MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12775 CE | ||||||||||
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Delta: 0.02
Vega: 0.89
Theta: -1.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 3.05 | -8.35 | 21.37 | 6,797 | 170 | 2,271 | |||
| 23 Jan | 12177.40 | 11.3 | 0.75 | 22.62 | 2,551 | 367 | 2,100 | |||
| 22 Jan | 11918.40 | 10.55 | -5.60 | 27.58 | 2,552 | -93 | 1,733 | |||
| 21 Jan | 12013.35 | 16.15 | -19.00 | 25.67 | 6,949 | -651 | 1,854 | |||
| 20 Jan | 12356.50 | 35.15 | 7.15 | 19.55 | 4,340 | 855 | 2,505 | |||
| 17 Jan | 12249.85 | 28 | -4.15 | 17.87 | 1,070 | 99 | 1,662 | |||
| 16 Jan | 12218.00 | 32.15 | 1.75 | 18.77 | 1,893 | 285 | 1,570 | |||
| 15 Jan | 12129.00 | 30.4 | 0.45 | 20.08 | 1,096 | 194 | 1,298 | |||
| 14 Jan | 12029.70 | 29.95 | 6.85 | 20.98 | 765 | 1 | 1,105 | |||
| 13 Jan | 11813.50 | 23.1 | -47.40 | 24.10 | 1,017 | -20 | 1,154 | |||
| 10 Jan | 12283.00 | 70.5 | -55.50 | 18.94 | 2,224 | 2 | 1,168 | |||
| 9 Jan | 12481.20 | 126 | -34.40 | 18.26 | 3,675 | -12 | 1,176 | |||
| 8 Jan | 12562.20 | 160.4 | -81.60 | 17.88 | 7,904 | -118 | 1,189 | |||
| 7 Jan | 12739.35 | 242 | -9.60 | 17.43 | 21,834 | 634 | 1,326 | |||
| 6 Jan | 12696.60 | 251.6 | -163.25 | 19.36 | 10,927 | 498 | 713 | |||
| 3 Jan | 13009.85 | 414.85 | -69.40 | 15.34 | 25 | -6 | 216 | |||
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| 2 Jan | 13095.15 | 484.25 | 15.35 | 55 | -8 | 225 | ||||
For Nifty Midcap Select - strike price 12775 expiring on 30JAN2025
Delta for 12775 CE is 0.02
Historical price for 12775 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 3.05, which was -8.35 lower than the previous day. The implied volatity was 21.37, the open interest changed by 170 which increased total open position to 2271
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 11.3, which was 0.75 higher than the previous day. The implied volatity was 22.62, the open interest changed by 367 which increased total open position to 2100
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 10.55, which was -5.60 lower than the previous day. The implied volatity was 27.58, the open interest changed by -93 which decreased total open position to 1733
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 16.15, which was -19.00 lower than the previous day. The implied volatity was 25.67, the open interest changed by -651 which decreased total open position to 1854
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 35.15, which was 7.15 higher than the previous day. The implied volatity was 19.55, the open interest changed by 855 which increased total open position to 2505
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 28, which was -4.15 lower than the previous day. The implied volatity was 17.87, the open interest changed by 99 which increased total open position to 1662
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 32.15, which was 1.75 higher than the previous day. The implied volatity was 18.77, the open interest changed by 285 which increased total open position to 1570
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 30.4, which was 0.45 higher than the previous day. The implied volatity was 20.08, the open interest changed by 194 which increased total open position to 1298
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 29.95, which was 6.85 higher than the previous day. The implied volatity was 20.98, the open interest changed by 1 which increased total open position to 1105
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 23.1, which was -47.40 lower than the previous day. The implied volatity was 24.10, the open interest changed by -20 which decreased total open position to 1154
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 70.5, which was -55.50 lower than the previous day. The implied volatity was 18.94, the open interest changed by 2 which increased total open position to 1168
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 126, which was -34.40 lower than the previous day. The implied volatity was 18.26, the open interest changed by -12 which decreased total open position to 1176
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 160.4, which was -81.60 lower than the previous day. The implied volatity was 17.88, the open interest changed by -118 which decreased total open position to 1189
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 242, which was -9.60 lower than the previous day. The implied volatity was 17.43, the open interest changed by 634 which increased total open position to 1326
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 251.6, which was -163.25 lower than the previous day. The implied volatity was 19.36, the open interest changed by 498 which increased total open position to 713
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 414.85, which was -69.40 lower than the previous day. The implied volatity was 15.34, the open interest changed by -6 which decreased total open position to 216
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 484.25, which was lower than the previous day. The implied volatity was 15.35, the open interest changed by -8 which decreased total open position to 225
| MIDCPNIFTY 30JAN2025 12775 PE | |||||||
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Delta: -0.91
Vega: 2.50
Theta: -3.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 696 | 91.4 | 31.13 | 11 | -1 | 933 |
| 23 Jan | 12177.40 | 604.6 | -238.20 | 24.58 | 2 | 0 | 934 |
| 22 Jan | 11918.40 | 842.8 | 89.90 | 30.24 | 1 | 0 | 935 |
| 21 Jan | 12013.35 | 752.9 | 288.90 | 29.53 | 3 | -1 | 936 |
| 20 Jan | 12356.50 | 464 | -108.95 | 25.08 | 23 | -16 | 936 |
| 17 Jan | 12249.85 | 572.95 | -4.05 | 29.53 | 52 | -15 | 957 |
| 16 Jan | 12218.00 | 577 | -89.50 | 26.05 | 7 | 0 | 972 |
| 15 Jan | 12129.00 | 666.5 | -199.40 | 27.62 | 3 | 1 | 972 |
| 14 Jan | 12029.70 | 865.9 | 101.00 | 44.95 | 1 | 0 | 972 |
| 13 Jan | 11813.50 | 764.9 | 211.85 | - | 43 | -6 | 972 |
| 10 Jan | 12283.00 | 553.05 | 161.40 | 25.12 | 26 | -13 | 979 |
| 9 Jan | 12481.20 | 391.65 | 67.50 | 22.13 | 221 | 9 | 996 |
| 8 Jan | 12562.20 | 324.15 | 71.15 | 20.30 | 3,309 | -279 | 989 |
| 7 Jan | 12739.35 | 253 | -21.60 | 21.38 | 20,438 | 335 | 1,265 |
| 6 Jan | 12696.60 | 274.6 | 137.50 | 21.17 | 13,033 | 329 | 933 |
| 3 Jan | 13009.85 | 137.1 | 15.30 | 19.26 | 1,239 | -25 | 603 |
| 2 Jan | 13095.15 | 121.8 | 19.77 | 1,189 | 12 | 633 | |
For Nifty Midcap Select - strike price 12775 expiring on 30JAN2025
Delta for 12775 PE is -0.91
Historical price for 12775 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 696, which was 91.4 higher than the previous day. The implied volatity was 31.13, the open interest changed by -1 which decreased total open position to 933
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 604.6, which was -238.20 lower than the previous day. The implied volatity was 24.58, the open interest changed by 0 which decreased total open position to 934
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 842.8, which was 89.90 higher than the previous day. The implied volatity was 30.24, the open interest changed by 0 which decreased total open position to 935
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 752.9, which was 288.90 higher than the previous day. The implied volatity was 29.53, the open interest changed by -1 which decreased total open position to 936
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 464, which was -108.95 lower than the previous day. The implied volatity was 25.08, the open interest changed by -16 which decreased total open position to 936
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 572.95, which was -4.05 lower than the previous day. The implied volatity was 29.53, the open interest changed by -15 which decreased total open position to 957
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 577, which was -89.50 lower than the previous day. The implied volatity was 26.05, the open interest changed by 0 which decreased total open position to 972
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 666.5, which was -199.40 lower than the previous day. The implied volatity was 27.62, the open interest changed by 1 which increased total open position to 972
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 865.9, which was 101.00 higher than the previous day. The implied volatity was 44.95, the open interest changed by 0 which decreased total open position to 972
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 764.9, which was 211.85 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 972
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 553.05, which was 161.40 higher than the previous day. The implied volatity was 25.12, the open interest changed by -13 which decreased total open position to 979
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 391.65, which was 67.50 higher than the previous day. The implied volatity was 22.13, the open interest changed by 9 which increased total open position to 996
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 324.15, which was 71.15 higher than the previous day. The implied volatity was 20.30, the open interest changed by -279 which decreased total open position to 989
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 253, which was -21.60 lower than the previous day. The implied volatity was 21.38, the open interest changed by 335 which increased total open position to 1265
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 274.6, which was 137.50 higher than the previous day. The implied volatity was 21.17, the open interest changed by 329 which increased total open position to 933
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 137.1, which was 15.30 higher than the previous day. The implied volatity was 19.26, the open interest changed by -25 which decreased total open position to 603
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 121.8, which was lower than the previous day. The implied volatity was 19.77, the open interest changed by 12 which increased total open position to 633
