MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
27 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 13125 CE | ||||||||||
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Delta: 0.01
Vega: 0.22
Theta: -1.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Jan | 11722.20 | 1.35 | -0.15 | 51.21 | 473 | -216 | 950 | |||
| 24 Jan | 12087.85 | 1.5 | -1.6 | 27.27 | 1,620 | 193 | 1,202 | |||
| 23 Jan | 12177.40 | 3.05 | -1.15 | 25.75 | 670 | -40 | 1,039 | |||
| 22 Jan | 11918.40 | 4.2 | -2.70 | 30.96 | 321 | 176 | 1,071 | |||
| 21 Jan | 12013.35 | 6.9 | -2.30 | 29.22 | 457 | 29 | 890 | |||
| 20 Jan | 12356.50 | 9.2 | 0.90 | 21.44 | 625 | 45 | 914 | |||
| 17 Jan | 12249.85 | 8.3 | -3.20 | 19.91 | 285 | -41 | 869 | |||
| 16 Jan | 12218.00 | 11.5 | 0.25 | 21.09 | 1,041 | 71 | 982 | |||
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| 15 Jan | 12129.00 | 11.25 | -2.80 | 22.08 | 638 | 66 | 911 | |||
| 14 Jan | 12029.70 | 14.05 | 3.70 | 23.72 | 656 | -119 | 851 | |||
| 13 Jan | 11813.50 | 10.35 | -15.35 | 25.96 | 1,147 | 63 | 968 | |||
| 10 Jan | 12283.00 | 25.7 | -20.70 | 19.81 | 1,747 | -65 | 912 | |||
| 9 Jan | 12481.20 | 46.4 | -11.25 | 18.51 | 1,200 | 37 | 973 | |||
| 8 Jan | 12562.20 | 57.65 | -39.35 | 17.50 | 1,982 | -80 | 942 | |||
| 7 Jan | 12739.35 | 97 | -12.00 | 16.80 | 2,550 | -271 | 1,043 | |||
| 6 Jan | 12696.60 | 109 | -79.40 | 18.57 | 5,268 | 349 | 1,323 | |||
| 3 Jan | 13009.85 | 188.4 | -78.60 | 14.18 | 14,226 | 620 | 982 | |||
| 2 Jan | 13095.15 | 267 | 16.13 | 2,843 | 192 | 379 | ||||
For Nifty Midcap Select - strike price 13125 expiring on 30JAN2025
Delta for 13125 CE is 0.01
Historical price for 13125 CE is as follows
On 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 51.21, the open interest changed by -216 which decreased total open position to 950
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 1.5, which was -1.6 lower than the previous day. The implied volatity was 27.27, the open interest changed by 193 which increased total open position to 1202
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 3.05, which was -1.15 lower than the previous day. The implied volatity was 25.75, the open interest changed by -40 which decreased total open position to 1039
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 4.2, which was -2.70 lower than the previous day. The implied volatity was 30.96, the open interest changed by 176 which increased total open position to 1071
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 6.9, which was -2.30 lower than the previous day. The implied volatity was 29.22, the open interest changed by 29 which increased total open position to 890
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 9.2, which was 0.90 higher than the previous day. The implied volatity was 21.44, the open interest changed by 45 which increased total open position to 914
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 8.3, which was -3.20 lower than the previous day. The implied volatity was 19.91, the open interest changed by -41 which decreased total open position to 869
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 11.5, which was 0.25 higher than the previous day. The implied volatity was 21.09, the open interest changed by 71 which increased total open position to 982
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 11.25, which was -2.80 lower than the previous day. The implied volatity was 22.08, the open interest changed by 66 which increased total open position to 911
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 14.05, which was 3.70 higher than the previous day. The implied volatity was 23.72, the open interest changed by -119 which decreased total open position to 851
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 10.35, which was -15.35 lower than the previous day. The implied volatity was 25.96, the open interest changed by 63 which increased total open position to 968
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 25.7, which was -20.70 lower than the previous day. The implied volatity was 19.81, the open interest changed by -65 which decreased total open position to 912
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 46.4, which was -11.25 lower than the previous day. The implied volatity was 18.51, the open interest changed by 37 which increased total open position to 973
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 57.65, which was -39.35 lower than the previous day. The implied volatity was 17.50, the open interest changed by -80 which decreased total open position to 942
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 97, which was -12.00 lower than the previous day. The implied volatity was 16.80, the open interest changed by -271 which decreased total open position to 1043
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 109, which was -79.40 lower than the previous day. The implied volatity was 18.57, the open interest changed by 349 which increased total open position to 1323
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 188.4, which was -78.60 lower than the previous day. The implied volatity was 14.18, the open interest changed by 620 which increased total open position to 982
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 267, which was lower than the previous day. The implied volatity was 16.13, the open interest changed by 192 which increased total open position to 379
| MIDCPNIFTY 30JAN2025 13125 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Jan | 11722.20 | 1360.45 | 323.4 | - | 1 | 0 | 275 |
| 24 Jan | 12087.85 | 1037.05 | 83.5 | 39.52 | 5 | 1 | 275 |
| 23 Jan | 12177.40 | 953.55 | -228.85 | 35.15 | 6 | 0 | 274 |
| 22 Jan | 11918.40 | 1182.4 | 88.40 | 32.42 | 5 | 0 | 274 |
| 21 Jan | 12013.35 | 1094 | 321.05 | 36.51 | 3 | -1 | 274 |
| 20 Jan | 12356.50 | 772.95 | -76.20 | 27.48 | 7 | 0 | 274 |
| 17 Jan | 12249.85 | 849.15 | -47.45 | 26.61 | 3 | 1 | 275 |
| 16 Jan | 12218.00 | 896.6 | -98.35 | 30.35 | 3 | 0 | 274 |
| 15 Jan | 12129.00 | 994.95 | -248.30 | 33.08 | 1 | 0 | 274 |
| 14 Jan | 12029.70 | 1243.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 11813.50 | 1243.25 | 409.70 | 18.61 | 5 | 0 | 274 |
| 10 Jan | 12283.00 | 833.55 | 180.00 | 25.55 | 1 | 0 | 274 |
| 9 Jan | 12481.20 | 653.55 | 82.55 | 23.16 | 7 | -2 | 274 |
| 8 Jan | 12562.20 | 571 | 139.05 | 20.90 | 4 | -2 | 276 |
| 7 Jan | 12739.35 | 431.95 | -71.55 | 19.19 | 84 | 10 | 283 |
| 6 Jan | 12696.60 | 503.5 | 221.55 | 22.67 | 1,743 | 32 | 273 |
| 3 Jan | 13009.85 | 281.95 | 29.20 | 19.05 | 7,659 | -131 | 244 |
| 2 Jan | 13095.15 | 252.75 | 19.67 | 1,007 | 265 | 371 | |
For Nifty Midcap Select - strike price 13125 expiring on 30JAN2025
Delta for 13125 PE is -
Historical price for 13125 PE is as follows
On 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 1360.45, which was 323.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 275
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 1037.05, which was 83.5 higher than the previous day. The implied volatity was 39.52, the open interest changed by 1 which increased total open position to 275
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 953.55, which was -228.85 lower than the previous day. The implied volatity was 35.15, the open interest changed by 0 which decreased total open position to 274
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 1182.4, which was 88.40 higher than the previous day. The implied volatity was 32.42, the open interest changed by 0 which decreased total open position to 274
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 1094, which was 321.05 higher than the previous day. The implied volatity was 36.51, the open interest changed by -1 which decreased total open position to 274
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 772.95, which was -76.20 lower than the previous day. The implied volatity was 27.48, the open interest changed by 0 which decreased total open position to 274
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 849.15, which was -47.45 lower than the previous day. The implied volatity was 26.61, the open interest changed by 1 which increased total open position to 275
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 896.6, which was -98.35 lower than the previous day. The implied volatity was 30.35, the open interest changed by 0 which decreased total open position to 274
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 994.95, which was -248.30 lower than the previous day. The implied volatity was 33.08, the open interest changed by 0 which decreased total open position to 274
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 1243.25, 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 0
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 1243.25, which was 409.70 higher than the previous day. The implied volatity was 18.61, the open interest changed by 0 which decreased total open position to 274
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 833.55, which was 180.00 higher than the previous day. The implied volatity was 25.55, the open interest changed by 0 which decreased total open position to 274
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 653.55, which was 82.55 higher than the previous day. The implied volatity was 23.16, the open interest changed by -2 which decreased total open position to 274
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 571, which was 139.05 higher than the previous day. The implied volatity was 20.90, the open interest changed by -2 which decreased total open position to 276
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 431.95, which was -71.55 lower than the previous day. The implied volatity was 19.19, the open interest changed by 10 which increased total open position to 283
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 503.5, which was 221.55 higher than the previous day. The implied volatity was 22.67, the open interest changed by 32 which increased total open position to 273
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 281.95, which was 29.20 higher than the previous day. The implied volatity was 19.05, the open interest changed by -131 which decreased total open position to 244
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 252.75, which was lower than the previous day. The implied volatity was 19.67, the open interest changed by 265 which increased total open position to 371
