MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 12250 CE | ||||||||||
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Delta: 0.01
Vega: 0.60
Theta: -0.98
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 11270.25 | 2.05 | -0.85 | 25.09 | 1,583 | 204 | 1,059 | |||
18 Feb | 11136.65 | 2.45 | -5.9 | 27.32 | 1,036 | 386 | 859 | |||
17 Feb | 11172.70 | 8.1 | -1.35 | 29.71 | 522 | -128 | 495 | |||
14 Feb | 11090.05 | 8.15 | -12.15 | 28.11 | 1,229 | 119 | 624 | |||
13 Feb | 11359.90 | 21 | -6.7 | 26.03 | 228 | -23 | 505 | |||
12 Feb | 11395.20 | 28.85 | -9.15 | 25.73 | 537 | 159 | 531 | |||
11 Feb | 11471.45 | 35.85 | -49.95 | 24.89 | 911 | 145 | 375 | |||
10 Feb | 11790.05 | 84.6 | -67.95 | 22.61 | 1,150 | 26 | 231 | |||
7 Feb | 12011.50 | 154.3 | -3.6 | 20.40 | 812 | -33 | 207 | |||
6 Feb | 11973.35 | 155.05 | -56.1 | 21.38 | 3,312 | 82 | 237 | |||
5 Feb | 12092.90 | 209.25 | 24.55 | 20.87 | 3,412 | 41 | 159 | |||
4 Feb | 12011.55 | 179.05 | 60.05 | 21.39 | 322 | 93 | 121 | |||
3 Feb | 11822.60 | 119 | -27.2 | 21.08 | 30 | 2 | 27 | |||
1 Feb | 11864.60 | 146.2 | -701.65 | 21.65 | 34 | 9 | 9 | |||
31 Jan | 11930.85 | 847.85 | 0 | 1.64 | 0 | 0 | 0 | |||
30 Jan | 11795.15 | 847.85 | 0 | 2.73 | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 847.85 | 0 | 2.04 | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 847.85 | 0 | 3.64 | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 847.85 | 0 | 2.66 | 0 | 0 | 0 | |||
24 Jan | 12087.85 | 847.85 | 0 | 0.41 | 0 | 0 | 0 | |||
23 Jan | 12177.40 | 847.85 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 11918.40 | 847.85 | 0.00 | 1.48 | 0 | 0 | 0 | |||
21 Jan | 12013.35 | 847.85 | 0.00 | 0.76 | 0 | 0 | 0 | |||
20 Jan | 12356.50 | 847.85 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 12249.85 | 847.85 | 0.00 | - | 0 | 0 | 0 | |||
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16 Jan | 12218.00 | 847.85 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 847.85 | 0.00 | - | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 847.85 | 847.85 | 0.51 | 0 | 0 | 0 | |||
13 Jan | 11813.50 | 0 | 0.00 | 1.72 | 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 12250 expiring on 27FEB2025
Delta for 12250 CE is 0.01
Historical price for 12250 CE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 2.05, which was -0.85 lower than the previous day. The implied volatity was 25.09, the open interest changed by 204 which increased total open position to 1059
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 2.45, which was -5.9 lower than the previous day. The implied volatity was 27.32, the open interest changed by 386 which increased total open position to 859
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 8.1, which was -1.35 lower than the previous day. The implied volatity was 29.71, the open interest changed by -128 which decreased total open position to 495
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 8.15, which was -12.15 lower than the previous day. The implied volatity was 28.11, the open interest changed by 119 which increased total open position to 624
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 21, which was -6.7 lower than the previous day. The implied volatity was 26.03, the open interest changed by -23 which decreased total open position to 505
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 28.85, which was -9.15 lower than the previous day. The implied volatity was 25.73, the open interest changed by 159 which increased total open position to 531
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 35.85, which was -49.95 lower than the previous day. The implied volatity was 24.89, the open interest changed by 145 which increased total open position to 375
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 84.6, which was -67.95 lower than the previous day. The implied volatity was 22.61, the open interest changed by 26 which increased total open position to 231
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 154.3, which was -3.6 lower than the previous day. The implied volatity was 20.40, the open interest changed by -33 which decreased total open position to 207
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 155.05, which was -56.1 lower than the previous day. The implied volatity was 21.38, the open interest changed by 82 which increased total open position to 237
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 209.25, which was 24.55 higher than the previous day. The implied volatity was 20.87, the open interest changed by 41 which increased total open position to 159
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 179.05, which was 60.05 higher than the previous day. The implied volatity was 21.39, the open interest changed by 93 which increased total open position to 121
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 119, which was -27.2 lower than the previous day. The implied volatity was 21.08, the open interest changed by 2 which increased total open position to 27
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 146.2, which was -701.65 lower than the previous day. The implied volatity was 21.65, the open interest changed by 9 which increased total open position to 9
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 847.85, which was 0 lower than the previous day. The implied volatity was 1.64, 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 847.85, which was 0 lower than the previous day. The implied volatity was 2.73, 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 847.85, which was 0 lower than the previous day. The implied volatity was 2.04, 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 847.85, which was 0 lower than the previous day. The implied volatity was 3.64, 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 847.85, which was 0 lower than the previous day. The implied volatity was 2.66, 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 847.85, which was 0 lower than the previous day. The implied volatity was 0.41, 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 847.85, 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 847.85, which was 0.00 lower than the previous day. The implied volatity was 1.48, 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 847.85, which was 0.00 lower than the previous day. The implied volatity was 0.76, 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 847.85, 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 847.85, 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 847.85, 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 847.85, 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 847.85, which was 847.85 higher than the previous day. The implied volatity was 0.51, 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 1.72, 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 12250 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 11270.25 | 802.35 | 0 | 0.00 | 0 | 0 | 0 |
18 Feb | 11136.65 | 802.35 | 0 | 0.00 | 0 | 0 | 0 |
17 Feb | 11172.70 | 802.35 | 0 | 0.00 | 0 | 0 | 0 |
14 Feb | 11090.05 | 802.35 | 0 | 0.00 | 0 | -1 | 0 |
13 Feb | 11359.90 | 802.35 | -197.65 | - | 1 | 0 | 61 |
12 Feb | 11395.20 | 1000 | 484.7 | 53.39 | 1 | 0 | 61 |
11 Feb | 11471.45 | 515.3 | 0 | 0.00 | 0 | 0 | 0 |
10 Feb | 11790.05 | 515.3 | 170.05 | 25.43 | 1 | 0 | 61 |
7 Feb | 12011.50 | 345.25 | -52.7 | 22.08 | 7 | 3 | 63 |
6 Feb | 11973.35 | 397.95 | 75 | 24.14 | 57 | 5 | 61 |
5 Feb | 12092.90 | 329.05 | 28.55 | 24.09 | 388 | 57 | 57 |
4 Feb | 12011.55 | 300.5 | 0 | - | 0 | 0 | 0 |
3 Feb | 11822.60 | 300.5 | 0 | - | 0 | 0 | 0 |
1 Feb | 11864.60 | 300.5 | 0 | - | 0 | 0 | 0 |
31 Jan | 11930.85 | 300.5 | 0 | - | 0 | 0 | 0 |
30 Jan | 11795.15 | 300.5 | 0 | - | 0 | 0 | 0 |
29 Jan | 11871.70 | 300.5 | 0 | - | 0 | 0 | 0 |
28 Jan | 11644.40 | 300.5 | 0 | - | 0 | 0 | 0 |
27 Jan | 11722.20 | 300.5 | 0 | - | 0 | 0 | 0 |
24 Jan | 12087.85 | 300.5 | 0 | 0.32 | 0 | 0 | 0 |
23 Jan | 12177.40 | 300.5 | 0.00 | 0.46 | 0 | 0 | 0 |
22 Jan | 11918.40 | 300.5 | 0.00 | - | 0 | 0 | 0 |
21 Jan | 12013.35 | 300.5 | 0.00 | 0.39 | 0 | 0 | 0 |
20 Jan | 12356.50 | 300.5 | 0.00 | 1.40 | 0 | 0 | 0 |
17 Jan | 12249.85 | 300.5 | 0.00 | 0.96 | 0 | 0 | 0 |
16 Jan | 12218.00 | 300.5 | 0.00 | 0.76 | 0 | 0 | 0 |
15 Jan | 12129.00 | 300.5 | 0.00 | 0.23 | 0 | 0 | 0 |
14 Jan | 12029.70 | 300.5 | 0.00 | - | 0 | 0 | 0 |
13 Jan | 11813.50 | 300.5 | 0.00 | - | 0 | 0 | 0 |
10 Jan | 12283.00 | 300.5 | 0.00 | 1.08 | 0 | 0 | 0 |
9 Jan | 12481.20 | 300.5 | 0.00 | 2.17 | 0 | 0 | 0 |
7 Jan | 12739.35 | 300.5 | 0.00 | 3.60 | 0 | 0 | 0 |
6 Jan | 12696.60 | 300.5 | 0.00 | 3.36 | 0 | 0 | 0 |
3 Jan | 13009.85 | 300.5 | 0.00 | 4.75 | 0 | 0 | 0 |
2 Jan | 13095.15 | 300.5 | 4.89 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12250 expiring on 27FEB2025
Delta for 12250 PE is 0.00
Historical price for 12250 PE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 802.35, 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 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 802.35, 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 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 802.35, 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 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 802.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 802.35, which was -197.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 1000, which was 484.7 higher than the previous day. The implied volatity was 53.39, the open interest changed by 0 which decreased total open position to 61
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 515.3, 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 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 515.3, which was 170.05 higher than the previous day. The implied volatity was 25.43, the open interest changed by 0 which decreased total open position to 61
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 345.25, which was -52.7 lower than the previous day. The implied volatity was 22.08, the open interest changed by 3 which increased total open position to 63
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 397.95, which was 75 higher than the previous day. The implied volatity was 24.14, the open interest changed by 5 which increased total open position to 61
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 329.05, which was 28.55 higher than the previous day. The implied volatity was 24.09, the open interest changed by 57 which increased total open position to 57
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 300.5, 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 300.5, 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 300.5, 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 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 300.5, 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 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 300.5, 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 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 300.5, 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 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 300.5, 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 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 300.5, 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 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 300.5, which was 0 lower than the previous day. The implied volatity was 0.32, 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 300.5, which was 0.00 lower than the previous day. The implied volatity was 0.46, 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 300.5, 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 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 300.5, which was 0.00 lower than the previous day. The implied volatity was 0.39, 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 300.5, which was 0.00 lower than the previous day. The implied volatity was 1.40, 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 300.5, which was 0.00 lower than the previous day. The implied volatity was 0.96, 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 300.5, which was 0.00 lower than the previous day. The implied volatity was 0.76, 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 300.5, which was 0.00 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 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 300.5, 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 300.5, 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 300.5, which was 0.00 lower than the previous day. The implied volatity was 1.08, 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 300.5, which was 0.00 lower than the previous day. The implied volatity was 2.17, 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 300.5, which was 0.00 lower than the previous day. The implied volatity was 3.60, 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 300.5, which was 0.00 lower than the previous day. The implied volatity was 3.36, 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 300.5, which was 0.00 lower than the previous day. The implied volatity was 4.75, 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 300.5, which was lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0