MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Feb 2025 01:59 PM IST
MIDCPNIFTY 27FEB2025 12275 CE | ||||||||||
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Delta: 0.01
Vega: 0.60
Theta: -1.04
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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