MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Mar 2025 04:12 PM IST
| MIDCPNIFTY 27MAR2025 12500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.26
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Mar | 11352.10 | 0.7 | 0.2 | 24.92 | 1,161 | -97 | 1,209 | |||
| 18 Mar | 11142.65 | 0.45 | -0.1 | 25.87 | 1,412 | -332 | 1,306 | |||
| 17 Mar | 10893.15 | 0.55 | -0.2 | 29.86 | 1,321 | -580 | 1,642 | |||
| 13 Mar | 10823.95 | 0.65 | -0.6 | 26.77 | 1,200 | -259 | 2,222 | |||
| 12 Mar | 10911.65 | 1.4 | 0 | 26.53 | 2,135 | -235 | 2,522 | |||
| 11 Mar | 11002.25 | 1.3 | -0.6 | 23.51 | 2,376 | -539 | 2,757 | |||
| 10 Mar | 10956.05 | 1.7 | -1.45 | 25.09 | 4,182 | 116 | 3,302 | |||
| 7 Mar | 11117.90 | 3.05 | -0.9 | 21.82 | 3,553 | 190 | 3,186 | |||
| 6 Mar | 11190.65 | 4 | -0.45 | 21.21 | 2,973 | 472 | 3,002 | |||
| 5 Mar | 11168.50 | 4.65 | 1.3 | 21.21 | 3,628 | 597 | 2,517 | |||
| 4 Mar | 10833.65 | 3.4 | -0.8 | 24.77 | 2,566 | 643 | 1,934 | |||
| 3 Mar | 10866.10 | 4.25 | -0.35 | 24.32 | 1,481 | 261 | 1,305 | |||
| 28 Feb | 10770.75 | 4.4 | -4.15 | 24.23 | 3,173 | 445 | 1,067 | |||
| 27 Feb | 10957.30 | 8 | -4 | 23.96 | 1,473 | 108 | 622 | |||
| 25 Feb | 11055.35 | 11.5 | -7.25 | 22.92 | 431 | 182 | 514 | |||
| 24 Feb | 11126.55 | 18 | -11.5 | 23.22 | 434 | 216 | 332 | |||
| 21 Feb | 11198.90 | 29.5 | -932.7 | 23.75 | 196 | 113 | 113 | |||
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| 20 Feb | 11391.45 | 962.2 | 0 | 6.34 | 0 | 0 | 0 | |||
| 19 Feb | 11270.25 | 962.2 | 0 | 7.06 | 0 | 0 | 0 | |||
| 18 Feb | 11136.65 | 962.2 | 0 | 8.33 | 0 | 0 | 0 | |||
| 17 Feb | 11172.70 | 962.2 | 0 | 7.70 | 0 | 0 | 0 | |||
| 14 Feb | 11090.05 | 962.2 | 0 | 7.51 | 0 | 0 | 0 | |||
| 13 Feb | 11359.90 | 962.2 | 0 | 5.99 | 0 | 0 | 0 | |||
| 12 Feb | 11395.20 | 962.2 | 0 | 5.58 | 0 | 0 | 0 | |||
| 11 Feb | 11471.45 | 962.2 | 0 | 5.16 | 0 | 0 | 0 | |||
| 10 Feb | 11790.05 | 962.2 | 0 | 3.27 | 0 | 0 | 0 | |||
| 7 Feb | 12011.50 | 962.2 | 0 | 2.30 | 0 | 0 | 0 | |||
| 6 Feb | 11973.35 | 962.2 | 0 | 1.67 | 0 | 0 | 0 | |||
| 5 Feb | 12092.90 | 962.2 | 0 | 1.12 | 0 | 0 | 0 | |||
| 4 Feb | 12011.55 | 962.2 | 0 | 1.73 | 0 | 0 | 0 | |||
| 3 Feb | 11822.60 | 962.2 | 0 | 3.04 | 0 | 0 | 0 | |||
| 1 Feb | 11864.60 | 962.2 | 0 | 2.98 | 0 | 0 | 0 | |||
| 14 Jan | 12029.70 | 962.2 | 962.20 | 1.18 | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12500 expiring on 27MAR2025
Delta for 12500 CE is 0.01
Historical price for 12500 CE is as follows
On 19 Mar MIDCPNIFTY was trading at 11352.10. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was 24.92, the open interest changed by -97 which decreased total open position to 1209
On 18 Mar MIDCPNIFTY was trading at 11142.65. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 25.87, the open interest changed by -332 which decreased total open position to 1306
On 17 Mar MIDCPNIFTY was trading at 10893.15. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 29.86, the open interest changed by -580 which decreased total open position to 1642
On 13 Mar MIDCPNIFTY was trading at 10823.95. The strike last trading price was 0.65, which was -0.6 lower than the previous day. The implied volatity was 26.77, the open interest changed by -259 which decreased total open position to 2222
On 12 Mar MIDCPNIFTY was trading at 10911.65. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 26.53, the open interest changed by -235 which decreased total open position to 2522
On 11 Mar MIDCPNIFTY was trading at 11002.25. The strike last trading price was 1.3, which was -0.6 lower than the previous day. The implied volatity was 23.51, the open interest changed by -539 which decreased total open position to 2757
On 10 Mar MIDCPNIFTY was trading at 10956.05. The strike last trading price was 1.7, which was -1.45 lower than the previous day. The implied volatity was 25.09, the open interest changed by 116 which increased total open position to 3302
On 7 Mar MIDCPNIFTY was trading at 11117.90. The strike last trading price was 3.05, which was -0.9 lower than the previous day. The implied volatity was 21.82, the open interest changed by 190 which increased total open position to 3186
On 6 Mar MIDCPNIFTY was trading at 11190.65. The strike last trading price was 4, which was -0.45 lower than the previous day. The implied volatity was 21.21, the open interest changed by 472 which increased total open position to 3002
On 5 Mar MIDCPNIFTY was trading at 11168.50. The strike last trading price was 4.65, which was 1.3 higher than the previous day. The implied volatity was 21.21, the open interest changed by 597 which increased total open position to 2517
On 4 Mar MIDCPNIFTY was trading at 10833.65. The strike last trading price was 3.4, which was -0.8 lower than the previous day. The implied volatity was 24.77, the open interest changed by 643 which increased total open position to 1934
On 3 Mar MIDCPNIFTY was trading at 10866.10. The strike last trading price was 4.25, which was -0.35 lower than the previous day. The implied volatity was 24.32, the open interest changed by 261 which increased total open position to 1305
On 28 Feb MIDCPNIFTY was trading at 10770.75. The strike last trading price was 4.4, which was -4.15 lower than the previous day. The implied volatity was 24.23, the open interest changed by 445 which increased total open position to 1067
On 27 Feb MIDCPNIFTY was trading at 10957.30. The strike last trading price was 8, which was -4 lower than the previous day. The implied volatity was 23.96, the open interest changed by 108 which increased total open position to 622
On 25 Feb MIDCPNIFTY was trading at 11055.35. The strike last trading price was 11.5, which was -7.25 lower than the previous day. The implied volatity was 22.92, the open interest changed by 182 which increased total open position to 514
On 24 Feb MIDCPNIFTY was trading at 11126.55. The strike last trading price was 18, which was -11.5 lower than the previous day. The implied volatity was 23.22, the open interest changed by 216 which increased total open position to 332
On 21 Feb MIDCPNIFTY was trading at 11198.90. The strike last trading price was 29.5, which was -932.7 lower than the previous day. The implied volatity was 23.75, the open interest changed by 113 which increased total open position to 113
On 20 Feb MIDCPNIFTY was trading at 11391.45. The strike last trading price was 962.2, which was 0 lower than the previous day. The implied volatity was 6.34, the open interest changed by 0 which decreased total open position to 0
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 962.2, which was 0 lower than the previous day. The implied volatity was 7.06, 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 962.2, which was 0 lower than the previous day. The implied volatity was 8.33, 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 962.2, which was 0 lower than the previous day. The implied volatity was 7.70, 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 962.2, which was 0 lower than the previous day. The implied volatity was 7.51, 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 962.2, which was 0 lower than the previous day. The implied volatity was 5.99, 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 962.2, which was 0 lower than the previous day. The implied volatity was 5.58, 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 962.2, which was 0 lower than the previous day. The implied volatity was 5.16, 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 962.2, 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 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 962.2, which was 0 lower than the previous day. The implied volatity was 2.30, 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 962.2, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 962.2, which was 0 lower than the previous day. The implied volatity was 1.12, 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 962.2, 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 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 962.2, which was 0 lower than the previous day. The implied volatity was 3.04, 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 962.2, which was 0 lower than the previous day. The implied volatity was 2.98, 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 962.2, which was 962.20 higher than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
On 8 Jan MIDCPNIFTY was trading at 12562.20. 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 27MAR2025 12500 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 Mar | 11352.10 | 1300 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 11142.65 | 1300 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 10893.15 | 1300 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 10823.95 | 1300 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 10911.65 | 1300 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 11002.25 | 1300 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 10956.05 | 1300 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 11117.90 | 1300 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 11190.65 | 1300 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 11168.50 | 1300 | -221.65 | 33.89 | 1 | 0 | 15 |
| 4 Mar | 10833.65 | 1521.65 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 10866.10 | 1521.65 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 10770.75 | 1521.65 | 0 | 0.00 | 0 | 12 | 0 |
| 27 Feb | 10957.30 | 1521.65 | 236.65 | 31.99 | 13 | 12 | 14 |
| 25 Feb | 11055.35 | 1285 | 397.75 | - | 2 | 1 | 1 |
| 24 Feb | 11126.55 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Feb | 11198.90 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 11391.45 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 11270.25 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Feb | 11136.65 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 11172.70 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 11090.05 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 11359.90 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Feb | 11395.20 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Feb | 11471.45 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 11790.05 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Feb | 12011.50 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Feb | 11973.35 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Feb | 12092.90 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 12011.55 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Feb | 11822.60 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 11864.60 | 887.25 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 12029.70 | 887.25 | 639.30 | 34.04 | 1 | 0 | 1 |
| 8 Jan | 12562.20 | 247.95 | 1.21 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12500 expiring on 27MAR2025
Delta for 12500 PE is 0.00
Historical price for 12500 PE is as follows
On 19 Mar MIDCPNIFTY was trading at 11352.10. The strike last trading price was 1300, 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 Mar MIDCPNIFTY was trading at 11142.65. The strike last trading price was 1300, 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 Mar MIDCPNIFTY was trading at 10893.15. The strike last trading price was 1300, 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 Mar MIDCPNIFTY was trading at 10823.95. The strike last trading price was 1300, 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 Mar MIDCPNIFTY was trading at 10911.65. The strike last trading price was 1300, 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 Mar MIDCPNIFTY was trading at 11002.25. The strike last trading price was 1300, 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 Mar MIDCPNIFTY was trading at 10956.05. The strike last trading price was 1300, 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 Mar MIDCPNIFTY was trading at 11117.90. The strike last trading price was 1300, 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 Mar MIDCPNIFTY was trading at 11190.65. The strike last trading price was 1300, 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 5 Mar MIDCPNIFTY was trading at 11168.50. The strike last trading price was 1300, which was -221.65 lower than the previous day. The implied volatity was 33.89, the open interest changed by 0 which decreased total open position to 15
On 4 Mar MIDCPNIFTY was trading at 10833.65. The strike last trading price was 1521.65, 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 3 Mar MIDCPNIFTY was trading at 10866.10. The strike last trading price was 1521.65, 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 28 Feb MIDCPNIFTY was trading at 10770.75. The strike last trading price was 1521.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 27 Feb MIDCPNIFTY was trading at 10957.30. The strike last trading price was 1521.65, which was 236.65 higher than the previous day. The implied volatity was 31.99, the open interest changed by 12 which increased total open position to 14
On 25 Feb MIDCPNIFTY was trading at 11055.35. The strike last trading price was 1285, which was 397.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 24 Feb MIDCPNIFTY was trading at 11126.55. The strike last trading price was 887.25, 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 21 Feb MIDCPNIFTY was trading at 11198.90. The strike last trading price was 887.25, 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 20 Feb MIDCPNIFTY was trading at 11391.45. The strike last trading price was 887.25, 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 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 887.25, 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 887.25, 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 887.25, 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 887.25, 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 887.25, 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 887.25, 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 887.25, 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 887.25, 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 887.25, 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 887.25, 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 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 887.25, 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 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 887.25, 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 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 887.25, 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 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 887.25, 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 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 887.25, which was 639.30 higher than the previous day. The implied volatity was 34.04, the open interest changed by 0 which decreased total open position to 1
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 247.95, which was lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
