MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 4.18
Theta: -6.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 31.15 | 11.15 | 21.44 | 8,562 | -133 | 2,560 | |||
| 22 Jan | 11918.40 | 20 | -13.00 | 25.25 | 13,280 | 312 | 2,671 | |||
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| 21 Jan | 12013.35 | 33 | -51.00 | 24.08 | 10,716 | 748 | 2,399 | |||
| 20 Jan | 12356.50 | 84 | 18.00 | 18.93 | 4,774 | -254 | 1,645 | |||
| 17 Jan | 12249.85 | 66 | -3.05 | 17.14 | 6,185 | 152 | 1,911 | |||
| 16 Jan | 12218.00 | 69.05 | 10.90 | 17.90 | 3,870 | -620 | 1,761 | |||
| 15 Jan | 12129.00 | 58.15 | -0.95 | 18.75 | 2,879 | 205 | 2,384 | |||
| 14 Jan | 12029.70 | 59.1 | 21.60 | 20.26 | 2,213 | -108 | 2,182 | |||
| 13 Jan | 11813.50 | 37.5 | -87.60 | 22.52 | 5,408 | 51 | 2,291 | |||
| 10 Jan | 12283.00 | 125.1 | -90.85 | 18.21 | 10,500 | 112 | 2,246 | |||
| 9 Jan | 12481.20 | 215.95 | -55.65 | 18.08 | 16,071 | 879 | 2,139 | |||
| 8 Jan | 12562.20 | 271.6 | -112.50 | 18.29 | 23,792 | 1,216 | 1,270 | |||
| 7 Jan | 12739.35 | 384.1 | 30.95 | 18.16 | 34 | 12 | 54 | |||
| 6 Jan | 12696.60 | 353.15 | -125.95 | 17.37 | 32 | 9 | 33 | |||
| 3 Jan | 13009.85 | 479.1 | 0.00 | 0.00 | 0 | 24 | 0 | |||
| 2 Jan | 13095.15 | 479.1 | 0.00 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12550 expiring on 30JAN2025
Delta for 12550 CE is 0.16
Historical price for 12550 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 31.15, which was 11.15 higher than the previous day. The implied volatity was 21.44, the open interest changed by -133 which decreased total open position to 2560
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 20, which was -13.00 lower than the previous day. The implied volatity was 25.25, the open interest changed by 312 which increased total open position to 2671
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 33, which was -51.00 lower than the previous day. The implied volatity was 24.08, the open interest changed by 748 which increased total open position to 2399
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 84, which was 18.00 higher than the previous day. The implied volatity was 18.93, the open interest changed by -254 which decreased total open position to 1645
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 66, which was -3.05 lower than the previous day. The implied volatity was 17.14, the open interest changed by 152 which increased total open position to 1911
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 69.05, which was 10.90 higher than the previous day. The implied volatity was 17.90, the open interest changed by -620 which decreased total open position to 1761
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 58.15, which was -0.95 lower than the previous day. The implied volatity was 18.75, the open interest changed by 205 which increased total open position to 2384
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 59.1, which was 21.60 higher than the previous day. The implied volatity was 20.26, the open interest changed by -108 which decreased total open position to 2182
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 37.5, which was -87.60 lower than the previous day. The implied volatity was 22.52, the open interest changed by 51 which increased total open position to 2291
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 125.1, which was -90.85 lower than the previous day. The implied volatity was 18.21, the open interest changed by 112 which increased total open position to 2246
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 215.95, which was -55.65 lower than the previous day. The implied volatity was 18.08, the open interest changed by 879 which increased total open position to 2139
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 271.6, which was -112.50 lower than the previous day. The implied volatity was 18.29, the open interest changed by 1216 which increased total open position to 1270
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 384.1, which was 30.95 higher than the previous day. The implied volatity was 18.16, the open interest changed by 12 which increased total open position to 54
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 353.15, which was -125.95 lower than the previous day. The implied volatity was 17.37, the open interest changed by 9 which increased total open position to 33
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 479.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 479.1, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30JAN2025 12550 PE | |||||||
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Delta: -0.81
Vega: 4.51
Theta: -4.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 402 | -323.50 | 23.33 | 80 | -9 | 1,006 |
| 22 Jan | 11918.40 | 725.5 | 155.15 | 47.86 | 37 | -7 | 1,015 |
| 21 Jan | 12013.35 | 570.35 | 287.35 | 31.35 | 57 | 2 | 1,022 |
| 20 Jan | 12356.50 | 283 | -87.70 | 22.39 | 71 | 15 | 1,022 |
| 17 Jan | 12249.85 | 370.7 | -14.40 | 24.38 | 225 | -11 | 1,008 |
| 16 Jan | 12218.00 | 385.1 | -110.30 | 22.86 | 35 | -3 | 1,020 |
| 15 Jan | 12129.00 | 495.4 | -30.60 | 27.54 | 55 | -12 | 1,023 |
| 14 Jan | 12029.70 | 526 | -207.35 | 24.57 | 85 | -35 | 1,035 |
| 13 Jan | 11813.50 | 733.35 | 352.80 | 26.39 | 412 | -83 | 1,073 |
| 10 Jan | 12283.00 | 380.55 | 126.50 | 23.19 | 4,037 | -289 | 1,156 |
| 9 Jan | 12481.20 | 254.05 | 43.95 | 21.28 | 22,877 | -6 | 1,723 |
| 8 Jan | 12562.20 | 210.1 | 47.10 | 20.56 | 26,037 | 1,384 | 1,726 |
| 7 Jan | 12739.35 | 163 | -24.90 | 21.76 | 1,344 | 44 | 350 |
| 6 Jan | 12696.60 | 187.9 | 104.65 | 22.23 | 2,352 | 21 | 300 |
| 3 Jan | 13009.85 | 83.25 | 0.90 | 19.85 | 983 | 163 | 298 |
| 2 Jan | 13095.15 | 82.35 | 21.23 | 307 | -35 | 143 | |
For Nifty Midcap Select - strike price 12550 expiring on 30JAN2025
Delta for 12550 PE is -0.81
Historical price for 12550 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 402, which was -323.50 lower than the previous day. The implied volatity was 23.33, the open interest changed by -9 which decreased total open position to 1006
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 725.5, which was 155.15 higher than the previous day. The implied volatity was 47.86, the open interest changed by -7 which decreased total open position to 1015
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 570.35, which was 287.35 higher than the previous day. The implied volatity was 31.35, the open interest changed by 2 which increased total open position to 1022
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 283, which was -87.70 lower than the previous day. The implied volatity was 22.39, the open interest changed by 15 which increased total open position to 1022
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 370.7, which was -14.40 lower than the previous day. The implied volatity was 24.38, the open interest changed by -11 which decreased total open position to 1008
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 385.1, which was -110.30 lower than the previous day. The implied volatity was 22.86, the open interest changed by -3 which decreased total open position to 1020
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 495.4, which was -30.60 lower than the previous day. The implied volatity was 27.54, the open interest changed by -12 which decreased total open position to 1023
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 526, which was -207.35 lower than the previous day. The implied volatity was 24.57, the open interest changed by -35 which decreased total open position to 1035
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 733.35, which was 352.80 higher than the previous day. The implied volatity was 26.39, the open interest changed by -83 which decreased total open position to 1073
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 380.55, which was 126.50 higher than the previous day. The implied volatity was 23.19, the open interest changed by -289 which decreased total open position to 1156
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 254.05, which was 43.95 higher than the previous day. The implied volatity was 21.28, the open interest changed by -6 which decreased total open position to 1723
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 210.1, which was 47.10 higher than the previous day. The implied volatity was 20.56, the open interest changed by 1384 which increased total open position to 1726
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 163, which was -24.90 lower than the previous day. The implied volatity was 21.76, the open interest changed by 44 which increased total open position to 350
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 187.9, which was 104.65 higher than the previous day. The implied volatity was 22.23, the open interest changed by 21 which increased total open position to 300
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 83.25, which was 0.90 higher than the previous day. The implied volatity was 19.85, the open interest changed by 163 which increased total open position to 298
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 82.35, which was lower than the previous day. The implied volatity was 21.23, the open interest changed by -35 which decreased total open position to 143
