MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
03 Feb 2025 04:13 PM IST
| MIDCPNIFTY 27FEB2025 12450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 8.64
Theta: -4.44
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Feb | 11822.60 | 72.2 | -27.45 | 21.07 | 50 | 6 | 94 | |||
| 1 Feb | 11864.60 | 104.95 | -622.85 | 22.90 | 256 | 88 | 88 | |||
| 31 Jan | 11930.85 | 727.8 | 0 | 3.09 | 0 | 0 | 0 | |||
| 30 Jan | 11795.15 | 727.8 | 0 | 4.11 | 0 | 0 | 0 | |||
| 29 Jan | 11871.70 | 727.8 | 0 | 3.47 | 0 | 0 | 0 | |||
| 28 Jan | 11644.40 | 727.8 | 0 | 4.95 | 0 | 0 | 0 | |||
| 27 Jan | 11722.20 | 727.8 | 0 | 4.24 | 0 | 0 | 0 | |||
| 24 Jan | 12087.85 | 727.8 | 0 | 1.73 | 0 | 0 | 0 | |||
| 23 Jan | 12177.40 | 727.8 | 0.00 | 1.21 | 0 | 0 | 0 | |||
| 22 Jan | 11918.40 | 727.8 | 0.00 | 2.74 | 0 | 0 | 0 | |||
| 21 Jan | 12013.35 | 727.8 | 0.00 | 2.01 | 0 | 0 | 0 | |||
| 20 Jan | 12356.50 | 727.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 12249.85 | 727.8 | 0.00 | 0.35 | 0 | 0 | 0 | |||
| 16 Jan | 12218.00 | 727.8 | 0.00 | 0.54 | 0 | 0 | 0 | |||
| 15 Jan | 12129.00 | 727.8 | 0.00 | 1.01 | 0 | 0 | 0 | |||
| 14 Jan | 12029.70 | 727.8 | 727.80 | 1.41 | 0 | 0 | 0 | |||
|
|
||||||||||
| 13 Jan | 11813.50 | 0 | 0.00 | 2.84 | 0 | 0 | 0 | |||
| 10 Jan | 12283.00 | 0 | 0.00 | 0.06 | 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 12450 expiring on 27FEB2025
Delta for 12450 CE is 0.21
Historical price for 12450 CE is as follows
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 72.2, which was -27.45 lower than the previous day. The implied volatity was 21.07, the open interest changed by 6 which increased total open position to 94
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 104.95, which was -622.85 lower than the previous day. The implied volatity was 22.90, the open interest changed by 88 which increased total open position to 88
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 727.8, which was 0 lower than the previous day. The implied volatity was 3.09, 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 727.8, which was 0 lower than the previous day. The implied volatity was 4.11, 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 727.8, which was 0 lower than the previous day. The implied volatity was 3.47, 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 727.8, which was 0 lower than the previous day. The implied volatity was 4.95, 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 727.8, which was 0 lower than the previous day. The implied volatity was 4.24, 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 727.8, which was 0 lower than the previous day. The implied volatity was 1.73, 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 727.8, which was 0.00 lower than the previous day. The implied volatity was 1.21, 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 727.8, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 727.8, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 727.8, 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 727.8, which was 0.00 lower than the previous day. The implied volatity was 0.35, 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 727.8, which was 0.00 lower than the previous day. The implied volatity was 0.54, 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 727.8, which was 0.00 lower than the previous day. The implied volatity was 1.01, 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 727.8, which was 727.80 higher than the previous day. The implied volatity was 1.41, 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 2.84, 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 0.06, 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 12450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Feb | 11822.60 | 376.85 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 11864.60 | 376.85 | 0 | - | 0 | 0 | 0 |
| 31 Jan | 11930.85 | 376.85 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 11795.15 | 376.85 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 11871.70 | 376.85 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 11644.40 | 376.85 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 11722.20 | 376.85 | 0 | - | 0 | 0 | 0 |
| 24 Jan | 12087.85 | 376.85 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 12177.40 | 376.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 11918.40 | 376.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 12013.35 | 376.85 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 12356.50 | 376.85 | 0.00 | 0.22 | 0 | 0 | 0 |
| 17 Jan | 12249.85 | 376.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 12218.00 | 376.85 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 12129.00 | 376.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 12029.70 | 376.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 11813.50 | 376.85 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 12283.00 | 376.85 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 376.85 | 0.00 | 1.07 | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 376.85 | 0.00 | 2.56 | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 376.85 | 0.00 | 2.32 | 0 | 0 | 0 |
| 3 Jan | 13009.85 | 376.85 | 0.00 | 3.77 | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 376.85 | 4.07 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12450 expiring on 27FEB2025
Delta for 12450 PE is -
Historical price for 12450 PE is as follows
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 376.85, 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 376.85, 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 376.85, 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 376.85, 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 376.85, 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 376.85, 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 376.85, 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 376.85, 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 376.85, 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 376.85, 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 376.85, 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 376.85, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 376.85, 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 376.85, 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 376.85, 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 376.85, 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 376.85, 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 376.85, 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 376.85, which was 0.00 lower than the previous day. The implied volatity was 1.07, 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 376.85, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 376.85, which was 0.00 lower than the previous day. The implied volatity was 2.32, 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 376.85, which was 0.00 lower than the previous day. The implied volatity was 3.77, 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 376.85, which was lower than the previous day. The implied volatity was 4.07, the open interest changed by 0 which decreased total open position to 0
