MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
19 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 13600 CE | ||||||||||
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Delta: 0.00
Vega: 0.10
Theta: -0.28
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Feb | 11270.25 | 0.4 | -0.3 | 43.16 | 26 | -16 | 316 | |||
18 Feb | 11136.65 | 0.7 | -1.1 | 45.54 | 51 | -13 | 332 | |||
17 Feb | 11172.70 | 1.8 | 0.65 | 46.41 | 154 | -58 | 345 | |||
14 Feb | 11090.05 | 1.05 | 0.05 | 39.90 | 323 | 113 | 404 | |||
13 Feb | 11359.90 | 1 | -0.45 | 34.00 | 121 | 10 | 291 | |||
12 Feb | 11395.20 | 1.35 | -0.5 | 32.99 | 126 | -40 | 287 | |||
11 Feb | 11471.45 | 1.65 | -0.45 | 31.72 | 272 | 8 | 330 | |||
10 Feb | 11790.05 | 1.9 | -1.1 | 26.58 | 473 | 89 | 332 | |||
7 Feb | 12011.50 | 2.9 | -1.05 | 22.61 | 321 | 0 | 240 | |||
6 Feb | 11973.35 | 3.65 | -1.5 | 23.33 | 221 | -10 | 251 | |||
5 Feb | 12092.90 | 5 | 0.15 | 22.02 | 417 | 42 | 266 | |||
4 Feb | 12011.55 | 4.8 | 1.2 | 22.68 | 294 | 22 | 224 | |||
3 Feb | 11822.60 | 3.75 | -2.15 | 23.79 | 234 | -15 | 204 | |||
1 Feb | 11864.60 | 5.3 | -6.7 | 23.56 | 1,256 | -88 | 216 | |||
31 Jan | 11930.85 | 12.85 | -5.15 | 25.18 | 1,271 | 296 | 304 | |||
30 Jan | 11795.15 | 18 | -6 | 28.56 | 2 | 0 | 7 | |||
29 Jan | 11871.70 | 24 | 0 | 0.00 | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 24 | 0 | 0.00 | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 24 | 0 | 0.00 | 0 | 1 | 0 | |||
24 Jan | 12087.85 | 24 | -11 | 23.24 | 9 | 1 | 7 | |||
23 Jan | 12177.40 | 35 | 7.50 | 23.70 | 3 | 0 | 6 | |||
22 Jan | 11918.40 | 27.5 | 2.50 | 25.34 | 18 | -1 | 6 | |||
21 Jan | 12013.35 | 25 | -228.25 | 23.26 | 13 | 8 | 8 | |||
20 Jan | 12356.50 | 253.25 | 0.00 | 6.38 | 0 | 0 | 0 | |||
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17 Jan | 12249.85 | 253.25 | 0.00 | 6.59 | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 253.25 | 0.00 | 6.63 | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 253.25 | 0.00 | 7.04 | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 253.25 | 0.00 | 7.80 | 0 | 0 | 0 | |||
13 Jan | 11813.50 | 253.25 | 0.00 | 8.50 | 0 | 0 | 0 | |||
10 Jan | 12283.00 | 253.25 | 0.00 | 5.57 | 0 | 0 | 0 | |||
9 Jan | 12481.20 | 253.25 | 0.00 | 4.10 | 0 | 0 | 0 | |||
8 Jan | 12562.20 | 253.25 | 0.00 | 4.50 | 0 | 0 | 0 | |||
7 Jan | 12739.35 | 253.25 | 0.00 | 3.38 | 0 | 0 | 0 | |||
6 Jan | 12696.60 | 253.25 | 0.00 | 3.11 | 0 | 0 | 0 | |||
3 Jan | 13009.85 | 253.25 | 0.00 | 1.63 | 0 | 0 | 0 | |||
2 Jan | 13095.15 | 253.25 | 2.15 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13600 expiring on 27FEB2025
Delta for 13600 CE is 0.00
Historical price for 13600 CE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 0.4, which was -0.3 lower than the previous day. The implied volatity was 43.16, the open interest changed by -16 which decreased total open position to 316
On 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 0.7, which was -1.1 lower than the previous day. The implied volatity was 45.54, the open interest changed by -13 which decreased total open position to 332
On 17 Feb MIDCPNIFTY was trading at 11172.70. The strike last trading price was 1.8, which was 0.65 higher than the previous day. The implied volatity was 46.41, the open interest changed by -58 which decreased total open position to 345
On 14 Feb MIDCPNIFTY was trading at 11090.05. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 39.90, the open interest changed by 113 which increased total open position to 404
On 13 Feb MIDCPNIFTY was trading at 11359.90. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 34.00, the open interest changed by 10 which increased total open position to 291
On 12 Feb MIDCPNIFTY was trading at 11395.20. The strike last trading price was 1.35, which was -0.5 lower than the previous day. The implied volatity was 32.99, the open interest changed by -40 which decreased total open position to 287
On 11 Feb MIDCPNIFTY was trading at 11471.45. The strike last trading price was 1.65, which was -0.45 lower than the previous day. The implied volatity was 31.72, the open interest changed by 8 which increased total open position to 330
On 10 Feb MIDCPNIFTY was trading at 11790.05. The strike last trading price was 1.9, which was -1.1 lower than the previous day. The implied volatity was 26.58, the open interest changed by 89 which increased total open position to 332
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 2.9, which was -1.05 lower than the previous day. The implied volatity was 22.61, the open interest changed by 0 which decreased total open position to 240
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 3.65, which was -1.5 lower than the previous day. The implied volatity was 23.33, the open interest changed by -10 which decreased total open position to 251
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 5, which was 0.15 higher than the previous day. The implied volatity was 22.02, the open interest changed by 42 which increased total open position to 266
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 4.8, which was 1.2 higher than the previous day. The implied volatity was 22.68, the open interest changed by 22 which increased total open position to 224
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 3.75, which was -2.15 lower than the previous day. The implied volatity was 23.79, the open interest changed by -15 which decreased total open position to 204
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 5.3, which was -6.7 lower than the previous day. The implied volatity was 23.56, the open interest changed by -88 which decreased total open position to 216
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 12.85, which was -5.15 lower than the previous day. The implied volatity was 25.18, the open interest changed by 296 which increased total open position to 304
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 18, which was -6 lower than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 7
On 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 24, 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 24, 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 24, 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 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 24, which was -11 lower than the previous day. The implied volatity was 23.24, the open interest changed by 1 which increased total open position to 7
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 35, which was 7.50 higher than the previous day. The implied volatity was 23.70, the open interest changed by 0 which decreased total open position to 6
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 27.5, which was 2.50 higher than the previous day. The implied volatity was 25.34, the open interest changed by -1 which decreased total open position to 6
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 25, which was -228.25 lower than the previous day. The implied volatity was 23.26, the open interest changed by 8 which increased total open position to 8
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 253.25, which was 0.00 lower than the previous day. The implied volatity was 6.38, 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 253.25, which was 0.00 lower than the previous day. The implied volatity was 6.59, 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 253.25, which was 0.00 lower than the previous day. The implied volatity was 6.63, 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 253.25, which was 0.00 lower than the previous day. The implied volatity was 7.04, 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 253.25, which was 0.00 lower than the previous day. The implied volatity was 7.80, 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 253.25, which was 0.00 lower than the previous day. The implied volatity was 8.50, 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 253.25, which was 0.00 lower than the previous day. The implied volatity was 5.57, 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 253.25, which was 0.00 lower than the previous day. The implied volatity was 4.10, 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 253.25, which was 0.00 lower than the previous day. The implied volatity was 4.50, 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 253.25, which was 0.00 lower than the previous day. The implied volatity was 3.38, 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 253.25, which was 0.00 lower than the previous day. The implied volatity was 3.11, 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 253.25, which was 0.00 lower than the previous day. The implied volatity was 1.63, 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 253.25, which was lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
MIDCPNIFTY 27FEB2025 13600 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Feb | 11270.25 | 1031.55 | 0 | - | 0 | 0 | 0 |
18 Feb | 11136.65 | 1031.55 | 0 | - | 0 | 0 | 0 |
17 Feb | 11172.70 | 1031.55 | 0 | - | 0 | 0 | 0 |
14 Feb | 11090.05 | 1031.55 | 0 | - | 0 | 0 | 0 |
13 Feb | 11359.90 | 1031.55 | 0 | - | 0 | 0 | 0 |
12 Feb | 11395.20 | 1031.55 | 0 | - | 0 | 0 | 0 |
11 Feb | 11471.45 | 1031.55 | 0 | - | 0 | 0 | 0 |
10 Feb | 11790.05 | 1031.55 | 0 | - | 0 | 0 | 0 |
7 Feb | 12011.50 | 1031.55 | 0 | - | 0 | 0 | 0 |
6 Feb | 11973.35 | 1031.55 | 0 | - | 0 | 0 | 0 |
5 Feb | 12092.90 | 1031.55 | 0 | - | 0 | 0 | 0 |
4 Feb | 12011.55 | 1031.55 | 0 | - | 0 | 0 | 0 |
3 Feb | 11822.60 | 1031.55 | 0 | - | 0 | 0 | 0 |
1 Feb | 11864.60 | 1031.55 | 0 | - | 0 | 0 | 0 |
31 Jan | 11930.85 | 1031.55 | 0 | - | 0 | 0 | 0 |
30 Jan | 11795.15 | 1031.55 | 0 | - | 0 | 0 | 0 |
29 Jan | 11871.70 | 1031.55 | 0 | - | 0 | 0 | 0 |
28 Jan | 11644.40 | 1031.55 | 0 | - | 0 | 0 | 0 |
27 Jan | 11722.20 | 1031.55 | 0 | - | 0 | 0 | 0 |
24 Jan | 12087.85 | 1031.55 | 0 | - | 0 | 0 | 0 |
23 Jan | 12177.40 | 1031.55 | 0.00 | - | 0 | 0 | 0 |
22 Jan | 11918.40 | 1031.55 | 0.00 | - | 0 | 0 | 0 |
21 Jan | 12013.35 | 1031.55 | 0.00 | - | 0 | 0 | 0 |
20 Jan | 12356.50 | 1031.55 | 0.00 | - | 0 | 0 | 0 |
17 Jan | 12249.85 | 1031.55 | 0.00 | - | 0 | 0 | 0 |
16 Jan | 12218.00 | 1031.55 | 0.00 | - | 0 | 0 | 0 |
15 Jan | 12129.00 | 1031.55 | 0.00 | - | 0 | 0 | 0 |
14 Jan | 12029.70 | 1031.55 | 1031.55 | - | 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 13600 expiring on 27FEB2025
Delta for 13600 PE is -
Historical price for 13600 PE is as follows
On 19 Feb MIDCPNIFTY was trading at 11270.25. The strike last trading price was 1031.55, 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 18 Feb MIDCPNIFTY was trading at 11136.65. The strike last trading price was 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, 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 1031.55, which was 1031.55 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