MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Feb 2025 04:13 PM IST
| MIDCPNIFTY 27FEB2025 12875 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.17
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Feb | 11270.25 | 0.55 | -2.15 | 32.48 | 19 | 6 | 67 | |||
| 18 Feb | 11136.65 | 2.7 | 1.45 | 39.88 | 14 | 0 | 55 | |||
| 17 Feb | 11172.70 | 1.25 | -1.25 | 33.24 | 29 | 16 | 55 | |||
| 14 Feb | 11090.05 | 2.5 | -1 | 33.38 | 42 | -1 | 17 | |||
| 13 Feb | 11359.90 | 3.5 | -1.15 | 28.70 | 10 | 1 | 21 | |||
| 12 Feb | 11395.20 | 4.9 | -2.55 | 27.94 | 38 | -17 | 21 | |||
| 11 Feb | 11471.45 | 7.45 | -4.7 | 27.75 | 37 | 1 | 42 | |||
| 10 Feb | 11790.05 | 12.05 | -14.4 | 23.17 | 83 | 27 | 41 | |||
| 7 Feb | 12011.50 | 26 | -4.5 | 20.68 | 70 | 0 | 22 | |||
| 6 Feb | 11973.35 | 31.5 | -479 | 22.05 | 77 | 21 | 21 | |||
| 5 Feb | 12092.90 | 510.5 | 0 | 5.54 | 0 | 0 | 0 | |||
| 4 Feb | 12011.55 | 510.5 | 0 | 6.15 | 0 | 0 | 0 | |||
| 3 Feb | 11822.60 | 510.5 | 0 | 7.28 | 0 | 0 | 0 | |||
| 1 Feb | 11864.60 | 510.5 | 0 | 6.73 | 0 | 0 | 0 | |||
| 31 Jan | 11930.85 | 510.5 | 0 | 5.81 | 0 | 0 | 0 | |||
| 30 Jan | 11795.15 | 510.5 | 0 | 6.83 | 0 | 0 | 0 | |||
| 29 Jan | 11871.70 | 510.5 | 0 | 6.21 | 0 | 0 | 0 | |||
| 28 Jan | 11644.40 | 510.5 | 0 | 7.11 | 0 | 0 | 0 | |||
| 27 Jan | 11722.20 | 510.5 | 0 | 6.83 | 0 | 0 | 0 | |||
| 24 Jan | 12087.85 | 510.5 | 0 | 4.28 | 0 | 0 | 0 | |||
| 23 Jan | 12177.40 | 510.5 | 0.00 | 3.68 | 0 | 0 | 0 | |||
| 22 Jan | 11918.40 | 510.5 | 0.00 | 5.25 | 0 | 0 | 0 | |||
| 21 Jan | 12013.35 | 510.5 | 0.00 | 4.55 | 0 | 0 | 0 | |||
| 20 Jan | 12356.50 | 510.5 | 0.00 | 2.42 | 0 | 0 | 0 | |||
| 17 Jan | 12249.85 | 510.5 | 0.00 | 2.80 | 0 | 0 | 0 | |||
| 16 Jan | 12218.00 | 510.5 | 0.00 | 2.94 | 0 | 0 | 0 | |||
| 15 Jan | 12129.00 | 510.5 | 0.00 | 3.43 | 0 | 0 | 0 | |||
| 14 Jan | 12029.70 | 510.5 | 510.50 | 3.81 | 0 | 0 | 0 | |||
| 13 Jan | 11813.50 | 0 | 0.00 | 5.08 | 0 | 0 | 0 | |||
| 10 Jan | 12283.00 | 0 | 0.00 | 2.35 | 0 | 0 | 0 | |||
| 9 Jan | 12481.20 | 0 | 0.00 | 1.22 | 0 | 0 | 0 | |||
| 8 Jan | 12562.20 | 0 | 0.00 | 0.87 | 0 | 0 | 0 | |||
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| 7 Jan | 12739.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 12696.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 13009.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 13095.15 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12875 expiring on 27FEB2025
Delta for 12875 CE is 0.00
Historical price for 12875 CE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 0.55, which was -2.15 lower than the previous day. The implied volatity was 32.48, the open interest changed by 6 which increased total open position to 67
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 2.7, which was 1.45 higher than the previous day. The implied volatity was 39.88, the open interest changed by 0 which decreased total open position to 55
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 1.25, which was -1.25 lower than the previous day. The implied volatity was 33.24, the open interest changed by 16 which increased total open position to 55
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 2.5, which was -1 lower than the previous day. The implied volatity was 33.38, the open interest changed by -1 which decreased total open position to 17
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 3.5, which was -1.15 lower than the previous day. The implied volatity was 28.70, the open interest changed by 1 which increased total open position to 21
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 4.9, which was -2.55 lower than the previous day. The implied volatity was 27.94, the open interest changed by -17 which decreased total open position to 21
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 7.45, which was -4.7 lower than the previous day. The implied volatity was 27.75, the open interest changed by 1 which increased total open position to 42
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 12.05, which was -14.4 lower than the previous day. The implied volatity was 23.17, the open interest changed by 27 which increased total open position to 41
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 26, which was -4.5 lower than the previous day. The implied volatity was 20.68, the open interest changed by 0 which decreased total open position to 22
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 31.5, which was -479 lower than the previous day. The implied volatity was 22.05, the open interest changed by 21 which increased total open position to 21
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 5.54, 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 510.5, which was 0 lower than the previous day. The implied volatity was 6.15, the open interest changed by 0 which decreased total open position to 0
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 510.5, which was 0 lower than the previous day. The implied volatity was 7.28, 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 510.5, which was 0 lower than the previous day. The implied volatity was 6.73, 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 510.5, which was 0 lower than the previous day. The implied volatity was 5.81, 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 510.5, which was 0 lower than the previous day. The implied volatity was 6.83, 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 510.5, which was 0 lower than the previous day. The implied volatity was 6.21, 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 510.5, which was 0 lower than the previous day. The implied volatity was 7.11, 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 510.5, which was 0 lower than the previous day. The implied volatity was 6.83, 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 510.5, which was 0 lower than the previous day. The implied volatity was 4.28, 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 510.5, which was 0.00 lower than the previous day. The implied volatity was 3.68, 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 510.5, which was 0.00 lower than the previous day. The implied volatity was 5.25, 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 510.5, which was 0.00 lower than the previous day. The implied volatity was 4.55, 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 510.5, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 510.5, which was 0.00 lower than the previous day. The implied volatity was 2.80, 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 510.5, which was 0.00 lower than the previous day. The implied volatity was 2.94, 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 510.5, which was 0.00 lower than the previous day. The implied volatity was 3.43, 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 510.5, which was 510.50 higher than the previous day. The implied volatity was 3.81, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.08, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.35, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.87, 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 0, 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 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 0, 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 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 0, 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 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 27FEB2025 12875 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Feb | 11270.25 | 576.9 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 11136.65 | 576.9 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 11172.70 | 576.9 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 11090.05 | 576.9 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 11359.90 | 576.9 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 11395.20 | 576.9 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 11471.45 | 576.9 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 11790.05 | 576.9 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 12011.50 | 576.9 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 11973.35 | 576.9 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 12092.90 | 576.9 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 12011.55 | 576.9 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 11822.60 | 576.9 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 11864.60 | 576.9 | 0 | - | 0 | 0 | 0 |
| 31 Jan | 11930.85 | 576.9 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 11795.15 | 576.9 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 11871.70 | 576.9 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 11644.40 | 576.9 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 11722.20 | 576.9 | 0 | - | 0 | 0 | 0 |
| 24 Jan | 12087.85 | 576.9 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 12177.40 | 576.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 11918.40 | 576.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 12013.35 | 576.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 12356.50 | 576.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 12249.85 | 576.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 12218.00 | 576.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 12129.00 | 576.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 12029.70 | 576.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 11813.50 | 576.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 12283.00 | 576.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 576.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 12562.20 | 576.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 576.9 | 0.00 | 0.36 | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 576.9 | 0.00 | 0.12 | 0 | 0 | 0 |
| 3 Jan | 13009.85 | 576.9 | 0.00 | 1.69 | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 576.9 | 2.01 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12875 expiring on 27FEB2025
Delta for 12875 PE is -
Historical price for 12875 PE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 576.9, 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 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 576.9, 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 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 576.9, 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 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 576.9, 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 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 576.9, 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 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 576.9, 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 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 576.9, 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 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 576.9, 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 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 576.9, 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 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 576.9, 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 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 576.9, 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 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 576.9, 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 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 576.9, 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 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 576.9, 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 576.9, 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 576.9, 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 576.9, 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 576.9, 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 576.9, 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 576.9, 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 576.9, 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 576.9, 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 576.9, 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 576.9, 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 576.9, 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 576.9, 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 576.9, 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 576.9, 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 576.9, 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 576.9, 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 576.9, 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 576.9, 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 576.9, which was 0.00 lower than the previous day. The implied volatity was 0.36, 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 576.9, which was 0.00 lower than the previous day. The implied volatity was 0.12, 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 576.9, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 576.9, which was lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
