MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
12 May 2025 04:12 PM IST
| MIDCPNIFTY 29MAY2025 12225 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 9.49
Theta: -10.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 May | 12537.90 | 517.6 | 261.2 | 28.53 | 148 | -41 | 220 | |||
| 9 May | 12021.90 | 264.7 | 26.4 | 28.63 | 480 | -11 | 261 | |||
| 8 May | 11983.40 | 212 | -117.45 | 26.93 | 3,047 | -53 | 284 | |||
| 7 May | 12217.65 | 333 | 129.5 | 25.17 | 1,515 | 107 | 337 | |||
| 6 May | 11985.90 | 200 | -153.75 | 22.87 | 1,769 | -195 | 238 | |||
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| 5 May | 12242.35 | 356 | 122.3 | 24.17 | 1,942 | 206 | 450 | |||
| 2 May | 11977.00 | 232.95 | -50.6 | 23.45 | 805 | -84 | 244 | |||
| 30 Apr | 12075.30 | 272.6 | -66.25 | 23.17 | 1,591 | -99 | 330 | |||
| 29 Apr | 12195.00 | 340.8 | -15.75 | 21.66 | 1,856 | 6 | 436 | |||
| 28 Apr | 12200.40 | 353.5 | 130.8 | 22.31 | 915 | 370 | 416 | |||
| 25 Apr | 11971.40 | 222 | -143.5 | 20.07 | 386 | 27 | 46 | |||
| 24 Apr | 12243.05 | 386.35 | 4.05 | 21.15 | 36 | 10 | 14 | |||
| 23 Apr | 12266.15 | 382.3 | 229.45 | 19.56 | 4 | 3 | 3 | |||
| 22 Apr | 12095.80 | 152.85 | 0 | 0.02 | 0 | 0 | 0 | |||
| 21 Apr | 11952.75 | 152.85 | 0 | 0.98 | 0 | 0 | 0 | |||
| 17 Apr | 11668.15 | 152.85 | 0 | 2.56 | 0 | 0 | 0 | |||
| 16 Apr | 11566.90 | 152.85 | 0 | 3.24 | 0 | 0 | 0 | |||
| 15 Apr | 11540.80 | 152.85 | 0 | 3.27 | 0 | 0 | 0 | |||
| 11 Apr | 11226.30 | 0 | 0 | 4.77 | 0 | 0 | 0 | |||
| 1 Apr | 11383.90 | 0 | 0 | 3.33 | 0 | 0 | 0 | |||
For Nifty Midcap Select - strike price 12225 expiring on 29MAY2025
Delta for 12225 CE is 0.69
Historical price for 12225 CE is as follows
On 12 May MIDCPNIFTY was trading at 12537.90. The strike last trading price was 517.6, which was 261.2 higher than the previous day. The implied volatity was 28.53, the open interest changed by -41 which decreased total open position to 220
On 9 May MIDCPNIFTY was trading at 12021.90. The strike last trading price was 264.7, which was 26.4 higher than the previous day. The implied volatity was 28.63, the open interest changed by -11 which decreased total open position to 261
On 8 May MIDCPNIFTY was trading at 11983.40. The strike last trading price was 212, which was -117.45 lower than the previous day. The implied volatity was 26.93, the open interest changed by -53 which decreased total open position to 284
On 7 May MIDCPNIFTY was trading at 12217.65. The strike last trading price was 333, which was 129.5 higher than the previous day. The implied volatity was 25.17, the open interest changed by 107 which increased total open position to 337
On 6 May MIDCPNIFTY was trading at 11985.90. The strike last trading price was 200, which was -153.75 lower than the previous day. The implied volatity was 22.87, the open interest changed by -195 which decreased total open position to 238
On 5 May MIDCPNIFTY was trading at 12242.35. The strike last trading price was 356, which was 122.3 higher than the previous day. The implied volatity was 24.17, the open interest changed by 206 which increased total open position to 450
On 2 May MIDCPNIFTY was trading at 11977.00. The strike last trading price was 232.95, which was -50.6 lower than the previous day. The implied volatity was 23.45, the open interest changed by -84 which decreased total open position to 244
On 30 Apr MIDCPNIFTY was trading at 12075.30. The strike last trading price was 272.6, which was -66.25 lower than the previous day. The implied volatity was 23.17, the open interest changed by -99 which decreased total open position to 330
On 29 Apr MIDCPNIFTY was trading at 12195.00. The strike last trading price was 340.8, which was -15.75 lower than the previous day. The implied volatity was 21.66, the open interest changed by 6 which increased total open position to 436
On 28 Apr MIDCPNIFTY was trading at 12200.40. The strike last trading price was 353.5, which was 130.8 higher than the previous day. The implied volatity was 22.31, the open interest changed by 370 which increased total open position to 416
On 25 Apr MIDCPNIFTY was trading at 11971.40. The strike last trading price was 222, which was -143.5 lower than the previous day. The implied volatity was 20.07, the open interest changed by 27 which increased total open position to 46
On 24 Apr MIDCPNIFTY was trading at 12243.05. The strike last trading price was 386.35, which was 4.05 higher than the previous day. The implied volatity was 21.15, the open interest changed by 10 which increased total open position to 14
On 23 Apr MIDCPNIFTY was trading at 12266.15. The strike last trading price was 382.3, which was 229.45 higher than the previous day. The implied volatity was 19.56, the open interest changed by 3 which increased total open position to 3
On 22 Apr MIDCPNIFTY was trading at 12095.80. The strike last trading price was 152.85, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 21 Apr MIDCPNIFTY was trading at 11952.75. The strike last trading price was 152.85, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 17 Apr MIDCPNIFTY was trading at 11668.15. The strike last trading price was 152.85, which was 0 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
On 16 Apr MIDCPNIFTY was trading at 11566.90. The strike last trading price was 152.85, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 15 Apr MIDCPNIFTY was trading at 11540.80. The strike last trading price was 152.85, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0
On 11 Apr MIDCPNIFTY was trading at 11226.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0
On 1 Apr MIDCPNIFTY was trading at 11383.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 29MAY2025 12225 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.30
Vega: 9.40
Theta: -6.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 May | 12537.90 | 145.4 | -299.05 | 27.39 | 191 | -23 | 293 |
| 9 May | 12021.90 | 430.3 | -41.05 | 32.27 | 140 | -13 | 316 |
| 8 May | 11983.40 | 480.35 | 179.1 | 31.13 | 3,571 | -35 | 330 |
| 7 May | 12217.65 | 297.75 | -136.45 | 27.52 | 1,783 | 132 | 386 |
| 6 May | 11985.90 | 436.95 | 144.65 | 28.54 | 1,856 | -57 | 259 |
| 5 May | 12242.35 | 280.5 | -187.35 | 26.42 | 1,298 | 175 | 319 |
| 2 May | 11977.00 | 462.9 | 26.85 | 28.84 | 367 | -20 | 144 |
| 30 Apr | 12075.30 | 442.2 | 81.95 | 29.19 | 1,183 | -31 | 165 |
| 29 Apr | 12195.00 | 355.75 | 24.75 | 28.23 | 1,762 | 150 | 202 |
| 28 Apr | 12200.40 | 328.4 | -164.35 | 25.75 | 311 | 34 | 52 |
| 25 Apr | 11971.40 | 506.75 | 178.65 | 29.06 | 439 | 1 | 21 |
| 24 Apr | 12243.05 | 340.65 | 40.25 | 26.72 | 38 | 8 | 17 |
| 23 Apr | 12266.15 | 300 | -903.95 | 24.38 | 10 | 8 | 8 |
| 22 Apr | 12095.80 | 1203.95 | 0 | 0.02 | 0 | 0 | 0 |
| 21 Apr | 11952.75 | 1203.95 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 11668.15 | 1203.95 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 11566.90 | 1203.95 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 11540.80 | 1203.95 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 11226.30 | 1203.95 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 11383.90 | 1203.95 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12225 expiring on 29MAY2025
Delta for 12225 PE is -0.30
Historical price for 12225 PE is as follows
On 12 May MIDCPNIFTY was trading at 12537.90. The strike last trading price was 145.4, which was -299.05 lower than the previous day. The implied volatity was 27.39, the open interest changed by -23 which decreased total open position to 293
On 9 May MIDCPNIFTY was trading at 12021.90. The strike last trading price was 430.3, which was -41.05 lower than the previous day. The implied volatity was 32.27, the open interest changed by -13 which decreased total open position to 316
On 8 May MIDCPNIFTY was trading at 11983.40. The strike last trading price was 480.35, which was 179.1 higher than the previous day. The implied volatity was 31.13, the open interest changed by -35 which decreased total open position to 330
On 7 May MIDCPNIFTY was trading at 12217.65. The strike last trading price was 297.75, which was -136.45 lower than the previous day. The implied volatity was 27.52, the open interest changed by 132 which increased total open position to 386
On 6 May MIDCPNIFTY was trading at 11985.90. The strike last trading price was 436.95, which was 144.65 higher than the previous day. The implied volatity was 28.54, the open interest changed by -57 which decreased total open position to 259
On 5 May MIDCPNIFTY was trading at 12242.35. The strike last trading price was 280.5, which was -187.35 lower than the previous day. The implied volatity was 26.42, the open interest changed by 175 which increased total open position to 319
On 2 May MIDCPNIFTY was trading at 11977.00. The strike last trading price was 462.9, which was 26.85 higher than the previous day. The implied volatity was 28.84, the open interest changed by -20 which decreased total open position to 144
On 30 Apr MIDCPNIFTY was trading at 12075.30. The strike last trading price was 442.2, which was 81.95 higher than the previous day. The implied volatity was 29.19, the open interest changed by -31 which decreased total open position to 165
On 29 Apr MIDCPNIFTY was trading at 12195.00. The strike last trading price was 355.75, which was 24.75 higher than the previous day. The implied volatity was 28.23, the open interest changed by 150 which increased total open position to 202
On 28 Apr MIDCPNIFTY was trading at 12200.40. The strike last trading price was 328.4, which was -164.35 lower than the previous day. The implied volatity was 25.75, the open interest changed by 34 which increased total open position to 52
On 25 Apr MIDCPNIFTY was trading at 11971.40. The strike last trading price was 506.75, which was 178.65 higher than the previous day. The implied volatity was 29.06, the open interest changed by 1 which increased total open position to 21
On 24 Apr MIDCPNIFTY was trading at 12243.05. The strike last trading price was 340.65, which was 40.25 higher than the previous day. The implied volatity was 26.72, the open interest changed by 8 which increased total open position to 17
On 23 Apr MIDCPNIFTY was trading at 12266.15. The strike last trading price was 300, which was -903.95 lower than the previous day. The implied volatity was 24.38, the open interest changed by 8 which increased total open position to 8
On 22 Apr MIDCPNIFTY was trading at 12095.80. The strike last trading price was 1203.95, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 21 Apr MIDCPNIFTY was trading at 11952.75. The strike last trading price was 1203.95, 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 Apr MIDCPNIFTY was trading at 11668.15. The strike last trading price was 1203.95, 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 16 Apr MIDCPNIFTY was trading at 11566.90. The strike last trading price was 1203.95, 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 15 Apr MIDCPNIFTY was trading at 11540.80. The strike last trading price was 1203.95, 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 Apr MIDCPNIFTY was trading at 11226.30. The strike last trading price was 1203.95, 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 Apr MIDCPNIFTY was trading at 11383.90. The strike last trading price was 1203.95, 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
