MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12850 CE | ||||||||||
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Delta: 0.02
Vega: 0.83
Theta: -1.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 3 | -5.05 | 23.23 | 23,188 | -21 | 2,421 | |||
| 23 Jan | 12177.40 | 8.8 | 1.05 | 23.48 | 7,777 | 367 | 2,442 | |||
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| 22 Jan | 11918.40 | 7.75 | -5.10 | 27.78 | 3,863 | 363 | 2,122 | |||
| 21 Jan | 12013.35 | 12.85 | -14.60 | 26.24 | 3,163 | -14 | 1,766 | |||
| 20 Jan | 12356.50 | 27.45 | 7.30 | 20.17 | 2,855 | -170 | 1,777 | |||
| 17 Jan | 12249.85 | 20.15 | -4.85 | 17.98 | 2,810 | 128 | 1,991 | |||
| 16 Jan | 12218.00 | 25 | 1.25 | 19.13 | 702 | 49 | 1,883 | |||
| 15 Jan | 12129.00 | 23.75 | -3.85 | 20.34 | 1,603 | 137 | 1,876 | |||
| 14 Jan | 12029.70 | 27.6 | 10.00 | 22.09 | 1,457 | 14 | 1,745 | |||
| 13 Jan | 11813.50 | 17.6 | -37.40 | 23.93 | 6,297 | 16 | 1,734 | |||
| 10 Jan | 12283.00 | 55 | -49.90 | 18.83 | 3,219 | 64 | 1,725 | |||
| 9 Jan | 12481.20 | 104.9 | -25.10 | 18.37 | 3,901 | -457 | 1,659 | |||
| 8 Jan | 12562.20 | 130 | -78.00 | 17.63 | 7,473 | 443 | 2,116 | |||
| 7 Jan | 12739.35 | 208 | -0.85 | 17.64 | 17,743 | 181 | 1,677 | |||
| 6 Jan | 12696.60 | 208.85 | -170.50 | 18.75 | 9,520 | -10 | 1,532 | |||
| 3 Jan | 13009.85 | 379.35 | -70.65 | 16.83 | 270 | 25 | 1,546 | |||
| 2 Jan | 13095.15 | 450 | 17.12 | 1,357 | 42 | 1,523 | ||||
For Nifty Midcap Select - strike price 12850 expiring on 30JAN2025
Delta for 12850 CE is 0.02
Historical price for 12850 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 3, which was -5.05 lower than the previous day. The implied volatity was 23.23, the open interest changed by -21 which decreased total open position to 2421
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 8.8, which was 1.05 higher than the previous day. The implied volatity was 23.48, the open interest changed by 367 which increased total open position to 2442
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 7.75, which was -5.10 lower than the previous day. The implied volatity was 27.78, the open interest changed by 363 which increased total open position to 2122
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 12.85, which was -14.60 lower than the previous day. The implied volatity was 26.24, the open interest changed by -14 which decreased total open position to 1766
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 27.45, which was 7.30 higher than the previous day. The implied volatity was 20.17, the open interest changed by -170 which decreased total open position to 1777
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 20.15, which was -4.85 lower than the previous day. The implied volatity was 17.98, the open interest changed by 128 which increased total open position to 1991
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 25, which was 1.25 higher than the previous day. The implied volatity was 19.13, the open interest changed by 49 which increased total open position to 1883
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 23.75, which was -3.85 lower than the previous day. The implied volatity was 20.34, the open interest changed by 137 which increased total open position to 1876
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 27.6, which was 10.00 higher than the previous day. The implied volatity was 22.09, the open interest changed by 14 which increased total open position to 1745
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 17.6, which was -37.40 lower than the previous day. The implied volatity was 23.93, the open interest changed by 16 which increased total open position to 1734
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 55, which was -49.90 lower than the previous day. The implied volatity was 18.83, the open interest changed by 64 which increased total open position to 1725
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 104.9, which was -25.10 lower than the previous day. The implied volatity was 18.37, the open interest changed by -457 which decreased total open position to 1659
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 130, which was -78.00 lower than the previous day. The implied volatity was 17.63, the open interest changed by 443 which increased total open position to 2116
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 208, which was -0.85 lower than the previous day. The implied volatity was 17.64, the open interest changed by 181 which increased total open position to 1677
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 208.85, which was -170.50 lower than the previous day. The implied volatity was 18.75, the open interest changed by -10 which decreased total open position to 1532
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 379.35, which was -70.65 lower than the previous day. The implied volatity was 16.83, the open interest changed by 25 which increased total open position to 1546
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 450, which was lower than the previous day. The implied volatity was 17.12, the open interest changed by 42 which increased total open position to 1523
| MIDCPNIFTY 30JAN2025 12850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 3.08
Theta: -6.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 785.85 | 93.25 | 39.04 | 3 | -1 | 1,211 |
| 23 Jan | 12177.40 | 692.6 | -219.55 | 31.27 | 8 | 0 | 1,212 |
| 22 Jan | 11918.40 | 912.15 | 82.25 | 30.35 | 1 | 0 | 1,212 |
| 21 Jan | 12013.35 | 829.9 | 340.15 | 31.89 | 10 | 0 | 1,212 |
| 20 Jan | 12356.50 | 489.75 | -103.65 | 17.75 | 10 | -1 | 1,213 |
| 17 Jan | 12249.85 | 593.4 | -40.30 | 23.37 | 10 | 0 | 1,215 |
| 16 Jan | 12218.00 | 633.7 | -99.70 | 25.35 | 11 | 0 | 1,217 |
| 15 Jan | 12129.00 | 733.4 | -103.15 | 28.46 | 1 | 0 | 1,218 |
| 14 Jan | 12029.70 | 836.55 | -156.10 | 34.30 | 7 | -1 | 1,218 |
| 13 Jan | 11813.50 | 992.65 | 386.90 | 26.03 | 27 | -3 | 1,220 |
| 10 Jan | 12283.00 | 605.75 | 166.00 | 24.81 | 236 | -48 | 1,225 |
| 9 Jan | 12481.20 | 439.75 | 62.80 | 22.06 | 112 | -21 | 1,272 |
| 8 Jan | 12562.20 | 376.95 | 92.70 | 20.88 | 527 | -129 | 1,292 |
| 7 Jan | 12739.35 | 284.25 | -45.20 | 20.88 | 8,524 | 391 | 1,416 |
| 6 Jan | 12696.60 | 329.45 | 169.85 | 22.35 | 12,387 | -778 | 1,025 |
| 3 Jan | 13009.85 | 159.6 | 22.55 | 18.98 | 3,925 | 25 | 2,113 |
| 2 Jan | 13095.15 | 137.05 | 19.17 | 6,018 | -130 | 2,093 | |
For Nifty Midcap Select - strike price 12850 expiring on 30JAN2025
Delta for 12850 PE is -0.88
Historical price for 12850 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 785.85, which was 93.25 higher than the previous day. The implied volatity was 39.04, the open interest changed by -1 which decreased total open position to 1211
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 692.6, which was -219.55 lower than the previous day. The implied volatity was 31.27, the open interest changed by 0 which decreased total open position to 1212
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 912.15, which was 82.25 higher than the previous day. The implied volatity was 30.35, the open interest changed by 0 which decreased total open position to 1212
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 829.9, which was 340.15 higher than the previous day. The implied volatity was 31.89, the open interest changed by 0 which decreased total open position to 1212
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 489.75, which was -103.65 lower than the previous day. The implied volatity was 17.75, the open interest changed by -1 which decreased total open position to 1213
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 593.4, which was -40.30 lower than the previous day. The implied volatity was 23.37, the open interest changed by 0 which decreased total open position to 1215
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 633.7, which was -99.70 lower than the previous day. The implied volatity was 25.35, the open interest changed by 0 which decreased total open position to 1217
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 733.4, which was -103.15 lower than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 1218
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 836.55, which was -156.10 lower than the previous day. The implied volatity was 34.30, the open interest changed by -1 which decreased total open position to 1218
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 992.65, which was 386.90 higher than the previous day. The implied volatity was 26.03, the open interest changed by -3 which decreased total open position to 1220
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 605.75, which was 166.00 higher than the previous day. The implied volatity was 24.81, the open interest changed by -48 which decreased total open position to 1225
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 439.75, which was 62.80 higher than the previous day. The implied volatity was 22.06, the open interest changed by -21 which decreased total open position to 1272
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 376.95, which was 92.70 higher than the previous day. The implied volatity was 20.88, the open interest changed by -129 which decreased total open position to 1292
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 284.25, which was -45.20 lower than the previous day. The implied volatity was 20.88, the open interest changed by 391 which increased total open position to 1416
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 329.45, which was 169.85 higher than the previous day. The implied volatity was 22.35, the open interest changed by -778 which decreased total open position to 1025
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 159.6, which was 22.55 higher than the previous day. The implied volatity was 18.98, the open interest changed by 25 which increased total open position to 2113
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 137.05, which was lower than the previous day. The implied volatity was 19.17, the open interest changed by -130 which decreased total open position to 2093
