MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
15 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 13350 CE | ||||||||||
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Delta: 0.03
Vega: 1.60
Theta: -1.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Jan | 12129.00 | 6.2 | -3.80 | 23.41 | 2,844 | -69 | 1,460 | |||
| 14 Jan | 12029.70 | 10 | 2.60 | 25.89 | 645 | 28 | 1,529 | |||
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| 13 Jan | 11813.50 | 7.4 | -5.45 | 27.85 | 5,952 | -776 | 1,501 | |||
| 10 Jan | 12283.00 | 12.85 | -9.05 | 20.35 | 5,254 | 1,699 | 2,281 | |||
| 9 Jan | 12481.20 | 21.9 | -6.50 | 18.63 | 5,898 | -877 | 626 | |||
| 8 Jan | 12562.20 | 28.4 | -19.40 | 17.78 | 6,512 | 1,058 | 1,508 | |||
| 7 Jan | 12739.35 | 47.8 | -7.40 | 16.73 | 862 | 19 | 458 | |||
| 6 Jan | 12696.60 | 55.2 | -47.15 | 18.08 | 2,020 | -40 | 439 | |||
| 3 Jan | 13009.85 | 102.35 | -48.70 | 14.25 | 1,841 | 49 | 483 | |||
| 2 Jan | 13095.15 | 151.05 | 15.19 | 1,907 | 206 | 436 | ||||
For Nifty Midcap Select - strike price 13350 expiring on 30JAN2025
Delta for 13350 CE is 0.03
Historical price for 13350 CE is as follows
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 6.2, which was -3.80 lower than the previous day. The implied volatity was 23.41, the open interest changed by -69 which decreased total open position to 1460
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 10, which was 2.60 higher than the previous day. The implied volatity was 25.89, the open interest changed by 28 which increased total open position to 1529
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 7.4, which was -5.45 lower than the previous day. The implied volatity was 27.85, the open interest changed by -776 which decreased total open position to 1501
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 12.85, which was -9.05 lower than the previous day. The implied volatity was 20.35, the open interest changed by 1699 which increased total open position to 2281
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 21.9, which was -6.50 lower than the previous day. The implied volatity was 18.63, the open interest changed by -877 which decreased total open position to 626
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 28.4, which was -19.40 lower than the previous day. The implied volatity was 17.78, the open interest changed by 1058 which increased total open position to 1508
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 47.8, which was -7.40 lower than the previous day. The implied volatity was 16.73, the open interest changed by 19 which increased total open position to 458
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 55.2, which was -47.15 lower than the previous day. The implied volatity was 18.08, the open interest changed by -40 which decreased total open position to 439
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 102.35, which was -48.70 lower than the previous day. The implied volatity was 14.25, the open interest changed by 49 which increased total open position to 483
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 151.05, which was lower than the previous day. The implied volatity was 15.19, the open interest changed by 206 which increased total open position to 436
| MIDCPNIFTY 30JAN2025 13350 PE | |||||||
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Delta: -0.84
Vega: 5.99
Theta: -5.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 12129.00 | 1250 | -87.00 | 43.55 | 1 | 0 | 19 |
| 14 Jan | 12029.70 | 1337 | 713.00 | 47.07 | 2 | 0 | 20 |
| 13 Jan | 11813.50 | 624 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 12283.00 | 624 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 624 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 12562.20 | 624 | 0.00 | 0.00 | 0 | -3 | 0 |
| 7 Jan | 12739.35 | 624 | 213.00 | 21.68 | 9 | -3 | 20 |
| 6 Jan | 12696.60 | 411 | 0.00 | 0.00 | 0 | 5 | 0 |
| 3 Jan | 13009.85 | 411 | 69.35 | 18.85 | 19 | 6 | 24 |
| 2 Jan | 13095.15 | 341.65 | 17.53 | 23 | 18 | 18 | |
For Nifty Midcap Select - strike price 13350 expiring on 30JAN2025
Delta for 13350 PE is -0.84
Historical price for 13350 PE is as follows
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 1250, which was -87.00 lower than the previous day. The implied volatity was 43.55, the open interest changed by 0 which decreased total open position to 19
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 1337, which was 713.00 higher than the previous day. The implied volatity was 47.07, the open interest changed by 0 which decreased total open position to 20
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 624, 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 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 624, 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 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 624, 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 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 624, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 624, which was 213.00 higher than the previous day. The implied volatity was 21.68, the open interest changed by -3 which decreased total open position to 20
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 411, 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 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 411, which was 69.35 higher than the previous day. The implied volatity was 18.85, the open interest changed by 6 which increased total open position to 24
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 341.65, which was lower than the previous day. The implied volatity was 17.53, the open interest changed by 18 which increased total open position to 18
