`
[--[65.84.65.76]--]
MIDCPNIFTY
Nifty Midcap Select

11236.45 99.80 (0.90%)

Back to Option Chain


Historical option data for MIDCPNIFTY

19 Feb 2025 02:08 PM IST
MIDCPNIFTY 27FEB2025 12475 CE
Delta: 0.01
Vega: 0.29
Theta: -0.51
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Feb 11235.95 0.9 -1.15 27.32 96 -66 51
18 Feb 11136.65 2.05 -1.1 31.14 29 -6 117
17 Feb 11172.70 3.15 -3.65 29.86 2 -1 124
14 Feb 11090.05 6.8 -2.7 31.38 104 -31 125
13 Feb 11359.90 9.1 -4.55 26.01 154 -34 155
12 Feb 11395.20 14 -6 26.01 71 -15 190
11 Feb 11471.45 19.35 -26.6 25.64 282 49 204
10 Feb 11790.05 46.1 -38.5 23.08 946 63 156
7 Feb 12011.50 87 -5.3 20.46 218 10 94
6 Feb 11973.35 92.15 -34.6 21.67 187 49 88
5 Feb 12092.90 129.15 44.6 21.10 266 33 40
4 Feb 12011.55 84.55 19.5 19.06 1 0 8
3 Feb 11822.60 65.05 -648.55 20.77 16 7 7
1 Feb 11864.60 713.6 0 4.07 0 0 0
31 Jan 11930.85 713.6 0 3.26 0 0 0
30 Jan 11795.15 713.6 0 4.26 0 0 0
29 Jan 11871.70 713.6 0 3.60 0 0 0
28 Jan 11644.40 713.6 0 5.11 0 0 0
27 Jan 11722.20 713.6 0 4.46 0 0 0
24 Jan 12087.85 713.6 0 1.88 0 0 0
23 Jan 12177.40 713.6 0.00 1.30 0 0 0
22 Jan 11918.40 713.6 0.00 2.88 0 0 0
21 Jan 12013.35 713.6 0.00 2.15 0 0 0
20 Jan 12356.50 713.6 0.00 0.01 0 0 0
17 Jan 12249.85 713.6 0.00 0.55 0 0 0
16 Jan 12218.00 713.6 0.00 0.67 0 0 0
15 Jan 12129.00 713.6 0.00 1.18 0 0 0
14 Jan 12029.70 713.6 713.60 1.60 0 0 0
13 Jan 11813.50 0 0.00 2.97 0 0 0
10 Jan 12283.00 0 0.00 0.21 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 12475 expiring on 27FEB2025

Delta for 12475 CE is 0.01

Historical price for 12475 CE is as follows

On 19 Feb MIDCPNIFTY was trading at 11235.95. The strike last trading price was 0.9, which was -1.15 lower than the previous day. The implied volatity was 27.32, the open interest changed by -66 which decreased total open position to 51


On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 2.05, which was -1.1 lower than the previous day. The implied volatity was 31.14, the open interest changed by -6 which decreased total open position to 117


On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 3.15, which was -3.65 lower than the previous day. The implied volatity was 29.86, the open interest changed by -1 which decreased total open position to 124


On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 6.8, which was -2.7 lower than the previous day. The implied volatity was 31.38, the open interest changed by -31 which decreased total open position to 125


On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 9.1, which was -4.55 lower than the previous day. The implied volatity was 26.01, the open interest changed by -34 which decreased total open position to 155


On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 14, which was -6 lower than the previous day. The implied volatity was 26.01, the open interest changed by -15 which decreased total open position to 190


On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 19.35, which was -26.6 lower than the previous day. The implied volatity was 25.64, the open interest changed by 49 which increased total open position to 204


On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 46.1, which was -38.5 lower than the previous day. The implied volatity was 23.08, the open interest changed by 63 which increased total open position to 156


On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 87, which was -5.3 lower than the previous day. The implied volatity was 20.46, the open interest changed by 10 which increased total open position to 94


On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 92.15, which was -34.6 lower than the previous day. The implied volatity was 21.67, the open interest changed by 49 which increased total open position to 88


On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 129.15, which was 44.6 higher than the previous day. The implied volatity was 21.10, the open interest changed by 33 which increased total open position to 40


On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 84.55, which was 19.5 higher than the previous day. The implied volatity was 19.06, the open interest changed by 0 which decreased total open position to 8


On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 65.05, which was -648.55 lower than the previous day. The implied volatity was 20.77, the open interest changed by 7 which increased total open position to 7


On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 713.6, 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 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 713.6, which was 0 lower than the previous day. The implied volatity was 3.26, 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 713.6, which was 0 lower than the previous day. The implied volatity was 4.26, 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 713.6, which was 0 lower than the previous day. The implied volatity was 3.60, 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 713.6, which was 0 lower than the previous day. The implied volatity was 5.11, 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 713.6, which was 0 lower than the previous day. The implied volatity was 4.46, 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 713.6, which was 0 lower than the previous day. The implied volatity was 1.88, 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 713.6, which was 0.00 lower than the previous day. The implied volatity was 1.30, 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 713.6, which was 0.00 lower than the previous day. The implied volatity was 2.88, 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 713.6, which was 0.00 lower than the previous day. The implied volatity was 2.15, 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 713.6, which was 0.00 lower than the previous day. The implied volatity was 0.01, 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 713.6, which was 0.00 lower than the previous day. The implied volatity was 0.55, 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 713.6, which was 0.00 lower than the previous day. The implied volatity was 0.67, 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 713.6, which was 0.00 lower than the previous day. The implied volatity was 1.18, 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 713.6, which was 713.60 higher than the previous day. The implied volatity was 1.60, 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 2.97, 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 0.21, 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 12475 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Feb 11235.95 417.2 0 0.00 0 0 0
18 Feb 11136.65 417.2 0 0.00 0 0 0
17 Feb 11172.70 417.2 0 0.00 0 0 0
14 Feb 11090.05 417.2 0 0.00 0 0 0
13 Feb 11359.90 417.2 0 0.00 0 0 0
12 Feb 11395.20 417.2 0 0.00 0 0 0
11 Feb 11471.45 417.2 0 0.00 0 0 0
10 Feb 11790.05 417.2 0 0.00 0 0 0
7 Feb 12011.50 417.2 0 0.00 0 0 0
6 Feb 11973.35 417.2 0 0.00 0 4 0
5 Feb 12092.90 417.2 30 19.45 38 0 0
4 Feb 12011.55 387.2 0 - 0 0 0
3 Feb 11822.60 387.2 0 - 0 0 0
1 Feb 11864.60 387.2 0 - 0 0 0
31 Jan 11930.85 387.2 0 - 0 0 0
30 Jan 11795.15 387.2 0 - 0 0 0
29 Jan 11871.70 387.2 0 - 0 0 0
28 Jan 11644.40 387.2 0 - 0 0 0
27 Jan 11722.20 387.2 0 - 0 0 0
24 Jan 12087.85 387.2 0 - 0 0 0
23 Jan 12177.40 387.2 0.00 - 0 0 0
22 Jan 11918.40 387.2 0.00 - 0 0 0
21 Jan 12013.35 387.2 0.00 - 0 0 0
20 Jan 12356.50 387.2 0.00 0.22 0 0 0
17 Jan 12249.85 387.2 0.00 - 0 0 0
16 Jan 12218.00 387.2 0.00 - 0 0 0
15 Jan 12129.00 387.2 0.00 - 0 0 0
14 Jan 12029.70 387.2 387.20 - 0 0 0
13 Jan 11813.50 0 0.00 - 0 0 0
10 Jan 12283.00 0 0.00 - 0 0 0
9 Jan 12481.20 0 0.00 0.94 0 0 0
7 Jan 12739.35 0 0.00 2.43 0 0 0
6 Jan 12696.60 0 0.00 2.19 0 0 0
3 Jan 13009.85 0 0.00 3.65 0 0 0
2 Jan 13095.15 0 3.95 0 0 0


For Nifty Midcap Select - strike price 12475 expiring on 27FEB2025

Delta for 12475 PE is 0.00

Historical price for 12475 PE is as follows

On 19 Feb MIDCPNIFTY was trading at 11235.95. The strike last trading price was 417.2, 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 417.2, 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 417.2, 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 417.2, 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 417.2, 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 417.2, 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 417.2, 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 417.2, 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 417.2, 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 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 417.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 417.2, which was 30 higher than the previous day. The implied volatity was 19.45, the open interest changed by 0 which decreased total open position to 0


On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 387.2, 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 387.2, 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 387.2, 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 387.2, 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 387.2, 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 387.2, 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 387.2, 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 387.2, 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 387.2, 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 387.2, 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 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 387.2, 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 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 387.2, 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 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 387.2, 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 387.2, 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 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 387.2, 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 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 387.2, 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 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 387.2, which was 387.20 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 -, 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 0.94, 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 2.43, 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 2.19, 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 3.65, 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 3.95, the open interest changed by 0 which decreased total open position to 0