MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
18 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 12925 CE | ||||||||||
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Delta: 0.00
Vega: 0.23
Theta: -0.46
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
18 Feb | 11136.65 | 0.85 | -0.2 | 35.63 | 7 | 3 | 55 | |||
17 Feb | 11172.70 | 1.15 | -1.8 | 33.74 | 116 | 34 | 53 | |||
14 Feb | 11090.05 | 2.95 | -0.45 | 34.87 | 1 | 0 | 20 | |||
13 Feb | 11359.90 | 3.4 | 0 | 29.38 | 1 | 0 | 20 | |||
12 Feb | 11395.20 | 3.4 | -3.6 | 27.25 | 7 | 0 | 21 | |||
11 Feb | 11471.45 | 7 | -3.75 | 28.25 | 17 | 8 | 21 | |||
10 Feb | 11790.05 | 10.3 | -7.9 | 23.31 | 23 | 4 | 15 | |||
7 Feb | 12011.50 | 18.2 | -8.3 | 19.79 | 36 | 2 | 12 | |||
6 Feb | 11973.35 | 26.2 | -12.8 | 21.87 | 16 | 2 | 9 | |||
5 Feb | 12092.90 | 39 | 5.55 | 21.19 | 19 | 0 | 8 | |||
4 Feb | 12011.55 | 37.85 | 21.6 | 22.41 | 10 | 1 | 7 | |||
3 Feb | 11822.60 | 16.25 | -11.65 | 20.68 | 5 | 2 | 6 | |||
1 Feb | 11864.60 | 27.9 | -460.4 | 21.78 | 7 | 3 | 3 | |||
31 Jan | 11930.85 | 488.3 | 0 | 6.25 | 0 | 0 | 0 | |||
30 Jan | 11795.15 | 488.3 | 0 | 7.13 | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 488.3 | 0 | 6.53 | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 488.3 | 0 | 7.83 | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 488.3 | 0 | 7.11 | 0 | 0 | 0 | |||
24 Jan | 12087.85 | 488.3 | 0 | 4.66 | 0 | 0 | 0 | |||
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23 Jan | 12177.40 | 488.3 | 0.00 | 3.85 | 0 | 0 | 0 | |||
22 Jan | 11918.40 | 488.3 | 0.00 | 5.52 | 0 | 0 | 0 | |||
21 Jan | 12013.35 | 488.3 | 0.00 | 4.83 | 0 | 0 | 0 | |||
20 Jan | 12356.50 | 488.3 | 0.00 | 2.74 | 0 | 0 | 0 | |||
17 Jan | 12249.85 | 488.3 | 0.00 | 3.07 | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 488.3 | 0.00 | 3.18 | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 488.3 | 0.00 | 3.69 | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 488.3 | 488.30 | 4.05 | 0 | 0 | 0 | |||
13 Jan | 11813.50 | 0 | 0.00 | 5.33 | 0 | 0 | 0 | |||
10 Jan | 12283.00 | 0 | 0.00 | 2.61 | 0 | 0 | 0 | |||
9 Jan | 12481.20 | 0 | 0.00 | 1.48 | 0 | 0 | 0 | |||
8 Jan | 12562.20 | 0 | 0.00 | 1.08 | 0 | 0 | 0 | |||
7 Jan | 12739.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
6 Jan | 12696.60 | 0 | 0.00 | 0.17 | 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 12925 expiring on 27FEB2025
Delta for 12925 CE is 0.00
Historical price for 12925 CE is as follows
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 35.63, the open interest changed by 3 which increased total open position to 55
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 1.15, which was -1.8 lower than the previous day. The implied volatity was 33.74, the open interest changed by 34 which increased total open position to 53
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 2.95, which was -0.45 lower than the previous day. The implied volatity was 34.87, the open interest changed by 0 which decreased total open position to 20
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 3.4, which was 0 lower than the previous day. The implied volatity was 29.38, the open interest changed by 0 which decreased total open position to 20
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 3.4, which was -3.6 lower than the previous day. The implied volatity was 27.25, the open interest changed by 0 which decreased total open position to 21
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 7, which was -3.75 lower than the previous day. The implied volatity was 28.25, the open interest changed by 8 which increased total open position to 21
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 10.3, which was -7.9 lower than the previous day. The implied volatity was 23.31, the open interest changed by 4 which increased total open position to 15
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 18.2, which was -8.3 lower than the previous day. The implied volatity was 19.79, the open interest changed by 2 which increased total open position to 12
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 26.2, which was -12.8 lower than the previous day. The implied volatity was 21.87, the open interest changed by 2 which increased total open position to 9
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 39, which was 5.55 higher than the previous day. The implied volatity was 21.19, the open interest changed by 0 which decreased total open position to 8
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 37.85, which was 21.6 higher than the previous day. The implied volatity was 22.41, the open interest changed by 1 which increased total open position to 7
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 16.25, which was -11.65 lower than the previous day. The implied volatity was 20.68, the open interest changed by 2 which increased total open position to 6
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 27.9, which was -460.4 lower than the previous day. The implied volatity was 21.78, the open interest changed by 3 which increased total open position to 3
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 488.3, which was 0 lower than the previous day. The implied volatity was 6.25, 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 488.3, which was 0 lower than the previous day. The implied volatity was 7.13, 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 488.3, which was 0 lower than the previous day. The implied volatity was 6.53, 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 488.3, which was 0 lower than the previous day. The implied volatity was 7.83, 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 488.3, 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 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 488.3, which was 0 lower than the previous day. The implied volatity was 4.66, 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 488.3, which was 0.00 lower than the previous day. The implied volatity was 3.85, 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 488.3, which was 0.00 lower than the previous day. The implied volatity was 5.52, 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 488.3, which was 0.00 lower than the previous day. The implied volatity was 4.83, 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 488.3, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 488.3, which was 0.00 lower than the previous day. The implied volatity was 3.07, 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 488.3, which was 0.00 lower than the previous day. The implied volatity was 3.18, 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 488.3, which was 0.00 lower than the previous day. The implied volatity was 3.69, 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 488.3, which was 488.30 higher than the previous day. The implied volatity was 4.05, 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 5.33, 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 2.61, 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 1.48, 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 1.08, 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 0.17, 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 12925 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
18 Feb | 11136.65 | 603.8 | 0 | - | 0 | 0 | 0 |
17 Feb | 11172.70 | 603.8 | 0 | - | 0 | 0 | 0 |
14 Feb | 11090.05 | 603.8 | 0 | - | 0 | 0 | 0 |
13 Feb | 11359.90 | 603.8 | 0 | - | 0 | 0 | 0 |
12 Feb | 11395.20 | 603.8 | 0 | - | 0 | 0 | 0 |
11 Feb | 11471.45 | 603.8 | 0 | - | 0 | 0 | 0 |
10 Feb | 11790.05 | 603.8 | 0 | - | 0 | 0 | 0 |
7 Feb | 12011.50 | 603.8 | 0 | - | 0 | 0 | 0 |
6 Feb | 11973.35 | 603.8 | 0 | - | 0 | 0 | 0 |
5 Feb | 12092.90 | 603.8 | 0 | - | 0 | 0 | 0 |
4 Feb | 12011.55 | 603.8 | 0 | - | 0 | 0 | 0 |
3 Feb | 11822.60 | 603.8 | 0 | - | 0 | 0 | 0 |
1 Feb | 11864.60 | 603.8 | 0 | - | 0 | 0 | 0 |
31 Jan | 11930.85 | 603.8 | 0 | - | 0 | 0 | 0 |
30 Jan | 11795.15 | 603.8 | 0 | - | 0 | 0 | 0 |
29 Jan | 11871.70 | 603.8 | 0 | - | 0 | 0 | 0 |
28 Jan | 11644.40 | 603.8 | 0 | - | 0 | 0 | 0 |
27 Jan | 11722.20 | 603.8 | 0 | - | 0 | 0 | 0 |
24 Jan | 12087.85 | 603.8 | 0 | - | 0 | 0 | 0 |
23 Jan | 12177.40 | 603.8 | 0.00 | - | 0 | 0 | 0 |
22 Jan | 11918.40 | 603.8 | 0.00 | - | 0 | 0 | 0 |
21 Jan | 12013.35 | 603.8 | 0.00 | - | 0 | 0 | 0 |
20 Jan | 12356.50 | 603.8 | 0.00 | - | 0 | 0 | 0 |
17 Jan | 12249.85 | 603.8 | 0.00 | - | 0 | 0 | 0 |
16 Jan | 12218.00 | 603.8 | 0.00 | - | 0 | 0 | 0 |
15 Jan | 12129.00 | 603.8 | 0.00 | - | 0 | 0 | 0 |
14 Jan | 12029.70 | 603.8 | 0.00 | - | 0 | 0 | 0 |
13 Jan | 11813.50 | 603.8 | 0.00 | - | 0 | 0 | 0 |
10 Jan | 12283.00 | 603.8 | 0.00 | - | 0 | 0 | 0 |
9 Jan | 12481.20 | 603.8 | 0.00 | - | 0 | 0 | 0 |
8 Jan | 12562.20 | 603.8 | 0.00 | - | 0 | 0 | 0 |
7 Jan | 12739.35 | 603.8 | 0.00 | 0.09 | 0 | 0 | 0 |
6 Jan | 12696.60 | 603.8 | 0.00 | 0.13 | 0 | 0 | 0 |
3 Jan | 13009.85 | 603.8 | 0.00 | 1.65 | 0 | 0 | 0 |
2 Jan | 13095.15 | 603.8 | 1.56 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 12925 expiring on 27FEB2025
Delta for 12925 PE is -
Historical price for 12925 PE is as follows
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, 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 603.8, which was 0.00 lower than the previous day. The implied volatity was 0.09, 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 603.8, which was 0.00 lower than the previous day. The implied volatity was 0.13, 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 603.8, which was 0.00 lower than the previous day. The implied volatity was 1.65, 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 603.8, which was lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0