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[--[65.84.65.76]--]
MIDCPNIFTY
Nifty Midcap Select

11270.25 133.60 (1.20%)

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Historical option data for MIDCPNIFTY

19 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 12250 CE
Delta: 0.01
Vega: 0.60
Theta: -0.98
Gamma: 0.00
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
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
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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