MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 12950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 1.21
Theta: -2.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 4.9 | -0.20 | 23.49 | 11,074 | 3,430 | 4,805 | |||
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| 22 Jan | 11918.40 | 5.1 | -4.90 | 28.05 | 2,589 | -138 | 1,383 | |||
| 21 Jan | 12013.35 | 10 | -8.85 | 27.24 | 2,562 | 179 | 1,520 | |||
| 20 Jan | 12356.50 | 18.85 | 4.50 | 20.71 | 2,458 | -495 | 1,403 | |||
| 17 Jan | 12249.85 | 14.35 | -5.50 | 18.65 | 4,293 | 296 | 1,910 | |||
| 16 Jan | 12218.00 | 19.85 | 1.65 | 20.14 | 1,789 | 571 | 1,653 | |||
| 15 Jan | 12129.00 | 18.2 | -3.80 | 21.03 | 1,849 | -101 | 1,092 | |||
| 14 Jan | 12029.70 | 22 | 7.50 | 22.81 | 844 | -1 | 1,193 | |||
| 13 Jan | 11813.50 | 14.5 | -26.75 | 24.70 | 3,193 | -288 | 1,192 | |||
| 10 Jan | 12283.00 | 41.25 | -36.75 | 19.09 | 2,103 | 293 | 1,485 | |||
| 9 Jan | 12481.20 | 78 | -21.00 | 18.35 | 2,346 | 57 | 1,193 | |||
| 8 Jan | 12562.20 | 99 | -58.85 | 17.64 | 3,871 | -100 | 1,147 | |||
| 7 Jan | 12739.35 | 157.85 | -13.10 | 17.06 | 5,265 | -238 | 1,250 | |||
| 6 Jan | 12696.60 | 170.95 | -120.85 | 19.00 | 13,480 | 353 | 1,506 | |||
| 3 Jan | 13009.85 | 291.8 | -81.05 | 14.93 | 2,064 | -130 | 1,172 | |||
| 2 Jan | 13095.15 | 372.85 | 16.33 | 19,319 | 41 | 1,312 | ||||
For Nifty Midcap Select - strike price 12950 expiring on 30JAN2025
Delta for 12950 CE is 0.03
Historical price for 12950 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 4.9, which was -0.20 lower than the previous day. The implied volatity was 23.49, the open interest changed by 3430 which increased total open position to 4805
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 5.1, which was -4.90 lower than the previous day. The implied volatity was 28.05, the open interest changed by -138 which decreased total open position to 1383
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 10, which was -8.85 lower than the previous day. The implied volatity was 27.24, the open interest changed by 179 which increased total open position to 1520
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 18.85, which was 4.50 higher than the previous day. The implied volatity was 20.71, the open interest changed by -495 which decreased total open position to 1403
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 14.35, which was -5.50 lower than the previous day. The implied volatity was 18.65, the open interest changed by 296 which increased total open position to 1910
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 19.85, which was 1.65 higher than the previous day. The implied volatity was 20.14, the open interest changed by 571 which increased total open position to 1653
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 18.2, which was -3.80 lower than the previous day. The implied volatity was 21.03, the open interest changed by -101 which decreased total open position to 1092
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 22, which was 7.50 higher than the previous day. The implied volatity was 22.81, the open interest changed by -1 which decreased total open position to 1193
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 14.5, which was -26.75 lower than the previous day. The implied volatity was 24.70, the open interest changed by -288 which decreased total open position to 1192
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 41.25, which was -36.75 lower than the previous day. The implied volatity was 19.09, the open interest changed by 293 which increased total open position to 1485
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 78, which was -21.00 lower than the previous day. The implied volatity was 18.35, the open interest changed by 57 which increased total open position to 1193
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 99, which was -58.85 lower than the previous day. The implied volatity was 17.64, the open interest changed by -100 which decreased total open position to 1147
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 157.85, which was -13.10 lower than the previous day. The implied volatity was 17.06, the open interest changed by -238 which decreased total open position to 1250
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 170.95, which was -120.85 lower than the previous day. The implied volatity was 19.00, the open interest changed by 353 which increased total open position to 1506
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 291.8, which was -81.05 lower than the previous day. The implied volatity was 14.93, the open interest changed by -130 which decreased total open position to 1172
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 372.85, which was lower than the previous day. The implied volatity was 16.33, the open interest changed by 41 which increased total open position to 1312
| MIDCPNIFTY 30JAN2025 12950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 2.56
Theta: -2.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 781.15 | -232.90 | 31.09 | 1 | 0 | 574 |
| 22 Jan | 11918.40 | 1014.05 | 88.45 | 32.79 | 13 | -5 | 576 |
| 21 Jan | 12013.35 | 925.6 | 317.25 | 33.33 | 6 | -4 | 582 |
| 20 Jan | 12356.50 | 608.35 | -84.70 | 25.06 | 4 | -2 | 587 |
| 17 Jan | 12249.85 | 693.05 | -47.50 | 26.15 | 18 | -8 | 590 |
| 16 Jan | 12218.00 | 740.55 | -83.85 | 29.14 | 1 | 0 | 598 |
| 15 Jan | 12129.00 | 824.4 | -95.35 | 29.80 | 5 | 0 | 599 |
| 14 Jan | 12029.70 | 919.75 | -185.50 | 34.67 | 11 | -3 | 600 |
| 13 Jan | 11813.50 | 1105.25 | 411.80 | 30.80 | 42 | -27 | 607 |
| 10 Jan | 12283.00 | 693.45 | 172.95 | 25.97 | 124 | -14 | 637 |
| 9 Jan | 12481.20 | 520.5 | 82.45 | 23.05 | 136 | 5 | 658 |
| 8 Jan | 12562.20 | 438.05 | 98.10 | 20.33 | 339 | -158 | 653 |
| 7 Jan | 12739.35 | 339.95 | -55.95 | 20.85 | 566 | -63 | 819 |
| 6 Jan | 12696.60 | 395.9 | 200.90 | 23.05 | 12,231 | -365 | 1,189 |
| 3 Jan | 13009.85 | 195 | 25.25 | 18.71 | 10,849 | -509 | 1,588 |
| 2 Jan | 13095.15 | 169.75 | 19.04 | 18,761 | 699 | 2,096 | |
For Nifty Midcap Select - strike price 12950 expiring on 30JAN2025
Delta for 12950 PE is -0.92
Historical price for 12950 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 781.15, which was -232.90 lower than the previous day. The implied volatity was 31.09, the open interest changed by 0 which decreased total open position to 574
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 1014.05, which was 88.45 higher than the previous day. The implied volatity was 32.79, the open interest changed by -5 which decreased total open position to 576
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 925.6, which was 317.25 higher than the previous day. The implied volatity was 33.33, the open interest changed by -4 which decreased total open position to 582
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 608.35, which was -84.70 lower than the previous day. The implied volatity was 25.06, the open interest changed by -2 which decreased total open position to 587
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 693.05, which was -47.50 lower than the previous day. The implied volatity was 26.15, the open interest changed by -8 which decreased total open position to 590
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 740.55, which was -83.85 lower than the previous day. The implied volatity was 29.14, the open interest changed by 0 which decreased total open position to 598
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 824.4, which was -95.35 lower than the previous day. The implied volatity was 29.80, the open interest changed by 0 which decreased total open position to 599
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 919.75, which was -185.50 lower than the previous day. The implied volatity was 34.67, the open interest changed by -3 which decreased total open position to 600
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 1105.25, which was 411.80 higher than the previous day. The implied volatity was 30.80, the open interest changed by -27 which decreased total open position to 607
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 693.45, which was 172.95 higher than the previous day. The implied volatity was 25.97, the open interest changed by -14 which decreased total open position to 637
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 520.5, which was 82.45 higher than the previous day. The implied volatity was 23.05, the open interest changed by 5 which increased total open position to 658
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 438.05, which was 98.10 higher than the previous day. The implied volatity was 20.33, the open interest changed by -158 which decreased total open position to 653
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 339.95, which was -55.95 lower than the previous day. The implied volatity was 20.85, the open interest changed by -63 which decreased total open position to 819
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 395.9, which was 200.90 higher than the previous day. The implied volatity was 23.05, the open interest changed by -365 which decreased total open position to 1189
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 195, which was 25.25 higher than the previous day. The implied volatity was 18.71, the open interest changed by -509 which decreased total open position to 1588
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 169.75, which was lower than the previous day. The implied volatity was 19.04, the open interest changed by 699 which increased total open position to 2096
