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MIDCPNIFTY
Nifty Midcap Select

11218.65 82.00 (0.74%)

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Historical option data for MIDCPNIFTY

19 Feb 2025 01:59 PM IST
MIDCPNIFTY 27FEB2025 12275 CE
Delta: 0.01
Vega: 0.60
Theta: -1.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Feb 11221.70 2.2 -0.65 26.65 80 2 289
18 Feb 11136.65 2.6 -4.9 28.10 228 10 287
17 Feb 11172.70 7.7 -1 30.00 125 -35 277
14 Feb 11090.05 8.55 -10.15 28.84 248 -3 312
13 Feb 11359.90 18.45 -5.3 25.78 433 177 331
12 Feb 11395.20 25.1 -9.75 25.36 108 -30 156
11 Feb 11471.45 34.85 -45.85 25.26 487 21 186
10 Feb 11790.05 79.45 -63.65 22.69 641 39 165
7 Feb 12011.50 145.15 -3.6 20.39 313 -24 126
6 Feb 11973.35 150.3 -49.3 21.74 1,191 47 150
5 Feb 12092.90 201.3 29.4 21.10 846 15 106
4 Feb 12011.55 171.9 63.55 21.57 233 64 92
3 Feb 11822.60 102.2 -25.7 20.05 67 21 24
1 Feb 11864.60 118.1 -714.1 19.91 7 3 3
31 Jan 11930.85 832.2 0 1.83 0 0 0
30 Jan 11795.15 832.2 0 2.87 0 0 0
29 Jan 11871.70 832.2 0 2.22 0 0 0
28 Jan 11644.40 832.2 0 3.81 0 0 0
27 Jan 11722.20 832.2 0 3.08 0 0 0
24 Jan 12087.85 832.2 0 0.63 0 0 0
23 Jan 12177.40 832.2 0.00 - 0 0 0
22 Jan 11918.40 832.2 0.00 1.64 0 0 0
21 Jan 12013.35 832.2 0.00 0.91 0 0 0
20 Jan 12356.50 832.2 0.00 - 0 0 0
17 Jan 12249.85 832.2 0.00 - 0 0 0
16 Jan 12218.00 832.2 0.00 - 0 0 0
15 Jan 12129.00 832.2 0.00 0.02 0 0 0
14 Jan 12029.70 832.2 832.20 0.64 0 0 0
13 Jan 11813.50 0 0.00 1.85 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 12275 expiring on 27FEB2025

Delta for 12275 CE is 0.01

Historical price for 12275 CE is as follows

On 19 Feb MIDCPNIFTY was trading at 11221.70. The strike last trading price was 2.2, which was -0.65 lower than the previous day. The implied volatity was 26.65, the open interest changed by 2 which increased total open position to 289


On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 2.6, which was -4.9 lower than the previous day. The implied volatity was 28.10, the open interest changed by 10 which increased total open position to 287


On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 7.7, which was -1 lower than the previous day. The implied volatity was 30.00, the open interest changed by -35 which decreased total open position to 277


On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 8.55, which was -10.15 lower than the previous day. The implied volatity was 28.84, the open interest changed by -3 which decreased total open position to 312


On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 18.45, which was -5.3 lower than the previous day. The implied volatity was 25.78, the open interest changed by 177 which increased total open position to 331


On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 25.1, which was -9.75 lower than the previous day. The implied volatity was 25.36, the open interest changed by -30 which decreased total open position to 156


On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 34.85, which was -45.85 lower than the previous day. The implied volatity was 25.26, the open interest changed by 21 which increased total open position to 186


On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 79.45, which was -63.65 lower than the previous day. The implied volatity was 22.69, the open interest changed by 39 which increased total open position to 165


On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 145.15, which was -3.6 lower than the previous day. The implied volatity was 20.39, the open interest changed by -24 which decreased total open position to 126


On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 150.3, which was -49.3 lower than the previous day. The implied volatity was 21.74, the open interest changed by 47 which increased total open position to 150


On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 201.3, which was 29.4 higher than the previous day. The implied volatity was 21.10, the open interest changed by 15 which increased total open position to 106


On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 171.9, which was 63.55 higher than the previous day. The implied volatity was 21.57, the open interest changed by 64 which increased total open position to 92


On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 102.2, which was -25.7 lower than the previous day. The implied volatity was 20.05, the open interest changed by 21 which increased total open position to 24


On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 118.1, which was -714.1 lower than the previous day. The implied volatity was 19.91, the open interest changed by 3 which increased total open position to 3


On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 832.2, which was 0 lower than the previous day. The implied volatity was 1.83, 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 832.2, which was 0 lower than the previous day. The implied volatity was 2.87, 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 832.2, which was 0 lower than the previous day. The implied volatity was 2.22, 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 832.2, which was 0 lower than the previous day. The implied volatity was 3.81, 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 832.2, which was 0 lower than the previous day. The implied volatity was 3.08, 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 832.2, which was 0 lower than the previous day. The implied volatity was 0.63, 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 832.2, 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 832.2, which was 0.00 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 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 832.2, which was 0.00 lower than the previous day. The implied volatity was 0.91, 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 832.2, 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 832.2, 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 832.2, 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 832.2, which was 0.00 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 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 832.2, which was 832.20 higher than the previous day. The implied volatity was 0.64, 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 1.85, 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 12275 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
19 Feb 11221.70 995.6 667.6 - 1 0 51
18 Feb 11136.65 328 0 0.00 0 0 0
17 Feb 11172.70 328 0 0.00 0 0 0
14 Feb 11090.05 328 0 0.00 0 0 0
13 Feb 11359.90 328 0 0.00 0 0 0
12 Feb 11395.20 328 0 0.00 0 0 0
11 Feb 11471.45 328 0 0.00 0 0 0
10 Feb 11790.05 328 0 0.00 0 9 0
7 Feb 12011.50 328 -82.75 19.01 11 10 52
6 Feb 11973.35 417.65 79.6 24.49 86 7 43
5 Feb 12092.90 331.95 22.5 23.14 151 33 33
4 Feb 12011.55 309.45 0 - 0 0 0
3 Feb 11822.60 309.45 0 - 0 0 0
1 Feb 11864.60 309.45 0 - 0 0 0
31 Jan 11930.85 309.45 0 - 0 0 0
30 Jan 11795.15 309.45 0 - 0 0 0
29 Jan 11871.70 309.45 0 - 0 0 0
28 Jan 11644.40 309.45 0 - 0 0 0
27 Jan 11722.20 309.45 0 - 0 0 0
24 Jan 12087.85 309.45 0 0.38 0 0 0
23 Jan 12177.40 309.45 0.00 - 0 0 0
22 Jan 11918.40 309.45 0.00 - 0 0 0
21 Jan 12013.35 309.45 0.00 0.47 0 0 0
20 Jan 12356.50 309.45 0.00 1.21 0 0 0
17 Jan 12249.85 309.45 0.00 0.75 0 0 0
16 Jan 12218.00 309.45 0.00 0.60 0 0 0
15 Jan 12129.00 309.45 0.00 0.05 0 0 0
14 Jan 12029.70 309.45 0.00 - 0 0 0
13 Jan 11813.50 309.45 0.00 - 0 0 0
10 Jan 12283.00 309.45 0.00 1.00 0 0 0
9 Jan 12481.20 309.45 0.00 2.03 0 0 0
7 Jan 12739.35 309.45 0.00 3.47 0 0 0
6 Jan 12696.60 309.45 0.00 3.22 0 0 0
3 Jan 13009.85 309.45 0.00 4.63 0 0 0
2 Jan 13095.15 309.45 4.90 0 0 0


For Nifty Midcap Select - strike price 12275 expiring on 27FEB2025

Delta for 12275 PE is -

Historical price for 12275 PE is as follows

On 19 Feb MIDCPNIFTY was trading at 11221.70. The strike last trading price was 995.6, which was 667.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51


On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 328, 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 328, 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 328, 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 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 328, 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 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 328, 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 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 328, 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 328, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 328, which was -82.75 lower than the previous day. The implied volatity was 19.01, the open interest changed by 10 which increased total open position to 52


On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 417.65, which was 79.6 higher than the previous day. The implied volatity was 24.49, the open interest changed by 7 which increased total open position to 43


On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 331.95, which was 22.5 higher than the previous day. The implied volatity was 23.14, the open interest changed by 33 which increased total open position to 33


On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 309.45, 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 309.45, 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 309.45, 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 309.45, 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 309.45, 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 309.45, 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 309.45, 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 309.45, 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 309.45, which was 0 lower than the previous day. The implied volatity was 0.38, 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 309.45, 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 309.45, 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 309.45, which was 0.00 lower than the previous day. The implied volatity was 0.47, 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 309.45, which was 0.00 lower than the previous day. The implied volatity was 1.21, 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 309.45, which was 0.00 lower than the previous day. The implied volatity was 0.75, 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 309.45, which was 0.00 lower than the previous day. The implied volatity was 0.60, 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 309.45, which was 0.00 lower than the previous day. The implied volatity was 0.05, 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 309.45, 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 309.45, 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 309.45, which was 0.00 lower than the previous day. The implied volatity was 1.00, 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 309.45, which was 0.00 lower than the previous day. The implied volatity was 2.03, 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 309.45, which was 0.00 lower than the previous day. The implied volatity was 3.47, 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 309.45, which was 0.00 lower than the previous day. The implied volatity was 3.22, 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 309.45, which was 0.00 lower than the previous day. The implied volatity was 4.63, 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 309.45, which was lower than the previous day. The implied volatity was 4.90, the open interest changed by 0 which decreased total open position to 0