MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12675 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 2.97
Theta: -4.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 17.4 | 4.40 | 21.94 | 4,567 | 166 | 1,207 | |||
| 22 Jan | 11918.40 | 13 | -8.30 | 26.13 | 2,274 | -89 | 1,054 | |||
| 21 Jan | 12013.35 | 21.3 | -31.10 | 24.70 | 2,330 | 57 | 1,145 | |||
| 20 Jan | 12356.50 | 52.4 | 11.40 | 19.25 | 2,715 | -90 | 1,095 | |||
| 17 Jan | 12249.85 | 41 | -4.70 | 17.46 | 2,374 | -12 | 1,186 | |||
| 16 Jan | 12218.00 | 45.7 | 4.90 | 18.42 | 1,950 | 25 | 1,234 | |||
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| 15 Jan | 12129.00 | 40.8 | -2.35 | 19.53 | 1,233 | 1 | 1,213 | |||
| 14 Jan | 12029.70 | 43.15 | 14.60 | 21.07 | 1,119 | 23 | 1,228 | |||
| 13 Jan | 11813.50 | 28.55 | -60.70 | 23.34 | 2,240 | 361 | 1,205 | |||
| 10 Jan | 12283.00 | 89.25 | -73.45 | 18.43 | 3,264 | -111 | 852 | |||
| 9 Jan | 12481.20 | 162.7 | -39.20 | 18.17 | 7,538 | 418 | 960 | |||
| 8 Jan | 12562.20 | 201.9 | -95.55 | 17.78 | 9,938 | 350 | 543 | |||
| 7 Jan | 12739.35 | 297.45 | -5.55 | 17.45 | 2,063 | -130 | 195 | |||
| 6 Jan | 12696.60 | 303 | -205.45 | 19.33 | 2,337 | 281 | 337 | |||
| 3 Jan | 13009.85 | 508.45 | 0.00 | 0.00 | 0 | 56 | 0 | |||
| 2 Jan | 13095.15 | 508.45 | - | 13 | 0 | 56 | ||||
For Nifty Midcap Select - strike price 12675 expiring on 30JAN2025
Delta for 12675 CE is 0.10
Historical price for 12675 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 17.4, which was 4.40 higher than the previous day. The implied volatity was 21.94, the open interest changed by 166 which increased total open position to 1207
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 13, which was -8.30 lower than the previous day. The implied volatity was 26.13, the open interest changed by -89 which decreased total open position to 1054
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 21.3, which was -31.10 lower than the previous day. The implied volatity was 24.70, the open interest changed by 57 which increased total open position to 1145
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 52.4, which was 11.40 higher than the previous day. The implied volatity was 19.25, the open interest changed by -90 which decreased total open position to 1095
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 41, which was -4.70 lower than the previous day. The implied volatity was 17.46, the open interest changed by -12 which decreased total open position to 1186
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 45.7, which was 4.90 higher than the previous day. The implied volatity was 18.42, the open interest changed by 25 which increased total open position to 1234
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 40.8, which was -2.35 lower than the previous day. The implied volatity was 19.53, the open interest changed by 1 which increased total open position to 1213
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 43.15, which was 14.60 higher than the previous day. The implied volatity was 21.07, the open interest changed by 23 which increased total open position to 1228
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 28.55, which was -60.70 lower than the previous day. The implied volatity was 23.34, the open interest changed by 361 which increased total open position to 1205
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 89.25, which was -73.45 lower than the previous day. The implied volatity was 18.43, the open interest changed by -111 which decreased total open position to 852
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 162.7, which was -39.20 lower than the previous day. The implied volatity was 18.17, the open interest changed by 418 which increased total open position to 960
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 201.9, which was -95.55 lower than the previous day. The implied volatity was 17.78, the open interest changed by 350 which increased total open position to 543
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 297.45, which was -5.55 lower than the previous day. The implied volatity was 17.45, the open interest changed by -130 which decreased total open position to 195
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 303, which was -205.45 lower than the previous day. The implied volatity was 19.33, the open interest changed by 281 which increased total open position to 337
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 508.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 56 which increased total open position to 0
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 508.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
| MIDCPNIFTY 30JAN2025 12675 PE | |||||||
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Delta: -0.86
Vega: 3.77
Theta: -3.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 518.4 | -158.30 | 25.96 | 25 | -14 | 419 |
| 22 Jan | 11918.40 | 676.7 | 0.00 | 0.00 | 0 | -1 | 0 |
| 21 Jan | 12013.35 | 676.7 | 315.15 | 31.97 | 3 | 0 | 434 |
| 20 Jan | 12356.50 | 361.55 | -96.00 | 21.09 | 3 | -2 | 435 |
| 17 Jan | 12249.85 | 457.55 | -35.95 | 24.02 | 49 | -8 | 438 |
| 16 Jan | 12218.00 | 493.5 | -32.90 | 25.05 | 1 | 0 | 447 |
| 15 Jan | 12129.00 | 526.4 | -145.95 | 18.67 | 1 | 0 | 448 |
| 14 Jan | 12029.70 | 672.35 | -181.20 | 31.14 | 2 | -1 | 448 |
| 13 Jan | 11813.50 | 853.55 | 369.45 | 29.03 | 18 | -2 | 449 |
| 10 Jan | 12283.00 | 484.1 | 158.65 | 25.03 | 25 | 2 | 454 |
| 9 Jan | 12481.20 | 325.45 | 57.40 | 21.69 | 2,900 | -76 | 453 |
| 8 Jan | 12562.20 | 268.05 | 62.80 | 20.29 | 7,090 | -53 | 543 |
| 7 Jan | 12739.35 | 205.25 | -34.90 | 21.20 | 4,598 | 1 | 606 |
| 6 Jan | 12696.60 | 240.15 | 127.40 | 22.22 | 7,843 | 369 | 625 |
| 3 Jan | 13009.85 | 112.75 | 11.75 | 19.69 | 651 | 43 | 257 |
| 2 Jan | 13095.15 | 101 | 20.27 | 556 | 6 | 214 | |
For Nifty Midcap Select - strike price 12675 expiring on 30JAN2025
Delta for 12675 PE is -0.86
Historical price for 12675 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 518.4, which was -158.30 lower than the previous day. The implied volatity was 25.96, the open interest changed by -14 which decreased total open position to 419
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 676.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 676.7, which was 315.15 higher than the previous day. The implied volatity was 31.97, the open interest changed by 0 which decreased total open position to 434
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 361.55, which was -96.00 lower than the previous day. The implied volatity was 21.09, the open interest changed by -2 which decreased total open position to 435
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 457.55, which was -35.95 lower than the previous day. The implied volatity was 24.02, the open interest changed by -8 which decreased total open position to 438
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 493.5, which was -32.90 lower than the previous day. The implied volatity was 25.05, the open interest changed by 0 which decreased total open position to 447
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 526.4, which was -145.95 lower than the previous day. The implied volatity was 18.67, the open interest changed by 0 which decreased total open position to 448
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 672.35, which was -181.20 lower than the previous day. The implied volatity was 31.14, the open interest changed by -1 which decreased total open position to 448
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 853.55, which was 369.45 higher than the previous day. The implied volatity was 29.03, the open interest changed by -2 which decreased total open position to 449
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 484.1, which was 158.65 higher than the previous day. The implied volatity was 25.03, the open interest changed by 2 which increased total open position to 454
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 325.45, which was 57.40 higher than the previous day. The implied volatity was 21.69, the open interest changed by -76 which decreased total open position to 453
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 268.05, which was 62.80 higher than the previous day. The implied volatity was 20.29, the open interest changed by -53 which decreased total open position to 543
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 205.25, which was -34.90 lower than the previous day. The implied volatity was 21.20, the open interest changed by 1 which increased total open position to 606
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 240.15, which was 127.40 higher than the previous day. The implied volatity was 22.22, the open interest changed by 369 which increased total open position to 625
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 112.75, which was 11.75 higher than the previous day. The implied volatity was 19.69, the open interest changed by 43 which increased total open position to 257
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 101, which was lower than the previous day. The implied volatity was 20.27, the open interest changed by 6 which increased total open position to 214
