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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 12425 CE
Delta: 0.01
Vega: 0.33
Theta: -0.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Feb 11270.25 1 -0.9 26.26 9 3 152
18 Feb 11136.65 1.95 -2.4 29.89 18 -2 149
17 Feb 11172.70 3.7 -3.1 29.58 5 2 152
14 Feb 11090.05 6.8 -4.75 30.48 10 2 148
13 Feb 11359.90 11.55 -8.7 26.25 131 -25 146
12 Feb 11395.20 20.25 -3.1 27.17 73 -10 171
11 Feb 11471.45 22.3 -30.4 25.50 393 20 191
10 Feb 11790.05 51.5 -47.55 22.75 882 8 182
7 Feb 12011.50 101.7 -2.7 20.52 307 68 175
6 Feb 11973.35 107.1 -35.9 21.93 182 38 106
5 Feb 12092.90 143.7 19.75 20.98 728 -49 68
4 Feb 12011.55 111.3 14.3 20.46 189 113 118
3 Feb 11822.60 97 -11.5 23.19 2 1 5
1 Feb 11864.60 92.4 -649.8 21.07 6 3 3
31 Jan 11930.85 742.2 0 2.91 0 0 0
30 Jan 11795.15 742.2 0 3.92 0 0 0
29 Jan 11871.70 742.2 0 3.27 0 0 0
28 Jan 11644.40 742.2 0 4.80 0 0 0
27 Jan 11722.20 742.2 0 4.07 0 0 0
24 Jan 12087.85 742.2 0 1.58 0 0 0
23 Jan 12177.40 742.2 0.00 1.04 0 0 0
22 Jan 11918.40 742.2 0.00 2.59 0 0 0
21 Jan 12013.35 742.2 0.00 1.84 0 0 0
20 Jan 12356.50 742.2 0.00 - 0 0 0
17 Jan 12249.85 742.2 0.00 0.20 0 0 0
16 Jan 12218.00 742.2 0.00 0.39 0 0 0
15 Jan 12129.00 742.2 0.00 0.92 0 0 0
14 Jan 12029.70 742.2 742.20 1.30 0 0 0
13 Jan 11813.50 0 0.00 2.69 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 12425 expiring on 27FEB2025

Delta for 12425 CE is 0.01

Historical price for 12425 CE is as follows

On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 1, which was -0.9 lower than the previous day. The implied volatity was 26.26, the open interest changed by 3 which increased total open position to 152


On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 1.95, which was -2.4 lower than the previous day. The implied volatity was 29.89, the open interest changed by -2 which decreased total open position to 149


On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 3.7, which was -3.1 lower than the previous day. The implied volatity was 29.58, the open interest changed by 2 which increased total open position to 152


On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 6.8, which was -4.75 lower than the previous day. The implied volatity was 30.48, the open interest changed by 2 which increased total open position to 148


On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 11.55, which was -8.7 lower than the previous day. The implied volatity was 26.25, the open interest changed by -25 which decreased total open position to 146


On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 20.25, which was -3.1 lower than the previous day. The implied volatity was 27.17, the open interest changed by -10 which decreased total open position to 171


On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 22.3, which was -30.4 lower than the previous day. The implied volatity was 25.50, the open interest changed by 20 which increased total open position to 191


On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 51.5, which was -47.55 lower than the previous day. The implied volatity was 22.75, the open interest changed by 8 which increased total open position to 182


On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 101.7, which was -2.7 lower than the previous day. The implied volatity was 20.52, the open interest changed by 68 which increased total open position to 175


On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 107.1, which was -35.9 lower than the previous day. The implied volatity was 21.93, the open interest changed by 38 which increased total open position to 106


On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 143.7, which was 19.75 higher than the previous day. The implied volatity was 20.98, the open interest changed by -49 which decreased total open position to 68


On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 111.3, which was 14.3 higher than the previous day. The implied volatity was 20.46, the open interest changed by 113 which increased total open position to 118


On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 97, which was -11.5 lower than the previous day. The implied volatity was 23.19, the open interest changed by 1 which increased total open position to 5


On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 92.4, which was -649.8 lower than the previous day. The implied volatity was 21.07, 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 742.2, which was 0 lower than the previous day. The implied volatity was 2.91, 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 742.2, which was 0 lower than the previous day. The implied volatity was 3.92, 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 742.2, which was 0 lower than the previous day. The implied volatity was 3.27, 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 742.2, which was 0 lower than the previous day. The implied volatity was 4.80, 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 742.2, which was 0 lower than the previous day. The implied volatity was 4.07, 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 742.2, which was 0 lower than the previous day. The implied volatity was 1.58, 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 742.2, which was 0.00 lower than the previous day. The implied volatity was 1.04, 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 742.2, which was 0.00 lower than the previous day. The implied volatity was 2.59, 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 742.2, which was 0.00 lower than the previous day. The implied volatity was 1.84, 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 742.2, 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 742.2, which was 0.00 lower than the previous day. The implied volatity was 0.20, 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 742.2, which was 0.00 lower than the previous day. The implied volatity was 0.39, 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 742.2, which was 0.00 lower than the previous day. The implied volatity was 0.92, 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 742.2, which was 742.20 higher than the previous day. The implied volatity was 1.30, 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 2.69, 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 12425 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Feb 11270.25 428.1 0 0.00 0 0 0
18 Feb 11136.65 428.1 0 0.00 0 0 0
17 Feb 11172.70 428.1 0 0.00 0 0 0
14 Feb 11090.05 428.1 0 0.00 0 0 0
13 Feb 11359.90 428.1 0 0.00 0 0 0
12 Feb 11395.20 428.1 0 0.00 0 0 0
11 Feb 11471.45 428.1 0 0.00 0 0 0
10 Feb 11790.05 428.1 0 0.00 0 0 0
7 Feb 12011.50 428.1 0 0.00 0 10 0
6 Feb 11973.35 428.1 23.1 14.58 10 0 10
5 Feb 12092.90 405 38.3 21.48 18 6 6
4 Feb 12011.55 366.7 0 - 0 0 0
3 Feb 11822.60 366.7 0 - 0 0 0
1 Feb 11864.60 366.7 0 - 0 0 0
31 Jan 11930.85 366.7 0 - 0 0 0
30 Jan 11795.15 366.7 0 - 0 0 0
29 Jan 11871.70 366.7 0 - 0 0 0
28 Jan 11644.40 366.7 0 - 0 0 0
27 Jan 11722.20 366.7 0 - 0 0 0
24 Jan 12087.85 366.7 0 - 0 0 0
23 Jan 12177.40 366.7 0.00 - 0 0 0
22 Jan 11918.40 366.7 0.00 - 0 0 0
21 Jan 12013.35 366.7 0.00 - 0 0 0
20 Jan 12356.50 366.7 0.00 0.38 0 0 0
17 Jan 12249.85 366.7 0.00 - 0 0 0
16 Jan 12218.00 366.7 0.00 - 0 0 0
15 Jan 12129.00 366.7 0.00 - 0 0 0
14 Jan 12029.70 366.7 366.70 - 0 0 0
13 Jan 11813.50 0 0.00 - 0 0 0
10 Jan 12283.00 0 0.00 0.12 0 0 0
9 Jan 12481.20 0 0.00 1.22 0 0 0
7 Jan 12739.35 0 0.00 2.69 0 0 0
6 Jan 12696.60 0 0.00 2.45 0 0 0
3 Jan 13009.85 0 0.00 3.90 0 0 0
2 Jan 13095.15 0 4.19 0 0 0


For Nifty Midcap Select - strike price 12425 expiring on 27FEB2025

Delta for 12425 PE is 0.00

Historical price for 12425 PE is as follows

On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 428.1, 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 428.1, 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 428.1, 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 428.1, 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 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 428.1, 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 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 428.1, 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 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 428.1, 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 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 428.1, 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 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 428.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 428.1, which was 23.1 higher than the previous day. The implied volatity was 14.58, the open interest changed by 0 which decreased total open position to 10


On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 405, which was 38.3 higher than the previous day. The implied volatity was 21.48, the open interest changed by 6 which increased total open position to 6


On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 366.7, 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 366.7, 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 366.7, 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 366.7, 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 366.7, 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 366.7, 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 366.7, 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 366.7, 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 366.7, 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 366.7, 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 366.7, 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 366.7, 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 366.7, which was 0.00 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 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 366.7, 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 366.7, 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 366.7, 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 366.7, which was 366.70 higher 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 0.12, 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 1.22, 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 2.69, 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 2.45, 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 3.90, 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 4.19, the open interest changed by 0 which decreased total open position to 0