MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12075 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 6.15
Theta: -11.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 131.25 | -77.7 | 19.13 | 47,610 | 1,117 | 2,346 | |||
| 23 Jan | 12177.40 | 201 | 102.00 | 20.66 | 16,544 | -386 | 1,237 | |||
| 22 Jan | 11918.40 | 99 | -48.05 | 21.90 | 12,053 | 585 | 1,622 | |||
| 21 Jan | 12013.35 | 147.05 | -197.95 | 21.33 | 11,169 | 630 | 1,042 | |||
| 20 Jan | 12356.50 | 345 | 61.40 | 18.46 | 230 | 9 | 417 | |||
| 17 Jan | 12249.85 | 283.6 | 6.80 | 15.46 | 2,485 | 49 | 407 | |||
| 16 Jan | 12218.00 | 276.8 | 42.80 | 16.73 | 480 | -92 | 360 | |||
| 15 Jan | 12129.00 | 234 | 14.00 | 17.92 | 12,017 | -255 | 453 | |||
| 14 Jan | 12029.70 | 220 | 79.00 | 19.86 | 7,293 | -196 | 760 | |||
| 13 Jan | 11813.50 | 141 | -258.00 | 22.02 | 11,314 | 971 | 972 | |||
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| 10 Jan | 12283.00 | 399 | -444.05 | 21.10 | 1 | 0 | 0 | |||
| 9 Jan | 12481.20 | 843.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 843.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 843.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 843.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 843.05 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 843.05 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12075 expiring on 30JAN2025
Delta for 12075 CE is 0.54
Historical price for 12075 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 131.25, which was -77.7 lower than the previous day. The implied volatity was 19.13, the open interest changed by 1117 which increased total open position to 2346
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 201, which was 102.00 higher than the previous day. The implied volatity was 20.66, the open interest changed by -386 which decreased total open position to 1237
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 99, which was -48.05 lower than the previous day. The implied volatity was 21.90, the open interest changed by 585 which increased total open position to 1622
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 147.05, which was -197.95 lower than the previous day. The implied volatity was 21.33, the open interest changed by 630 which increased total open position to 1042
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 345, which was 61.40 higher than the previous day. The implied volatity was 18.46, the open interest changed by 9 which increased total open position to 417
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 283.6, which was 6.80 higher than the previous day. The implied volatity was 15.46, the open interest changed by 49 which increased total open position to 407
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 276.8, which was 42.80 higher than the previous day. The implied volatity was 16.73, the open interest changed by -92 which decreased total open position to 360
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 234, which was 14.00 higher than the previous day. The implied volatity was 17.92, the open interest changed by -255 which decreased total open position to 453
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 220, which was 79.00 higher than the previous day. The implied volatity was 19.86, the open interest changed by -196 which decreased total open position to 760
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 141, which was -258.00 lower than the previous day. The implied volatity was 22.02, the open interest changed by 971 which increased total open position to 972
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 399, which was -444.05 lower than the previous day. The implied volatity was 21.10, 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 843.05, 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 843.05, 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 843.05, 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 843.05, 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 843.05, 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 843.05, 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 12075 PE | |||||||
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Delta: -0.46
Vega: 6.15
Theta: -9.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 119.85 | 15.65 | 21.41 | 1,13,038 | 630 | 2,298 |
| 23 Jan | 12177.40 | 103.9 | -131.80 | 22.91 | 16,605 | 185 | 1,692 |
| 22 Jan | 11918.40 | 235.7 | 16.65 | 23.06 | 3,308 | -480 | 1,600 |
| 21 Jan | 12013.35 | 219.05 | 148.25 | 27.16 | 20,527 | 233 | 2,077 |
| 20 Jan | 12356.50 | 70.8 | -29.20 | 22.76 | 4,853 | -145 | 1,845 |
| 17 Jan | 12249.85 | 100 | -17.50 | 21.08 | 10,819 | 391 | 1,986 |
| 16 Jan | 12218.00 | 117.5 | -50.95 | 21.23 | 7,210 | 766 | 1,582 |
| 15 Jan | 12129.00 | 168.45 | -38.00 | 22.38 | 16,520 | 320 | 823 |
| 14 Jan | 12029.70 | 206.45 | -151.45 | 22.44 | 3,068 | -28 | 524 |
| 13 Jan | 11813.50 | 357.9 | 212.60 | 24.06 | 15,055 | 199 | 576 |
| 10 Jan | 12283.00 | 145.3 | 60.90 | 22.77 | 1,689 | -28 | 379 |
| 9 Jan | 12481.20 | 84.4 | 18.95 | 21.72 | 620 | 107 | 407 |
| 8 Jan | 12562.20 | 65.45 | 14.70 | 21.04 | 1,575 | 175 | 288 |
| 7 Jan | 12739.35 | 50.75 | -22.30 | 22.25 | 446 | 63 | 113 |
| 6 Jan | 12696.60 | 73.05 | 44.95 | 23.87 | 283 | 27 | 37 |
| 3 Jan | 13009.85 | 28.1 | -272.55 | 21.69 | 23 | 2 | 2 |
| 2 Jan | 13095.15 | 300.65 | 7.47 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12075 expiring on 30JAN2025
Delta for 12075 PE is -0.46
Historical price for 12075 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 119.85, which was 15.65 higher than the previous day. The implied volatity was 21.41, the open interest changed by 630 which increased total open position to 2298
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 103.9, which was -131.80 lower than the previous day. The implied volatity was 22.91, the open interest changed by 185 which increased total open position to 1692
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 235.7, which was 16.65 higher than the previous day. The implied volatity was 23.06, the open interest changed by -480 which decreased total open position to 1600
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 219.05, which was 148.25 higher than the previous day. The implied volatity was 27.16, the open interest changed by 233 which increased total open position to 2077
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 70.8, which was -29.20 lower than the previous day. The implied volatity was 22.76, the open interest changed by -145 which decreased total open position to 1845
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 100, which was -17.50 lower than the previous day. The implied volatity was 21.08, the open interest changed by 391 which increased total open position to 1986
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 117.5, which was -50.95 lower than the previous day. The implied volatity was 21.23, the open interest changed by 766 which increased total open position to 1582
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 168.45, which was -38.00 lower than the previous day. The implied volatity was 22.38, the open interest changed by 320 which increased total open position to 823
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 206.45, which was -151.45 lower than the previous day. The implied volatity was 22.44, the open interest changed by -28 which decreased total open position to 524
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 357.9, which was 212.60 higher than the previous day. The implied volatity was 24.06, the open interest changed by 199 which increased total open position to 576
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 145.3, which was 60.90 higher than the previous day. The implied volatity was 22.77, the open interest changed by -28 which decreased total open position to 379
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 84.4, which was 18.95 higher than the previous day. The implied volatity was 21.72, the open interest changed by 107 which increased total open position to 407
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 65.45, which was 14.70 higher than the previous day. The implied volatity was 21.04, the open interest changed by 175 which increased total open position to 288
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 50.75, which was -22.30 lower than the previous day. The implied volatity was 22.25, the open interest changed by 63 which increased total open position to 113
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 73.05, which was 44.95 higher than the previous day. The implied volatity was 23.87, the open interest changed by 27 which increased total open position to 37
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 28.1, which was -272.55 lower than the previous day. The implied volatity was 21.69, the open interest changed by 2 which increased total open position to 2
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 300.65, which was lower than the previous day. The implied volatity was 7.47, the open interest changed by 0 which decreased total open position to 0
