MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 3.31
Theta: -5.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 20 | -30.15 | 19.67 | 37,439 | 315 | 2,795 | |||
| 23 Jan | 12177.40 | 49 | 19.75 | 21.17 | 11,471 | -321 | 2,456 | |||
| 22 Jan | 11918.40 | 29.25 | -19.70 | 24.81 | 8,435 | 950 | 2,776 | |||
| 21 Jan | 12013.35 | 48.95 | -69.90 | 24.08 | 9,209 | 100 | 1,829 | |||
| 20 Jan | 12356.50 | 118.85 | 24.90 | 18.68 | 13,087 | -718 | 2,243 | |||
| 17 Jan | 12249.85 | 93.95 | -2.05 | 16.81 | 9,479 | -340 | 2,949 | |||
| 16 Jan | 12218.00 | 96 | 16.85 | 17.62 | 8,039 | 1,715 | 3,248 | |||
| 15 Jan | 12129.00 | 79.15 | -1.75 | 18.35 | 5,016 | 339 | 1,545 | |||
| 14 Jan | 12029.70 | 80.9 | 34.40 | 20.20 | 3,054 | 196 | 1,205 | |||
| 13 Jan | 11813.50 | 46.5 | -116.70 | 21.67 | 6,470 | -67 | 1,008 | |||
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| 10 Jan | 12283.00 | 163.2 | -105.80 | 18.25 | 14,692 | 409 | 1,076 | |||
| 9 Jan | 12481.20 | 269 | -54.70 | 18.13 | 2,461 | 192 | 688 | |||
| 8 Jan | 12562.20 | 323.7 | -140.05 | 17.74 | 9,973 | 487 | 502 | |||
| 7 Jan | 12739.35 | 463.75 | 47.05 | 19.09 | 3 | 0 | 16 | |||
| 6 Jan | 12696.60 | 416.7 | -197.10 | 17.00 | 16 | 4 | 5 | |||
| 3 Jan | 13009.85 | 613.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 2 Jan | 13095.15 | 613.8 | 0.00 | 0 | 1 | 0 | ||||
For Nifty Midcap Select - strike price 12450 expiring on 30JAN2025
Delta for 12450 CE is 0.13
Historical price for 12450 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 20, which was -30.15 lower than the previous day. The implied volatity was 19.67, the open interest changed by 315 which increased total open position to 2795
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 49, which was 19.75 higher than the previous day. The implied volatity was 21.17, the open interest changed by -321 which decreased total open position to 2456
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 29.25, which was -19.70 lower than the previous day. The implied volatity was 24.81, the open interest changed by 950 which increased total open position to 2776
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 48.95, which was -69.90 lower than the previous day. The implied volatity was 24.08, the open interest changed by 100 which increased total open position to 1829
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 118.85, which was 24.90 higher than the previous day. The implied volatity was 18.68, the open interest changed by -718 which decreased total open position to 2243
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 93.95, which was -2.05 lower than the previous day. The implied volatity was 16.81, the open interest changed by -340 which decreased total open position to 2949
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 96, which was 16.85 higher than the previous day. The implied volatity was 17.62, the open interest changed by 1715 which increased total open position to 3248
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 79.15, which was -1.75 lower than the previous day. The implied volatity was 18.35, the open interest changed by 339 which increased total open position to 1545
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 80.9, which was 34.40 higher than the previous day. The implied volatity was 20.20, the open interest changed by 196 which increased total open position to 1205
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 46.5, which was -116.70 lower than the previous day. The implied volatity was 21.67, the open interest changed by -67 which decreased total open position to 1008
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 163.2, which was -105.80 lower than the previous day. The implied volatity was 18.25, the open interest changed by 409 which increased total open position to 1076
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 269, which was -54.70 lower than the previous day. The implied volatity was 18.13, the open interest changed by 192 which increased total open position to 688
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 323.7, which was -140.05 lower than the previous day. The implied volatity was 17.74, the open interest changed by 487 which increased total open position to 502
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 463.75, which was 47.05 higher than the previous day. The implied volatity was 19.09, the open interest changed by 0 which decreased total open position to 16
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 416.7, which was -197.10 lower than the previous day. The implied volatity was 17.00, the open interest changed by 4 which increased total open position to 5
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 613.8, which was 0.00 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 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 613.8, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| MIDCPNIFTY 30JAN2025 12450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 3.34
Theta: -2.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 368.9 | 46.5 | 19.78 | 193 | 4 | 478 |
| 23 Jan | 12177.40 | 325 | -207.55 | 23.64 | 122 | -29 | 480 |
| 22 Jan | 11918.40 | 532.55 | 32.60 | 24.89 | 39 | -14 | 510 |
| 21 Jan | 12013.35 | 499.95 | 279.80 | 32.51 | 488 | -38 | 535 |
| 20 Jan | 12356.50 | 220.15 | -61.25 | 22.17 | 561 | -7 | 588 |
| 17 Jan | 12249.85 | 281.4 | -35.25 | 21.56 | 438 | 60 | 605 |
| 16 Jan | 12218.00 | 316.65 | -78.35 | 22.64 | 27 | 3 | 545 |
| 15 Jan | 12129.00 | 395 | -53.25 | 24.03 | 87 | 29 | 542 |
| 14 Jan | 12029.70 | 448.25 | -197.00 | 24.10 | 9 | -3 | 513 |
| 13 Jan | 11813.50 | 645.25 | 317.85 | 25.84 | 205 | -34 | 517 |
| 10 Jan | 12283.00 | 327.4 | 113.90 | 23.76 | 9,958 | -608 | 560 |
| 9 Jan | 12481.20 | 213.5 | 42.50 | 21.89 | 6,690 | -113 | 1,167 |
| 8 Jan | 12562.20 | 171 | 43.20 | 20.81 | 24,529 | 1,227 | 1,531 |
| 7 Jan | 12739.35 | 127.8 | -27.95 | 21.58 | 1,566 | 45 | 302 |
| 6 Jan | 12696.60 | 155.75 | 86.90 | 22.56 | 1,306 | 34 | 262 |
| 3 Jan | 13009.85 | 68.85 | 0.10 | 20.43 | 1,034 | 3 | 230 |
| 2 Jan | 13095.15 | 68.75 | 21.71 | 237 | -15 | 227 | |
For Nifty Midcap Select - strike price 12450 expiring on 30JAN2025
Delta for 12450 PE is -0.87
Historical price for 12450 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 368.9, which was 46.5 higher than the previous day. The implied volatity was 19.78, the open interest changed by 4 which increased total open position to 478
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 325, which was -207.55 lower than the previous day. The implied volatity was 23.64, the open interest changed by -29 which decreased total open position to 480
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 532.55, which was 32.60 higher than the previous day. The implied volatity was 24.89, the open interest changed by -14 which decreased total open position to 510
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 499.95, which was 279.80 higher than the previous day. The implied volatity was 32.51, the open interest changed by -38 which decreased total open position to 535
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 220.15, which was -61.25 lower than the previous day. The implied volatity was 22.17, the open interest changed by -7 which decreased total open position to 588
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 281.4, which was -35.25 lower than the previous day. The implied volatity was 21.56, the open interest changed by 60 which increased total open position to 605
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 316.65, which was -78.35 lower than the previous day. The implied volatity was 22.64, the open interest changed by 3 which increased total open position to 545
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 395, which was -53.25 lower than the previous day. The implied volatity was 24.03, the open interest changed by 29 which increased total open position to 542
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 448.25, which was -197.00 lower than the previous day. The implied volatity was 24.10, the open interest changed by -3 which decreased total open position to 513
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 645.25, which was 317.85 higher than the previous day. The implied volatity was 25.84, the open interest changed by -34 which decreased total open position to 517
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 327.4, which was 113.90 higher than the previous day. The implied volatity was 23.76, the open interest changed by -608 which decreased total open position to 560
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 213.5, which was 42.50 higher than the previous day. The implied volatity was 21.89, the open interest changed by -113 which decreased total open position to 1167
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 171, which was 43.20 higher than the previous day. The implied volatity was 20.81, the open interest changed by 1227 which increased total open position to 1531
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 127.8, which was -27.95 lower than the previous day. The implied volatity was 21.58, the open interest changed by 45 which increased total open position to 302
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 155.75, which was 86.90 higher than the previous day. The implied volatity was 22.56, the open interest changed by 34 which increased total open position to 262
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 68.85, which was 0.10 higher than the previous day. The implied volatity was 20.43, the open interest changed by 3 which increased total open position to 230
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 68.75, which was lower than the previous day. The implied volatity was 21.71, the open interest changed by -15 which decreased total open position to 227
