MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Feb 2025 02:10 PM IST
MIDCPNIFTY 27FEB2025 13300 CE | ||||||||||
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Delta: 0.00
Vega: 0.13
Theta: -0.34
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 11245.60 | 0.5 | -0.25 | 39.60 | 52 | -18 | 403 | |||
18 Feb | 11136.65 | 0.75 | -0.1 | 41.19 | 78 | -40 | 429 | |||
17 Feb | 11172.70 | 0.8 | -0.75 | 38.04 | 58 | -8 | 469 | |||
14 Feb | 11090.05 | 1.05 | -0.1 | 35.96 | 577 | 194 | 484 | |||
13 Feb | 11359.90 | 1.25 | -0.9 | 30.92 | 309 | -91 | 303 | |||
12 Feb | 11395.20 | 2.15 | -0.35 | 30.84 | 337 | -4 | 394 | |||
11 Feb | 11471.45 | 2.7 | -0.8 | 29.70 | 967 | -11 | 398 | |||
10 Feb | 11790.05 | 3.3 | -2.5 | 24.53 | 1,103 | -201 | 413 | |||
7 Feb | 12011.50 | 5.7 | -2.65 | 20.92 | 907 | 257 | 601 | |||
6 Feb | 11973.35 | 8.25 | -3.5 | 22.37 | 1,167 | 15 | 344 | |||
5 Feb | 12092.90 | 11.6 | 1.95 | 21.15 | 2,684 | 22 | 366 | |||
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4 Feb | 12011.55 | 9.5 | 2.85 | 21.42 | 1,224 | -14 | 341 | |||
3 Feb | 11822.60 | 6.3 | -4.65 | 22.01 | 934 | -63 | 354 | |||
1 Feb | 11864.60 | 11.5 | -13 | 22.95 | 1,903 | 348 | 425 | |||
31 Jan | 11930.85 | 23.9 | -1.25 | 24.37 | 904 | 88 | 94 | |||
30 Jan | 11795.15 | 25.15 | -31.85 | 26.58 | 1 | 0 | 5 | |||
29 Jan | 11871.70 | 57 | 0 | 0.00 | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 57 | 0 | 0.00 | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 57 | 0 | 0.00 | 0 | 0 | 0 | |||
24 Jan | 12087.85 | 57 | 0 | 0.00 | 0 | 0 | 0 | |||
23 Jan | 12177.40 | 57 | 0.00 | 0.00 | 0 | 0 | 0 | |||
22 Jan | 11918.40 | 57 | 0.00 | 0.00 | 0 | 0 | 0 | |||
21 Jan | 12013.35 | 57 | 0.00 | 0.00 | 0 | 5 | 0 | |||
20 Jan | 12356.50 | 57 | -286.50 | 18.73 | 5 | 0 | 0 | |||
17 Jan | 12249.85 | 343.5 | 0.00 | 5.16 | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 343.5 | 0.00 | 4.92 | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 343.5 | 0.00 | 5.61 | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 343.5 | 0.00 | 6.45 | 0 | 0 | 0 | |||
13 Jan | 11813.50 | 343.5 | 0.00 | 6.95 | 0 | 0 | 0 | |||
10 Jan | 12283.00 | 343.5 | 0.00 | 4.15 | 0 | 0 | 0 | |||
9 Jan | 12481.20 | 343.5 | 0.00 | 2.66 | 0 | 0 | 0 | |||
8 Jan | 12562.20 | 343.5 | 0.00 | 3.08 | 0 | 0 | 0 | |||
7 Jan | 12739.35 | 343.5 | 0.00 | 1.95 | 0 | 0 | 0 | |||
6 Jan | 12696.60 | 343.5 | 0.00 | 1.93 | 0 | 0 | 0 | |||
3 Jan | 13009.85 | 343.5 | 0.00 | 0.43 | 0 | 0 | 0 | |||
2 Jan | 13095.15 | 343.5 | 0.79 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13300 expiring on 27FEB2025
Delta for 13300 CE is 0.00
Historical price for 13300 CE is as follows
On 19 Feb MIDCPNIFTY was trading at 11245.60. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 39.60, the open interest changed by -18 which decreased total open position to 403
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 41.19, the open interest changed by -40 which decreased total open position to 429
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 0.8, which was -0.75 lower than the previous day. The implied volatity was 38.04, the open interest changed by -8 which decreased total open position to 469
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 35.96, the open interest changed by 194 which increased total open position to 484
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 1.25, which was -0.9 lower than the previous day. The implied volatity was 30.92, the open interest changed by -91 which decreased total open position to 303
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 2.15, which was -0.35 lower than the previous day. The implied volatity was 30.84, the open interest changed by -4 which decreased total open position to 394
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 2.7, which was -0.8 lower than the previous day. The implied volatity was 29.70, the open interest changed by -11 which decreased total open position to 398
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 3.3, which was -2.5 lower than the previous day. The implied volatity was 24.53, the open interest changed by -201 which decreased total open position to 413
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 5.7, which was -2.65 lower than the previous day. The implied volatity was 20.92, the open interest changed by 257 which increased total open position to 601
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 8.25, which was -3.5 lower than the previous day. The implied volatity was 22.37, the open interest changed by 15 which increased total open position to 344
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 11.6, which was 1.95 higher than the previous day. The implied volatity was 21.15, the open interest changed by 22 which increased total open position to 366
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 9.5, which was 2.85 higher than the previous day. The implied volatity was 21.42, the open interest changed by -14 which decreased total open position to 341
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 6.3, which was -4.65 lower than the previous day. The implied volatity was 22.01, the open interest changed by -63 which decreased total open position to 354
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 11.5, which was -13 lower than the previous day. The implied volatity was 22.95, the open interest changed by 348 which increased total open position to 425
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 23.9, which was -1.25 lower than the previous day. The implied volatity was 24.37, the open interest changed by 88 which increased total open position to 94
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 25.15, which was -31.85 lower than the previous day. The implied volatity was 26.58, the open interest changed by 0 which decreased total open position to 5
On 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 57, 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 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 57, 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 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 57, 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 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 57, 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 57, 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 57, 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 57, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 57, which was -286.50 lower than the previous day. The implied volatity was 18.73, 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 343.5, which was 0.00 lower than the previous day. The implied volatity was 5.16, 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 343.5, which was 0.00 lower than the previous day. The implied volatity was 4.92, the open interest changed by 0 which decreased total open position to 0
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 343.5, which was 0.00 lower than the previous day. The implied volatity was 5.61, 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 343.5, which was 0.00 lower than the previous day. The implied volatity was 6.45, 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 343.5, which was 0.00 lower than the previous day. The implied volatity was 6.95, the open interest changed by 0 which decreased total open position to 0
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 343.5, which was 0.00 lower than the previous day. The implied volatity was 4.15, 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 343.5, which was 0.00 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 343.5, which was 0.00 lower than the previous day. The implied volatity was 3.08, 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 343.5, which was 0.00 lower than the previous day. The implied volatity was 1.95, 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 343.5, which was 0.00 lower than the previous day. The implied volatity was 1.93, 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 343.5, which was 0.00 lower than the previous day. The implied volatity was 0.43, 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 343.5, which was lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0
MIDCPNIFTY 27FEB2025 13300 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 11245.60 | 827.25 | 0 | - | 0 | 0 | 0 |
18 Feb | 11136.65 | 827.25 | 0 | - | 0 | 0 | 0 |
17 Feb | 11172.70 | 827.25 | 0 | - | 0 | 0 | 0 |
14 Feb | 11090.05 | 827.25 | 0 | - | 0 | 0 | 0 |
13 Feb | 11359.90 | 827.25 | 0 | - | 0 | 0 | 0 |
12 Feb | 11395.20 | 827.25 | 0 | - | 0 | 0 | 0 |
11 Feb | 11471.45 | 827.25 | 0 | - | 0 | 0 | 0 |
10 Feb | 11790.05 | 827.25 | 0 | - | 0 | 0 | 0 |
7 Feb | 12011.50 | 827.25 | 0 | - | 0 | 0 | 0 |
6 Feb | 11973.35 | 827.25 | 0 | - | 0 | 0 | 0 |
5 Feb | 12092.90 | 827.25 | 0 | - | 0 | 0 | 0 |
4 Feb | 12011.55 | 827.25 | 0 | - | 0 | 0 | 0 |
3 Feb | 11822.60 | 827.25 | 0 | - | 0 | 0 | 0 |
1 Feb | 11864.60 | 827.25 | 0 | - | 0 | 0 | 0 |
31 Jan | 11930.85 | 827.25 | 0 | - | 0 | 0 | 0 |
30 Jan | 11795.15 | 827.25 | 0 | - | 0 | 0 | 0 |
29 Jan | 11871.70 | 827.25 | 0 | - | 0 | 0 | 0 |
28 Jan | 11644.40 | 827.25 | 0 | - | 0 | 0 | 0 |
27 Jan | 11722.20 | 827.25 | 0 | - | 0 | 0 | 0 |
24 Jan | 12087.85 | 827.25 | 0 | - | 0 | 0 | 0 |
23 Jan | 12177.40 | 827.25 | 0.00 | - | 0 | 0 | 0 |
22 Jan | 11918.40 | 827.25 | 0.00 | - | 0 | 0 | 0 |
21 Jan | 12013.35 | 827.25 | 0.00 | - | 0 | 0 | 0 |
20 Jan | 12356.50 | 827.25 | 0.00 | - | 0 | 0 | 0 |
17 Jan | 12249.85 | 827.25 | 0.00 | - | 0 | 0 | 0 |
16 Jan | 12218.00 | 827.25 | 0.00 | - | 0 | 0 | 0 |
15 Jan | 12129.00 | 827.25 | 0.00 | - | 0 | 0 | 0 |
14 Jan | 12029.70 | 827.25 | 0.00 | - | 0 | 0 | 0 |
13 Jan | 11813.50 | 827.25 | 0.00 | - | 0 | 0 | 0 |
10 Jan | 12283.00 | 827.25 | 0.00 | - | 0 | 0 | 0 |
9 Jan | 12481.20 | 827.25 | 0.00 | - | 0 | 0 | 0 |
8 Jan | 12562.20 | 827.25 | 0.00 | - | 0 | 0 | 0 |
7 Jan | 12739.35 | 827.25 | 827.25 | - | 0 | 0 | 0 |
6 Jan | 12696.60 | 0 | 0.00 | - | 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 13300 expiring on 27FEB2025
Delta for 13300 PE is -
Historical price for 13300 PE is as follows
On 19 Feb MIDCPNIFTY was trading at 11245.60. The strike last trading price was 827.25, which was 0 lower than the previous day. The implied volatity was -, 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 827.25, which was 0 lower than the previous day. The implied volatity was -, 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 827.25, which was 0 lower than the previous day. The implied volatity was -, 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 827.25, which was 0 lower than the previous day. The implied volatity was -, 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 827.25, which was 0 lower than the previous day. The implied volatity was -, 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 827.25, which was 0 lower than the previous day. The implied volatity was -, 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 827.25, which was 0 lower than the previous day. The implied volatity was -, 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 827.25, which was 0 lower than the previous day. The implied volatity was -, 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 827.25, which was 0 lower than the previous day. The implied volatity was -, 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 827.25, which was 0 lower than the previous day. The implied volatity was -, 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 827.25, which was 0 lower than the previous day. The implied volatity was -, 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 827.25, which was 0 lower than the previous day. The implied volatity was -, 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 827.25, which was 0 lower than the previous day. The implied volatity was -, 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 827.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 827.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 827.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 827.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 827.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 827.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 827.25, which was 0 lower than the previous day. The implied volatity was -, 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 827.25, 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 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 827.25, 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 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 827.25, 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 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 827.25, 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 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 827.25, 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 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 827.25, 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 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 827.25, 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 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 827.25, 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 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 827.25, 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 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 827.25, 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 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 827.25, 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 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 827.25, 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 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 827.25, which was 827.25 higher 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 -, 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