MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 13075 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.92
Theta: -1.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 3.65 | -0.95 | 25.28 | 1,731 | 243 | 1,490 | |||
| 22 Jan | 11918.40 | 4.6 | -2.20 | 30.30 | 1,275 | 330 | 1,247 | |||
| 21 Jan | 12013.35 | 6.8 | -4.65 | 28.07 | 666 | 20 | 911 | |||
| 20 Jan | 12356.50 | 11.45 | 1.30 | 21.28 | 1,201 | 123 | 773 | |||
| 17 Jan | 12249.85 | 10.15 | -3.35 | 19.74 | 754 | -107 | 648 | |||
| 16 Jan | 12218.00 | 13.5 | 0.50 | 20.85 | 884 | -37 | 763 | |||
| 15 Jan | 12129.00 | 13 | -4.65 | 21.82 | 1,664 | -194 | 812 | |||
| 14 Jan | 12029.70 | 17.65 | 5.30 | 23.98 | 238 | -24 | 1,014 | |||
| 13 Jan | 11813.50 | 12.35 | -17.15 | 26.01 | 1,606 | -45 | 1,028 | |||
| 10 Jan | 12283.00 | 29.5 | -25.45 | 19.60 | 1,037 | -329 | 1,074 | |||
| 9 Jan | 12481.20 | 54.95 | -14.05 | 18.51 | 1,248 | -12 | 1,399 | |||
| 8 Jan | 12562.20 | 69 | -43.75 | 17.68 | 3,169 | 283 | 1,404 | |||
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| 7 Jan | 12739.35 | 112.75 | -9.05 | 16.94 | 2,605 | 263 | 1,117 | |||
| 6 Jan | 12696.60 | 121.8 | -109.80 | 18.43 | 5,284 | 256 | 853 | |||
| 3 Jan | 13009.85 | 231.6 | -62.40 | 15.56 | 7,921 | 160 | 621 | |||
| 2 Jan | 13095.15 | 294 | 16.10 | 7,416 | 310 | 533 | ||||
For Nifty Midcap Select - strike price 13075 expiring on 30JAN2025
Delta for 13075 CE is 0.02
Historical price for 13075 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 3.65, which was -0.95 lower than the previous day. The implied volatity was 25.28, the open interest changed by 243 which increased total open position to 1490
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 4.6, which was -2.20 lower than the previous day. The implied volatity was 30.30, the open interest changed by 330 which increased total open position to 1247
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 6.8, which was -4.65 lower than the previous day. The implied volatity was 28.07, the open interest changed by 20 which increased total open position to 911
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 11.45, which was 1.30 higher than the previous day. The implied volatity was 21.28, the open interest changed by 123 which increased total open position to 773
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 10.15, which was -3.35 lower than the previous day. The implied volatity was 19.74, the open interest changed by -107 which decreased total open position to 648
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 13.5, which was 0.50 higher than the previous day. The implied volatity was 20.85, the open interest changed by -37 which decreased total open position to 763
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 13, which was -4.65 lower than the previous day. The implied volatity was 21.82, the open interest changed by -194 which decreased total open position to 812
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 17.65, which was 5.30 higher than the previous day. The implied volatity was 23.98, the open interest changed by -24 which decreased total open position to 1014
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 12.35, which was -17.15 lower than the previous day. The implied volatity was 26.01, the open interest changed by -45 which decreased total open position to 1028
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 29.5, which was -25.45 lower than the previous day. The implied volatity was 19.60, the open interest changed by -329 which decreased total open position to 1074
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 54.95, which was -14.05 lower than the previous day. The implied volatity was 18.51, the open interest changed by -12 which decreased total open position to 1399
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 69, which was -43.75 lower than the previous day. The implied volatity was 17.68, the open interest changed by 283 which increased total open position to 1404
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 112.75, which was -9.05 lower than the previous day. The implied volatity was 16.94, the open interest changed by 263 which increased total open position to 1117
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 121.8, which was -109.80 lower than the previous day. The implied volatity was 18.43, the open interest changed by 256 which increased total open position to 853
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 231.6, which was -62.40 lower than the previous day. The implied volatity was 15.56, the open interest changed by 160 which increased total open position to 621
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 294, which was lower than the previous day. The implied volatity was 16.10, the open interest changed by 310 which increased total open position to 533
| MIDCPNIFTY 30JAN2025 13075 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 3.23
Theta: -6.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 923.9 | -232.90 | 41.05 | 9 | -5 | 199 |
| 22 Jan | 11918.40 | 1156.8 | 114.70 | 43.74 | 14 | -8 | 204 |
| 21 Jan | 12013.35 | 1042.1 | 322.30 | 33.27 | 17 | 5 | 212 |
| 20 Jan | 12356.50 | 719.8 | -116.10 | 25.21 | 1 | 0 | 206 |
| 17 Jan | 12249.85 | 835.9 | -24.60 | 32.99 | 1 | 0 | 207 |
| 16 Jan | 12218.00 | 860.5 | -82.30 | 31.70 | 3 | -2 | 208 |
| 15 Jan | 12129.00 | 942.8 | -313.65 | 32.05 | 37 | -14 | 209 |
| 14 Jan | 12029.70 | 1256.45 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Jan | 11813.50 | 1256.45 | 460.45 | 38.66 | 8 | 2 | 224 |
| 10 Jan | 12283.00 | 796 | 181.70 | 26.15 | 5 | -2 | 221 |
| 9 Jan | 12481.20 | 614.3 | 71.20 | 22.93 | 14 | -4 | 222 |
| 8 Jan | 12562.20 | 543.1 | 100.60 | 21.90 | 23 | -7 | 226 |
| 7 Jan | 12739.35 | 442.5 | -23.35 | 22.96 | 72 | -5 | 234 |
| 6 Jan | 12696.60 | 465.85 | 223.15 | 22.34 | 1,395 | -71 | 238 |
| 3 Jan | 13009.85 | 242.7 | 26.10 | 18.06 | 11,915 | -18 | 317 |
| 2 Jan | 13095.15 | 216.6 | 18.77 | 2,641 | 234 | 359 | |
For Nifty Midcap Select - strike price 13075 expiring on 30JAN2025
Delta for 13075 PE is -0.89
Historical price for 13075 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 923.9, which was -232.90 lower than the previous day. The implied volatity was 41.05, the open interest changed by -5 which decreased total open position to 199
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 1156.8, which was 114.70 higher than the previous day. The implied volatity was 43.74, the open interest changed by -8 which decreased total open position to 204
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 1042.1, which was 322.30 higher than the previous day. The implied volatity was 33.27, the open interest changed by 5 which increased total open position to 212
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 719.8, which was -116.10 lower than the previous day. The implied volatity was 25.21, the open interest changed by 0 which decreased total open position to 206
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 835.9, which was -24.60 lower than the previous day. The implied volatity was 32.99, the open interest changed by 0 which decreased total open position to 207
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 860.5, which was -82.30 lower than the previous day. The implied volatity was 31.70, the open interest changed by -2 which decreased total open position to 208
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 942.8, which was -313.65 lower than the previous day. The implied volatity was 32.05, the open interest changed by -14 which decreased total open position to 209
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 1256.45, 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 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 1256.45, which was 460.45 higher than the previous day. The implied volatity was 38.66, the open interest changed by 2 which increased total open position to 224
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 796, which was 181.70 higher than the previous day. The implied volatity was 26.15, the open interest changed by -2 which decreased total open position to 221
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 614.3, which was 71.20 higher than the previous day. The implied volatity was 22.93, the open interest changed by -4 which decreased total open position to 222
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 543.1, which was 100.60 higher than the previous day. The implied volatity was 21.90, the open interest changed by -7 which decreased total open position to 226
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 442.5, which was -23.35 lower than the previous day. The implied volatity was 22.96, the open interest changed by -5 which decreased total open position to 234
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 465.85, which was 223.15 higher than the previous day. The implied volatity was 22.34, the open interest changed by -71 which decreased total open position to 238
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 242.7, which was 26.10 higher than the previous day. The implied volatity was 18.06, the open interest changed by -18 which decreased total open position to 317
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 216.6, which was lower than the previous day. The implied volatity was 18.77, the open interest changed by 234 which increased total open position to 359
