MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 13575 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.31
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 1.1 | -0.55 | 31.13 | 165 | 35 | 286 | |||
| 22 Jan | 11918.40 | 1.65 | -0.35 | 35.51 | 65 | 34 | 255 | |||
| 21 Jan | 12013.35 | 2 | -1.00 | 32.32 | 30 | 4 | 221 | |||
| 20 Jan | 12356.50 | 3 | -1.10 | 25.82 | 54 | 6 | 217 | |||
| 17 Jan | 12249.85 | 4.1 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 16 Jan | 12218.00 | 4.1 | -0.40 | 24.59 | 23 | 1 | 211 | |||
| 15 Jan | 12129.00 | 4.5 | -1.50 | 25.62 | 72 | -15 | 210 | |||
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| 14 Jan | 12029.70 | 6 | 1.00 | 27.08 | 79 | 2 | 225 | |||
| 13 Jan | 11813.50 | 5 | -1.95 | 29.32 | 47 | -4 | 223 | |||
| 10 Jan | 12283.00 | 6.95 | -3.15 | 21.27 | 133 | 6 | 227 | |||
| 9 Jan | 12481.20 | 10.1 | -3.15 | 18.91 | 478 | 40 | 237 | |||
| 8 Jan | 12562.20 | 13.25 | -7.75 | 18.11 | 404 | 25 | 212 | |||
| 7 Jan | 12739.35 | 21 | -4.85 | 16.63 | 372 | 17 | 187 | |||
| 6 Jan | 12696.60 | 25.85 | -22.25 | 17.88 | 836 | -34 | 166 | |||
| 3 Jan | 13009.85 | 48.1 | -25.90 | 14.09 | 1,205 | -16 | 191 | |||
| 2 Jan | 13095.15 | 74 | 14.50 | 825 | 31 | 212 | ||||
For Nifty Midcap Select - strike price 13575 expiring on 30JAN2025
Delta for 13575 CE is 0.01
Historical price for 13575 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 31.13, the open interest changed by 35 which increased total open position to 286
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 35.51, the open interest changed by 34 which increased total open position to 255
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 32.32, the open interest changed by 4 which increased total open position to 221
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 3, which was -1.10 lower than the previous day. The implied volatity was 25.82, the open interest changed by 6 which increased total open position to 217
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 4.1, 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 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 4.1, which was -0.40 lower than the previous day. The implied volatity was 24.59, the open interest changed by 1 which increased total open position to 211
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 4.5, which was -1.50 lower than the previous day. The implied volatity was 25.62, the open interest changed by -15 which decreased total open position to 210
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 6, which was 1.00 higher than the previous day. The implied volatity was 27.08, the open interest changed by 2 which increased total open position to 225
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 5, which was -1.95 lower than the previous day. The implied volatity was 29.32, the open interest changed by -4 which decreased total open position to 223
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 6.95, which was -3.15 lower than the previous day. The implied volatity was 21.27, the open interest changed by 6 which increased total open position to 227
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 10.1, which was -3.15 lower than the previous day. The implied volatity was 18.91, the open interest changed by 40 which increased total open position to 237
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 13.25, which was -7.75 lower than the previous day. The implied volatity was 18.11, the open interest changed by 25 which increased total open position to 212
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 21, which was -4.85 lower than the previous day. The implied volatity was 16.63, the open interest changed by 17 which increased total open position to 187
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 25.85, which was -22.25 lower than the previous day. The implied volatity was 17.88, the open interest changed by -34 which decreased total open position to 166
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 48.1, which was -25.90 lower than the previous day. The implied volatity was 14.09, the open interest changed by -16 which decreased total open position to 191
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 74, which was lower than the previous day. The implied volatity was 14.50, the open interest changed by 31 which increased total open position to 212
| MIDCPNIFTY 30JAN2025 13575 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 1144.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 11918.40 | 1144.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 12013.35 | 1144.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 12356.50 | 1144.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 12249.85 | 1144.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 12218.00 | 1144.7 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 12129.00 | 1144.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 12029.70 | 1144.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 11813.50 | 1144.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 12283.00 | 1144.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 1144.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 12562.20 | 1144.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 1144.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 1144.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 13009.85 | 1144.7 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 1144.7 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13575 expiring on 30JAN2025
Delta for 13575 PE is -
Historical price for 13575 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1144.7, 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 1144.7, 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 1144.7, 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 1144.7, 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 1144.7, 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 1144.7, 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 1144.7, 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 1144.7, 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 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 1144.7, 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 1144.7, 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 1144.7, 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 1144.7, 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 1144.7, 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 1144.7, 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 1144.7, 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 1144.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
