MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 13500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.23
Theta: -0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 0.8 | -0.25 | 32.90 | 8,882 | -4,041 | 9,942 | |||
| 23 Jan | 12177.40 | 0.95 | -1.00 | 29.23 | 6,439 | -494 | 14,311 | |||
| 22 Jan | 11918.40 | 1.95 | -0.40 | 34.87 | 32,587 | -1,113 | 14,759 | |||
| 21 Jan | 12013.35 | 2.35 | -0.95 | 31.61 | 19,401 | 1,102 | 15,887 | |||
| 20 Jan | 12356.50 | 3.3 | -0.35 | 24.83 | 19,015 | 2,213 | 14,837 | |||
| 17 Jan | 12249.85 | 3.65 | -1.15 | 23.40 | 7,530 | -1,210 | 12,638 | |||
| 16 Jan | 12218.00 | 4.8 | 0.25 | 24.02 | 12,552 | 696 | 13,858 | |||
| 15 Jan | 12129.00 | 4.55 | -2.05 | 24.55 | 19,317 | -536 | 13,224 | |||
| 14 Jan | 12029.70 | 6.6 | 1.15 | 26.36 | 32,911 | -3,927 | 13,767 | |||
| 13 Jan | 11813.50 | 5.45 | -3.15 | 28.69 | 41,501 | 10,846 | 17,937 | |||
| 10 Jan | 12283.00 | 8.6 | -4.40 | 20.96 | 21,041 | -843 | 7,044 | |||
| 9 Jan | 12481.20 | 13 | -3.75 | 18.80 | 19,417 | 292 | 7,963 | |||
| 8 Jan | 12562.20 | 16.75 | -10.55 | 17.89 | 29,733 | 1,954 | 7,652 | |||
| 7 Jan | 12739.35 | 27.3 | -7.70 | 16.57 | 12,828 | 493 | 5,699 | |||
| 6 Jan | 12696.60 | 35 | -27.15 | 18.15 | 24,239 | 1,175 | 5,389 | |||
| 3 Jan | 13009.85 | 62.15 | -35.30 | 14.05 | 14,055 | 494 | 4,332 | |||
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| 2 Jan | 13095.15 | 97.45 | 14.84 | 13,589 | -2 | 3,925 | ||||
For Nifty Midcap Select - strike price 13500 expiring on 30JAN2025
Delta for 13500 CE is 0.01
Historical price for 13500 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 32.90, the open interest changed by -4041 which decreased total open position to 9942
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 0.95, which was -1.00 lower than the previous day. The implied volatity was 29.23, the open interest changed by -494 which decreased total open position to 14311
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 1.95, which was -0.40 lower than the previous day. The implied volatity was 34.87, the open interest changed by -1113 which decreased total open position to 14759
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 2.35, which was -0.95 lower than the previous day. The implied volatity was 31.61, the open interest changed by 1102 which increased total open position to 15887
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 3.3, which was -0.35 lower than the previous day. The implied volatity was 24.83, the open interest changed by 2213 which increased total open position to 14837
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 3.65, which was -1.15 lower than the previous day. The implied volatity was 23.40, the open interest changed by -1210 which decreased total open position to 12638
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 4.8, which was 0.25 higher than the previous day. The implied volatity was 24.02, the open interest changed by 696 which increased total open position to 13858
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 4.55, which was -2.05 lower than the previous day. The implied volatity was 24.55, the open interest changed by -536 which decreased total open position to 13224
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 6.6, which was 1.15 higher than the previous day. The implied volatity was 26.36, the open interest changed by -3927 which decreased total open position to 13767
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 5.45, which was -3.15 lower than the previous day. The implied volatity was 28.69, the open interest changed by 10846 which increased total open position to 17937
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 8.6, which was -4.40 lower than the previous day. The implied volatity was 20.96, the open interest changed by -843 which decreased total open position to 7044
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 13, which was -3.75 lower than the previous day. The implied volatity was 18.80, the open interest changed by 292 which increased total open position to 7963
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 16.75, which was -10.55 lower than the previous day. The implied volatity was 17.89, the open interest changed by 1954 which increased total open position to 7652
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 27.3, which was -7.70 lower than the previous day. The implied volatity was 16.57, the open interest changed by 493 which increased total open position to 5699
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 35, which was -27.15 lower than the previous day. The implied volatity was 18.15, the open interest changed by 1175 which increased total open position to 5389
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 62.15, which was -35.30 lower than the previous day. The implied volatity was 14.05, the open interest changed by 494 which increased total open position to 4332
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 97.45, which was lower than the previous day. The implied volatity was 14.84, the open interest changed by -2 which decreased total open position to 3925
| MIDCPNIFTY 30JAN2025 13500 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 | 1391.7 | 0 | 0.00 | 0 | 0 | 0 |
| 23 Jan | 12177.40 | 1391.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Jan | 11918.40 | 1391.7 | 0.00 | 0.00 | 0 | -17 | 0 |
| 21 Jan | 12013.35 | 1391.7 | 71.70 | - | 65 | 0 | 241 |
| 20 Jan | 12356.50 | 1320 | 70.00 | 70.61 | 7 | -1 | 247 |
| 17 Jan | 12249.85 | 1250 | -203.30 | 41.37 | 13 | 1 | 248 |
| 16 Jan | 12218.00 | 1453.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 12129.00 | 1453.3 | -27.55 | 55.61 | 1 | 0 | 247 |
| 14 Jan | 12029.70 | 1480.85 | -169.50 | 49.95 | 3 | -2 | 246 |
| 13 Jan | 11813.50 | 1650.35 | 413.35 | 40.50 | 27 | -11 | 248 |
| 10 Jan | 12283.00 | 1237 | 236.50 | 37.53 | 7 | -2 | 260 |
| 9 Jan | 12481.20 | 1000.5 | 95.50 | 27.24 | 5 | 0 | 266 |
| 8 Jan | 12562.20 | 905 | 158.40 | 23.91 | 15 | 0 | 266 |
| 7 Jan | 12739.35 | 746.6 | -40.25 | 21.91 | 3 | -1 | 266 |
| 6 Jan | 12696.60 | 786.85 | 276.10 | 22.38 | 515 | -234 | 268 |
| 3 Jan | 13009.85 | 510.75 | 75.75 | 18.55 | 342 | 16 | 503 |
| 2 Jan | 13095.15 | 435 | 17.27 | 445 | 333 | 487 | |
For Nifty Midcap Select - strike price 13500 expiring on 30JAN2025
Delta for 13500 PE is 0.00
Historical price for 13500 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 1391.7, 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 1391.7, 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 1391.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -17 which decreased total open position to 0
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 1391.7, which was 71.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 241
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 1320, which was 70.00 higher than the previous day. The implied volatity was 70.61, the open interest changed by -1 which decreased total open position to 247
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 1250, which was -203.30 lower than the previous day. The implied volatity was 41.37, the open interest changed by 1 which increased total open position to 248
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 1453.3, 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 1453.3, which was -27.55 lower than the previous day. The implied volatity was 55.61, the open interest changed by 0 which decreased total open position to 247
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 1480.85, which was -169.50 lower than the previous day. The implied volatity was 49.95, the open interest changed by -2 which decreased total open position to 246
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 1650.35, which was 413.35 higher than the previous day. The implied volatity was 40.50, the open interest changed by -11 which decreased total open position to 248
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 1237, which was 236.50 higher than the previous day. The implied volatity was 37.53, the open interest changed by -2 which decreased total open position to 260
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 1000.5, which was 95.50 higher than the previous day. The implied volatity was 27.24, the open interest changed by 0 which decreased total open position to 266
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 905, which was 158.40 higher than the previous day. The implied volatity was 23.91, the open interest changed by 0 which decreased total open position to 266
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 746.6, which was -40.25 lower than the previous day. The implied volatity was 21.91, the open interest changed by -1 which decreased total open position to 266
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 786.85, which was 276.10 higher than the previous day. The implied volatity was 22.38, the open interest changed by -234 which decreased total open position to 268
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 510.75, which was 75.75 higher than the previous day. The implied volatity was 18.55, the open interest changed by 16 which increased total open position to 503
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 435, which was lower than the previous day. The implied volatity was 17.27, the open interest changed by 333 which increased total open position to 487
