MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
15 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12825 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 4.29
Theta: -3.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Jan | 12129.00 | 22 | -6.15 | 19.36 | 733 | -1 | 837 | |||
| 14 Jan | 12029.70 | 28.15 | 9.65 | 21.68 | 520 | 59 | 840 | |||
| 13 Jan | 11813.50 | 18.5 | -43.65 | 23.74 | 774 | -27 | 780 | |||
| 10 Jan | 12283.00 | 62.15 | -47.90 | 19.18 | 2,997 | -218 | 815 | |||
| 9 Jan | 12481.20 | 110.05 | -31.60 | 18.16 | 2,895 | -84 | 1,041 | |||
| 8 Jan | 12562.20 | 141.65 | -79.05 | 17.89 | 6,843 | -16 | 1,124 | |||
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| 7 Jan | 12739.35 | 220.7 | -1.30 | 17.71 | 15,819 | 65 | 1,142 | |||
| 6 Jan | 12696.60 | 222 | -153.00 | 18.90 | 8,437 | 439 | 1,092 | |||
| 3 Jan | 13009.85 | 375 | -86.70 | 15.16 | 58 | 2 | 657 | |||
| 2 Jan | 13095.15 | 461.7 | 16.62 | 161 | -31 | 657 | ||||
For Nifty Midcap Select - strike price 12825 expiring on 30JAN2025
Delta for 12825 CE is 0.10
Historical price for 12825 CE is as follows
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 22, which was -6.15 lower than the previous day. The implied volatity was 19.36, the open interest changed by -1 which decreased total open position to 837
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 28.15, which was 9.65 higher than the previous day. The implied volatity was 21.68, the open interest changed by 59 which increased total open position to 840
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 18.5, which was -43.65 lower than the previous day. The implied volatity was 23.74, the open interest changed by -27 which decreased total open position to 780
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 62.15, which was -47.90 lower than the previous day. The implied volatity was 19.18, the open interest changed by -218 which decreased total open position to 815
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 110.05, which was -31.60 lower than the previous day. The implied volatity was 18.16, the open interest changed by -84 which decreased total open position to 1041
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 141.65, which was -79.05 lower than the previous day. The implied volatity was 17.89, the open interest changed by -16 which decreased total open position to 1124
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 220.7, which was -1.30 lower than the previous day. The implied volatity was 17.71, the open interest changed by 65 which increased total open position to 1142
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 222, which was -153.00 lower than the previous day. The implied volatity was 18.90, the open interest changed by 439 which increased total open position to 1092
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 375, which was -86.70 lower than the previous day. The implied volatity was 15.16, the open interest changed by 2 which increased total open position to 657
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 461.7, which was lower than the previous day. The implied volatity was 16.62, the open interest changed by -31 which decreased total open position to 657
| MIDCPNIFTY 30JAN2025 12825 PE | |||||||
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Delta: -0.81
Vega: 6.61
Theta: -3.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 12129.00 | 707.3 | -108.20 | 27.63 | 1 | 0 | 903 |
| 14 Jan | 12029.70 | 815.5 | -185.65 | 34.29 | 8 | 0 | 903 |
| 13 Jan | 11813.50 | 1001.15 | 414.15 | 32.13 | 15 | -4 | 903 |
| 10 Jan | 12283.00 | 587 | 161.05 | 24.82 | 8 | -2 | 907 |
| 9 Jan | 12481.20 | 425.95 | 64.80 | 22.32 | 13 | -2 | 909 |
| 8 Jan | 12562.20 | 361.15 | 82.25 | 20.87 | 2,418 | -212 | 911 |
| 7 Jan | 12739.35 | 278.9 | -29.45 | 21.45 | 9,330 | 310 | 1,129 |
| 6 Jan | 12696.60 | 308.35 | 163.80 | 21.76 | 8,829 | 45 | 917 |
| 3 Jan | 13009.85 | 144.55 | 10.70 | 18.49 | 1,371 | 69 | 874 |
| 2 Jan | 13095.15 | 133.85 | 19.51 | 3,138 | 3 | 811 | |
For Nifty Midcap Select - strike price 12825 expiring on 30JAN2025
Delta for 12825 PE is -0.81
Historical price for 12825 PE is as follows
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 707.3, which was -108.20 lower than the previous day. The implied volatity was 27.63, the open interest changed by 0 which decreased total open position to 903
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 815.5, which was -185.65 lower than the previous day. The implied volatity was 34.29, the open interest changed by 0 which decreased total open position to 903
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 1001.15, which was 414.15 higher than the previous day. The implied volatity was 32.13, the open interest changed by -4 which decreased total open position to 903
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 587, which was 161.05 higher than the previous day. The implied volatity was 24.82, the open interest changed by -2 which decreased total open position to 907
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 425.95, which was 64.80 higher than the previous day. The implied volatity was 22.32, the open interest changed by -2 which decreased total open position to 909
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 361.15, which was 82.25 higher than the previous day. The implied volatity was 20.87, the open interest changed by -212 which decreased total open position to 911
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 278.9, which was -29.45 lower than the previous day. The implied volatity was 21.45, the open interest changed by 310 which increased total open position to 1129
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 308.35, which was 163.80 higher than the previous day. The implied volatity was 21.76, the open interest changed by 45 which increased total open position to 917
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 144.55, which was 10.70 higher than the previous day. The implied volatity was 18.49, the open interest changed by 69 which increased total open position to 874
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 133.85, which was lower than the previous day. The implied volatity was 19.51, the open interest changed by 3 which increased total open position to 811
