | 5,037 | -120 | 1,405 |
| 15 Jan | 12129.00 | 158.5 | -35.55 | 22.38 | 19,201 | -253 | 1,536 |
| 14 Jan | 12029.70 | 194.05 | -150.90 | 22.37 | 10,669 | 1,182 | 1,851 |
| 13 Jan | 11813.50 | 344.95 | 208.50 | 24.33 | 14,224 | 256 | 673 |
| 10 Jan | 12283.00 | 136.45 | 56.45 | 22.77 | 1,624 | 43 | 417 |
| 9 Jan | 12481.20 | 80 | 17.25 | 21.88 | 815 | 214 | 375 |
| 8 Jan | 12562.20 | 62.75 | 18.75 | 21.25 | 446 | 156 | 161 |
| 7 Jan | 12739.35 | 44 | -13.85 | 21.81 | 2 | 1 | 5 |
| 6 Jan | 12696.60 | 57.85 | -234.00 | 22.47 | 4 | 0 | 0 |
| 3 Jan | 13009.85 | 291.85 | 0.00 | 7.22 | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 291.85 | 7.62 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12050 expiring on 30JAN2025
Delta for 12050 PE is -0.43
Historical price for 12050 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 108.75, which was 13.55 higher than the previous day. The implied volatity was 21.48, the open interest changed by 1436 which increased total open position to 3053
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 97.6, which was -120.40 lower than the previous day. The implied volatity was 23.41, the open interest changed by 866 which increased total open position to 1624
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 218, which was 13.90 higher than the previous day. The implied volatity was 22.80, the open interest changed by -503 which decreased total open position to 760
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 204.1, which was 137.70 higher than the previous day. The implied volatity was 26.90, the open interest changed by -877 which decreased total open position to 1252
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 66.4, which was -35.40 lower than the previous day. The implied volatity was 23.07, the open interest changed by 461 which increased total open position to 2131
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 101.8, which was -7.30 lower than the previous day. The implied volatity was 22.29, the open interest changed by 279 which increased total open position to 1683
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 109.1, which was -49.40 lower than the previous day. The implied volatity was 21.26, the open interest changed by -120 which decreased total open position to 1405
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 158.5, which was -35.55 lower than the previous day. The implied volatity was 22.38, the open interest changed by -253 which decreased total open position to 1536
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 194.05, which was -150.90 lower than the previous day. The implied volatity was 22.37, the open interest changed by 1182 which increased total open position to 1851
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 344.95, which was 208.50 higher than the previous day. The implied volatity was 24.33, the open interest changed by 256 which increased total open position to 673
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 136.45, which was 56.45 higher than the previous day. The implied volatity was 22.77, the open interest changed by 43 which increased total open position to 417
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 80, which was 17.25 higher than the previous day. The implied volatity was 21.88, the open interest changed by 214 which increased total open position to 375
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 62.75, which was 18.75 higher than the previous day. The implied volatity was 21.25, the open interest changed by 156 which increased total open position to 161
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 44, which was -13.85 lower than the previous day. The implied volatity was 21.81, the open interest changed by 1 which increased total open position to 5
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 57.85, which was -234.00 lower than the previous day. The implied volatity was 22.47, 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 291.85, which was 0.00 lower than the previous day. The implied volatity was 7.22, 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 291.85, which was lower than the previous day. The implied volatity was 7.62, the open interest changed by 0 which decreased total open position to 0
