MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Feb 2025 02:08 PM IST
MIDCPNIFTY 27FEB2025 12475 CE | ||||||||||
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Delta: 0.01
Vega: 0.29
Theta: -0.51
Gamma: 0.00
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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 | |||
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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 | |||||||
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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 | 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