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

12087.85 -89.55 (-0.74%)

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Historical option data for MIDCPNIFTY

24 Jan 2025 04:13 PM IST
MIDCPNIFTY 30JAN2025 13250 CE
Delta: 0.01
Vega: 0.40
Theta: -1.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 12087.85 1.5 -0.55 30.02 1,891 304 1,439
23 Jan 12177.40 2 -0.75 26.85 855 162 1,129
22 Jan 11918.40 2.75 -2.00 31.60 987 75 973
21 Jan 12013.35 4.75 -2.00 29.99 730 66 898
20 Jan 12356.50 6.75 -0.25 22.79 761 -57 827
17 Jan 12249.85 7 -2.35 21.57 1,299 -101 884
16 Jan 12218.00 9.35 0.95 22.50 900 -194 985
15 Jan 12129.00 8.4 -3.50 23.00 715 88 1,189
14 Jan 12029.70 11.9 2.95 25.07 2,359 -361 1,101
13 Jan 11813.50 8.95 -9.15 27.23 2,839 -14 1,465
10 Jan 12283.00 18.1 -12.55 20.23 8,702 66 1,479
9 Jan 12481.20 30.65 -7.35 18.54 2,042 447 1,452
8 Jan 12562.20 38 -28.00 17.49 2,526 378 1,015
7 Jan 12739.35 66 -8.10 16.71 1,869 43 637
6 Jan 12696.60 74.1 -63.90 18.12 2,499 23 602
3 Jan 13009.85 138 -52.00 14.39 3,448 66 577
2 Jan 13095.15 190 15.04 2,091 113 517


For Nifty Midcap Select - strike price 13250 expiring on 30JAN2025

Delta for 13250 CE is 0.01

Historical price for 13250 CE is as follows

On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 30.02, the open interest changed by 304 which increased total open position to 1439


On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 2, which was -0.75 lower than the previous day. The implied volatity was 26.85, the open interest changed by 162 which increased total open position to 1129


On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 2.75, which was -2.00 lower than the previous day. The implied volatity was 31.60, the open interest changed by 75 which increased total open position to 973


On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 4.75, which was -2.00 lower than the previous day. The implied volatity was 29.99, the open interest changed by 66 which increased total open position to 898


On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 6.75, which was -0.25 lower than the previous day. The implied volatity was 22.79, the open interest changed by -57 which decreased total open position to 827


On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 7, which was -2.35 lower than the previous day. The implied volatity was 21.57, the open interest changed by -101 which decreased total open position to 884


On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 9.35, which was 0.95 higher than the previous day. The implied volatity was 22.50, the open interest changed by -194 which decreased total open position to 985


On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 8.4, which was -3.50 lower than the previous day. The implied volatity was 23.00, the open interest changed by 88 which increased total open position to 1189


On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 11.9, which was 2.95 higher than the previous day. The implied volatity was 25.07, the open interest changed by -361 which decreased total open position to 1101


On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 8.95, which was -9.15 lower than the previous day. The implied volatity was 27.23, the open interest changed by -14 which decreased total open position to 1465


On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 18.1, which was -12.55 lower than the previous day. The implied volatity was 20.23, the open interest changed by 66 which increased total open position to 1479


On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 30.65, which was -7.35 lower than the previous day. The implied volatity was 18.54, the open interest changed by 447 which increased total open position to 1452


On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 38, which was -28.00 lower than the previous day. The implied volatity was 17.49, the open interest changed by 378 which increased total open position to 1015


On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 66, which was -8.10 lower than the previous day. The implied volatity was 16.71, the open interest changed by 43 which increased total open position to 637


On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 74.1, which was -63.90 lower than the previous day. The implied volatity was 18.12, the open interest changed by 23 which increased total open position to 602


On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 138, which was -52.00 lower than the previous day. The implied volatity was 14.39, the open interest changed by 66 which increased total open position to 577


On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 190, which was lower than the previous day. The implied volatity was 15.04, the open interest changed by 113 which increased total open position to 517


MIDCPNIFTY 30JAN2025 13250 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 12087.85 1050.55 0 0.00 0 0 0
23 Jan 12177.40 1050.55 0.00 0.00 0 0 0
22 Jan 11918.40 1050.55 0.00 0.00 0 0 0
21 Jan 12013.35 1050.55 0.00 0.00 0 0 0
20 Jan 12356.50 1050.55 0.00 0.00 0 0 0
17 Jan 12249.85 1050.55 0.00 0.00 0 0 0
16 Jan 12218.00 1050.55 176.55 38.59 1 0 131
15 Jan 12129.00 874 0.00 0.00 0 0 0
14 Jan 12029.70 874 0.00 0.00 0 0 0
13 Jan 11813.50 874 0.00 0.00 0 -1 0
10 Jan 12283.00 874 216.85 - 3 0 132
9 Jan 12481.20 657.15 0.00 0.00 0 -5 0
8 Jan 12562.20 657.15 128.95 18.23 10 -5 132
7 Jan 12739.35 528.2 -62.55 19.72 9 1 137
6 Jan 12696.60 590.75 252.20 22.50 35 6 137
3 Jan 13009.85 338.55 55.35 18.10 528 68 132
2 Jan 13095.15 283.2 17.33 36 18 64


For Nifty Midcap Select - strike price 13250 expiring on 30JAN2025

Delta for 13250 PE is 0.00

Historical price for 13250 PE is as follows

On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 1050.55, 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 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1050.55, 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 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 1050.55, 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 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 1050.55, 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 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 1050.55, 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 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 1050.55, 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 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 1050.55, which was 176.55 higher than the previous day. The implied volatity was 38.59, the open interest changed by 0 which decreased total open position to 131


On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 874, 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 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 874, 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 874, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 874, which was 216.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 132


On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 657.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0


On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 657.15, which was 128.95 higher than the previous day. The implied volatity was 18.23, the open interest changed by -5 which decreased total open position to 132


On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 528.2, which was -62.55 lower than the previous day. The implied volatity was 19.72, the open interest changed by 1 which increased total open position to 137


On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 590.75, which was 252.20 higher than the previous day. The implied volatity was 22.50, the open interest changed by 6 which increased total open position to 137


On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 338.55, which was 55.35 higher than the previous day. The implied volatity was 18.10, the open interest changed by 68 which increased total open position to 132


On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 283.2, which was lower than the previous day. The implied volatity was 17.33, the open interest changed by 18 which increased total open position to 64