MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
28 Apr 2025 10:24 AM IST
| MIDCPNIFTY 29MAY2025 12600 CE | ||||||||||
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Delta: 0.29
Vega: 12.07
Theta: -4.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 28 Apr | 12078.55 | 122.5 | 13.1 | 19.75 | 421 | 43 | 345 | |||
| 25 Apr | 11971.40 | 108.95 | -74.95 | 20.38 | 2,286 | 113 | 296 | |||
| 24 Apr | 12243.05 | 179 | -26 | 18.62 | 410 | 108 | 184 | |||
| 23 Apr | 12266.15 | 208.75 | 56.55 | 19.67 | 148 | 33 | 76 | |||
| 22 Apr | 12095.80 | 160 | 55 | 20.23 | 151 | 32 | 42 | |||
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| 21 Apr | 11952.75 | 105 | 10.65 | 18.65 | 17 | 10 | 10 | |||
| 17 Apr | 11668.15 | 94.35 | 0 | 4.67 | 0 | 0 | 0 | |||
| 11 Apr | 11226.30 | 94.35 | 0 | 6.82 | 0 | 0 | 0 | |||
For Nifty Midcap Select - strike price 12600 expiring on 29MAY2025
Delta for 12600 CE is 0.29
Historical price for 12600 CE is as follows
On 28 Apr MIDCPNIFTY was trading at 12078.55. The strike last trading price was 122.5, which was 13.1 higher than the previous day. The implied volatity was 19.75, the open interest changed by 43 which increased total open position to 345
On 25 Apr MIDCPNIFTY was trading at 11971.40. The strike last trading price was 108.95, which was -74.95 lower than the previous day. The implied volatity was 20.38, the open interest changed by 113 which increased total open position to 296
On 24 Apr MIDCPNIFTY was trading at 12243.05. The strike last trading price was 179, which was -26 lower than the previous day. The implied volatity was 18.62, the open interest changed by 108 which increased total open position to 184
On 23 Apr MIDCPNIFTY was trading at 12266.15. The strike last trading price was 208.75, which was 56.55 higher than the previous day. The implied volatity was 19.67, the open interest changed by 33 which increased total open position to 76
On 22 Apr MIDCPNIFTY was trading at 12095.80. The strike last trading price was 160, which was 55 higher than the previous day. The implied volatity was 20.23, the open interest changed by 32 which increased total open position to 42
On 21 Apr MIDCPNIFTY was trading at 11952.75. The strike last trading price was 105, which was 10.65 higher than the previous day. The implied volatity was 18.65, the open interest changed by 10 which increased total open position to 10
On 17 Apr MIDCPNIFTY was trading at 11668.15. The strike last trading price was 94.35, which was 0 lower than the previous day. The implied volatity was 4.67, the open interest changed by 0 which decreased total open position to 0
On 11 Apr MIDCPNIFTY was trading at 11226.30. The strike last trading price was 94.35, which was 0 lower than the previous day. The implied volatity was 6.82, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 29MAY2025 12600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Apr | 12078.55 | 1513.8 | 0 | - | 0 | 0 | 0 |
| 25 Apr | 11971.40 | 1513.8 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 12243.05 | 1513.8 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 12266.15 | 1513.8 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 12095.80 | 1513.8 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 11952.75 | 1513.8 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 11668.15 | 1513.8 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 11226.30 | 1513.8 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12600 expiring on 29MAY2025
Delta for 12600 PE is -
Historical price for 12600 PE is as follows
On 28 Apr MIDCPNIFTY was trading at 12078.55. The strike last trading price was 1513.8, 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 25 Apr MIDCPNIFTY was trading at 11971.40. The strike last trading price was 1513.8, 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 Apr MIDCPNIFTY was trading at 12243.05. The strike last trading price was 1513.8, 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 Apr MIDCPNIFTY was trading at 12266.15. The strike last trading price was 1513.8, 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 22 Apr MIDCPNIFTY was trading at 12095.80. The strike last trading price was 1513.8, 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 21 Apr MIDCPNIFTY was trading at 11952.75. The strike last trading price was 1513.8, 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 17 Apr MIDCPNIFTY was trading at 11668.15. The strike last trading price was 1513.8, 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 11 Apr MIDCPNIFTY was trading at 11226.30. The strike last trading price was 1513.8, 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
