MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
MIDCPNIFTY 30JAN2025 13250 CE | ||||||||||
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Delta: 0.01
Vega: 0.40
Theta: -1.03
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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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