MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
18 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 13550 CE | ||||||||||
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Delta: 0.00
Vega: 0.11
Theta: -0.25
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
18 Feb | 11136.65 | 0.4 | -0.8 | 42.48 | 9 | -2 | 129 | |||
17 Feb | 11172.70 | 1.15 | -0.05 | 0.00 | 0 | 35 | 0 | |||
14 Feb | 11090.05 | 1.15 | 0.35 | 39.62 | 210 | 35 | 131 | |||
13 Feb | 11359.90 | 0.8 | -0.9 | 32.67 | 6 | 0 | 96 | |||
12 Feb | 11395.20 | 1.7 | -0.6 | 33.23 | 30 | 4 | 87 | |||
11 Feb | 11471.45 | 2.3 | 0.3 | 32.33 | 78 | 18 | 77 | |||
10 Feb | 11790.05 | 2 | -1.1 | 26.13 | 47 | 17 | 60 | |||
7 Feb | 12011.50 | 3.1 | -1.5 | 22.22 | 8 | 2 | 42 | |||
6 Feb | 11973.35 | 4.6 | -1.4 | 23.51 | 21 | 1 | 39 | |||
5 Feb | 12092.90 | 6 | 0 | 0.00 | 0 | 1 | 0 | |||
4 Feb | 12011.55 | 6 | 1.6 | 22.90 | 35 | 1 | 38 | |||
3 Feb | 11822.60 | 4.4 | -2.15 | 23.79 | 20 | 1 | 37 | |||
1 Feb | 11864.60 | 5.1 | -8.45 | 22.87 | 210 | -8 | 37 | |||
31 Jan | 11930.85 | 14.8 | -10.2 | 24.94 | 138 | 41 | 44 | |||
30 Jan | 11795.15 | 25 | 0 | 0.00 | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 25 | 0 | 0.00 | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 25 | 0 | 0.00 | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 25 | -2.5 | 29.51 | 2 | 0 | 3 | |||
24 Jan | 12087.85 | 27.5 | -2.5 | 23.25 | 2 | 0 | 2 | |||
23 Jan | 12177.40 | 30 | 0.00 | 0.00 | 0 | -5 | 0 | |||
22 Jan | 11918.40 | 30 | 0.00 | 25.16 | 17 | -5 | 2 | |||
21 Jan | 12013.35 | 30 | -7.50 | 23.58 | 15 | -5 | 4 | |||
20 Jan | 12356.50 | 37.5 | -229.35 | 19.79 | 9 | 8 | 8 | |||
17 Jan | 12249.85 | 266.85 | 0.00 | 6.35 | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 266.85 | 266.85 | 6.40 | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 0 | 0.00 | 6.77 | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 0 | 0.00 | 7.47 | 0 | 0 | 0 | |||
13 Jan | 11813.50 | 0 | 0.00 | 8.25 | 0 | 0 | 0 | |||
10 Jan | 12283.00 | 0 | 0.00 | 5.65 | 0 | 0 | 0 | |||
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9 Jan | 12481.20 | 0 | 0.00 | 4.58 | 0 | 0 | 0 | |||
8 Jan | 12562.20 | 0 | 0.00 | 4.16 | 0 | 0 | 0 | |||
7 Jan | 12739.35 | 0 | 0.00 | 3.05 | 0 | 0 | 0 | |||
6 Jan | 12696.60 | 0 | 0.00 | 3.23 | 0 | 0 | 0 | |||
3 Jan | 13009.85 | 0 | 0.00 | 1.60 | 0 | 0 | 0 | |||
2 Jan | 13095.15 | 0 | 1.25 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13550 expiring on 27FEB2025
Delta for 13550 CE is 0.00
Historical price for 13550 CE is as follows
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 0.4, which was -0.8 lower than the previous day. The implied volatity was 42.48, the open interest changed by -2 which decreased total open position to 129
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 35 which increased total open position to 0
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 39.62, the open interest changed by 35 which increased total open position to 131
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 0.8, which was -0.9 lower than the previous day. The implied volatity was 32.67, the open interest changed by 0 which decreased total open position to 96
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 1.7, which was -0.6 lower than the previous day. The implied volatity was 33.23, the open interest changed by 4 which increased total open position to 87
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 2.3, which was 0.3 higher than the previous day. The implied volatity was 32.33, the open interest changed by 18 which increased total open position to 77
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 2, which was -1.1 lower than the previous day. The implied volatity was 26.13, the open interest changed by 17 which increased total open position to 60
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 3.1, which was -1.5 lower than the previous day. The implied volatity was 22.22, the open interest changed by 2 which increased total open position to 42
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 4.6, which was -1.4 lower than the previous day. The implied volatity was 23.51, the open interest changed by 1 which increased total open position to 39
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 6, which was 0 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 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 6, which was 1.6 higher than the previous day. The implied volatity was 22.90, the open interest changed by 1 which increased total open position to 38
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 4.4, which was -2.15 lower than the previous day. The implied volatity was 23.79, the open interest changed by 1 which increased total open position to 37
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 5.1, which was -8.45 lower than the previous day. The implied volatity was 22.87, the open interest changed by -8 which decreased total open position to 37
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 14.8, which was -10.2 lower than the previous day. The implied volatity was 24.94, the open interest changed by 41 which increased total open position to 44
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 25, 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 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 25, 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 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 25, 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 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 25, which was -2.5 lower than the previous day. The implied volatity was 29.51, the open interest changed by 0 which decreased total open position to 3
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 27.5, which was -2.5 lower than the previous day. The implied volatity was 23.25, the open interest changed by 0 which decreased total open position to 2
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 25.16, the open interest changed by -5 which decreased total open position to 2
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 30, which was -7.50 lower than the previous day. The implied volatity was 23.58, the open interest changed by -5 which decreased total open position to 4
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 37.5, which was -229.35 lower than the previous day. The implied volatity was 19.79, the open interest changed by 8 which increased total open position to 8
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 266.85, which was 0.00 lower than the previous day. The implied volatity was 6.35, 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 266.85, which was 266.85 higher than the previous day. The implied volatity was 6.40, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.77, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.47, 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 0, which was 0.00 lower than the previous day. The implied volatity was 8.25, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.65, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.58, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.16, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.05, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.23, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.60, 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 0, which was lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
MIDCPNIFTY 27FEB2025 13550 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
18 Feb | 11136.65 | 996.05 | 0 | - | 0 | 0 | 0 |
17 Feb | 11172.70 | 996.05 | 0 | - | 0 | 0 | 0 |
14 Feb | 11090.05 | 996.05 | 0 | - | 0 | 0 | 0 |
13 Feb | 11359.90 | 996.05 | 0 | - | 0 | 0 | 0 |
12 Feb | 11395.20 | 996.05 | 0 | - | 0 | 0 | 0 |
11 Feb | 11471.45 | 996.05 | 0 | - | 0 | 0 | 0 |
10 Feb | 11790.05 | 996.05 | 0 | - | 0 | 0 | 0 |
7 Feb | 12011.50 | 996.05 | 0 | - | 0 | 0 | 0 |
6 Feb | 11973.35 | 996.05 | 0 | - | 0 | 0 | 0 |
5 Feb | 12092.90 | 996.05 | 0 | - | 0 | 0 | 0 |
4 Feb | 12011.55 | 996.05 | 0 | - | 0 | 0 | 0 |
3 Feb | 11822.60 | 996.05 | 0 | - | 0 | 0 | 0 |
1 Feb | 11864.60 | 996.05 | 0 | - | 0 | 0 | 0 |
31 Jan | 11930.85 | 996.05 | 0 | - | 0 | 0 | 0 |
30 Jan | 11795.15 | 996.05 | 0 | - | 0 | 0 | 0 |
29 Jan | 11871.70 | 996.05 | 0 | - | 0 | 0 | 0 |
28 Jan | 11644.40 | 996.05 | 0 | - | 0 | 0 | 0 |
27 Jan | 11722.20 | 996.05 | 0 | - | 0 | 0 | 0 |
24 Jan | 12087.85 | 996.05 | 0 | - | 0 | 0 | 0 |
23 Jan | 12177.40 | 996.05 | 0.00 | - | 0 | 0 | 0 |
22 Jan | 11918.40 | 996.05 | 0.00 | - | 0 | 0 | 0 |
21 Jan | 12013.35 | 996.05 | 0.00 | - | 0 | 0 | 0 |
20 Jan | 12356.50 | 996.05 | 0.00 | - | 0 | 0 | 0 |
17 Jan | 12249.85 | 996.05 | 0.00 | - | 0 | 0 | 0 |
16 Jan | 12218.00 | 996.05 | 0.00 | - | 0 | 0 | 0 |
15 Jan | 12129.00 | 996.05 | 0.00 | - | 0 | 0 | 0 |
14 Jan | 12029.70 | 996.05 | 996.05 | - | 0 | 0 | 0 |
13 Jan | 11813.50 | 0 | 0.00 | - | 0 | 0 | 0 |
10 Jan | 12283.00 | 0 | 0.00 | - | 0 | 0 | 0 |
9 Jan | 12481.20 | 0 | 0.00 | - | 0 | 0 | 0 |
8 Jan | 12562.20 | 0 | 0.00 | - | 0 | 0 | 0 |
7 Jan | 12739.35 | 0 | 0.00 | - | 0 | 0 | 0 |
6 Jan | 12696.60 | 0 | 0.00 | - | 0 | 0 | 0 |
3 Jan | 13009.85 | 0 | 0.00 | - | 0 | 0 | 0 |
2 Jan | 13095.15 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13550 expiring on 27FEB2025
Delta for 13550 PE is -
Historical price for 13550 PE is as follows
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 996.05, which was 0 lower than the previous day. The implied volatity was -, 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 996.05, which was 0.00 lower than the previous day. The implied volatity was -, 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 996.05, which was 0.00 lower than the previous day. The implied volatity was -, 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 996.05, which was 0.00 lower than the previous day. The implied volatity was -, 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 996.05, which was 0.00 lower than the previous day. The implied volatity was -, 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 996.05, which was 0.00 lower than the previous day. The implied volatity was -, 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 996.05, which was 0.00 lower than the previous day. The implied volatity was -, 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 996.05, which was 0.00 lower than the previous day. The implied volatity was -, 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 996.05, which was 996.05 higher than the previous day. The implied volatity was -, 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 0, which was 0.00 lower than the previous day. The implied volatity was -, 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 0, which was 0.00 lower than the previous day. The implied volatity was -, 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 0, which was 0.00 lower than the previous day. The implied volatity was -, 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 0, which was 0.00 lower than the previous day. The implied volatity was -, 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 0, which was 0.00 lower than the previous day. The implied volatity was -, 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 0, which was 0.00 lower than the previous day. The implied volatity was -, 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 0, which was 0.00 lower than the previous day. The implied volatity was -, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0