MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
07 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 12525 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.23
Vega: 8.60
Theta: -5.18
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Feb | 12011.50 | 77.05 | -3.55 | 20.62 | 291 | 19 | 107 | |||
6 Feb | 11973.35 | 80 | -32.1 | 21.54 | 196 | 42 | 86 | |||
5 Feb | 12092.90 | 110.8 | 11 | 20.73 | 344 | 23 | 45 | |||
4 Feb | 12011.55 | 84.35 | 6.35 | 20.25 | 60 | 17 | 23 | |||
3 Feb | 11822.60 | 78 | 0 | 0.00 | 0 | 6 | 0 | |||
1 Feb | 11864.60 | 78 | -607.7 | 21.71 | 7 | 6 | 6 | |||
31 Jan | 11930.85 | 685.7 | 0 | 3.61 | 0 | 0 | 0 | |||
30 Jan | 11795.15 | 685.7 | 0 | 4.60 | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 685.7 | 0 | 3.96 | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 685.7 | 0 | 5.43 | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 685.7 | 0 | 4.71 | 0 | 0 | 0 | |||
24 Jan | 12087.85 | 685.7 | 0 | 2.23 | 0 | 0 | 0 | |||
23 Jan | 12177.40 | 685.7 | 0.00 | 1.53 | 0 | 0 | 0 | |||
22 Jan | 11918.40 | 685.7 | 0.00 | 3.20 | 0 | 0 | 0 | |||
21 Jan | 12013.35 | 685.7 | 0.00 | 2.45 | 0 | 0 | 0 | |||
20 Jan | 12356.50 | 685.7 | 0.00 | 0.33 | 0 | 0 | 0 | |||
|
||||||||||
17 Jan | 12249.85 | 685.7 | 0.00 | 0.87 | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 685.7 | 0.00 | 0.98 | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 685.7 | 0.00 | 1.47 | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 685.7 | 685.70 | 2.20 | 0 | 0 | 0 | |||
13 Jan | 11813.50 | 0 | 0.00 | 3.25 | 0 | 0 | 0 | |||
10 Jan | 12283.00 | 0 | 0.00 | 0.50 | 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 12525 expiring on 27FEB2025
Delta for 12525 CE is 0.23
Historical price for 12525 CE is as follows
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 77.05, which was -3.55 lower than the previous day. The implied volatity was 20.62, the open interest changed by 19 which increased total open position to 107
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 80, which was -32.1 lower than the previous day. The implied volatity was 21.54, the open interest changed by 42 which increased total open position to 86
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 110.8, which was 11 higher than the previous day. The implied volatity was 20.73, the open interest changed by 23 which increased total open position to 45
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 84.35, which was 6.35 higher than the previous day. The implied volatity was 20.25, the open interest changed by 17 which increased total open position to 23
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 78, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 78, which was -607.7 lower than the previous day. The implied volatity was 21.71, the open interest changed by 6 which increased total open position to 6
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 685.7, which was 0 lower than the previous day. The implied volatity was 3.61, 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 685.7, which was 0 lower than the previous day. The implied volatity was 4.60, 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 685.7, which was 0 lower than the previous day. The implied volatity was 3.96, 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 685.7, which was 0 lower than the previous day. The implied volatity was 5.43, 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 685.7, which was 0 lower than the previous day. The implied volatity was 4.71, 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 685.7, which was 0 lower than the previous day. The implied volatity was 2.23, 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 685.7, which was 0.00 lower than the previous day. The implied volatity was 1.53, 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 685.7, which was 0.00 lower than the previous day. The implied volatity was 3.20, 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 685.7, which was 0.00 lower than the previous day. The implied volatity was 2.45, 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 685.7, which was 0.00 lower than the previous day. The implied volatity was 0.33, 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 685.7, which was 0.00 lower than the previous day. The implied volatity was 0.87, 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 685.7, which was 0.00 lower than the previous day. The implied volatity was 0.98, 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 685.7, which was 0.00 lower than the previous day. The implied volatity was 1.47, 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 685.7, which was 685.70 higher than the previous day. The implied volatity was 2.20, 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 3.25, 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 0.50, 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 12525 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.73
Vega: 9.38
Theta: -3.26
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Feb | 12011.50 | 558.95 | -51.9 | 24.75 | 1 | 0 | 20 |
6 Feb | 11973.35 | 610.85 | 156.75 | 26.44 | 12 | 0 | 21 |
5 Feb | 12092.90 | 454.1 | 45.7 | 19.54 | 30 | 21 | 21 |
4 Feb | 12011.55 | 408.4 | 0 | - | 0 | 0 | 0 |
3 Feb | 11822.60 | 408.4 | 0 | - | 0 | 0 | 0 |
1 Feb | 11864.60 | 408.4 | 0 | - | 0 | 0 | 0 |
31 Jan | 11930.85 | 408.4 | 0 | - | 0 | 0 | 0 |
30 Jan | 11795.15 | 408.4 | 0 | - | 0 | 0 | 0 |
29 Jan | 11871.70 | 408.4 | 0 | - | 0 | 0 | 0 |
28 Jan | 11644.40 | 408.4 | 0 | - | 0 | 0 | 0 |
27 Jan | 11722.20 | 408.4 | 0 | - | 0 | 0 | 0 |
24 Jan | 12087.85 | 408.4 | 0 | - | 0 | 0 | 0 |
23 Jan | 12177.40 | 408.4 | 0.00 | - | 0 | 0 | 0 |
22 Jan | 11918.40 | 408.4 | 0.00 | - | 0 | 0 | 0 |
21 Jan | 12013.35 | 408.4 | 0.00 | - | 0 | 0 | 0 |
20 Jan | 12356.50 | 408.4 | 0.00 | - | 0 | 0 | 0 |
17 Jan | 12249.85 | 408.4 | 0.00 | - | 0 | 0 | 0 |
16 Jan | 12218.00 | 408.4 | 0.00 | - | 0 | 0 | 0 |
15 Jan | 12129.00 | 408.4 | 0.00 | - | 0 | 0 | 0 |
14 Jan | 12029.70 | 408.4 | 0.00 | - | 0 | 0 | 0 |
13 Jan | 11813.50 | 408.4 | 0.00 | - | 0 | 0 | 0 |
10 Jan | 12283.00 | 408.4 | 0.00 | - | 0 | 0 | 0 |
9 Jan | 12481.20 | 408.4 | 0.00 | 0.71 | 0 | 0 | 0 |
7 Jan | 12739.35 | 408.4 | 408.40 | 2.31 | 0 | 0 | 0 |
6 Jan | 12696.60 | 0 | 0.00 | 1.93 | 0 | 0 | 0 |
3 Jan | 13009.85 | 0 | 0.00 | 3.41 | 0 | 0 | 0 |
2 Jan | 13095.15 | 0 | 3.71 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12525 expiring on 27FEB2025
Delta for 12525 PE is -0.73
Historical price for 12525 PE is as follows
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 558.95, which was -51.9 lower than the previous day. The implied volatity was 24.75, the open interest changed by 0 which decreased total open position to 20
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 610.85, which was 156.75 higher than the previous day. The implied volatity was 26.44, the open interest changed by 0 which decreased total open position to 21
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 454.1, which was 45.7 higher than the previous day. The implied volatity was 19.54, the open interest changed by 21 which increased total open position to 21
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 408.4, 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 408.4, 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 408.4, 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 408.4, 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 408.4, 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 408.4, 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 408.4, 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 408.4, 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 408.4, 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 408.4, 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 408.4, 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 408.4, 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 408.4, 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 408.4, 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 408.4, 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 408.4, 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 408.4, 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 408.4, 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 408.4, 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 408.4, which was 0.00 lower than the previous day. The implied volatity was 0.71, 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 408.4, which was 408.40 higher than the previous day. The implied volatity was 2.31, 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 1.93, 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 3.41, 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 3.71, the open interest changed by 0 which decreased total open position to 0