MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12625 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 1.68
Theta: -3.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 7.05 | -15.1 | 20.36 | 9,069 | 178 | 1,652 | |||
| 23 Jan | 12177.40 | 21.6 | 6.45 | 21.60 | 2,587 | 355 | 1,493 | |||
| 22 Jan | 11918.40 | 15.15 | -11.80 | 25.69 | 2,174 | -28 | 1,139 | |||
| 21 Jan | 12013.35 | 26.95 | -38.30 | 24.88 | 2,249 | 171 | 1,158 | |||
| 20 Jan | 12356.50 | 65.25 | 20.25 | 19.30 | 2,835 | -95 | 988 | |||
| 17 Jan | 12249.85 | 45 | -11.00 | 16.65 | 2,414 | 209 | 1,090 | |||
| 16 Jan | 12218.00 | 56 | 8.95 | 18.49 | 1,589 | -42 | 905 | |||
| 15 Jan | 12129.00 | 47.05 | 0.45 | 19.21 | 1,340 | -44 | 956 | |||
| 14 Jan | 12029.70 | 46.6 | 17.45 | 20.38 | 654 | 60 | 1,001 | |||
| 13 Jan | 11813.50 | 29.15 | -72.85 | 22.44 | 3,445 | -384 | 940 | |||
| 10 Jan | 12283.00 | 102 | -78.20 | 18.27 | 3,755 | 158 | 1,345 | |||
| 9 Jan | 12481.20 | 180.2 | -49.45 | 17.98 | 15,072 | 417 | 1,244 | |||
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| 8 Jan | 12562.20 | 229.65 | -102.00 | 18.08 | 13,848 | 783 | 835 | |||
| 7 Jan | 12739.35 | 331.65 | 7.70 | 17.68 | 151 | 14 | 53 | |||
| 6 Jan | 12696.60 | 323.95 | -157.10 | 18.74 | 100 | 34 | 39 | |||
| 3 Jan | 13009.85 | 481.05 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 2 Jan | 13095.15 | 481.05 | 0.00 | 0 | 1 | 0 | ||||
For Nifty Midcap Select - strike price 12625 expiring on 30JAN2025
Delta for 12625 CE is 0.05
Historical price for 12625 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 7.05, which was -15.1 lower than the previous day. The implied volatity was 20.36, the open interest changed by 178 which increased total open position to 1652
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 21.6, which was 6.45 higher than the previous day. The implied volatity was 21.60, the open interest changed by 355 which increased total open position to 1493
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 15.15, which was -11.80 lower than the previous day. The implied volatity was 25.69, the open interest changed by -28 which decreased total open position to 1139
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 26.95, which was -38.30 lower than the previous day. The implied volatity was 24.88, the open interest changed by 171 which increased total open position to 1158
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 65.25, which was 20.25 higher than the previous day. The implied volatity was 19.30, the open interest changed by -95 which decreased total open position to 988
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 45, which was -11.00 lower than the previous day. The implied volatity was 16.65, the open interest changed by 209 which increased total open position to 1090
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 56, which was 8.95 higher than the previous day. The implied volatity was 18.49, the open interest changed by -42 which decreased total open position to 905
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 47.05, which was 0.45 higher than the previous day. The implied volatity was 19.21, the open interest changed by -44 which decreased total open position to 956
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 46.6, which was 17.45 higher than the previous day. The implied volatity was 20.38, the open interest changed by 60 which increased total open position to 1001
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 29.15, which was -72.85 lower than the previous day. The implied volatity was 22.44, the open interest changed by -384 which decreased total open position to 940
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 102, which was -78.20 lower than the previous day. The implied volatity was 18.27, the open interest changed by 158 which increased total open position to 1345
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 180.2, which was -49.45 lower than the previous day. The implied volatity was 17.98, the open interest changed by 417 which increased total open position to 1244
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 229.65, which was -102.00 lower than the previous day. The implied volatity was 18.08, the open interest changed by 783 which increased total open position to 835
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 331.65, which was 7.70 higher than the previous day. The implied volatity was 17.68, the open interest changed by 14 which increased total open position to 53
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 323.95, which was -157.10 lower than the previous day. The implied volatity was 18.74, the open interest changed by 34 which increased total open position to 39
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 481.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 481.05, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| MIDCPNIFTY 30JAN2025 12625 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 1.85
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 535.15 | 63.5 | 21.27 | 46 | -20 | 555 |
| 23 Jan | 12177.40 | 472.55 | -352.05 | 25.19 | 18 | -3 | 577 |
| 22 Jan | 11918.40 | 824.6 | 488.90 | 54.88 | 22 | 4 | 585 |
| 21 Jan | 12013.35 | 335.7 | 0.00 | 0.00 | 0 | -16 | 0 |
| 20 Jan | 12356.50 | 335.7 | -86.80 | 22.79 | 26 | -16 | 581 |
| 17 Jan | 12249.85 | 422.5 | -25.35 | 24.38 | 30 | -11 | 598 |
| 16 Jan | 12218.00 | 447.85 | -86.15 | 23.97 | 57 | -33 | 612 |
| 15 Jan | 12129.00 | 534 | -88.70 | 25.54 | 1 | 0 | 646 |
| 14 Jan | 12029.70 | 622.7 | -190.75 | 29.50 | 8 | -1 | 646 |
| 13 Jan | 11813.50 | 813.45 | 376.40 | 29.37 | 977 | 427 | 1,548 |
| 10 Jan | 12283.00 | 437.05 | 142.90 | 23.96 | 140 | -57 | 1,122 |
| 9 Jan | 12481.20 | 294.15 | 46.15 | 21.44 | 12,130 | 69 | 1,190 |
| 8 Jan | 12562.20 | 248 | 59.00 | 20.75 | 10,822 | 743 | 1,126 |
| 7 Jan | 12739.35 | 189 | -26.45 | 21.56 | 2,545 | 99 | 389 |
| 6 Jan | 12696.60 | 215.45 | 115.85 | 22.00 | 3,412 | 115 | 295 |
| 3 Jan | 13009.85 | 99.6 | 10.75 | 19.70 | 802 | 44 | 180 |
| 2 Jan | 13095.15 | 88.85 | 20.29 | 184 | -4 | 138 | |
For Nifty Midcap Select - strike price 12625 expiring on 30JAN2025
Delta for 12625 PE is -0.94
Historical price for 12625 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 535.15, which was 63.5 higher than the previous day. The implied volatity was 21.27, the open interest changed by -20 which decreased total open position to 555
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 472.55, which was -352.05 lower than the previous day. The implied volatity was 25.19, the open interest changed by -3 which decreased total open position to 577
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 824.6, which was 488.90 higher than the previous day. The implied volatity was 54.88, the open interest changed by 4 which increased total open position to 585
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 335.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -16 which decreased total open position to 0
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 335.7, which was -86.80 lower than the previous day. The implied volatity was 22.79, the open interest changed by -16 which decreased total open position to 581
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 422.5, which was -25.35 lower than the previous day. The implied volatity was 24.38, the open interest changed by -11 which decreased total open position to 598
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 447.85, which was -86.15 lower than the previous day. The implied volatity was 23.97, the open interest changed by -33 which decreased total open position to 612
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 534, which was -88.70 lower than the previous day. The implied volatity was 25.54, the open interest changed by 0 which decreased total open position to 646
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 622.7, which was -190.75 lower than the previous day. The implied volatity was 29.50, the open interest changed by -1 which decreased total open position to 646
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 813.45, which was 376.40 higher than the previous day. The implied volatity was 29.37, the open interest changed by 427 which increased total open position to 1548
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 437.05, which was 142.90 higher than the previous day. The implied volatity was 23.96, the open interest changed by -57 which decreased total open position to 1122
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 294.15, which was 46.15 higher than the previous day. The implied volatity was 21.44, the open interest changed by 69 which increased total open position to 1190
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 248, which was 59.00 higher than the previous day. The implied volatity was 20.75, the open interest changed by 743 which increased total open position to 1126
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 189, which was -26.45 lower than the previous day. The implied volatity was 21.56, the open interest changed by 99 which increased total open position to 389
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 215.45, which was 115.85 higher than the previous day. The implied volatity was 22.00, the open interest changed by 115 which increased total open position to 295
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 99.6, which was 10.75 higher than the previous day. The implied volatity was 19.70, the open interest changed by 44 which increased total open position to 180
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 88.85, which was lower than the previous day. The implied volatity was 20.29, the open interest changed by -4 which decreased total open position to 138
