MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 12350 CE | ||||||||||
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Delta: 0.01
Vega: 0.44
Theta: -0.75
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 11270.25 | 1.45 | -0.65 | 25.95 | 678 | -4 | 210 | |||
18 Feb | 11136.65 | 1.85 | -3.85 | 28.31 | 288 | 76 | 220 | |||
17 Feb | 11172.70 | 4.55 | -2.35 | 29.01 | 142 | -12 | 144 | |||
14 Feb | 11090.05 | 6.7 | -8.25 | 29.03 | 1,077 | -3 | 198 | |||
13 Feb | 11359.90 | 21.85 | 1.15 | 28.47 | 173 | 6 | 201 | |||
12 Feb | 11395.20 | 22.1 | -6.2 | 26.16 | 312 | 9 | 195 | |||
11 Feb | 11471.45 | 27 | -38.7 | 25.15 | 766 | -14 | 186 | |||
10 Feb | 11790.05 | 64.8 | -53.2 | 22.79 | 1,026 | 87 | 199 | |||
7 Feb | 12011.50 | 120.7 | -4.15 | 20.44 | 409 | 11 | 114 | |||
6 Feb | 11973.35 | 125.55 | -42.1 | 21.67 | 831 | 19 | 103 | |||
5 Feb | 12092.90 | 167.3 | 11.95 | 20.74 | 873 | 64 | 85 | |||
4 Feb | 12011.55 | 146.05 | 66.05 | 21.57 | 38 | 13 | 22 | |||
3 Feb | 11822.60 | 80 | -40 | 19.68 | 4 | 1 | 10 | |||
1 Feb | 11864.60 | 120 | -666.4 | 21.88 | 38 | 10 | 10 | |||
31 Jan | 11930.85 | 786.4 | 0 | 2.37 | 0 | 0 | 0 | |||
30 Jan | 11795.15 | 786.4 | 0 | 3.42 | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 786.4 | 0 | 2.80 | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 786.4 | 0 | 4.30 | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 786.4 | 0 | 3.59 | 0 | 0 | 0 | |||
24 Jan | 12087.85 | 786.4 | 0 | 1.12 | 0 | 0 | 0 | |||
23 Jan | 12177.40 | 786.4 | 0.00 | 0.51 | 0 | 0 | 0 | |||
22 Jan | 11918.40 | 786.4 | 0.00 | 2.95 | 0 | 0 | 0 | |||
21 Jan | 12013.35 | 786.4 | 0.00 | 1.35 | 0 | 0 | 0 | |||
20 Jan | 12356.50 | 786.4 | 0.00 | - | 0 | 0 | 0 | |||
17 Jan | 12249.85 | 786.4 | 0.00 | - | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 786.4 | 0.00 | - | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 786.4 | 0.00 | 0.49 | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 786.4 | 786.40 | 1.02 | 0 | 0 | 0 | |||
13 Jan | 11813.50 | 0 | 0.00 | 2.28 | 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 | |||
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3 Jan | 13009.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
2 Jan | 13095.15 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12350 expiring on 27FEB2025
Delta for 12350 CE is 0.01
Historical price for 12350 CE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 25.95, the open interest changed by -4 which decreased total open position to 210
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 1.85, which was -3.85 lower than the previous day. The implied volatity was 28.31, the open interest changed by 76 which increased total open position to 220
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 4.55, which was -2.35 lower than the previous day. The implied volatity was 29.01, the open interest changed by -12 which decreased total open position to 144
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 6.7, which was -8.25 lower than the previous day. The implied volatity was 29.03, the open interest changed by -3 which decreased total open position to 198
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 21.85, which was 1.15 higher than the previous day. The implied volatity was 28.47, the open interest changed by 6 which increased total open position to 201
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 22.1, which was -6.2 lower than the previous day. The implied volatity was 26.16, the open interest changed by 9 which increased total open position to 195
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 27, which was -38.7 lower than the previous day. The implied volatity was 25.15, the open interest changed by -14 which decreased total open position to 186
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 64.8, which was -53.2 lower than the previous day. The implied volatity was 22.79, the open interest changed by 87 which increased total open position to 199
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 120.7, which was -4.15 lower than the previous day. The implied volatity was 20.44, the open interest changed by 11 which increased total open position to 114
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 125.55, which was -42.1 lower than the previous day. The implied volatity was 21.67, the open interest changed by 19 which increased total open position to 103
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 167.3, which was 11.95 higher than the previous day. The implied volatity was 20.74, the open interest changed by 64 which increased total open position to 85
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 146.05, which was 66.05 higher than the previous day. The implied volatity was 21.57, the open interest changed by 13 which increased total open position to 22
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 80, which was -40 lower than the previous day. The implied volatity was 19.68, the open interest changed by 1 which increased total open position to 10
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 120, which was -666.4 lower than the previous day. The implied volatity was 21.88, the open interest changed by 10 which increased total open position to 10
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 786.4, which was 0 lower than the previous day. The implied volatity was 2.37, 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 786.4, which was 0 lower than the previous day. The implied volatity was 3.42, 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 786.4, which was 0 lower than the previous day. The implied volatity was 2.80, 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 786.4, which was 0 lower than the previous day. The implied volatity was 4.30, 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 786.4, which was 0 lower than the previous day. The implied volatity was 3.59, 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 786.4, which was 0 lower than the previous day. The implied volatity was 1.12, 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 786.4, which was 0.00 lower than the previous day. The implied volatity was 0.51, 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 786.4, which was 0.00 lower than the previous day. The implied volatity was 2.95, 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 786.4, which was 0.00 lower than the previous day. The implied volatity was 1.35, 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 786.4, 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 786.4, 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 786.4, 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 786.4, which was 0.00 lower than the previous day. The implied volatity was 0.49, 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 786.4, which was 786.40 higher than the previous day. The implied volatity was 1.02, 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 2.28, 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 12350 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 | 1167.1 | 0 | 0.00 | 0 | 0 | 0 |
18 Feb | 11136.65 | 1167.1 | 0 | 0.00 | 0 | 0 | 0 |
17 Feb | 11172.70 | 1167.1 | 0 | 0.00 | 0 | 0 | 0 |
14 Feb | 11090.05 | 1167.1 | 797.2 | - | 5 | 0 | 16 |
13 Feb | 11359.90 | 369.9 | 0 | 0.00 | 0 | 0 | 0 |
12 Feb | 11395.20 | 369.9 | 0 | 0.00 | 0 | 0 | 0 |
11 Feb | 11471.45 | 369.9 | 0 | 0.00 | 0 | 0 | 0 |
10 Feb | 11790.05 | 369.9 | 0 | 0.00 | 0 | 0 | 0 |
7 Feb | 12011.50 | 369.9 | 0 | 0.00 | 0 | 1 | 0 |
6 Feb | 11973.35 | 369.9 | -12.6 | 14.68 | 2 | 1 | 16 |
5 Feb | 12092.90 | 384.9 | -88.55 | 23.62 | 54 | 14 | 15 |
4 Feb | 12011.55 | 473.45 | 136.2 | 25.87 | 1 | 0 | 0 |
3 Feb | 11822.60 | 337.25 | 0 | - | 0 | 0 | 0 |
1 Feb | 11864.60 | 337.25 | 0 | - | 0 | 0 | 0 |
31 Jan | 11930.85 | 337.25 | 0 | - | 0 | 0 | 0 |
30 Jan | 11795.15 | 337.25 | 0 | - | 0 | 0 | 0 |
29 Jan | 11871.70 | 337.25 | 0 | - | 0 | 0 | 0 |
28 Jan | 11644.40 | 337.25 | 0 | - | 0 | 0 | 0 |
27 Jan | 11722.20 | 337.25 | 0 | - | 0 | 0 | 0 |
24 Jan | 12087.85 | 337.25 | 0 | - | 0 | 0 | 0 |
23 Jan | 12177.40 | 337.25 | 0.00 | - | 0 | 0 | 0 |
22 Jan | 11918.40 | 337.25 | 0.00 | - | 0 | 0 | 0 |
21 Jan | 12013.35 | 337.25 | 0.00 | - | 0 | 0 | 0 |
20 Jan | 12356.50 | 337.25 | 0.00 | 0.82 | 0 | 0 | 0 |
17 Jan | 12249.85 | 337.25 | 0.00 | 0.40 | 0 | 0 | 0 |
16 Jan | 12218.00 | 337.25 | 337.25 | 0.27 | 0 | 0 | 0 |
15 Jan | 12129.00 | 0 | 0.00 | - | 0 | 0 | 0 |
14 Jan | 12029.70 | 0 | 0.00 | - | 0 | 0 | 0 |
13 Jan | 11813.50 | 0 | 0.00 | - | 0 | 0 | 0 |
10 Jan | 12283.00 | 0 | 0.00 | 0.55 | 0 | 0 | 0 |
9 Jan | 12481.20 | 0 | 0.00 | 1.62 | 0 | 0 | 0 |
7 Jan | 12739.35 | 0 | 0.00 | 3.08 | 0 | 0 | 0 |
6 Jan | 12696.60 | 0 | 0.00 | 2.84 | 0 | 0 | 0 |
3 Jan | 13009.85 | 0 | 0.00 | 4.26 | 0 | 0 | 0 |
2 Jan | 13095.15 | 0 | 4.54 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12350 expiring on 27FEB2025
Delta for 12350 PE is 0.00
Historical price for 12350 PE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 1167.1, 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 1167.1, 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 1167.1, 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 1167.1, which was 797.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 369.9, 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 369.9, 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 369.9, 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 369.9, 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 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 369.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 369.9, which was -12.6 lower than the previous day. The implied volatity was 14.68, the open interest changed by 1 which increased total open position to 16
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 384.9, which was -88.55 lower than the previous day. The implied volatity was 23.62, the open interest changed by 14 which increased total open position to 15
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 473.45, which was 136.2 higher than the previous day. The implied volatity was 25.87, 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 337.25, 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 337.25, 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 337.25, 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 337.25, 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 337.25, 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 337.25, 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 337.25, 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 337.25, 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 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 337.25, 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 337.25, 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 337.25, 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 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 337.25, which was 0.00 lower than the previous day. The implied volatity was 0.82, 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 337.25, which was 0.00 lower than the previous day. The implied volatity was 0.40, 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 337.25, which was 337.25 higher than the previous day. The implied volatity was 0.27, 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 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 14 Jan MIDCPNIFTY was trading at 12029.70. 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 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 -, 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 0.55, 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 1.62, 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 3.08, 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 2.84, 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 4.26, 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 4.54, the open interest changed by 0 which decreased total open position to 0