MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12200 CE | ||||||||||
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Delta: 0.37
Vega: 5.84
Theta: -10.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 71.55 | -64.95 | 18.44 | 3,03,751 | 4,031 | 14,241 | |||
| 23 Jan | 12177.40 | 127.25 | 63.20 | 19.90 | 1,71,705 | 1,859 | 11,617 | |||
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| 22 Jan | 11918.40 | 64.05 | -36.80 | 22.47 | 48,781 | 2,685 | 9,816 | |||
| 21 Jan | 12013.35 | 100.85 | -163.85 | 21.94 | 69,158 | 2,348 | 7,171 | |||
| 20 Jan | 12356.50 | 264.7 | 62.70 | 19.97 | 50,250 | -1,791 | 4,842 | |||
| 17 Jan | 12249.85 | 202 | -1.00 | 15.75 | 1,07,818 | 2,031 | 6,757 | |||
| 16 Jan | 12218.00 | 203 | 31.00 | 17.18 | 35,661 | 211 | 4,759 | |||
| 15 Jan | 12129.00 | 172 | 8.00 | 18.37 | 60,645 | 1,063 | 4,601 | |||
| 14 Jan | 12029.70 | 164 | 64.00 | 20.16 | 23,431 | -288 | 3,569 | |||
| 13 Jan | 11813.50 | 100 | -186.05 | 21.83 | 34,189 | 3,224 | 3,759 | |||
| 10 Jan | 12283.00 | 286.05 | -138.95 | 17.91 | 3,838 | 472 | 548 | |||
| 9 Jan | 12481.20 | 425 | -75.00 | 17.25 | 154 | 57 | 82 | |||
| 8 Jan | 12562.20 | 500 | -175.00 | 17.73 | 44 | 22 | 23 | |||
| 7 Jan | 12739.35 | 675 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 675 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 675 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 2 Jan | 13095.15 | 675 | 0.00 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12200 expiring on 30JAN2025
Delta for 12200 CE is 0.37
Historical price for 12200 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 71.55, which was -64.95 lower than the previous day. The implied volatity was 18.44, the open interest changed by 4031 which increased total open position to 14241
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 127.25, which was 63.20 higher than the previous day. The implied volatity was 19.90, the open interest changed by 1859 which increased total open position to 11617
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 64.05, which was -36.80 lower than the previous day. The implied volatity was 22.47, the open interest changed by 2685 which increased total open position to 9816
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 100.85, which was -163.85 lower than the previous day. The implied volatity was 21.94, the open interest changed by 2348 which increased total open position to 7171
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 264.7, which was 62.70 higher than the previous day. The implied volatity was 19.97, the open interest changed by -1791 which decreased total open position to 4842
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 202, which was -1.00 lower than the previous day. The implied volatity was 15.75, the open interest changed by 2031 which increased total open position to 6757
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 203, which was 31.00 higher than the previous day. The implied volatity was 17.18, the open interest changed by 211 which increased total open position to 4759
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 172, which was 8.00 higher than the previous day. The implied volatity was 18.37, the open interest changed by 1063 which increased total open position to 4601
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 164, which was 64.00 higher than the previous day. The implied volatity was 20.16, the open interest changed by -288 which decreased total open position to 3569
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 100, which was -186.05 lower than the previous day. The implied volatity was 21.83, the open interest changed by 3224 which increased total open position to 3759
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 286.05, which was -138.95 lower than the previous day. The implied volatity was 17.91, the open interest changed by 472 which increased total open position to 548
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 425, which was -75.00 lower than the previous day. The implied volatity was 17.25, the open interest changed by 57 which increased total open position to 82
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 500, which was -175.00 lower than the previous day. The implied volatity was 17.73, the open interest changed by 22 which increased total open position to 23
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 675, which was 0.00 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 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 675, which was 0.00 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 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 675, 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 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 675, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30JAN2025 12200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 5.90
Theta: -7.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 180.85 | 22.25 | 20.14 | 2,21,223 | 1,409 | 9,875 |
| 23 Jan | 12177.40 | 163.2 | -166.80 | 23.27 | 1,33,057 | 6,114 | 9,054 |
| 22 Jan | 11918.40 | 330 | 29.95 | 24.55 | 4,181 | -733 | 2,978 |
| 21 Jan | 12013.35 | 300.05 | 195.05 | 28.39 | 54,357 | -2,493 | 3,745 |
| 20 Jan | 12356.50 | 105 | -42.80 | 22.18 | 65,502 | -927 | 6,314 |
| 17 Jan | 12249.85 | 147.8 | -18.20 | 21.21 | 1,19,220 | 3,082 | 7,482 |
| 16 Jan | 12218.00 | 166 | -62.10 | 21.06 | 44,137 | 445 | 4,426 |
| 15 Jan | 12129.00 | 228.1 | -40.00 | 22.43 | 42,924 | 1,663 | 4,007 |
| 14 Jan | 12029.70 | 268.1 | -167.25 | 22.05 | 2,325 | -278 | 2,371 |
| 13 Jan | 11813.50 | 435.35 | 242.25 | 23.39 | 25,564 | 274 | 4,100 |
| 10 Jan | 12283.00 | 193.1 | 76.10 | 22.81 | 21,107 | 1,015 | 3,860 |
| 9 Jan | 12481.20 | 117 | 26.15 | 21.58 | 9,547 | 15 | 2,854 |
| 8 Jan | 12562.20 | 90.85 | 19.85 | 20.77 | 15,002 | 257 | 2,909 |
| 7 Jan | 12739.35 | 71 | -21.00 | 22.11 | 11,732 | -266 | 2,654 |
| 6 Jan | 12696.60 | 92 | 55.75 | 23.13 | 9,740 | -656 | 2,973 |
| 3 Jan | 13009.85 | 36.25 | -5.35 | 20.94 | 9,053 | -499 | 3,647 |
| 2 Jan | 13095.15 | 41.6 | 22.82 | 5,580 | 1,926 | 4,153 | |
For Nifty Midcap Select - strike price 12200 expiring on 30JAN2025
Delta for 12200 PE is -0.62
Historical price for 12200 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 180.85, which was 22.25 higher than the previous day. The implied volatity was 20.14, the open interest changed by 1409 which increased total open position to 9875
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 163.2, which was -166.80 lower than the previous day. The implied volatity was 23.27, the open interest changed by 6114 which increased total open position to 9054
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 330, which was 29.95 higher than the previous day. The implied volatity was 24.55, the open interest changed by -733 which decreased total open position to 2978
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 300.05, which was 195.05 higher than the previous day. The implied volatity was 28.39, the open interest changed by -2493 which decreased total open position to 3745
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 105, which was -42.80 lower than the previous day. The implied volatity was 22.18, the open interest changed by -927 which decreased total open position to 6314
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 147.8, which was -18.20 lower than the previous day. The implied volatity was 21.21, the open interest changed by 3082 which increased total open position to 7482
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 166, which was -62.10 lower than the previous day. The implied volatity was 21.06, the open interest changed by 445 which increased total open position to 4426
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 228.1, which was -40.00 lower than the previous day. The implied volatity was 22.43, the open interest changed by 1663 which increased total open position to 4007
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 268.1, which was -167.25 lower than the previous day. The implied volatity was 22.05, the open interest changed by -278 which decreased total open position to 2371
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 435.35, which was 242.25 higher than the previous day. The implied volatity was 23.39, the open interest changed by 274 which increased total open position to 4100
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 193.1, which was 76.10 higher than the previous day. The implied volatity was 22.81, the open interest changed by 1015 which increased total open position to 3860
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 117, which was 26.15 higher than the previous day. The implied volatity was 21.58, the open interest changed by 15 which increased total open position to 2854
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 90.85, which was 19.85 higher than the previous day. The implied volatity was 20.77, the open interest changed by 257 which increased total open position to 2909
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 71, which was -21.00 lower than the previous day. The implied volatity was 22.11, the open interest changed by -266 which decreased total open position to 2654
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 92, which was 55.75 higher than the previous day. The implied volatity was 23.13, the open interest changed by -656 which decreased total open position to 2973
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 36.25, which was -5.35 lower than the previous day. The implied volatity was 20.94, the open interest changed by -499 which decreased total open position to 3647
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 41.6, which was lower than the previous day. The implied volatity was 22.82, the open interest changed by 1926 which increased total open position to 4153
