MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 12175 CE | ||||||||||
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Delta: 0.02
Vega: 0.69
Theta: -1.08
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 11270.25 | 2.35 | -1.8 | 23.87 | 155 | 4 | 317 | |||
18 Feb | 11136.65 | 3.45 | -7.1 | 27.10 | 188 | -20 | 346 | |||
17 Feb | 11172.70 | 10.7 | -1.15 | 29.56 | 63 | -12 | 368 | |||
14 Feb | 11090.05 | 12.05 | -12.9 | 28.69 | 305 | -22 | 394 | |||
13 Feb | 11359.90 | 25.55 | -8.75 | 25.60 | 51 | -13 | 417 | |||
12 Feb | 11395.20 | 36.5 | -8.7 | 25.69 | 1,301 | 62 | 431 | |||
11 Feb | 11471.45 | 44.85 | -59.5 | 24.84 | 605 | -3 | 371 | |||
10 Feb | 11790.05 | 103.6 | -78.35 | 22.60 | 625 | 13 | 373 | |||
7 Feb | 12011.50 | 189.3 | 3.05 | 20.88 | 855 | -59 | 358 | |||
6 Feb | 11973.35 | 185.75 | -60.15 | 21.60 | 3,654 | 57 | 419 | |||
5 Feb | 12092.90 | 240.9 | 26 | 20.64 | 6,216 | 186 | 364 | |||
4 Feb | 12011.55 | 212.8 | 69.6 | 21.70 | 801 | -25 | 184 | |||
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3 Feb | 11822.60 | 143.55 | -26.15 | 21.26 | 615 | 68 | 209 | |||
1 Feb | 11864.60 | 169 | -171 | 21.59 | 363 | 139 | 139 | |||
31 Jan | 11930.85 | 340 | 0 | 0.00 | 0 | 0 | 0 | |||
30 Jan | 11795.15 | 340 | 0 | 0.00 | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 340 | 0 | 0.00 | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 340 | 0 | 0.00 | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 340 | 0 | 0.00 | 0 | 0 | 0 | |||
24 Jan | 12087.85 | 340 | -555.75 | 22.12 | 3 | 1 | 1 | |||
23 Jan | 12177.40 | 895.75 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 11918.40 | 895.75 | 0.00 | 1.66 | 0 | 0 | 0 | |||
21 Jan | 12013.35 | 895.75 | 0.00 | 0.26 | 0 | 0 | 0 | |||
20 Jan | 12356.50 | 895.75 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 12249.85 | 895.75 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 895.75 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 895.75 | 895.75 | - | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 0 | 0.00 | 0.29 | 0 | 0 | 0 | |||
13 Jan | 11813.50 | 0 | 0.00 | 1.28 | 0 | 0 | 0 | |||
10 Jan | 12283.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
9 Jan | 12481.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
7 Jan | 12739.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
6 Jan | 12696.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
3 Jan | 13009.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
2 Jan | 13095.15 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12175 expiring on 27FEB2025
Delta for 12175 CE is 0.02
Historical price for 12175 CE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 2.35, which was -1.8 lower than the previous day. The implied volatity was 23.87, the open interest changed by 4 which increased total open position to 317
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 3.45, which was -7.1 lower than the previous day. The implied volatity was 27.10, the open interest changed by -20 which decreased total open position to 346
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 10.7, which was -1.15 lower than the previous day. The implied volatity was 29.56, the open interest changed by -12 which decreased total open position to 368
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 12.05, which was -12.9 lower than the previous day. The implied volatity was 28.69, the open interest changed by -22 which decreased total open position to 394
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 25.55, which was -8.75 lower than the previous day. The implied volatity was 25.60, the open interest changed by -13 which decreased total open position to 417
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 36.5, which was -8.7 lower than the previous day. The implied volatity was 25.69, the open interest changed by 62 which increased total open position to 431
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 44.85, which was -59.5 lower than the previous day. The implied volatity was 24.84, the open interest changed by -3 which decreased total open position to 371
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 103.6, which was -78.35 lower than the previous day. The implied volatity was 22.60, the open interest changed by 13 which increased total open position to 373
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 189.3, which was 3.05 higher than the previous day. The implied volatity was 20.88, the open interest changed by -59 which decreased total open position to 358
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 185.75, which was -60.15 lower than the previous day. The implied volatity was 21.60, the open interest changed by 57 which increased total open position to 419
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 240.9, which was 26 higher than the previous day. The implied volatity was 20.64, the open interest changed by 186 which increased total open position to 364
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 212.8, which was 69.6 higher than the previous day. The implied volatity was 21.70, the open interest changed by -25 which decreased total open position to 184
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 143.55, which was -26.15 lower than the previous day. The implied volatity was 21.26, the open interest changed by 68 which increased total open position to 209
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 169, which was -171 lower than the previous day. The implied volatity was 21.59, the open interest changed by 139 which increased total open position to 139
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 340, 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 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 340, 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 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 340, 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 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 340, 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 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 340, 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 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 340, which was -555.75 lower than the previous day. The implied volatity was 22.12, the open interest changed by 1 which increased total open position to 1
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 895.75, 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 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 895.75, which was 0.00 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 895.75, which was 0.00 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 895.75, 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 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 895.75, 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 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 895.75, 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 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 895.75, which was 895.75 higher 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 0.00 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
On 10 Jan MIDCPNIFTY was trading at 12283.00. 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 9 Jan MIDCPNIFTY was trading at 12481.20. 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 7 Jan MIDCPNIFTY was trading at 12739.35. 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 6 Jan MIDCPNIFTY was trading at 12696.60. 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 3 Jan MIDCPNIFTY was trading at 13009.85. 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 2 Jan MIDCPNIFTY was trading at 13095.15. 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 27FEB2025 12175 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 11270.25 | 887.35 | -207.95 | - | 7 | 1 | 226 |
18 Feb | 11136.65 | 1095.3 | 65.3 | 52.47 | 1 | 0 | 226 |
17 Feb | 11172.70 | 1030 | 103.45 | 47.01 | 3 | -1 | 228 |
14 Feb | 11090.05 | 926.55 | 110.6 | - | 8 | -1 | 230 |
13 Feb | 11359.90 | 815.95 | 41.45 | 28.58 | 2 | -1 | 231 |
12 Feb | 11395.20 | 774.5 | 0.5 | 29.79 | 11 | -1 | 232 |
11 Feb | 11471.45 | 774 | 305.65 | 35.90 | 1 | 0 | 232 |
10 Feb | 11790.05 | 468.35 | 144.9 | 26.38 | 4 | 1 | 233 |
7 Feb | 12011.50 | 316.7 | -37.5 | 23.51 | 101 | -6 | 234 |
6 Feb | 11973.35 | 355.05 | 73 | 24.37 | 2,491 | -34 | 240 |
5 Feb | 12092.90 | 282.7 | -56.4 | 23.55 | 6,360 | 229 | 284 |
4 Feb | 12011.55 | 342.5 | -119.5 | 23.81 | 57 | 42 | 55 |
3 Feb | 11822.60 | 462 | 55.9 | 24.65 | 8 | 0 | 21 |
1 Feb | 11864.60 | 406.1 | 6.1 | 21.16 | 20 | 9 | 10 |
31 Jan | 11930.85 | 400 | 0 | 0.00 | 0 | 0 | 0 |
30 Jan | 11795.15 | 400 | 0 | 0.00 | 0 | 0 | 0 |
29 Jan | 11871.70 | 400 | 0 | 0.00 | 0 | 0 | 0 |
28 Jan | 11644.40 | 400 | 0 | 0.00 | 0 | 0 | 0 |
27 Jan | 11722.20 | 400 | 0 | 0.00 | 0 | 0 | 0 |
24 Jan | 12087.85 | 400 | 0 | 0.00 | 0 | 0 | 0 |
23 Jan | 12177.40 | 400 | 0.00 | 0.00 | 0 | 1 | 0 |
22 Jan | 11918.40 | 400 | 125.25 | 21.73 | 1 | 0 | 0 |
21 Jan | 12013.35 | 274.75 | 0.00 | 0.44 | 0 | 0 | 0 |
20 Jan | 12356.50 | 274.75 | 0.00 | 1.85 | 0 | 0 | 0 |
17 Jan | 12249.85 | 274.75 | 0.00 | 1.33 | 0 | 0 | 0 |
16 Jan | 12218.00 | 274.75 | 0.00 | 1.11 | 0 | 0 | 0 |
15 Jan | 12129.00 | 274.75 | 0.00 | 0.68 | 0 | 0 | 0 |
14 Jan | 12029.70 | 274.75 | 0.00 | - | 0 | 0 | 0 |
13 Jan | 11813.50 | 274.75 | 0.00 | - | 0 | 0 | 0 |
10 Jan | 12283.00 | 274.75 | 0.00 | 1.50 | 0 | 0 | 0 |
9 Jan | 12481.20 | 274.75 | 0.00 | 2.58 | 0 | 0 | 0 |
7 Jan | 12739.35 | 274.75 | 0.00 | 3.99 | 0 | 0 | 0 |
6 Jan | 12696.60 | 274.75 | 0.00 | 3.74 | 0 | 0 | 0 |
3 Jan | 13009.85 | 274.75 | 0.00 | 5.11 | 0 | 0 | 0 |
2 Jan | 13095.15 | 274.75 | 4.88 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12175 expiring on 27FEB2025
Delta for 12175 PE is -
Historical price for 12175 PE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 887.35, which was -207.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 226
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 1095.3, which was 65.3 higher than the previous day. The implied volatity was 52.47, the open interest changed by 0 which decreased total open position to 226
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 1030, which was 103.45 higher than the previous day. The implied volatity was 47.01, the open interest changed by -1 which decreased total open position to 228
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 926.55, which was 110.6 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 230
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 815.95, which was 41.45 higher than the previous day. The implied volatity was 28.58, the open interest changed by -1 which decreased total open position to 231
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 774.5, which was 0.5 higher than the previous day. The implied volatity was 29.79, the open interest changed by -1 which decreased total open position to 232
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 774, which was 305.65 higher than the previous day. The implied volatity was 35.90, the open interest changed by 0 which decreased total open position to 232
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 468.35, which was 144.9 higher than the previous day. The implied volatity was 26.38, the open interest changed by 1 which increased total open position to 233
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 316.7, which was -37.5 lower than the previous day. The implied volatity was 23.51, the open interest changed by -6 which decreased total open position to 234
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 355.05, which was 73 higher than the previous day. The implied volatity was 24.37, the open interest changed by -34 which decreased total open position to 240
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 282.7, which was -56.4 lower than the previous day. The implied volatity was 23.55, the open interest changed by 229 which increased total open position to 284
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 342.5, which was -119.5 lower than the previous day. The implied volatity was 23.81, the open interest changed by 42 which increased total open position to 55
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 462, which was 55.9 higher than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 21
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 406.1, which was 6.1 higher than the previous day. The implied volatity was 21.16, the open interest changed by 9 which increased total open position to 10
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 400, 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 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 400, 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 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 400, 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 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 400, 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 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 400, 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 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 400, 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 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 400, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 400, which was 125.25 higher than the previous day. The implied volatity was 21.73, the open interest changed by 0 which decreased total open position to 0
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 274.75, which was 0.00 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 274.75, which was 0.00 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 274.75, which was 0.00 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 274.75, which was 0.00 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 274.75, which was 0.00 lower than the previous day. The implied volatity was 0.68, 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 274.75, 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 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 274.75, 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 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 274.75, which was 0.00 lower than the previous day. The implied volatity was 1.50, 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 274.75, which was 0.00 lower than the previous day. The implied volatity was 2.58, 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 274.75, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 274.75, which was 0.00 lower than the previous day. The implied volatity was 3.74, 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 274.75, which was 0.00 lower than the previous day. The implied volatity was 5.11, 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 274.75, which was lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0