MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 13400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.36
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 1.2 | -0.80 | 28.10 | 5,508 | 690 | 3,832 | |||
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| 22 Jan | 11918.40 | 2 | -0.80 | 33.13 | 8,081 | -242 | 3,160 | |||
| 21 Jan | 12013.35 | 2.8 | -1.55 | 30.53 | 6,581 | -812 | 3,402 | |||
| 20 Jan | 12356.50 | 4.35 | -0.05 | 24.02 | 7,396 | 773 | 4,221 | |||
| 17 Jan | 12249.85 | 4.4 | -1.30 | 22.43 | 4,571 | 126 | 3,440 | |||
| 16 Jan | 12218.00 | 5.7 | -0.25 | 23.06 | 4,374 | 120 | 3,320 | |||
| 15 Jan | 12129.00 | 5.95 | -2.50 | 24.04 | 7,035 | 525 | 3,156 | |||
| 14 Jan | 12029.70 | 8.45 | 2.45 | 25.91 | 5,070 | 340 | 2,611 | |||
| 13 Jan | 11813.50 | 6 | -5.00 | 27.65 | 11,726 | -988 | 2,281 | |||
| 10 Jan | 12283.00 | 11 | -6.95 | 20.46 | 12,404 | -894 | 3,266 | |||
| 9 Jan | 12481.20 | 17.95 | -3.15 | 18.56 | 9,418 | -405 | 4,256 | |||
| 8 Jan | 12562.20 | 21.1 | -18.30 | 17.27 | 22,777 | 2,883 | 4,641 | |||
| 7 Jan | 12739.35 | 39.4 | -7.20 | 16.60 | 3,431 | 187 | 1,787 | |||
| 6 Jan | 12696.60 | 46.6 | -38.40 | 17.97 | 8,078 | -501 | 1,750 | |||
| 3 Jan | 13009.85 | 85 | -49.35 | 14.00 | 6,704 | 319 | 2,261 | |||
| 2 Jan | 13095.15 | 134.35 | 15.29 | 4,446 | 321 | 1,957 | ||||
For Nifty Midcap Select - strike price 13400 expiring on 30JAN2025
Delta for 13400 CE is 0.01
Historical price for 13400 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1.2, which was -0.80 lower than the previous day. The implied volatity was 28.10, the open interest changed by 690 which increased total open position to 3832
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 2, which was -0.80 lower than the previous day. The implied volatity was 33.13, the open interest changed by -242 which decreased total open position to 3160
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 2.8, which was -1.55 lower than the previous day. The implied volatity was 30.53, the open interest changed by -812 which decreased total open position to 3402
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 4.35, which was -0.05 lower than the previous day. The implied volatity was 24.02, the open interest changed by 773 which increased total open position to 4221
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 4.4, which was -1.30 lower than the previous day. The implied volatity was 22.43, the open interest changed by 126 which increased total open position to 3440
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 5.7, which was -0.25 lower than the previous day. The implied volatity was 23.06, the open interest changed by 120 which increased total open position to 3320
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 5.95, which was -2.50 lower than the previous day. The implied volatity was 24.04, the open interest changed by 525 which increased total open position to 3156
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 8.45, which was 2.45 higher than the previous day. The implied volatity was 25.91, the open interest changed by 340 which increased total open position to 2611
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 6, which was -5.00 lower than the previous day. The implied volatity was 27.65, the open interest changed by -988 which decreased total open position to 2281
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 11, which was -6.95 lower than the previous day. The implied volatity was 20.46, the open interest changed by -894 which decreased total open position to 3266
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 17.95, which was -3.15 lower than the previous day. The implied volatity was 18.56, the open interest changed by -405 which decreased total open position to 4256
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 21.1, which was -18.30 lower than the previous day. The implied volatity was 17.27, the open interest changed by 2883 which increased total open position to 4641
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 39.4, which was -7.20 lower than the previous day. The implied volatity was 16.60, the open interest changed by 187 which increased total open position to 1787
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 46.6, which was -38.40 lower than the previous day. The implied volatity was 17.97, the open interest changed by -501 which decreased total open position to 1750
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 85, which was -49.35 lower than the previous day. The implied volatity was 14.00, the open interest changed by 319 which increased total open position to 2261
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 134.35, which was lower than the previous day. The implied volatity was 15.29, the open interest changed by 321 which increased total open position to 1957
| MIDCPNIFTY 30JAN2025 13400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 23 Jan | 12177.40 | 1355 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Jan | 11918.40 | 1355 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Jan | 12013.35 | 1355 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Jan | 12356.50 | 1355 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 12249.85 | 1355 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 12218.00 | 1355 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 12129.00 | 1355 | 0.00 | 0.00 | 0 | -1 | 0 |
| 14 Jan | 12029.70 | 1355 | -46.10 | 42.96 | 2 | 0 | 75 |
| 13 Jan | 11813.50 | 1401.1 | 727.10 | - | 3 | -2 | 75 |
| 10 Jan | 12283.00 | 674 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 674 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 12562.20 | 674 | 0.00 | 0.00 | 0 | -2 | 0 |
| 7 Jan | 12739.35 | 674 | -41.65 | 22.90 | 4 | -2 | 77 |
| 6 Jan | 12696.60 | 715.65 | 279.70 | 23.42 | 53 | -3 | 77 |
| 3 Jan | 13009.85 | 435.95 | 60.95 | 18.21 | 164 | 41 | 81 |
| 2 Jan | 13095.15 | 375 | 17.71 | 42 | 18 | 20 | |
For Nifty Midcap Select - strike price 13400 expiring on 30JAN2025
Delta for 13400 PE is 0.00
Historical price for 13400 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1355, 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 1355, 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 1355, 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 1355, 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 1355, 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 1355, 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 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 1355, 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 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 1355, which was -46.10 lower than the previous day. The implied volatity was 42.96, the open interest changed by 0 which decreased total open position to 75
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 1401.1, which was 727.10 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 75
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 674, 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 674, 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 674, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 674, which was -41.65 lower than the previous day. The implied volatity was 22.90, the open interest changed by -2 which decreased total open position to 77
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 715.65, which was 279.70 higher than the previous day. The implied volatity was 23.42, the open interest changed by -3 which decreased total open position to 77
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 435.95, which was 60.95 higher than the previous day. The implied volatity was 18.21, the open interest changed by 41 which increased total open position to 81
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 375, which was lower than the previous day. The implied volatity was 17.71, the open interest changed by 18 which increased total open position to 20
