MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 13475 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.35
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 23 Jan | 12177.40 | 1.2 | -1.35 | 29.55 | 280 | 47 | 253 | |||
| 22 Jan | 11918.40 | 2.55 | -0.45 | 35.68 | 59 | -1 | 207 | |||
| 21 Jan | 12013.35 | 3 | -0.90 | 32.20 | 91 | 24 | 209 | |||
| 20 Jan | 12356.50 | 3.9 | -0.15 | 25.00 | 26 | 1 | 180 | |||
| 17 Jan | 12249.85 | 4.05 | -2.05 | 23.37 | 19 | 1 | 179 | |||
| 16 Jan | 12218.00 | 6.1 | 1.10 | 24.52 | 46 | 3 | 178 | |||
| 15 Jan | 12129.00 | 5 | -2.00 | 24.52 | 92 | -59 | 175 | |||
| 14 Jan | 12029.70 | 7 | 1.15 | 26.24 | 82 | 15 | 236 | |||
| 13 Jan | 11813.50 | 5.85 | -3.65 | 28.61 | 119 | 4 | 221 | |||
| 10 Jan | 12283.00 | 9.5 | -4.50 | 20.99 | 362 | -64 | 215 | |||
| 9 Jan | 12481.20 | 14 | -4.35 | 18.71 | 174 | -29 | 279 | |||
| 8 Jan | 12562.20 | 18.35 | -13.55 | 17.88 | 642 | -7 | 321 | |||
| 7 Jan | 12739.35 | 31.9 | -5.70 | 16.88 | 492 | -6 | 328 | |||
| 6 Jan | 12696.60 | 37.6 | -32.40 | 18.09 | 1,149 | -17 | 334 | |||
| 3 Jan | 13009.85 | 70 | -34.80 | 14.30 | 982 | 51 | 351 | |||
| 2 Jan | 13095.15 | 104.8 | 14.86 | 784 | 59 | 300 | ||||
For Nifty Midcap Select - strike price 13475 expiring on 30JAN2025
Delta for 13475 CE is 0.01
Historical price for 13475 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1.2, which was -1.35 lower than the previous day. The implied volatity was 29.55, the open interest changed by 47 which increased total open position to 253
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 35.68, the open interest changed by -1 which decreased total open position to 207
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 3, which was -0.90 lower than the previous day. The implied volatity was 32.20, the open interest changed by 24 which increased total open position to 209
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 3.9, which was -0.15 lower than the previous day. The implied volatity was 25.00, the open interest changed by 1 which increased total open position to 180
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 4.05, which was -2.05 lower than the previous day. The implied volatity was 23.37, the open interest changed by 1 which increased total open position to 179
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 6.1, which was 1.10 higher than the previous day. The implied volatity was 24.52, the open interest changed by 3 which increased total open position to 178
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 5, which was -2.00 lower than the previous day. The implied volatity was 24.52, the open interest changed by -59 which decreased total open position to 175
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 7, which was 1.15 higher than the previous day. The implied volatity was 26.24, the open interest changed by 15 which increased total open position to 236
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 5.85, which was -3.65 lower than the previous day. The implied volatity was 28.61, the open interest changed by 4 which increased total open position to 221
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 9.5, which was -4.50 lower than the previous day. The implied volatity was 20.99, the open interest changed by -64 which decreased total open position to 215
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 14, which was -4.35 lower than the previous day. The implied volatity was 18.71, the open interest changed by -29 which decreased total open position to 279
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 18.35, which was -13.55 lower than the previous day. The implied volatity was 17.88, the open interest changed by -7 which decreased total open position to 321
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 31.9, which was -5.70 lower than the previous day. The implied volatity was 16.88, the open interest changed by -6 which decreased total open position to 328
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 37.6, which was -32.40 lower than the previous day. The implied volatity was 18.09, the open interest changed by -17 which decreased total open position to 334
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 70, which was -34.80 lower than the previous day. The implied volatity was 14.30, the open interest changed by 51 which increased total open position to 351
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 104.8, which was lower than the previous day. The implied volatity was 14.86, the open interest changed by 59 which increased total open position to 300
| MIDCPNIFTY 30JAN2025 13475 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 1227 | 743.00 | - | 1 | 0 | 1 |
| 22 Jan | 11918.40 | 484 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Jan | 12013.35 | 484 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Jan | 12356.50 | 484 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 12249.85 | 484 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 12218.00 | 484 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 12129.00 | 484 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 12029.70 | 484 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 11813.50 | 484 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 12283.00 | 484 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 484 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 12562.20 | 484 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 484 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 484 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Jan | 13009.85 | 484 | -586.15 | 17.84 | 2 | 1 | 1 |
| 2 Jan | 13095.15 | 1070.15 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13475 expiring on 30JAN2025
Delta for 13475 PE is -
Historical price for 13475 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1227, which was 743.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 484, 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 484, 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 484, 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 484, 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 484, 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 484, 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 484, 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 484, 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 484, 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 484, 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 484, 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 484, 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 484, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 484, which was -586.15 lower than the previous day. The implied volatity was 17.84, the open interest changed by 1 which increased total open position to 1
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 1070.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
