MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 2.72
Theta: -4.55
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 23 Jan | 12177.40 | 15.05 | 1.85 | 21.90 | 50,998 | -871 | 12,839 | |||
| 22 Jan | 11918.40 | 13.2 | -7.65 | 26.92 | 36,415 | 5,798 | 13,684 | |||
| 21 Jan | 12013.35 | 20.85 | -27.65 | 25.25 | 25,332 | 497 | 8,061 | |||
| 20 Jan | 12356.50 | 48.5 | 13.10 | 19.49 | 21,087 | -582 | 8,030 | |||
| 17 Jan | 12249.85 | 35.4 | -6.30 | 17.23 | 16,268 | 221 | 8,669 | |||
| 16 Jan | 12218.00 | 41.7 | 6.80 | 18.48 | 16,266 | 1,368 | 8,448 | |||
| 15 Jan | 12129.00 | 34.9 | -3.10 | 19.14 | 10,336 | -295 | 7,105 | |||
| 14 Jan | 12029.70 | 38 | 12.15 | 20.79 | 12,284 | 76 | 7,420 | |||
| 13 Jan | 11813.50 | 25.85 | -60.15 | 23.24 | 25,849 | 1,197 | 7,359 | |||
| 10 Jan | 12283.00 | 86 | -64.00 | 18.72 | 17,703 | 608 | 6,161 | |||
| 9 Jan | 12481.20 | 150 | -43.45 | 18.02 | 20,073 | 897 | 5,541 | |||
| 8 Jan | 12562.20 | 193.45 | -88.55 | 18.02 | 38,381 | 1,511 | 4,768 | |||
| 7 Jan | 12739.35 | 282 | -1.40 | 17.30 | 14,934 | -1,660 | 3,248 | |||
| 6 Jan | 12696.60 | 283.4 | -171.70 | 18.86 | 19,774 | 3,832 | 4,792 | |||
| 3 Jan | 13009.85 | 455.1 | -102.75 | 14.16 | 224 | -1 | 960 | |||
| 2 Jan | 13095.15 | 557.85 | 16.86 | 239 | -38 | 959 | ||||
For Nifty Midcap Select - strike price 12700 expiring on 30JAN2025
Delta for 12700 CE is 0.09
Historical price for 12700 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 15.05, which was 1.85 higher than the previous day. The implied volatity was 21.90, the open interest changed by -871 which decreased total open position to 12839
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 13.2, which was -7.65 lower than the previous day. The implied volatity was 26.92, the open interest changed by 5798 which increased total open position to 13684
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 20.85, which was -27.65 lower than the previous day. The implied volatity was 25.25, the open interest changed by 497 which increased total open position to 8061
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 48.5, which was 13.10 higher than the previous day. The implied volatity was 19.49, the open interest changed by -582 which decreased total open position to 8030
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 35.4, which was -6.30 lower than the previous day. The implied volatity was 17.23, the open interest changed by 221 which increased total open position to 8669
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 41.7, which was 6.80 higher than the previous day. The implied volatity was 18.48, the open interest changed by 1368 which increased total open position to 8448
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 34.9, which was -3.10 lower than the previous day. The implied volatity was 19.14, the open interest changed by -295 which decreased total open position to 7105
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 38, which was 12.15 higher than the previous day. The implied volatity was 20.79, the open interest changed by 76 which increased total open position to 7420
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 25.85, which was -60.15 lower than the previous day. The implied volatity was 23.24, the open interest changed by 1197 which increased total open position to 7359
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 86, which was -64.00 lower than the previous day. The implied volatity was 18.72, the open interest changed by 608 which increased total open position to 6161
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 150, which was -43.45 lower than the previous day. The implied volatity was 18.02, the open interest changed by 897 which increased total open position to 5541
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 193.45, which was -88.55 lower than the previous day. The implied volatity was 18.02, the open interest changed by 1511 which increased total open position to 4768
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 282, which was -1.40 lower than the previous day. The implied volatity was 17.30, the open interest changed by -1660 which decreased total open position to 3248
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 283.4, which was -171.70 lower than the previous day. The implied volatity was 18.86, the open interest changed by 3832 which increased total open position to 4792
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 455.1, which was -102.75 lower than the previous day. The implied volatity was 14.16, the open interest changed by -1 which decreased total open position to 960
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 557.85, which was lower than the previous day. The implied volatity was 16.86, the open interest changed by -38 which decreased total open position to 959
| MIDCPNIFTY 30JAN2025 12700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 4.78
Theta: -9.18
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 578.75 | -183.35 | 35.08 | 287 | -27 | 4,075 |
| 22 Jan | 11918.40 | 762.1 | 99.10 | 26.27 | 85 | -16 | 4,102 |
| 21 Jan | 12013.35 | 663 | 268.00 | 23.01 | 99 | 3 | 4,118 |
| 20 Jan | 12356.50 | 395 | -96.60 | 23.31 | 314 | -61 | 4,139 |
| 17 Jan | 12249.85 | 491.6 | -15.20 | 26.11 | 164 | -46 | 4,200 |
| 16 Jan | 12218.00 | 506.8 | -88.10 | 24.31 | 110 | -49 | 4,246 |
| 15 Jan | 12129.00 | 594.9 | -61.50 | 26.02 | 90 | -31 | 4,295 |
| 14 Jan | 12029.70 | 656.4 | -215.60 | 26.27 | 275 | -23 | 4,328 |
| 13 Jan | 11813.50 | 872 | 386.00 | 28.52 | 449 | -154 | 4,347 |
| 10 Jan | 12283.00 | 486 | 141.00 | 23.76 | 1,696 | -128 | 4,504 |
| 9 Jan | 12481.20 | 345 | 58.50 | 21.97 | 10,885 | 201 | 4,528 |
| 8 Jan | 12562.20 | 286.5 | 64.50 | 20.70 | 22,485 | -279 | 5,384 |
| 7 Jan | 12739.35 | 222 | -29.85 | 21.67 | 28,374 | -993 | 5,748 |
| 6 Jan | 12696.60 | 251.85 | 134.80 | 22.23 | 42,075 | 4,689 | 7,894 |
| 3 Jan | 13009.85 | 117.05 | 11.05 | 19.45 | 5,783 | 406 | 3,258 |
| 2 Jan | 13095.15 | 106 | 20.16 | 4,942 | 43 | 2,833 | |
For Nifty Midcap Select - strike price 12700 expiring on 30JAN2025
Delta for 12700 PE is -0.80
Historical price for 12700 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 578.75, which was -183.35 lower than the previous day. The implied volatity was 35.08, the open interest changed by -27 which decreased total open position to 4075
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 762.1, which was 99.10 higher than the previous day. The implied volatity was 26.27, the open interest changed by -16 which decreased total open position to 4102
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 663, which was 268.00 higher than the previous day. The implied volatity was 23.01, the open interest changed by 3 which increased total open position to 4118
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 395, which was -96.60 lower than the previous day. The implied volatity was 23.31, the open interest changed by -61 which decreased total open position to 4139
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 491.6, which was -15.20 lower than the previous day. The implied volatity was 26.11, the open interest changed by -46 which decreased total open position to 4200
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 506.8, which was -88.10 lower than the previous day. The implied volatity was 24.31, the open interest changed by -49 which decreased total open position to 4246
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 594.9, which was -61.50 lower than the previous day. The implied volatity was 26.02, the open interest changed by -31 which decreased total open position to 4295
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 656.4, which was -215.60 lower than the previous day. The implied volatity was 26.27, the open interest changed by -23 which decreased total open position to 4328
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 872, which was 386.00 higher than the previous day. The implied volatity was 28.52, the open interest changed by -154 which decreased total open position to 4347
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 486, which was 141.00 higher than the previous day. The implied volatity was 23.76, the open interest changed by -128 which decreased total open position to 4504
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 345, which was 58.50 higher than the previous day. The implied volatity was 21.97, the open interest changed by 201 which increased total open position to 4528
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 286.5, which was 64.50 higher than the previous day. The implied volatity was 20.70, the open interest changed by -279 which decreased total open position to 5384
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 222, which was -29.85 lower than the previous day. The implied volatity was 21.67, the open interest changed by -993 which decreased total open position to 5748
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 251.85, which was 134.80 higher than the previous day. The implied volatity was 22.23, the open interest changed by 4689 which increased total open position to 7894
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 117.05, which was 11.05 higher than the previous day. The implied volatity was 19.45, the open interest changed by 406 which increased total open position to 3258
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 106, which was lower than the previous day. The implied volatity was 20.16, the open interest changed by 43 which increased total open position to 2833
