MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 12800 CE | ||||||||||
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Delta: 0.01
Vega: 0.25
Theta: -0.53
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 11270.25 | 0.9 | -0.25 | 32.93 | 545 | -104 | 1,258 | |||
18 Feb | 11136.65 | 1 | -0.65 | 34.14 | 843 | -230 | 1,352 | |||
17 Feb | 11172.70 | 1.65 | -0.5 | 33.07 | 1,188 | -183 | 1,579 | |||
14 Feb | 11090.05 | 1.95 | -0.9 | 31.30 | 4,612 | -47 | 1,762 | |||
13 Feb | 11359.90 | 2.9 | -2.65 | 26.77 | 3,588 | 538 | 1,881 | |||
12 Feb | 11395.20 | 5.75 | -2.05 | 27.44 | 4,903 | -639 | 1,344 | |||
11 Feb | 11471.45 | 7.6 | -8.7 | 26.64 | 5,639 | 801 | 2,021 | |||
10 Feb | 11790.05 | 16 | -15.95 | 23.25 | 2,773 | 15 | 1,218 | |||
7 Feb | 12011.50 | 33.9 | -3.45 | 20.77 | 2,398 | -90 | 1,207 | |||
6 Feb | 11973.35 | 36.5 | -17.5 | 21.55 | 1,586 | 267 | 1,311 | |||
5 Feb | 12092.90 | 52.1 | 5.15 | 20.60 | 3,991 | 136 | 1,049 | |||
4 Feb | 12011.55 | 46 | 18.25 | 21.38 | 2,304 | 258 | 922 | |||
3 Feb | 11822.60 | 28 | -10.7 | 21.37 | 1,191 | 160 | 666 | |||
1 Feb | 11864.60 | 41 | -33.4 | 22.15 | 3,303 | 469 | 513 | |||
31 Jan | 11930.85 | 75 | -68.15 | 23.67 | 26 | 0 | 41 | |||
30 Jan | 11795.15 | 143.15 | 0 | 0.00 | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 143.15 | 0 | 0.00 | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 143.15 | 0 | 0.00 | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 143.15 | 0 | 0.00 | 0 | 1 | 0 | |||
24 Jan | 12087.85 | 143.15 | -6.85 | 24.43 | 4 | 0 | 40 | |||
23 Jan | 12177.40 | 150 | 24.40 | 22.88 | 22 | 21 | 40 | |||
22 Jan | 11918.40 | 125.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
21 Jan | 12013.35 | 125.6 | -40.00 | 23.32 | 2 | 0 | 19 | |||
20 Jan | 12356.50 | 165.6 | 27.40 | 18.63 | 19 | 9 | 18 | |||
17 Jan | 12249.85 | 138.2 | -318.15 | 18.03 | 9 | 0 | 1 | |||
16 Jan | 12218.00 | 456.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 456.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 456.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
13 Jan | 11813.50 | 456.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
10 Jan | 12283.00 | 456.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
9 Jan | 12481.20 | 456.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
8 Jan | 12562.20 | 456.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
7 Jan | 12739.35 | 456.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
6 Jan | 12696.60 | 456.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
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3 Jan | 13009.85 | 456.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
2 Jan | 13095.15 | 456.35 | 0.00 | 0 | 0 | 1 |
For Nifty Midcap Select - strike price 12800 expiring on 27FEB2025
Delta for 12800 CE is 0.01
Historical price for 12800 CE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 32.93, the open interest changed by -104 which decreased total open position to 1258
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 34.14, the open interest changed by -230 which decreased total open position to 1352
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 1.65, which was -0.5 lower than the previous day. The implied volatity was 33.07, the open interest changed by -183 which decreased total open position to 1579
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 1.95, which was -0.9 lower than the previous day. The implied volatity was 31.30, the open interest changed by -47 which decreased total open position to 1762
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 2.9, which was -2.65 lower than the previous day. The implied volatity was 26.77, the open interest changed by 538 which increased total open position to 1881
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 5.75, which was -2.05 lower than the previous day. The implied volatity was 27.44, the open interest changed by -639 which decreased total open position to 1344
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 7.6, which was -8.7 lower than the previous day. The implied volatity was 26.64, the open interest changed by 801 which increased total open position to 2021
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 16, which was -15.95 lower than the previous day. The implied volatity was 23.25, the open interest changed by 15 which increased total open position to 1218
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 33.9, which was -3.45 lower than the previous day. The implied volatity was 20.77, the open interest changed by -90 which decreased total open position to 1207
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 36.5, which was -17.5 lower than the previous day. The implied volatity was 21.55, the open interest changed by 267 which increased total open position to 1311
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 52.1, which was 5.15 higher than the previous day. The implied volatity was 20.60, the open interest changed by 136 which increased total open position to 1049
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 46, which was 18.25 higher than the previous day. The implied volatity was 21.38, the open interest changed by 258 which increased total open position to 922
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 28, which was -10.7 lower than the previous day. The implied volatity was 21.37, the open interest changed by 160 which increased total open position to 666
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 41, which was -33.4 lower than the previous day. The implied volatity was 22.15, the open interest changed by 469 which increased total open position to 513
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 75, which was -68.15 lower than the previous day. The implied volatity was 23.67, the open interest changed by 0 which decreased total open position to 41
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 143.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 143.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 143.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 143.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 143.15, which was -6.85 lower than the previous day. The implied volatity was 24.43, the open interest changed by 0 which decreased total open position to 40
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 150, which was 24.40 higher than the previous day. The implied volatity was 22.88, the open interest changed by 21 which increased total open position to 40
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 125.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 125.6, which was -40.00 lower than the previous day. The implied volatity was 23.32, the open interest changed by 0 which decreased total open position to 19
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 165.6, which was 27.40 higher than the previous day. The implied volatity was 18.63, the open interest changed by 9 which increased total open position to 18
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 138.2, which was -318.15 lower than the previous day. The implied volatity was 18.03, the open interest changed by 0 which decreased total open position to 1
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 456.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 456.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 456.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 456.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 456.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 456.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 456.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 456.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 456.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 456.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 456.35, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
MIDCPNIFTY 27FEB2025 12800 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 11270.25 | 1094.75 | 0 | 0.00 | 0 | 0 | 0 |
18 Feb | 11136.65 | 1094.75 | 0 | 0.00 | 0 | 0 | 0 |
17 Feb | 11172.70 | 1094.75 | 0 | 0.00 | 0 | 0 | 0 |
14 Feb | 11090.05 | 1094.75 | 0 | 0.00 | 0 | 0 | 0 |
13 Feb | 11359.90 | 1094.75 | 0 | 0.00 | 0 | 0 | 0 |
12 Feb | 11395.20 | 1094.75 | 0 | 0.00 | 0 | 0 | 0 |
11 Feb | 11471.45 | 1094.75 | 0 | 0.00 | 0 | 0 | 0 |
10 Feb | 11790.05 | 1094.75 | 0 | 0.00 | 0 | 0 | 0 |
7 Feb | 12011.50 | 1094.75 | 0 | 0.00 | 0 | 0 | 0 |
6 Feb | 11973.35 | 1094.75 | 0 | 0.00 | 0 | 0 | 0 |
5 Feb | 12092.90 | 1094.75 | 0 | 0.00 | 0 | 0 | 0 |
4 Feb | 12011.55 | 1094.75 | 0 | 0.00 | 0 | 2 | 0 |
3 Feb | 11822.60 | 1094.75 | 556.9 | 41.87 | 2 | 0 | 0 |
1 Feb | 11864.60 | 537.85 | 0 | - | 0 | 0 | 0 |
31 Jan | 11930.85 | 537.85 | 0 | - | 0 | 0 | 0 |
30 Jan | 11795.15 | 537.85 | 0 | - | 0 | 0 | 0 |
29 Jan | 11871.70 | 537.85 | 0 | - | 0 | 0 | 0 |
28 Jan | 11644.40 | 537.85 | 0 | - | 0 | 0 | 0 |
27 Jan | 11722.20 | 537.85 | 0 | - | 0 | 0 | 0 |
24 Jan | 12087.85 | 537.85 | 0 | - | 0 | 0 | 0 |
23 Jan | 12177.40 | 537.85 | 0.00 | - | 0 | 0 | 0 |
22 Jan | 11918.40 | 537.85 | 0.00 | - | 0 | 0 | 0 |
21 Jan | 12013.35 | 537.85 | 0.00 | - | 0 | 0 | 0 |
20 Jan | 12356.50 | 537.85 | 0.00 | - | 0 | 0 | 0 |
17 Jan | 12249.85 | 537.85 | 0.00 | - | 0 | 0 | 0 |
16 Jan | 12218.00 | 537.85 | 0.00 | - | 0 | 0 | 0 |
15 Jan | 12129.00 | 537.85 | 0.00 | - | 0 | 0 | 0 |
14 Jan | 12029.70 | 537.85 | 0.00 | - | 0 | 0 | 0 |
13 Jan | 11813.50 | 537.85 | 0.00 | - | 0 | 0 | 0 |
10 Jan | 12283.00 | 537.85 | 0.00 | - | 0 | 0 | 0 |
9 Jan | 12481.20 | 537.85 | 0.00 | - | 0 | 0 | 0 |
8 Jan | 12562.20 | 537.85 | 0.00 | - | 0 | 0 | 0 |
7 Jan | 12739.35 | 537.85 | 0.00 | 0.81 | 0 | 0 | 0 |
6 Jan | 12696.60 | 537.85 | 0.00 | 0.88 | 0 | 0 | 0 |
3 Jan | 13009.85 | 537.85 | 0.00 | 2.23 | 0 | 0 | 0 |
2 Jan | 13095.15 | 537.85 | 1.69 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12800 expiring on 27FEB2025
Delta for 12800 PE is 0.00
Historical price for 12800 PE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 1094.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 1094.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 1094.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 1094.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 1094.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 1094.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 1094.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 1094.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 1094.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 1094.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 1094.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 1094.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 1094.75, which was 556.9 higher than the previous day. The implied volatity was 41.87, the open interest changed by 0 which decreased total open position to 0
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 537.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 537.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 537.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 537.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 537.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 537.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 537.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 537.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 537.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 537.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 537.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 537.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 537.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 537.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 537.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 537.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 537.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 537.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 537.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 537.85, which was 0.00 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 537.85, which was 0.00 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 537.85, which was 0.00 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 537.85, which was lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0