MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12125 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 6.60
Theta: -11.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 170 | 84.85 | 20.44 | 23,977 | -542 | 1,069 | |||
| 22 Jan | 11918.40 | 85.15 | -38.70 | 22.39 | 11,963 | -494 | 1,602 | |||
| 21 Jan | 12013.35 | 123.85 | -190.60 | 21.17 | 28,683 | 1,678 | 2,103 | |||
| 20 Jan | 12356.50 | 314.45 | 68.65 | 19.63 | 956 | -51 | 422 | |||
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| 17 Jan | 12249.85 | 245.8 | -2.40 | 15.21 | 4,641 | 121 | 481 | |||
| 16 Jan | 12218.00 | 248.2 | 38.20 | 17.22 | 2,508 | -514 | 358 | |||
| 15 Jan | 12129.00 | 210 | 13.60 | 18.35 | 19,872 | 246 | 942 | |||
| 14 Jan | 12029.70 | 196.4 | 75.15 | 20.01 | 6,299 | -295 | 697 | |||
| 13 Jan | 11813.50 | 121.25 | -203.75 | 21.72 | 16,952 | 990 | 1,013 | |||
| 10 Jan | 12283.00 | 325 | -231.00 | 17.19 | 11 | 9 | 22 | |||
| 9 Jan | 12481.20 | 556 | -256.00 | 25.41 | 13 | 12 | 12 | |||
| 8 Jan | 12562.20 | 812 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 12739.35 | 812 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 812 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 812 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 812 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12125 expiring on 30JAN2025
Delta for 12125 CE is 0.58
Historical price for 12125 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 170, which was 84.85 higher than the previous day. The implied volatity was 20.44, the open interest changed by -542 which decreased total open position to 1069
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 85.15, which was -38.70 lower than the previous day. The implied volatity was 22.39, the open interest changed by -494 which decreased total open position to 1602
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 123.85, which was -190.60 lower than the previous day. The implied volatity was 21.17, the open interest changed by 1678 which increased total open position to 2103
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 314.45, which was 68.65 higher than the previous day. The implied volatity was 19.63, the open interest changed by -51 which decreased total open position to 422
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 245.8, which was -2.40 lower than the previous day. The implied volatity was 15.21, the open interest changed by 121 which increased total open position to 481
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 248.2, which was 38.20 higher than the previous day. The implied volatity was 17.22, the open interest changed by -514 which decreased total open position to 358
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 210, which was 13.60 higher than the previous day. The implied volatity was 18.35, the open interest changed by 246 which increased total open position to 942
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 196.4, which was 75.15 higher than the previous day. The implied volatity was 20.01, the open interest changed by -295 which decreased total open position to 697
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 121.25, which was -203.75 lower than the previous day. The implied volatity was 21.72, the open interest changed by 990 which increased total open position to 1013
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 325, which was -231.00 lower than the previous day. The implied volatity was 17.19, the open interest changed by 9 which increased total open position to 22
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 556, which was -256.00 lower than the previous day. The implied volatity was 25.41, the open interest changed by 12 which increased total open position to 12
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 812, 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 812, 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 812, 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 812, 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 812, 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 12125 PE | |||||||
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Delta: -0.43
Vega: 6.62
Theta: -9.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 126 | -142.60 | 23.10 | 25,941 | 174 | 1,576 |
| 22 Jan | 11918.40 | 268.6 | 19.85 | 23.11 | 2,850 | -945 | 1,434 |
| 21 Jan | 12013.35 | 248.75 | 166.50 | 27.46 | 26,888 | 219 | 2,380 |
| 20 Jan | 12356.50 | 82.25 | -43.90 | 22.40 | 8,854 | 351 | 2,164 |
| 17 Jan | 12249.85 | 126.15 | -10.30 | 22.12 | 17,348 | 514 | 1,806 |
| 16 Jan | 12218.00 | 136.45 | -58.55 | 21.27 | 7,367 | 428 | 1,345 |
| 15 Jan | 12129.00 | 195 | -41.95 | 22.82 | 21,095 | 581 | 962 |
| 14 Jan | 12029.70 | 236.95 | -159.45 | 23.00 | 582 | 28 | 382 |
| 13 Jan | 11813.50 | 396.4 | 230.30 | 24.71 | 12,873 | -53 | 357 |
| 10 Jan | 12283.00 | 166.1 | 67.00 | 23.07 | 2,115 | -21 | 419 |
| 9 Jan | 12481.20 | 99.1 | 22.90 | 21.98 | 709 | 137 | 441 |
| 8 Jan | 12562.20 | 76.2 | 18.60 | 21.10 | 875 | 35 | 303 |
| 7 Jan | 12739.35 | 57.6 | -15.15 | 22.12 | 176 | -3 | 269 |
| 6 Jan | 12696.60 | 72.75 | 42.50 | 22.72 | 538 | -15 | 274 |
| 3 Jan | 13009.85 | 30.25 | -6.00 | 21.25 | 767 | 223 | 289 |
| 2 Jan | 13095.15 | 36.25 | 23.27 | 170 | -10 | 73 | |
For Nifty Midcap Select - strike price 12125 expiring on 30JAN2025
Delta for 12125 PE is -0.43
Historical price for 12125 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 126, which was -142.60 lower than the previous day. The implied volatity was 23.10, the open interest changed by 174 which increased total open position to 1576
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 268.6, which was 19.85 higher than the previous day. The implied volatity was 23.11, the open interest changed by -945 which decreased total open position to 1434
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 248.75, which was 166.50 higher than the previous day. The implied volatity was 27.46, the open interest changed by 219 which increased total open position to 2380
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 82.25, which was -43.90 lower than the previous day. The implied volatity was 22.40, the open interest changed by 351 which increased total open position to 2164
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 126.15, which was -10.30 lower than the previous day. The implied volatity was 22.12, the open interest changed by 514 which increased total open position to 1806
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 136.45, which was -58.55 lower than the previous day. The implied volatity was 21.27, the open interest changed by 428 which increased total open position to 1345
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 195, which was -41.95 lower than the previous day. The implied volatity was 22.82, the open interest changed by 581 which increased total open position to 962
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 236.95, which was -159.45 lower than the previous day. The implied volatity was 23.00, the open interest changed by 28 which increased total open position to 382
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 396.4, which was 230.30 higher than the previous day. The implied volatity was 24.71, the open interest changed by -53 which decreased total open position to 357
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 166.1, which was 67.00 higher than the previous day. The implied volatity was 23.07, the open interest changed by -21 which decreased total open position to 419
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 99.1, which was 22.90 higher than the previous day. The implied volatity was 21.98, the open interest changed by 137 which increased total open position to 441
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 76.2, which was 18.60 higher than the previous day. The implied volatity was 21.10, the open interest changed by 35 which increased total open position to 303
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 57.6, which was -15.15 lower than the previous day. The implied volatity was 22.12, the open interest changed by -3 which decreased total open position to 269
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 72.75, which was 42.50 higher than the previous day. The implied volatity was 22.72, the open interest changed by -15 which decreased total open position to 274
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 30.25, which was -6.00 lower than the previous day. The implied volatity was 21.25, the open interest changed by 223 which increased total open position to 289
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 36.25, which was lower than the previous day. The implied volatity was 23.27, the open interest changed by -10 which decreased total open position to 73
