MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 6.38
Theta: -10.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 86 | 41.00 | 20.01 | 1,18,909 | -1,747 | 11,189 | |||
| 22 Jan | 11918.40 | 45 | -26.65 | 23.04 | 69,411 | 2,702 | 13,616 | |||
| 21 Jan | 12013.35 | 71.65 | -116.25 | 22.18 | 68,892 | 4,560 | 10,988 | |||
| 20 Jan | 12356.50 | 187.9 | 38.90 | 18.04 | 94,794 | -452 | 6,510 | |||
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| 17 Jan | 12249.85 | 149 | -8.95 | 15.97 | 70,062 | 820 | 7,063 | |||
| 16 Jan | 12218.00 | 157.95 | 29.35 | 17.85 | 45,953 | 720 | 6,310 | |||
| 15 Jan | 12129.00 | 128.6 | 6.55 | 18.29 | 28,563 | 236 | 5,613 | |||
| 14 Jan | 12029.70 | 122.05 | 50.15 | 19.81 | 28,907 | -4,011 | 5,460 | |||
| 13 Jan | 11813.50 | 71.9 | -156.55 | 21.40 | 42,804 | 6,583 | 9,373 | |||
| 10 Jan | 12283.00 | 228.45 | -127.65 | 17.80 | 28,432 | 2,649 | 2,804 | |||
| 9 Jan | 12481.20 | 356.1 | -66.85 | 17.49 | 265 | 69 | 158 | |||
| 8 Jan | 12562.20 | 422.95 | -202.05 | 17.55 | 291 | 84 | 90 | |||
| 7 Jan | 12739.35 | 625 | -95.00 | 24.13 | 4 | 0 | 7 | |||
| 6 Jan | 12696.60 | 720 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 720 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 2 Jan | 13095.15 | 720 | - | 1 | 0 | 6 | ||||
For Nifty Midcap Select - strike price 12300 expiring on 30JAN2025
Delta for 12300 CE is 0.37
Historical price for 12300 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 86, which was 41.00 higher than the previous day. The implied volatity was 20.01, the open interest changed by -1747 which decreased total open position to 11189
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 45, which was -26.65 lower than the previous day. The implied volatity was 23.04, the open interest changed by 2702 which increased total open position to 13616
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 71.65, which was -116.25 lower than the previous day. The implied volatity was 22.18, the open interest changed by 4560 which increased total open position to 10988
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 187.9, which was 38.90 higher than the previous day. The implied volatity was 18.04, the open interest changed by -452 which decreased total open position to 6510
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 149, which was -8.95 lower than the previous day. The implied volatity was 15.97, the open interest changed by 820 which increased total open position to 7063
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 157.95, which was 29.35 higher than the previous day. The implied volatity was 17.85, the open interest changed by 720 which increased total open position to 6310
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 128.6, which was 6.55 higher than the previous day. The implied volatity was 18.29, the open interest changed by 236 which increased total open position to 5613
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 122.05, which was 50.15 higher than the previous day. The implied volatity was 19.81, the open interest changed by -4011 which decreased total open position to 5460
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 71.9, which was -156.55 lower than the previous day. The implied volatity was 21.40, the open interest changed by 6583 which increased total open position to 9373
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 228.45, which was -127.65 lower than the previous day. The implied volatity was 17.80, the open interest changed by 2649 which increased total open position to 2804
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 356.1, which was -66.85 lower than the previous day. The implied volatity was 17.49, the open interest changed by 69 which increased total open position to 158
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 422.95, which was -202.05 lower than the previous day. The implied volatity was 17.55, the open interest changed by 84 which increased total open position to 90
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 625, which was -95.00 lower than the previous day. The implied volatity was 24.13, the open interest changed by 0 which decreased total open position to 7
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 720, which was 0.00 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 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 720, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 720, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
| MIDCPNIFTY 30JAN2025 12300 PE | |||||||
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Delta: -0.61
Vega: 6.47
Theta: -8.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 216.85 | -188.20 | 22.77 | 16,428 | 67 | 3,668 |
| 22 Jan | 11918.40 | 405.05 | 25.80 | 24.52 | 4,698 | 67 | 4,257 |
| 21 Jan | 12013.35 | 379.25 | 233.75 | 30.41 | 54,969 | -1,714 | 4,198 |
| 20 Jan | 12356.50 | 145.5 | -48.55 | 22.30 | 62,824 | 1,497 | 6,014 |
| 17 Jan | 12249.85 | 194.05 | -20.95 | 21.20 | 35,702 | 1,567 | 4,559 |
| 16 Jan | 12218.00 | 215 | -72.95 | 21.09 | 36,475 | -12 | 3,017 |
| 15 Jan | 12129.00 | 287.95 | -50.40 | 22.81 | 5,465 | -112 | 3,023 |
| 14 Jan | 12029.70 | 338.35 | -181.55 | 23.12 | 2,652 | -251 | 3,143 |
| 13 Jan | 11813.50 | 519.9 | 282.90 | 24.74 | 10,443 | -1,143 | 4,402 |
| 10 Jan | 12283.00 | 237 | 85.00 | 22.73 | 46,998 | 1,900 | 5,624 |
| 9 Jan | 12481.20 | 152 | 30.40 | 21.78 | 11,816 | -161 | 3,767 |
| 8 Jan | 12562.20 | 121.6 | 30.20 | 21.07 | 50,612 | 2,510 | 3,958 |
| 7 Jan | 12739.35 | 91.4 | -19.60 | 21.98 | 8,262 | -67 | 1,499 |
| 6 Jan | 12696.60 | 111 | 65.20 | 22.57 | 10,542 | 715 | 1,563 |
| 3 Jan | 13009.85 | 45.8 | -4.20 | 20.54 | 4,234 | 177 | 849 |
| 2 Jan | 13095.15 | 50 | 22.27 | 2,102 | -17 | 704 | |
For Nifty Midcap Select - strike price 12300 expiring on 30JAN2025
Delta for 12300 PE is -0.61
Historical price for 12300 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 216.85, which was -188.20 lower than the previous day. The implied volatity was 22.77, the open interest changed by 67 which increased total open position to 3668
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 405.05, which was 25.80 higher than the previous day. The implied volatity was 24.52, the open interest changed by 67 which increased total open position to 4257
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 379.25, which was 233.75 higher than the previous day. The implied volatity was 30.41, the open interest changed by -1714 which decreased total open position to 4198
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 145.5, which was -48.55 lower than the previous day. The implied volatity was 22.30, the open interest changed by 1497 which increased total open position to 6014
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 194.05, which was -20.95 lower than the previous day. The implied volatity was 21.20, the open interest changed by 1567 which increased total open position to 4559
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 215, which was -72.95 lower than the previous day. The implied volatity was 21.09, the open interest changed by -12 which decreased total open position to 3017
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 287.95, which was -50.40 lower than the previous day. The implied volatity was 22.81, the open interest changed by -112 which decreased total open position to 3023
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 338.35, which was -181.55 lower than the previous day. The implied volatity was 23.12, the open interest changed by -251 which decreased total open position to 3143
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 519.9, which was 282.90 higher than the previous day. The implied volatity was 24.74, the open interest changed by -1143 which decreased total open position to 4402
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 237, which was 85.00 higher than the previous day. The implied volatity was 22.73, the open interest changed by 1900 which increased total open position to 5624
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 152, which was 30.40 higher than the previous day. The implied volatity was 21.78, the open interest changed by -161 which decreased total open position to 3767
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 121.6, which was 30.20 higher than the previous day. The implied volatity was 21.07, the open interest changed by 2510 which increased total open position to 3958
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 91.4, which was -19.60 lower than the previous day. The implied volatity was 21.98, the open interest changed by -67 which decreased total open position to 1499
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 111, which was 65.20 higher than the previous day. The implied volatity was 22.57, the open interest changed by 715 which increased total open position to 1563
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 45.8, which was -4.20 lower than the previous day. The implied volatity was 20.54, the open interest changed by 177 which increased total open position to 849
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 50, which was lower than the previous day. The implied volatity was 22.27, the open interest changed by -17 which decreased total open position to 704
