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[--[65.84.65.76]--]
MIDCPNIFTY
Nifty Midcap Select

11352.1 209.45 (1.88%)

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Historical option data for MIDCPNIFTY

19 Mar 2025 04:12 PM IST
MIDCPNIFTY 27MAR2025 13000 CE
Delta: 0.00
Vega: 0.17
Theta: -0.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Mar 11352.10 0.55 0.1 33.06 158 -79 793
18 Mar 11142.65 0.4 -0.2 33.54 294 -20 882
17 Mar 10893.15 0.55 -0.25 37.51 323 -29 903
13 Mar 10823.95 0.7 -0.4 33.56 298 -87 932
12 Mar 10911.65 1.1 -0.1 32.44 475 60 1,020
11 Mar 11002.25 1.15 -0.05 29.67 431 -86 964
10 Mar 10956.05 1.2 -0.15 30.37 1,040 -29 1,053
7 Mar 11117.90 1.4 -0.25 25.68 457 43 1,082
6 Mar 11190.65 1.65 -0.3 24.73 685 117 1,041
5 Mar 11168.50 1.9 0 24.58 965 30 928
4 Mar 10833.65 1.85 -0.4 28.50 347 116 898
3 Mar 10866.10 2.3 0 27.99 460 -38 777
28 Feb 10770.75 2.25 -0.9 27.40 1,555 110 824
27 Feb 10957.30 3 -0.65 26.04 854 247 714
25 Feb 11055.35 3.5 -1.05 24.24 339 74 466
24 Feb 11126.55 4.55 -3.95 23.59 285 -13 394
21 Feb 11198.90 8.5 -2.8 23.95 286 90 413
20 Feb 11391.45 10.9 -4.8 21.55 341 129 313
19 Feb 11270.25 16 -1.95 24.70 114 22 184
18 Feb 11136.65 17.5 -5.9 26.69 106 52 161
17 Feb 11172.70 23.6 1.85 26.92 70 1 109
14 Feb 11090.05 20 -8.9 26.42 119 53 108
13 Feb 11359.90 29 -3.5 24.38 47 -3 55
12 Feb 11395.20 32.5 1.05 23.87 57 25 57
11 Feb 11471.45 26.05 -633.65 21.62 37 33 33
10 Feb 11790.05 659.7 0 5.82 0 0 0
7 Feb 12011.50 659.7 0 4.44 0 0 0
6 Feb 11973.35 659.7 0 4.53 0 0 0
5 Feb 12092.90 659.7 0 3.52 0 0 0
4 Feb 12011.55 659.7 0 4.25 0 0 0
3 Feb 11822.60 659.7 0 5.45 0 0 0
1 Feb 11864.60 659.7 0 4.33 0 0 0
13 Jan 11813.50 659.7 0.00 3.94 0 0 0
9 Jan 12481.20 659.7 659.70 1.08 0 0 0
7 Jan 12739.35 0 0.00 - 0 0 0
6 Jan 12696.60 0 0.00 0.03 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 13000 expiring on 27MAR2025

Delta for 13000 CE is 0.00

Historical price for 13000 CE is as follows

On 19 Mar MIDCPNIFTY was trading at 11352.10. The strike last trading price was 0.55, which was 0.1 higher than the previous day. The implied volatity was 33.06, the open interest changed by -79 which decreased total open position to 793


On 18 Mar MIDCPNIFTY was trading at 11142.65. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 33.54, the open interest changed by -20 which decreased total open position to 882


On 17 Mar MIDCPNIFTY was trading at 10893.15. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 37.51, the open interest changed by -29 which decreased total open position to 903


On 13 Mar MIDCPNIFTY was trading at 10823.95. The strike last trading price was 0.7, which was -0.4 lower than the previous day. The implied volatity was 33.56, the open interest changed by -87 which decreased total open position to 932


On 12 Mar MIDCPNIFTY was trading at 10911.65. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 32.44, the open interest changed by 60 which increased total open position to 1020


On 11 Mar MIDCPNIFTY was trading at 11002.25. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 29.67, the open interest changed by -86 which decreased total open position to 964


On 10 Mar MIDCPNIFTY was trading at 10956.05. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 30.37, the open interest changed by -29 which decreased total open position to 1053


On 7 Mar MIDCPNIFTY was trading at 11117.90. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 25.68, the open interest changed by 43 which increased total open position to 1082


On 6 Mar MIDCPNIFTY was trading at 11190.65. The strike last trading price was 1.65, which was -0.3 lower than the previous day. The implied volatity was 24.73, the open interest changed by 117 which increased total open position to 1041


On 5 Mar MIDCPNIFTY was trading at 11168.50. The strike last trading price was 1.9, which was 0 lower than the previous day. The implied volatity was 24.58, the open interest changed by 30 which increased total open position to 928


On 4 Mar MIDCPNIFTY was trading at 10833.65. The strike last trading price was 1.85, which was -0.4 lower than the previous day. The implied volatity was 28.50, the open interest changed by 116 which increased total open position to 898


On 3 Mar MIDCPNIFTY was trading at 10866.10. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 27.99, the open interest changed by -38 which decreased total open position to 777


On 28 Feb MIDCPNIFTY was trading at 10770.75. The strike last trading price was 2.25, which was -0.9 lower than the previous day. The implied volatity was 27.40, the open interest changed by 110 which increased total open position to 824


On 27 Feb MIDCPNIFTY was trading at 10957.30. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was 26.04, the open interest changed by 247 which increased total open position to 714


On 25 Feb MIDCPNIFTY was trading at 11055.35. The strike last trading price was 3.5, which was -1.05 lower than the previous day. The implied volatity was 24.24, the open interest changed by 74 which increased total open position to 466


On 24 Feb MIDCPNIFTY was trading at 11126.55. The strike last trading price was 4.55, which was -3.95 lower than the previous day. The implied volatity was 23.59, the open interest changed by -13 which decreased total open position to 394


On 21 Feb MIDCPNIFTY was trading at 11198.90. The strike last trading price was 8.5, which was -2.8 lower than the previous day. The implied volatity was 23.95, the open interest changed by 90 which increased total open position to 413


On 20 Feb MIDCPNIFTY was trading at 11391.45. The strike last trading price was 10.9, which was -4.8 lower than the previous day. The implied volatity was 21.55, the open interest changed by 129 which increased total open position to 313


On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 16, which was -1.95 lower than the previous day. The implied volatity was 24.70, the open interest changed by 22 which increased total open position to 184


On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 17.5, which was -5.9 lower than the previous day. The implied volatity was 26.69, the open interest changed by 52 which increased total open position to 161


On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 23.6, which was 1.85 higher than the previous day. The implied volatity was 26.92, the open interest changed by 1 which increased total open position to 109


On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 20, which was -8.9 lower than the previous day. The implied volatity was 26.42, the open interest changed by 53 which increased total open position to 108


On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 29, which was -3.5 lower than the previous day. The implied volatity was 24.38, the open interest changed by -3 which decreased total open position to 55


On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 32.5, which was 1.05 higher than the previous day. The implied volatity was 23.87, the open interest changed by 25 which increased total open position to 57


On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 26.05, which was -633.65 lower than the previous day. The implied volatity was 21.62, the open interest changed by 33 which increased total open position to 33


On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 659.7, which was 0 lower than the previous day. The implied volatity was 5.82, 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 659.7, which was 0 lower than the previous day. The implied volatity was 4.44, 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 659.7, which was 0 lower than the previous day. The implied volatity was 4.53, 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 659.7, which was 0 lower than the previous day. The implied volatity was 3.52, 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 659.7, which was 0 lower than the previous day. The implied volatity was 4.25, 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 659.7, which was 0 lower than the previous day. The implied volatity was 5.45, 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 659.7, which was 0 lower than the previous day. The implied volatity was 4.33, 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 659.7, which was 0.00 lower than the previous day. The implied volatity was 3.94, 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 659.7, which was 659.70 higher 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 0.03, 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 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 27MAR2025 13000 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Mar 11352.10 1972.5 0.3 0.00 0 0 0
18 Mar 11142.65 1972.5 0.3 0.00 0 0 0
17 Mar 10893.15 1972.5 0.3 0.00 0 0 0
13 Mar 10823.95 1972.5 0.3 0.00 0 0 0
12 Mar 10911.65 1972.5 0.3 0.00 0 0 0
11 Mar 11002.25 1972.5 0.3 0.00 0 0 0
10 Mar 10956.05 1972.5 0.3 0.00 0 0 0
7 Mar 11117.90 1972.5 0.3 0.00 0 0 0
6 Mar 11190.65 1972.5 0.3 0.00 0 0 0
5 Mar 11168.50 1972.5 0.3 0.00 0 0 0
4 Mar 10833.65 1972.5 0.3 0.00 0 0 0
3 Mar 10866.10 1972.5 0.3 0.00 0 0 0
28 Feb 10770.75 1972.5 0.3 0.00 0 36 0
27 Feb 10957.30 1972.5 1122.5 - 42 36 36
25 Feb 11055.35 850 0 0.00 0 0 0
24 Feb 11126.55 850 0 0.00 0 0 0
21 Feb 11198.90 850 0 0.00 0 0 0
20 Feb 11391.45 850 0 0.00 0 0 0
19 Feb 11270.25 850 0 0.00 0 0 0
18 Feb 11136.65 850 0 0.00 0 0 0
17 Feb 11172.70 850 0 0.00 0 0 0
14 Feb 11090.05 850 0 0.00 0 0 0
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 0 0
4 Feb 12011.55 850 0 0.00 0 0 0
3 Feb 11822.60 850 0 0.00 0 0 0
1 Feb 11864.60 850 0 0.00 0 0 0
13 Jan 11813.50 850 453.75 - 1 0 1
9 Jan 12481.20 396.25 0.00 0.00 0 0 1
7 Jan 12739.35 396.25 0.00 0.00 0 0 1
6 Jan 12696.60 396.25 0.00 0.00 0 0 1
3 Jan 13009.85 396.25 0.00 0.00 0 0 1
2 Jan 13095.15 396.25 20.43 1 0 0


For Nifty Midcap Select - strike price 13000 expiring on 27MAR2025

Delta for 13000 PE is 0.00

Historical price for 13000 PE is as follows

On 19 Mar MIDCPNIFTY was trading at 11352.10. The strike last trading price was 1972.5, which was 0.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Mar MIDCPNIFTY was trading at 11142.65. The strike last trading price was 1972.5, which was 0.3 higher 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 Mar MIDCPNIFTY was trading at 10893.15. The strike last trading price was 1972.5, which was 0.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Mar MIDCPNIFTY was trading at 10823.95. The strike last trading price was 1972.5, which was 0.3 higher 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 Mar MIDCPNIFTY was trading at 10911.65. The strike last trading price was 1972.5, which was 0.3 higher 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 Mar MIDCPNIFTY was trading at 11002.25. The strike last trading price was 1972.5, which was 0.3 higher 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 Mar MIDCPNIFTY was trading at 10956.05. The strike last trading price was 1972.5, which was 0.3 higher 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 Mar MIDCPNIFTY was trading at 11117.90. The strike last trading price was 1972.5, which was 0.3 higher 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 Mar MIDCPNIFTY was trading at 11190.65. The strike last trading price was 1972.5, which was 0.3 higher 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 Mar MIDCPNIFTY was trading at 11168.50. The strike last trading price was 1972.5, which was 0.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Mar MIDCPNIFTY was trading at 10833.65. The strike last trading price was 1972.5, which was 0.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Mar MIDCPNIFTY was trading at 10866.10. The strike last trading price was 1972.5, which was 0.3 higher 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 Feb MIDCPNIFTY was trading at 10770.75. The strike last trading price was 1972.5, which was 0.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 36 which increased total open position to 0


On 27 Feb MIDCPNIFTY was trading at 10957.30. The strike last trading price was 1972.5, which was 1122.5 higher than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 36


On 25 Feb MIDCPNIFTY was trading at 11055.35. 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 24 Feb MIDCPNIFTY was trading at 11126.55. 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 21 Feb MIDCPNIFTY was trading at 11198.90. 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 20 Feb MIDCPNIFTY was trading at 11391.45. 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 19 Feb MIDCPNIFTY was trading at 11270.25. 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 18 Feb MIDCPNIFTY was trading at 11136.65. 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 17 Feb MIDCPNIFTY was trading at 11172.70. 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 14 Feb MIDCPNIFTY was trading at 11090.05. 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 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 0 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 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 3 Feb MIDCPNIFTY was trading at 11822.60. 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 1 Feb MIDCPNIFTY was trading at 11864.60. 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 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 850, which was 453.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 396.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 396.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 396.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 396.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 396.25, which was lower than the previous day. The implied volatity was 20.43, the open interest changed by 0 which decreased total open position to 0