MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
18 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 12900 CE | ||||||||||
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Delta: 0.00
Vega: 0.24
Theta: -0.48
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
18 Feb | 11136.65 | 0.9 | -0.55 | 35.41 | 462 | -114 | 875 | |||
17 Feb | 11172.70 | 1.25 | -0.75 | 33.65 | 622 | 7 | 993 | |||
14 Feb | 11090.05 | 1.55 | -0.7 | 31.85 | 2,221 | -29 | 982 | |||
13 Feb | 11359.90 | 2.15 | -1.95 | 27.24 | 2,139 | 210 | 1,028 | |||
12 Feb | 11395.20 | 4.2 | -1.95 | 27.70 | 3,874 | -200 | 821 | |||
11 Feb | 11471.45 | 6 | -5.6 | 27.18 | 3,824 | 317 | 1,023 | |||
10 Feb | 11790.05 | 12.1 | -10.65 | 23.62 | 1,402 | 46 | 713 | |||
7 Feb | 12011.50 | 24 | -4.15 | 20.67 | 2,042 | 176 | 678 | |||
6 Feb | 11973.35 | 28.65 | -11.5 | 21.95 | 1,031 | 94 | 531 | |||
5 Feb | 12092.90 | 39 | 4.85 | 20.65 | 1,791 | 127 | 436 | |||
4 Feb | 12011.55 | 35 | 14.4 | 21.48 | 1,320 | 107 | 304 | |||
3 Feb | 11822.60 | 20.1 | -9.65 | 21.27 | 1,686 | -16 | 202 | |||
1 Feb | 11864.60 | 31.3 | -29.85 | 22.17 | 2,357 | 112 | 221 | |||
31 Jan | 11930.85 | 63.7 | -28.5 | 24.17 | 227 | 93 | 109 | |||
30 Jan | 11795.15 | 90.25 | -1.95 | 0.00 | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 90.25 | -1.95 | 0.00 | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 90.25 | -1.95 | 0.00 | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 90.25 | -1.95 | 0.00 | 0 | 8 | 0 | |||
24 Jan | 12087.85 | 90.25 | -3.6 | 21.68 | 21 | 8 | 16 | |||
23 Jan | 12177.40 | 92.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
22 Jan | 11918.40 | 92.65 | -36.20 | 24.18 | 3 | 1 | 8 | |||
21 Jan | 12013.35 | 128.85 | 0.00 | 0.00 | 0 | 7 | 0 | |||
20 Jan | 12356.50 | 128.85 | -370.45 | 18.12 | 11 | 6 | 6 | |||
17 Jan | 12249.85 | 499.3 | 0.00 | 2.93 | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 499.3 | 0.00 | 3.06 | 0 | 0 | 0 | |||
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15 Jan | 12129.00 | 499.3 | 0.00 | 3.57 | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 499.3 | 0.00 | 3.92 | 0 | 0 | 0 | |||
13 Jan | 11813.50 | 499.3 | 0.00 | 5.15 | 0 | 0 | 0 | |||
10 Jan | 12283.00 | 499.3 | 0.00 | 2.13 | 0 | 0 | 0 | |||
9 Jan | 12481.20 | 499.3 | 0.00 | 0.65 | 0 | 0 | 0 | |||
8 Jan | 12562.20 | 499.3 | 0.00 | 1.07 | 0 | 0 | 0 | |||
7 Jan | 12739.35 | 499.3 | 0.00 | - | 0 | 0 | 0 | |||
6 Jan | 12696.60 | 499.3 | 0.00 | 0.03 | 0 | 0 | 0 | |||
3 Jan | 13009.85 | 499.3 | 0.00 | - | 0 | 0 | 0 | |||
2 Jan | 13095.15 | 499.3 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12900 expiring on 27FEB2025
Delta for 12900 CE is 0.00
Historical price for 12900 CE is as follows
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 0.9, which was -0.55 lower than the previous day. The implied volatity was 35.41, the open interest changed by -114 which decreased total open position to 875
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 33.65, the open interest changed by 7 which increased total open position to 993
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 1.55, which was -0.7 lower than the previous day. The implied volatity was 31.85, the open interest changed by -29 which decreased total open position to 982
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 2.15, which was -1.95 lower than the previous day. The implied volatity was 27.24, the open interest changed by 210 which increased total open position to 1028
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 4.2, which was -1.95 lower than the previous day. The implied volatity was 27.70, the open interest changed by -200 which decreased total open position to 821
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 6, which was -5.6 lower than the previous day. The implied volatity was 27.18, the open interest changed by 317 which increased total open position to 1023
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 12.1, which was -10.65 lower than the previous day. The implied volatity was 23.62, the open interest changed by 46 which increased total open position to 713
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 24, which was -4.15 lower than the previous day. The implied volatity was 20.67, the open interest changed by 176 which increased total open position to 678
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 28.65, which was -11.5 lower than the previous day. The implied volatity was 21.95, the open interest changed by 94 which increased total open position to 531
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 39, which was 4.85 higher than the previous day. The implied volatity was 20.65, the open interest changed by 127 which increased total open position to 436
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 35, which was 14.4 higher than the previous day. The implied volatity was 21.48, the open interest changed by 107 which increased total open position to 304
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 20.1, which was -9.65 lower than the previous day. The implied volatity was 21.27, the open interest changed by -16 which decreased total open position to 202
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 31.3, which was -29.85 lower than the previous day. The implied volatity was 22.17, the open interest changed by 112 which increased total open position to 221
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 63.7, which was -28.5 lower than the previous day. The implied volatity was 24.17, the open interest changed by 93 which increased total open position to 109
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 90.25, which was -1.95 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 90.25, which was -1.95 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 90.25, which was -1.95 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 90.25, which was -1.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 90.25, which was -3.6 lower than the previous day. The implied volatity was 21.68, the open interest changed by 8 which increased total open position to 16
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 92.65, which was 0.00 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 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 92.65, which was -36.20 lower than the previous day. The implied volatity was 24.18, the open interest changed by 1 which increased total open position to 8
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 128.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 128.85, which was -370.45 lower than the previous day. The implied volatity was 18.12, the open interest changed by 6 which increased total open position to 6
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 499.3, which was 0.00 lower than the previous day. The implied volatity was 2.93, 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 499.3, which was 0.00 lower than the previous day. The implied volatity was 3.06, 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 499.3, which was 0.00 lower than the previous day. The implied volatity was 3.57, 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 499.3, which was 0.00 lower than the previous day. The implied volatity was 3.92, 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 499.3, which was 0.00 lower than the previous day. The implied volatity was 5.15, 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 499.3, which was 0.00 lower than the previous day. The implied volatity was 2.13, 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 499.3, which was 0.00 lower than the previous day. The implied volatity was 0.65, 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 499.3, which was 0.00 lower than the previous day. The implied volatity was 1.07, 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 499.3, 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 499.3, which was 0.00 lower than the previous day. The implied volatity was 0.03, 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 499.3, 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 499.3, 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 12900 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 |
18 Feb | 11136.65 | 1708.8 | 0 | 0.00 | 0 | 0 | 0 |
17 Feb | 11172.70 | 1708.8 | 0 | 0.00 | 0 | 1 | 0 |
14 Feb | 11090.05 | 1708.8 | 858.8 | - | 1 | 0 | 9 |
13 Feb | 11359.90 | 850 | 0 | 0.00 | 0 | 0 | 0 |
12 Feb | 11395.20 | 850 | 0 | 0.00 | 0 | 0 | 0 |
11 Feb | 11471.45 | 850 | 0 | 0.00 | 0 | 0 | 0 |
10 Feb | 11790.05 | 850 | 0 | 0.00 | 0 | 0 | 0 |
7 Feb | 12011.50 | 850 | 0 | 0.00 | 0 | 0 | 0 |
6 Feb | 11973.35 | 850 | 0 | 0.00 | 0 | 0 | 0 |
5 Feb | 12092.90 | 850 | 0 | 0.00 | 0 | -9 | 0 |
4 Feb | 12011.55 | 850 | -310 | 19.64 | 9 | 0 | 18 |
3 Feb | 11822.60 | 1160 | 0 | 0.00 | 0 | 0 | 0 |
1 Feb | 11864.60 | 1160 | 0 | 0.00 | 0 | 0 | 0 |
31 Jan | 11930.85 | 1160 | 0 | 0.00 | 0 | 18 | 0 |
30 Jan | 11795.15 | 1160 | 569.75 | 37.06 | 18 | 0 | 0 |
29 Jan | 11871.70 | 590.25 | 0 | - | 0 | 0 | 0 |
28 Jan | 11644.40 | 590.25 | 0 | - | 0 | 0 | 0 |
27 Jan | 11722.20 | 590.25 | 0 | - | 0 | 0 | 0 |
24 Jan | 12087.85 | 590.25 | 0 | - | 0 | 0 | 0 |
23 Jan | 12177.40 | 590.25 | 0.00 | - | 0 | 0 | 0 |
22 Jan | 11918.40 | 590.25 | 0.00 | - | 0 | 0 | 0 |
21 Jan | 12013.35 | 590.25 | 0.00 | - | 0 | 0 | 0 |
20 Jan | 12356.50 | 590.25 | 0.00 | - | 0 | 0 | 0 |
17 Jan | 12249.85 | 590.25 | 0.00 | - | 0 | 0 | 0 |
16 Jan | 12218.00 | 590.25 | 0.00 | - | 0 | 0 | 0 |
15 Jan | 12129.00 | 590.25 | 0.00 | - | 0 | 0 | 0 |
14 Jan | 12029.70 | 590.25 | 0.00 | - | 0 | 0 | 0 |
13 Jan | 11813.50 | 590.25 | 0.00 | - | 0 | 0 | 0 |
10 Jan | 12283.00 | 590.25 | 0.00 | - | 0 | 0 | 0 |
9 Jan | 12481.20 | 590.25 | 0.00 | - | 0 | 0 | 0 |
8 Jan | 12562.20 | 590.25 | 0.00 | - | 0 | 0 | 0 |
7 Jan | 12739.35 | 590.25 | 0.00 | 0.38 | 0 | 0 | 0 |
6 Jan | 12696.60 | 590.25 | 0.00 | 0.39 | 0 | 0 | 0 |
3 Jan | 13009.85 | 590.25 | 0.00 | 1.79 | 0 | 0 | 0 |
2 Jan | 13095.15 | 590.25 | 1.89 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12900 expiring on 27FEB2025
Delta for 12900 PE is 0.00
Historical price for 12900 PE is as follows
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 1708.8, 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 1708.8, 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 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 1708.8, which was 858.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 850, 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 850, 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 850, 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 850, 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 850, 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 850, 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 850, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 850, which was -310 lower than the previous day. The implied volatity was 19.64, the open interest changed by 0 which decreased total open position to 18
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 1160, 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 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 1160, 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 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 1160, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 1160, which was 569.75 higher than the previous day. The implied volatity was 37.06, 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 590.25, 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 590.25, 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 590.25, 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 590.25, 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 590.25, 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 590.25, 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 590.25, 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 590.25, 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 590.25, 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 590.25, 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 590.25, 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 590.25, 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 590.25, 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 590.25, 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 590.25, 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 590.25, 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 590.25, which was 0.00 lower than the previous day. The implied volatity was 0.38, 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 590.25, which was 0.00 lower than the previous day. The implied volatity was 0.39, 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 590.25, which was 0.00 lower than the previous day. The implied volatity was 1.79, 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 590.25, which was lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0