MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
MIDCPNIFTY 30JAN2025 13425 CE | ||||||||||
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Delta: 0.00
Vega: 0.13
Theta: -0.31
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 12087.85 | 0.35 | -0.85 | 28.96 | 26 | 1 | 452 | |||
23 Jan | 12177.40 | 1.2 | -0.60 | 28.58 | 1,103 | 161 | 452 | |||
22 Jan | 11918.40 | 1.8 | -1.00 | 33.16 | 62 | -2 | 291 | |||
21 Jan | 12013.35 | 2.8 | -2.20 | 30.99 | 189 | 4 | 257 | |||
20 Jan | 12356.50 | 5 | 0.90 | 25.05 | 154 | -8 | 255 | |||
17 Jan | 12249.85 | 4.1 | -1.90 | 22.59 | 31 | -9 | 267 | |||
16 Jan | 12218.00 | 6 | -0.30 | 23.67 | 35 | 0 | 275 | |||
15 Jan | 12129.00 | 6.3 | -2.20 | 24.64 | 168 | 12 | 274 | |||
14 Jan | 12029.70 | 8.5 | 2.20 | 26.33 | 121 | -18 | 262 | |||
13 Jan | 11813.50 | 6.3 | -4.45 | 28.22 | 337 | -35 | 294 | |||
10 Jan | 12283.00 | 10.75 | -4.20 | 20.74 | 562 | 61 | 335 | |||
9 Jan | 12481.20 | 14.95 | -5.40 | 18.16 | 603 | -17 | 284 | |||
8 Jan | 12562.20 | 20.35 | -16.10 | 17.52 | 766 | 84 | 317 | |||
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7 Jan | 12739.35 | 36.45 | -8.00 | 16.64 | 465 | -56 | 235 | |||
6 Jan | 12696.60 | 44.45 | -35.55 | 18.15 | 917 | -61 | 299 | |||
3 Jan | 13009.85 | 80 | -42.95 | 14.13 | 999 | -105 | 384 | |||
2 Jan | 13095.15 | 122.95 | 14.99 | 1,150 | 123 | 489 |
For Nifty Midcap Select - strike price 13425 expiring on 30JAN2025
Delta for 13425 CE is 0.00
Historical price for 13425 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 0.35, which was -0.85 lower than the previous day. The implied volatity was 28.96, the open interest changed by 1 which increased total open position to 452
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1.2, which was -0.60 lower than the previous day. The implied volatity was 28.58, the open interest changed by 161 which increased total open position to 452
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 1.8, which was -1.00 lower than the previous day. The implied volatity was 33.16, the open interest changed by -2 which decreased total open position to 291
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 2.8, which was -2.20 lower than the previous day. The implied volatity was 30.99, the open interest changed by 4 which increased total open position to 257
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 5, which was 0.90 higher than the previous day. The implied volatity was 25.05, the open interest changed by -8 which decreased total open position to 255
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 4.1, which was -1.90 lower than the previous day. The implied volatity was 22.59, the open interest changed by -9 which decreased total open position to 267
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 6, which was -0.30 lower than the previous day. The implied volatity was 23.67, the open interest changed by 0 which decreased total open position to 275
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 6.3, which was -2.20 lower than the previous day. The implied volatity was 24.64, the open interest changed by 12 which increased total open position to 274
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 8.5, which was 2.20 higher than the previous day. The implied volatity was 26.33, the open interest changed by -18 which decreased total open position to 262
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 6.3, which was -4.45 lower than the previous day. The implied volatity was 28.22, the open interest changed by -35 which decreased total open position to 294
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 10.75, which was -4.20 lower than the previous day. The implied volatity was 20.74, the open interest changed by 61 which increased total open position to 335
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 14.95, which was -5.40 lower than the previous day. The implied volatity was 18.16, the open interest changed by -17 which decreased total open position to 284
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 20.35, which was -16.10 lower than the previous day. The implied volatity was 17.52, the open interest changed by 84 which increased total open position to 317
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 36.45, which was -8.00 lower than the previous day. The implied volatity was 16.64, the open interest changed by -56 which decreased total open position to 235
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 44.45, which was -35.55 lower than the previous day. The implied volatity was 18.15, the open interest changed by -61 which decreased total open position to 299
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 80, which was -42.95 lower than the previous day. The implied volatity was 14.13, the open interest changed by -105 which decreased total open position to 384
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 122.95, which was lower than the previous day. The implied volatity was 14.99, the open interest changed by 123 which increased total open position to 489
MIDCPNIFTY 30JAN2025 13425 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 | 309 | 0 | 0.00 | 0 | 0 | 0 |
23 Jan | 12177.40 | 309 | 0.00 | 0.00 | 0 | 0 | 0 |
22 Jan | 11918.40 | 309 | 0.00 | 0.00 | 0 | 0 | 0 |
21 Jan | 12013.35 | 309 | 0.00 | 0.00 | 0 | 0 | 0 |
20 Jan | 12356.50 | 309 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Jan | 12249.85 | 309 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Jan | 12218.00 | 309 | 0.00 | 0.00 | 0 | 0 | 0 |
15 Jan | 12129.00 | 309 | 0.00 | 0.00 | 0 | 0 | 0 |
14 Jan | 12029.70 | 309 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Jan | 11813.50 | 309 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Jan | 12283.00 | 309 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Jan | 12481.20 | 309 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Jan | 12562.20 | 309 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Jan | 12739.35 | 309 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Jan | 12696.60 | 309 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Jan | 13009.85 | 309 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Jan | 13095.15 | 309 | 0.00 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13425 expiring on 30JAN2025
Delta for 13425 PE is 0.00
Historical price for 13425 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 309, 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 309, 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 309, 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 309, 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 309, 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 309, 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 309, 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 309, 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 309, 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 309, 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 309, 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 309, 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 309, 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 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 309, 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 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 309, 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 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 309, 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 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 309, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0