MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 6.18
Theta: -11.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 120.9 | -69.95 | 19.53 | 1,61,063 | 5,326 | 10,118 | |||
| 23 Jan | 12177.40 | 180 | 88.00 | 19.75 | 75,984 | -2,369 | 4,740 | |||
| 22 Jan | 11918.40 | 92 | -39.05 | 22.17 | 66,950 | 1,914 | 7,076 | |||
| 21 Jan | 12013.35 | 131.05 | -190.20 | 20.70 | 62,483 | 3,738 | 5,381 | |||
| 20 Jan | 12356.50 | 321.25 | 60.25 | 17.74 | 8,995 | -728 | 1,672 | |||
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| 17 Jan | 12249.85 | 261 | 2.70 | 14.91 | 9,929 | 244 | 2,398 | |||
| 16 Jan | 12218.00 | 258.3 | 36.30 | 16.53 | 7,779 | -1,553 | 2,164 | |||
| 15 Jan | 12129.00 | 222 | 15.15 | 18.17 | 59,305 | 1,251 | 3,727 | |||
| 14 Jan | 12029.70 | 206.85 | 73.85 | 19.83 | 21,244 | -910 | 2,587 | |||
| 13 Jan | 11813.50 | 133 | -216.00 | 22.09 | 40,736 | 3,423 | 3,520 | |||
| 10 Jan | 12283.00 | 349 | -156.00 | 17.82 | 179 | 90 | 97 | |||
| 9 Jan | 12481.20 | 505 | -322.45 | 17.57 | 7 | 1 | 1 | |||
| 8 Jan | 12562.20 | 827.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 827.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 827.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 827.45 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 827.45 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12100 expiring on 30JAN2025
Delta for 12100 CE is 0.51
Historical price for 12100 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 120.9, which was -69.95 lower than the previous day. The implied volatity was 19.53, the open interest changed by 5326 which increased total open position to 10118
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 180, which was 88.00 higher than the previous day. The implied volatity was 19.75, the open interest changed by -2369 which decreased total open position to 4740
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 92, which was -39.05 lower than the previous day. The implied volatity was 22.17, the open interest changed by 1914 which increased total open position to 7076
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 131.05, which was -190.20 lower than the previous day. The implied volatity was 20.70, the open interest changed by 3738 which increased total open position to 5381
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 321.25, which was 60.25 higher than the previous day. The implied volatity was 17.74, the open interest changed by -728 which decreased total open position to 1672
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 261, which was 2.70 higher than the previous day. The implied volatity was 14.91, the open interest changed by 244 which increased total open position to 2398
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 258.3, which was 36.30 higher than the previous day. The implied volatity was 16.53, the open interest changed by -1553 which decreased total open position to 2164
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 222, which was 15.15 higher than the previous day. The implied volatity was 18.17, the open interest changed by 1251 which increased total open position to 3727
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 206.85, which was 73.85 higher than the previous day. The implied volatity was 19.83, the open interest changed by -910 which decreased total open position to 2587
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 133, which was -216.00 lower than the previous day. The implied volatity was 22.09, the open interest changed by 3423 which increased total open position to 3520
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 349, which was -156.00 lower than the previous day. The implied volatity was 17.82, the open interest changed by 90 which increased total open position to 97
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 505, which was -322.45 lower than the previous day. The implied volatity was 17.57, the open interest changed by 1 which increased total open position to 1
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 827.45, 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 827.45, 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 827.45, 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 827.45, 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 827.45, 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 12100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 6.18
Theta: -8.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 125.2 | 12.2 | 20.30 | 2,50,212 | 3,020 | 10,756 |
| 23 Jan | 12177.40 | 115.7 | -136.00 | 23.17 | 65,895 | 4,532 | 7,838 |
| 22 Jan | 11918.40 | 251.7 | 19.55 | 23.06 | 11,590 | -1,904 | 4,315 |
| 21 Jan | 12013.35 | 232.15 | 154.15 | 27.11 | 69,213 | -200 | 6,217 |
| 20 Jan | 12356.50 | 78 | -35.10 | 22.83 | 26,005 | 1,270 | 7,308 |
| 17 Jan | 12249.85 | 113.1 | -14.80 | 21.64 | 40,063 | 873 | 6,080 |
| 16 Jan | 12218.00 | 127.9 | -52.10 | 21.38 | 16,394 | 741 | 6,273 |
| 15 Jan | 12129.00 | 180 | -35.95 | 22.38 | 50,394 | 3,100 | 5,553 |
| 14 Jan | 12029.70 | 215.95 | -154.10 | 22.17 | 9,282 | -61 | 2,606 |
| 13 Jan | 11813.50 | 370.05 | 212.15 | 23.67 | 50,077 | 1,446 | 4,143 |
| 10 Jan | 12283.00 | 157.9 | 64.15 | 23.17 | 9,770 | 847 | 2,715 |
| 9 Jan | 12481.20 | 93.75 | 23.05 | 22.02 | 5,922 | 402 | 1,913 |
| 8 Jan | 12562.20 | 70.7 | 17.15 | 21.06 | 14,393 | 1,082 | 1,517 |
| 7 Jan | 12739.35 | 53.55 | -16.45 | 22.10 | 4,037 | 323 | 431 |
| 6 Jan | 12696.60 | 70 | -239.60 | 22.96 | 604 | 104 | 104 |
| 3 Jan | 13009.85 | 309.6 | 0.00 | 6.89 | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 309.6 | 7.33 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12100 expiring on 30JAN2025
Delta for 12100 PE is -0.49
Historical price for 12100 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 125.2, which was 12.2 higher than the previous day. The implied volatity was 20.30, the open interest changed by 3020 which increased total open position to 10756
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 115.7, which was -136.00 lower than the previous day. The implied volatity was 23.17, the open interest changed by 4532 which increased total open position to 7838
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 251.7, which was 19.55 higher than the previous day. The implied volatity was 23.06, the open interest changed by -1904 which decreased total open position to 4315
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 232.15, which was 154.15 higher than the previous day. The implied volatity was 27.11, the open interest changed by -200 which decreased total open position to 6217
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 78, which was -35.10 lower than the previous day. The implied volatity was 22.83, the open interest changed by 1270 which increased total open position to 7308
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 113.1, which was -14.80 lower than the previous day. The implied volatity was 21.64, the open interest changed by 873 which increased total open position to 6080
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 127.9, which was -52.10 lower than the previous day. The implied volatity was 21.38, the open interest changed by 741 which increased total open position to 6273
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 180, which was -35.95 lower than the previous day. The implied volatity was 22.38, the open interest changed by 3100 which increased total open position to 5553
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 215.95, which was -154.10 lower than the previous day. The implied volatity was 22.17, the open interest changed by -61 which decreased total open position to 2606
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 370.05, which was 212.15 higher than the previous day. The implied volatity was 23.67, the open interest changed by 1446 which increased total open position to 4143
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 157.9, which was 64.15 higher than the previous day. The implied volatity was 23.17, the open interest changed by 847 which increased total open position to 2715
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 93.75, which was 23.05 higher than the previous day. The implied volatity was 22.02, the open interest changed by 402 which increased total open position to 1913
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 70.7, which was 17.15 higher than the previous day. The implied volatity was 21.06, the open interest changed by 1082 which increased total open position to 1517
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 53.55, which was -16.45 lower than the previous day. The implied volatity was 22.10, the open interest changed by 323 which increased total open position to 431
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 70, which was -239.60 lower than the previous day. The implied volatity was 22.96, the open interest changed by 104 which increased total open position to 104
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 309.6, which was 0.00 lower than the previous day. The implied volatity was 6.89, 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 309.6, which was lower than the previous day. The implied volatity was 7.33, the open interest changed by 0 which decreased total open position to 0
