MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 12425 CE | ||||||||||
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Delta: 0.01
Vega: 0.33
Theta: -0.56
Gamma: 0.00
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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 | |||
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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 | |||||||
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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 | 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