MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12725 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 2.61
Theta: -4.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 14.45 | 3.25 | 22.44 | 2,313 | 247 | 1,522 | |||
| 22 Jan | 11918.40 | 11.2 | -8.50 | 26.63 | 2,375 | -44 | 1,276 | |||
| 21 Jan | 12013.35 | 19.7 | -22.55 | 25.58 | 1,709 | -39 | 1,320 | |||
| 20 Jan | 12356.50 | 42.25 | 7.70 | 19.25 | 2,186 | -68 | 1,363 | |||
| 17 Jan | 12249.85 | 34.55 | -6.35 | 17.75 | 1,799 | 0 | 1,431 | |||
| 16 Jan | 12218.00 | 40.9 | 9.65 | 19.01 | 1,979 | 76 | 1,431 | |||
| 15 Jan | 12129.00 | 31.25 | -5.10 | 19.07 | 944 | 189 | 1,358 | |||
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| 14 Jan | 12029.70 | 36.35 | 13.20 | 21.07 | 730 | 52 | 1,172 | |||
| 13 Jan | 11813.50 | 23.15 | -57.20 | 23.09 | 2,402 | -5 | 1,122 | |||
| 10 Jan | 12283.00 | 80.35 | -62.00 | 18.81 | 4,901 | 4 | 1,128 | |||
| 9 Jan | 12481.20 | 142.35 | -36.90 | 18.16 | 4,439 | 152 | 1,131 | |||
| 8 Jan | 12562.20 | 179.25 | -88.75 | 17.75 | 7,960 | 319 | 990 | |||
| 7 Jan | 12739.35 | 268 | 2.05 | 17.28 | 6,965 | 14 | 666 | |||
| 6 Jan | 12696.60 | 265.95 | -180.80 | 18.56 | 8,009 | 511 | 662 | |||
| 3 Jan | 13009.85 | 446.75 | -87.25 | 15.17 | 32 | -4 | 151 | |||
| 2 Jan | 13095.15 | 534 | 16.21 | 57 | -1 | 156 | ||||
For Nifty Midcap Select - strike price 12725 expiring on 30JAN2025
Delta for 12725 CE is 0.08
Historical price for 12725 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 14.45, which was 3.25 higher than the previous day. The implied volatity was 22.44, the open interest changed by 247 which increased total open position to 1522
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 11.2, which was -8.50 lower than the previous day. The implied volatity was 26.63, the open interest changed by -44 which decreased total open position to 1276
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 19.7, which was -22.55 lower than the previous day. The implied volatity was 25.58, the open interest changed by -39 which decreased total open position to 1320
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 42.25, which was 7.70 higher than the previous day. The implied volatity was 19.25, the open interest changed by -68 which decreased total open position to 1363
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 34.55, which was -6.35 lower than the previous day. The implied volatity was 17.75, the open interest changed by 0 which decreased total open position to 1431
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 40.9, which was 9.65 higher than the previous day. The implied volatity was 19.01, the open interest changed by 76 which increased total open position to 1431
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 31.25, which was -5.10 lower than the previous day. The implied volatity was 19.07, the open interest changed by 189 which increased total open position to 1358
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 36.35, which was 13.20 higher than the previous day. The implied volatity was 21.07, the open interest changed by 52 which increased total open position to 1172
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 23.15, which was -57.20 lower than the previous day. The implied volatity was 23.09, the open interest changed by -5 which decreased total open position to 1122
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 80.35, which was -62.00 lower than the previous day. The implied volatity was 18.81, the open interest changed by 4 which increased total open position to 1128
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 142.35, which was -36.90 lower than the previous day. The implied volatity was 18.16, the open interest changed by 152 which increased total open position to 1131
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 179.25, which was -88.75 lower than the previous day. The implied volatity was 17.75, the open interest changed by 319 which increased total open position to 990
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 268, which was 2.05 higher than the previous day. The implied volatity was 17.28, the open interest changed by 14 which increased total open position to 666
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 265.95, which was -180.80 lower than the previous day. The implied volatity was 18.56, the open interest changed by 511 which increased total open position to 662
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 446.75, which was -87.25 lower than the previous day. The implied volatity was 15.17, the open interest changed by -4 which decreased total open position to 151
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 534, which was lower than the previous day. The implied volatity was 16.21, the open interest changed by -1 which decreased total open position to 156
| MIDCPNIFTY 30JAN2025 12725 PE | |||||||
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Delta: -0.86
Vega: 3.72
Theta: -4.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 570 | -290.00 | 28.17 | 3 | 0 | 864 |
| 22 Jan | 11918.40 | 860 | 222.50 | 46.95 | 1 | 0 | 865 |
| 21 Jan | 12013.35 | 637.5 | 218.75 | - | 7 | 3 | 866 |
| 20 Jan | 12356.50 | 418.75 | -80.85 | 24.05 | 4 | 0 | 861 |
| 17 Jan | 12249.85 | 499.6 | -10.40 | 24.74 | 68 | 15 | 861 |
| 16 Jan | 12218.00 | 510 | -111.90 | 22.03 | 2 | -1 | 846 |
| 15 Jan | 12129.00 | 621.9 | -98.25 | 26.98 | 4 | 1 | 847 |
| 14 Jan | 12029.70 | 720.15 | -176.85 | 31.97 | 23 | -13 | 845 |
| 13 Jan | 11813.50 | 897 | 375.30 | 29.30 | 108 | -12 | 859 |
| 10 Jan | 12283.00 | 521.7 | 160.20 | 25.45 | 145 | 19 | 873 |
| 9 Jan | 12481.20 | 361.5 | 68.90 | 22.09 | 465 | -32 | 860 |
| 8 Jan | 12562.20 | 292.6 | 55.20 | 20.07 | 3,873 | -174 | 1,044 |
| 7 Jan | 12739.35 | 237.4 | -28.50 | 22.00 | 12,474 | 284 | 1,241 |
| 6 Jan | 12696.60 | 265.9 | 141.50 | 22.41 | 13,741 | 259 | 959 |
| 3 Jan | 13009.85 | 124.4 | 15.65 | 19.46 | 1,035 | 139 | 699 |
| 2 Jan | 13095.15 | 108.75 | 19.83 | 434 | 16 | 563 | |
For Nifty Midcap Select - strike price 12725 expiring on 30JAN2025
Delta for 12725 PE is -0.86
Historical price for 12725 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 570, which was -290.00 lower than the previous day. The implied volatity was 28.17, the open interest changed by 0 which decreased total open position to 864
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 860, which was 222.50 higher than the previous day. The implied volatity was 46.95, the open interest changed by 0 which decreased total open position to 865
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 637.5, which was 218.75 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 866
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 418.75, which was -80.85 lower than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 861
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 499.6, which was -10.40 lower than the previous day. The implied volatity was 24.74, the open interest changed by 15 which increased total open position to 861
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 510, which was -111.90 lower than the previous day. The implied volatity was 22.03, the open interest changed by -1 which decreased total open position to 846
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 621.9, which was -98.25 lower than the previous day. The implied volatity was 26.98, the open interest changed by 1 which increased total open position to 847
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 720.15, which was -176.85 lower than the previous day. The implied volatity was 31.97, the open interest changed by -13 which decreased total open position to 845
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 897, which was 375.30 higher than the previous day. The implied volatity was 29.30, the open interest changed by -12 which decreased total open position to 859
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 521.7, which was 160.20 higher than the previous day. The implied volatity was 25.45, the open interest changed by 19 which increased total open position to 873
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 361.5, which was 68.90 higher than the previous day. The implied volatity was 22.09, the open interest changed by -32 which decreased total open position to 860
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 292.6, which was 55.20 higher than the previous day. The implied volatity was 20.07, the open interest changed by -174 which decreased total open position to 1044
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 237.4, which was -28.50 lower than the previous day. The implied volatity was 22.00, the open interest changed by 284 which increased total open position to 1241
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 265.9, which was 141.50 higher than the previous day. The implied volatity was 22.41, the open interest changed by 259 which increased total open position to 959
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 124.4, which was 15.65 higher than the previous day. The implied volatity was 19.46, the open interest changed by 139 which increased total open position to 699
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 108.75, which was lower than the previous day. The implied volatity was 19.83, the open interest changed by 16 which increased total open position to 563
