MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12375 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 4.14
Theta: -7.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 30 | -38.85 | 19.30 | 26,836 | 265 | 1,779 | |||
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| 23 Jan | 12177.40 | 66 | 28.90 | 20.74 | 8,001 | -821 | 1,522 | |||
| 22 Jan | 11918.40 | 37.1 | -20.70 | 24.08 | 6,417 | 56 | 2,348 | |||
| 21 Jan | 12013.35 | 57.8 | -96.45 | 22.91 | 14,938 | 332 | 2,377 | |||
| 20 Jan | 12356.50 | 154.25 | 40.45 | 18.83 | 21,601 | 329 | 2,136 | |||
| 17 Jan | 12249.85 | 113.8 | -8.45 | 15.86 | 8,452 | 288 | 1,806 | |||
| 16 Jan | 12218.00 | 122.25 | 18.65 | 17.50 | 6,630 | 478 | 1,560 | |||
| 15 Jan | 12129.00 | 103.6 | 2.60 | 18.51 | 3,152 | 81 | 1,083 | |||
| 14 Jan | 12029.70 | 101 | 41.55 | 20.15 | 3,124 | -289 | 1,006 | |||
| 13 Jan | 11813.50 | 59.45 | -135.55 | 21.74 | 2,790 | 142 | 1,296 | |||
| 10 Jan | 12283.00 | 195 | -117.00 | 18.14 | 18,118 | 1,024 | 1,192 | |||
| 9 Jan | 12481.20 | 312 | -65.50 | 17.89 | 58 | 7 | 167 | |||
| 8 Jan | 12562.20 | 377.5 | -290.10 | 18.20 | 439 | 164 | 164 | |||
| 7 Jan | 12739.35 | 667.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 667.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 667.6 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 667.6 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12375 expiring on 30JAN2025
Delta for 12375 CE is 0.19
Historical price for 12375 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 30, which was -38.85 lower than the previous day. The implied volatity was 19.30, the open interest changed by 265 which increased total open position to 1779
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 66, which was 28.90 higher than the previous day. The implied volatity was 20.74, the open interest changed by -821 which decreased total open position to 1522
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 37.1, which was -20.70 lower than the previous day. The implied volatity was 24.08, the open interest changed by 56 which increased total open position to 2348
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 57.8, which was -96.45 lower than the previous day. The implied volatity was 22.91, the open interest changed by 332 which increased total open position to 2377
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 154.25, which was 40.45 higher than the previous day. The implied volatity was 18.83, the open interest changed by 329 which increased total open position to 2136
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 113.8, which was -8.45 lower than the previous day. The implied volatity was 15.86, the open interest changed by 288 which increased total open position to 1806
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 122.25, which was 18.65 higher than the previous day. The implied volatity was 17.50, the open interest changed by 478 which increased total open position to 1560
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 103.6, which was 2.60 higher than the previous day. The implied volatity was 18.51, the open interest changed by 81 which increased total open position to 1083
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 101, which was 41.55 higher than the previous day. The implied volatity was 20.15, the open interest changed by -289 which decreased total open position to 1006
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 59.45, which was -135.55 lower than the previous day. The implied volatity was 21.74, the open interest changed by 142 which increased total open position to 1296
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 195, which was -117.00 lower than the previous day. The implied volatity was 18.14, the open interest changed by 1024 which increased total open position to 1192
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 312, which was -65.50 lower than the previous day. The implied volatity was 17.89, the open interest changed by 7 which increased total open position to 167
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 377.5, which was -290.10 lower than the previous day. The implied volatity was 18.20, the open interest changed by 164 which increased total open position to 164
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 667.6, 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 667.6, 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 667.6, 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 667.6, 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 30JAN2025 12375 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 4.88
Theta: -7.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 333.05 | 61 | 25.16 | 850 | -33 | 654 |
| 23 Jan | 12177.40 | 274.15 | -192.40 | 24.11 | 136 | 1 | 687 |
| 22 Jan | 11918.40 | 466.55 | 29.50 | 24.41 | 86 | -16 | 689 |
| 21 Jan | 12013.35 | 437.05 | 257.05 | 31.51 | 15,021 | -254 | 704 |
| 20 Jan | 12356.50 | 180 | -65.05 | 22.19 | 10,772 | 498 | 982 |
| 17 Jan | 12249.85 | 245.05 | -17.00 | 21.92 | 902 | 64 | 484 |
| 16 Jan | 12218.00 | 262.05 | -80.65 | 21.66 | 929 | 28 | 421 |
| 15 Jan | 12129.00 | 342.7 | -79.70 | 23.74 | 32 | 2 | 393 |
| 14 Jan | 12029.70 | 422.4 | -163.65 | 26.86 | 13 | -4 | 392 |
| 13 Jan | 11813.50 | 586.05 | 309.05 | 25.85 | 535 | -232 | 398 |
| 10 Jan | 12283.00 | 277 | 100.35 | 22.94 | 18,794 | 294 | 727 |
| 9 Jan | 12481.20 | 176.65 | 31.65 | 21.45 | 2,344 | -87 | 440 |
| 8 Jan | 12562.20 | 145 | 39.15 | 20.96 | 4,535 | 347 | 527 |
| 7 Jan | 12739.35 | 105.85 | -26.15 | 21.53 | 452 | 25 | 180 |
| 6 Jan | 12696.60 | 132 | 74.90 | 22.55 | 757 | -27 | 154 |
| 3 Jan | 13009.85 | 57.1 | -1.90 | 20.58 | 817 | 97 | 184 |
| 2 Jan | 13095.15 | 59 | 22.01 | 146 | 1 | 87 | |
For Nifty Midcap Select - strike price 12375 expiring on 30JAN2025
Delta for 12375 PE is -0.75
Historical price for 12375 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 333.05, which was 61 higher than the previous day. The implied volatity was 25.16, the open interest changed by -33 which decreased total open position to 654
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 274.15, which was -192.40 lower than the previous day. The implied volatity was 24.11, the open interest changed by 1 which increased total open position to 687
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 466.55, which was 29.50 higher than the previous day. The implied volatity was 24.41, the open interest changed by -16 which decreased total open position to 689
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 437.05, which was 257.05 higher than the previous day. The implied volatity was 31.51, the open interest changed by -254 which decreased total open position to 704
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 180, which was -65.05 lower than the previous day. The implied volatity was 22.19, the open interest changed by 498 which increased total open position to 982
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 245.05, which was -17.00 lower than the previous day. The implied volatity was 21.92, the open interest changed by 64 which increased total open position to 484
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 262.05, which was -80.65 lower than the previous day. The implied volatity was 21.66, the open interest changed by 28 which increased total open position to 421
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 342.7, which was -79.70 lower than the previous day. The implied volatity was 23.74, the open interest changed by 2 which increased total open position to 393
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 422.4, which was -163.65 lower than the previous day. The implied volatity was 26.86, the open interest changed by -4 which decreased total open position to 392
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 586.05, which was 309.05 higher than the previous day. The implied volatity was 25.85, the open interest changed by -232 which decreased total open position to 398
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 277, which was 100.35 higher than the previous day. The implied volatity was 22.94, the open interest changed by 294 which increased total open position to 727
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 176.65, which was 31.65 higher than the previous day. The implied volatity was 21.45, the open interest changed by -87 which decreased total open position to 440
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 145, which was 39.15 higher than the previous day. The implied volatity was 20.96, the open interest changed by 347 which increased total open position to 527
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 105.85, which was -26.15 lower than the previous day. The implied volatity was 21.53, the open interest changed by 25 which increased total open position to 180
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 132, which was 74.90 higher than the previous day. The implied volatity was 22.55, the open interest changed by -27 which decreased total open position to 154
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 57.1, which was -1.90 lower than the previous day. The implied volatity was 20.58, the open interest changed by 97 which increased total open position to 184
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 59, which was lower than the previous day. The implied volatity was 22.01, the open interest changed by 1 which increased total open position to 87
