MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Mar 2025 04:12 PM IST
| MIDCPNIFTY 27MAR2025 12150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.53
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Mar | 11352.10 | 1.4 | 0.05 | 19.84 | 53 | 3 | 118 | |||
| 18 Mar | 11142.65 | 1.35 | 0.6 | 22.55 | 5 | 0 | 115 | |||
| 17 Mar | 10893.15 | 0.7 | -4.7 | 24.82 | 102 | 0 | 115 | |||
| 13 Mar | 10823.95 | 5.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 10911.65 | 5.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 11002.25 | 5.4 | 0.9 | 22.77 | 3 | 0 | 115 | |||
| 10 Mar | 10956.05 | 4.5 | -6 | 23.21 | 103 | 26 | 138 | |||
| 7 Mar | 11117.90 | 10.5 | -5.95 | 20.97 | 28 | 19 | 112 | |||
| 6 Mar | 11190.65 | 16.45 | -0.7 | 21.30 | 28 | -4 | 94 | |||
| 5 Mar | 11168.50 | 17 | 7.9 | 20.97 | 101 | 8 | 103 | |||
| 4 Mar | 10833.65 | 9.1 | -0.9 | 23.80 | 85 | 5 | 99 | |||
| 3 Mar | 10866.10 | 10 | -0.5 | 22.92 | 62 | 52 | 94 | |||
| 28 Feb | 10770.75 | 10.5 | -1203.3 | 23.15 | 42 | 4 | 4 | |||
| 27 Feb | 10957.30 | 1213.8 | 0 | 8.31 | 0 | 0 | 0 | |||
| 25 Feb | 11055.35 | 1213.8 | 0 | 7.28 | 0 | 0 | 0 | |||
| 24 Feb | 11126.55 | 1213.8 | 0 | 6.49 | 0 | 0 | 0 | |||
| 21 Feb | 11198.90 | 1213.8 | 0 | 5.76 | 0 | 0 | 0 | |||
| 20 Feb | 11391.45 | 1213.8 | 0 | 4.31 | 0 | 0 | 0 | |||
| 19 Feb | 11270.25 | 1213.8 | 0 | 4.94 | 0 | 0 | 0 | |||
| 18 Feb | 11136.65 | 1213.8 | 0 | 5.84 | 0 | 0 | 0 | |||
| 17 Feb | 11172.70 | 1213.8 | 0 | 5.40 | 0 | 0 | 0 | |||
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| 14 Feb | 11090.05 | 1213.8 | 0 | 5.61 | 0 | 0 | 0 | |||
| 13 Feb | 11359.90 | 1213.8 | 0 | 4.08 | 0 | 0 | 0 | |||
| 12 Feb | 11395.20 | 1213.8 | 0 | 3.84 | 0 | 0 | 0 | |||
| 11 Feb | 11471.45 | 1213.8 | 0 | 3.12 | 0 | 0 | 0 | |||
| 10 Feb | 11790.05 | 1213.8 | 0 | 1.15 | 0 | 0 | 0 | |||
| 7 Feb | 12011.50 | 1213.8 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 11973.35 | 1213.8 | 0 | 0.05 | 0 | 0 | 0 | |||
| 5 Feb | 12092.90 | 1213.8 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 12011.55 | 1213.8 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 11822.60 | 1213.8 | 0 | 1.00 | 0 | 0 | 0 | |||
| 1 Feb | 11864.60 | 1213.8 | 0 | 0.55 | 0 | 0 | 0 | |||
| 22 Jan | 11918.40 | 0 | 0.00 | 0.18 | 0 | 0 | 0 | |||
| 14 Jan | 12029.70 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12150 expiring on 27MAR2025
Delta for 12150 CE is 0.01
Historical price for 12150 CE is as follows
On 19 Mar MIDCPNIFTY was trading at 11352.10. The strike last trading price was 1.4, which was 0.05 higher than the previous day. The implied volatity was 19.84, the open interest changed by 3 which increased total open position to 118
On 18 Mar MIDCPNIFTY was trading at 11142.65. The strike last trading price was 1.35, which was 0.6 higher than the previous day. The implied volatity was 22.55, the open interest changed by 0 which decreased total open position to 115
On 17 Mar MIDCPNIFTY was trading at 10893.15. The strike last trading price was 0.7, which was -4.7 lower than the previous day. The implied volatity was 24.82, the open interest changed by 0 which decreased total open position to 115
On 13 Mar MIDCPNIFTY was trading at 10823.95. The strike last trading price was 5.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Mar MIDCPNIFTY was trading at 10911.65. The strike last trading price was 5.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Mar MIDCPNIFTY was trading at 11002.25. The strike last trading price was 5.4, which was 0.9 higher than the previous day. The implied volatity was 22.77, the open interest changed by 0 which decreased total open position to 115
On 10 Mar MIDCPNIFTY was trading at 10956.05. The strike last trading price was 4.5, which was -6 lower than the previous day. The implied volatity was 23.21, the open interest changed by 26 which increased total open position to 138
On 7 Mar MIDCPNIFTY was trading at 11117.90. The strike last trading price was 10.5, which was -5.95 lower than the previous day. The implied volatity was 20.97, the open interest changed by 19 which increased total open position to 112
On 6 Mar MIDCPNIFTY was trading at 11190.65. The strike last trading price was 16.45, which was -0.7 lower than the previous day. The implied volatity was 21.30, the open interest changed by -4 which decreased total open position to 94
On 5 Mar MIDCPNIFTY was trading at 11168.50. The strike last trading price was 17, which was 7.9 higher than the previous day. The implied volatity was 20.97, the open interest changed by 8 which increased total open position to 103
On 4 Mar MIDCPNIFTY was trading at 10833.65. The strike last trading price was 9.1, which was -0.9 lower than the previous day. The implied volatity was 23.80, the open interest changed by 5 which increased total open position to 99
On 3 Mar MIDCPNIFTY was trading at 10866.10. The strike last trading price was 10, which was -0.5 lower than the previous day. The implied volatity was 22.92, the open interest changed by 52 which increased total open position to 94
On 28 Feb MIDCPNIFTY was trading at 10770.75. The strike last trading price was 10.5, which was -1203.3 lower than the previous day. The implied volatity was 23.15, the open interest changed by 4 which increased total open position to 4
On 27 Feb MIDCPNIFTY was trading at 10957.30. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was 8.31, the open interest changed by 0 which decreased total open position to 0
On 25 Feb MIDCPNIFTY was trading at 11055.35. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was 7.28, the open interest changed by 0 which decreased total open position to 0
On 24 Feb MIDCPNIFTY was trading at 11126.55. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was 6.49, the open interest changed by 0 which decreased total open position to 0
On 21 Feb MIDCPNIFTY was trading at 11198.90. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0
On 20 Feb MIDCPNIFTY was trading at 11391.45. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was 5.84, the open interest changed by 0 which decreased total open position to 0
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was 5.40, the open interest changed by 0 which decreased total open position to 0
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was 4.08, the open interest changed by 0 which decreased total open position to 0
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was 3.84, the open interest changed by 0 which decreased total open position to 0
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 1213.8, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 0, 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 27MAR2025 12150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Mar | 11352.10 | 155.85 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 11142.65 | 155.85 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 10893.15 | 155.85 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 10823.95 | 155.85 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 10911.65 | 155.85 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 11002.25 | 155.85 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 10956.05 | 155.85 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 11117.90 | 155.85 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 11190.65 | 155.85 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 11168.50 | 155.85 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 10833.65 | 155.85 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 10866.10 | 155.85 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 10770.75 | 155.85 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 10957.30 | 155.85 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 11055.35 | 155.85 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 11126.55 | 155.85 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 11198.90 | 155.85 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 11391.45 | 155.85 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 11270.25 | 155.85 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 11136.65 | 155.85 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 11172.70 | 155.85 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 11090.05 | 155.85 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 11359.90 | 155.85 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 11395.20 | 155.85 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 11471.45 | 155.85 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 11790.05 | 155.85 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 12011.50 | 155.85 | 0 | 0.05 | 0 | 0 | 0 |
| 6 Feb | 11973.35 | 155.85 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 12092.90 | 155.85 | 0 | 0.61 | 0 | 0 | 0 |
| 4 Feb | 12011.55 | 155.85 | 0 | 0.23 | 0 | 0 | 0 |
| 3 Feb | 11822.60 | 155.85 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 11864.60 | 155.85 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 11918.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 12029.70 | 0 | 0.39 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12150 expiring on 27MAR2025
Delta for 12150 PE is -
Historical price for 12150 PE is as follows
On 19 Mar MIDCPNIFTY was trading at 11352.10. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar MIDCPNIFTY was trading at 11142.65. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar MIDCPNIFTY was trading at 10893.15. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar MIDCPNIFTY was trading at 10823.95. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar MIDCPNIFTY was trading at 10911.65. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar MIDCPNIFTY was trading at 11002.25. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar MIDCPNIFTY was trading at 10956.05. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar MIDCPNIFTY was trading at 11117.90. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar MIDCPNIFTY was trading at 11190.65. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar MIDCPNIFTY was trading at 11168.50. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar MIDCPNIFTY was trading at 10833.65. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar MIDCPNIFTY was trading at 10866.10. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb MIDCPNIFTY was trading at 10770.75. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb MIDCPNIFTY was trading at 10957.30. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb MIDCPNIFTY was trading at 11055.35. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb MIDCPNIFTY was trading at 11126.55. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Feb MIDCPNIFTY was trading at 11198.90. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb MIDCPNIFTY was trading at 11391.45. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 0, 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 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
