MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12575 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 2.19
Theta: -4.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 10.65 | -18.25 | 20.66 | 14,681 | 53 | 1,772 | |||
| 23 Jan | 12177.40 | 27.5 | 9.00 | 21.46 | 5,677 | 625 | 1,727 | |||
| 22 Jan | 11918.40 | 18.5 | -12.50 | 25.48 | 2,318 | -2 | 1,101 | |||
| 21 Jan | 12013.35 | 31 | -46.60 | 24.40 | 3,165 | 375 | 1,102 | |||
| 20 Jan | 12356.50 | 77.6 | 19.60 | 19.12 | 2,627 | -67 | 731 | |||
| 17 Jan | 12249.85 | 58 | -8.35 | 16.89 | 3,667 | -129 | 809 | |||
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| 16 Jan | 12218.00 | 66.35 | 14.30 | 18.36 | 1,562 | -2 | 954 | |||
| 15 Jan | 12129.00 | 52.05 | -4.90 | 18.59 | 1,114 | -103 | 958 | |||
| 14 Jan | 12029.70 | 56.95 | 23.45 | 20.64 | 1,153 | -59 | 1,064 | |||
| 13 Jan | 11813.50 | 33.5 | -83.25 | 22.25 | 2,235 | 34 | 1,133 | |||
| 10 Jan | 12283.00 | 116.75 | -83.25 | 18.21 | 5,835 | -45 | 1,092 | |||
| 9 Jan | 12481.20 | 200 | -48.00 | 17.75 | 18,252 | 57 | 1,142 | |||
| 8 Jan | 12562.20 | 248 | -110.75 | 17.47 | 18,601 | 1,092 | 1,122 | |||
| 7 Jan | 12739.35 | 358.75 | -6.25 | 17.33 | 36 | -2 | 29 | |||
| 6 Jan | 12696.60 | 365 | -185.55 | 19.65 | 44 | 16 | 31 | |||
| 3 Jan | 13009.85 | 550.55 | 0.00 | 0.00 | 0 | 15 | 0 | |||
| 2 Jan | 13095.15 | 550.55 | - | 1 | 0 | 15 | ||||
For Nifty Midcap Select - strike price 12575 expiring on 30JAN2025
Delta for 12575 CE is 0.08
Historical price for 12575 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 10.65, which was -18.25 lower than the previous day. The implied volatity was 20.66, the open interest changed by 53 which increased total open position to 1772
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 27.5, which was 9.00 higher than the previous day. The implied volatity was 21.46, the open interest changed by 625 which increased total open position to 1727
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 18.5, which was -12.50 lower than the previous day. The implied volatity was 25.48, the open interest changed by -2 which decreased total open position to 1101
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 31, which was -46.60 lower than the previous day. The implied volatity was 24.40, the open interest changed by 375 which increased total open position to 1102
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 77.6, which was 19.60 higher than the previous day. The implied volatity was 19.12, the open interest changed by -67 which decreased total open position to 731
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 58, which was -8.35 lower than the previous day. The implied volatity was 16.89, the open interest changed by -129 which decreased total open position to 809
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 66.35, which was 14.30 higher than the previous day. The implied volatity was 18.36, the open interest changed by -2 which decreased total open position to 954
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 52.05, which was -4.90 lower than the previous day. The implied volatity was 18.59, the open interest changed by -103 which decreased total open position to 958
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 56.95, which was 23.45 higher than the previous day. The implied volatity was 20.64, the open interest changed by -59 which decreased total open position to 1064
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 33.5, which was -83.25 lower than the previous day. The implied volatity was 22.25, the open interest changed by 34 which increased total open position to 1133
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 116.75, which was -83.25 lower than the previous day. The implied volatity was 18.21, the open interest changed by -45 which decreased total open position to 1092
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 200, which was -48.00 lower than the previous day. The implied volatity was 17.75, the open interest changed by 57 which increased total open position to 1142
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 248, which was -110.75 lower than the previous day. The implied volatity was 17.47, the open interest changed by 1092 which increased total open position to 1122
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 358.75, which was -6.25 lower than the previous day. The implied volatity was 17.33, the open interest changed by -2 which decreased total open position to 29
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 365, which was -185.55 lower than the previous day. The implied volatity was 19.65, the open interest changed by 16 which increased total open position to 31
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 550.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 550.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
| MIDCPNIFTY 30JAN2025 12575 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 2.10
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 483.5 | 52.4 | 20.24 | 64 | 13 | 498 |
| 23 Jan | 12177.40 | 431.1 | -52.90 | 25.23 | 26 | -22 | 488 |
| 22 Jan | 11918.40 | 484 | 0.00 | 0.00 | 0 | -26 | 0 |
| 21 Jan | 12013.35 | 484 | 210.40 | - | 39 | -27 | 509 |
| 20 Jan | 12356.50 | 273.6 | -105.60 | 18.87 | 30 | -5 | 537 |
| 17 Jan | 12249.85 | 379.2 | -29.10 | 23.47 | 95 | -21 | 544 |
| 16 Jan | 12218.00 | 408.3 | -100.30 | 23.52 | 266 | 43 | 567 |
| 15 Jan | 12129.00 | 508.6 | -40.35 | 26.98 | 42 | -10 | 525 |
| 14 Jan | 12029.70 | 548.95 | -206.05 | 24.96 | 87 | -51 | 535 |
| 13 Jan | 11813.50 | 755 | 346.90 | 26.83 | 77 | -9 | 586 |
| 10 Jan | 12283.00 | 408.1 | 139.00 | 24.27 | 2,910 | -183 | 596 |
| 9 Jan | 12481.20 | 269.1 | 44.10 | 21.47 | 21,664 | -147 | 780 |
| 8 Jan | 12562.20 | 225 | 53.60 | 20.84 | 17,730 | 668 | 947 |
| 7 Jan | 12739.35 | 171.4 | -23.60 | 21.70 | 1,417 | -6 | 282 |
| 6 Jan | 12696.60 | 195 | 104.90 | 21.99 | 2,031 | 63 | 290 |
| 3 Jan | 13009.85 | 90.1 | 9.15 | 19.94 | 885 | 81 | 227 |
| 2 Jan | 13095.15 | 80.95 | 20.51 | 285 | -1 | 146 | |
For Nifty Midcap Select - strike price 12575 expiring on 30JAN2025
Delta for 12575 PE is -0.93
Historical price for 12575 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 483.5, which was 52.4 higher than the previous day. The implied volatity was 20.24, the open interest changed by 13 which increased total open position to 498
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 431.1, which was -52.90 lower than the previous day. The implied volatity was 25.23, the open interest changed by -22 which decreased total open position to 488
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 484, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -26 which decreased total open position to 0
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 484, which was 210.40 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 509
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 273.6, which was -105.60 lower than the previous day. The implied volatity was 18.87, the open interest changed by -5 which decreased total open position to 537
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 379.2, which was -29.10 lower than the previous day. The implied volatity was 23.47, the open interest changed by -21 which decreased total open position to 544
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 408.3, which was -100.30 lower than the previous day. The implied volatity was 23.52, the open interest changed by 43 which increased total open position to 567
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 508.6, which was -40.35 lower than the previous day. The implied volatity was 26.98, the open interest changed by -10 which decreased total open position to 525
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 548.95, which was -206.05 lower than the previous day. The implied volatity was 24.96, the open interest changed by -51 which decreased total open position to 535
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 755, which was 346.90 higher than the previous day. The implied volatity was 26.83, the open interest changed by -9 which decreased total open position to 586
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 408.1, which was 139.00 higher than the previous day. The implied volatity was 24.27, the open interest changed by -183 which decreased total open position to 596
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 269.1, which was 44.10 higher than the previous day. The implied volatity was 21.47, the open interest changed by -147 which decreased total open position to 780
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 225, which was 53.60 higher than the previous day. The implied volatity was 20.84, the open interest changed by 668 which increased total open position to 947
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 171.4, which was -23.60 lower than the previous day. The implied volatity was 21.70, the open interest changed by -6 which decreased total open position to 282
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 195, which was 104.90 higher than the previous day. The implied volatity was 21.99, the open interest changed by 63 which increased total open position to 290
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 90.1, which was 9.15 higher than the previous day. The implied volatity was 19.94, the open interest changed by 81 which increased total open position to 227
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 80.95, which was lower than the previous day. The implied volatity was 20.51, the open interest changed by -1 which decreased total open position to 146
