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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 12350 CE
Delta: 0.01
Vega: 0.44
Theta: -0.75
Gamma: 0.00
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
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
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 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