MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 13625 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.23
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 0.75 | -0.45 | 30.74 | 49 | -2 | 116 | |||
| 22 Jan | 11918.40 | 1.2 | -0.85 | 35.06 | 13 | -7 | 119 | |||
| 21 Jan | 12013.35 | 2.05 | -1.15 | 33.22 | 48 | -10 | 126 | |||
| 20 Jan | 12356.50 | 3.2 | 0.20 | 26.95 | 60 | 13 | 137 | |||
| 17 Jan | 12249.85 | 3 | -0.45 | 24.67 | 2 | -1 | 124 | |||
| 16 Jan | 12218.00 | 3.45 | -0.95 | 24.73 | 30 | -4 | 126 | |||
| 15 Jan | 12129.00 | 4.4 | -3.10 | 26.26 | 35 | -20 | 134 | |||
| 14 Jan | 12029.70 | 7.5 | 2.35 | 28.82 | 146 | 0 | 154 | |||
| 13 Jan | 11813.50 | 5.15 | -1.80 | 30.20 | 306 | 22 | 159 | |||
| 10 Jan | 12283.00 | 6.95 | -1.55 | 21.95 | 47 | -9 | 138 | |||
| 9 Jan | 12481.20 | 8.5 | -3.15 | 19.09 | 233 | 11 | 150 | |||
| 8 Jan | 12562.20 | 11.65 | -6.15 | 18.35 | 266 | 15 | 145 | |||
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| 7 Jan | 12739.35 | 17.8 | -5.10 | 16.74 | 87 | 5 | 130 | |||
| 6 Jan | 12696.60 | 22.9 | -17.10 | 18.09 | 606 | -75 | 129 | |||
| 3 Jan | 13009.85 | 40 | -22.15 | 14.06 | 1,612 | 68 | 235 | |||
| 2 Jan | 13095.15 | 62.15 | 14.37 | 563 | 65 | 158 | ||||
For Nifty Midcap Select - strike price 13625 expiring on 30JAN2025
Delta for 13625 CE is 0.00
Historical price for 13625 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was 30.74, the open interest changed by -2 which decreased total open position to 116
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 1.2, which was -0.85 lower than the previous day. The implied volatity was 35.06, the open interest changed by -7 which decreased total open position to 119
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 2.05, which was -1.15 lower than the previous day. The implied volatity was 33.22, the open interest changed by -10 which decreased total open position to 126
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 3.2, which was 0.20 higher than the previous day. The implied volatity was 26.95, the open interest changed by 13 which increased total open position to 137
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 24.67, the open interest changed by -1 which decreased total open position to 124
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 3.45, which was -0.95 lower than the previous day. The implied volatity was 24.73, the open interest changed by -4 which decreased total open position to 126
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 4.4, which was -3.10 lower than the previous day. The implied volatity was 26.26, the open interest changed by -20 which decreased total open position to 134
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 7.5, which was 2.35 higher than the previous day. The implied volatity was 28.82, the open interest changed by 0 which decreased total open position to 154
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 5.15, which was -1.80 lower than the previous day. The implied volatity was 30.20, the open interest changed by 22 which increased total open position to 159
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 6.95, which was -1.55 lower than the previous day. The implied volatity was 21.95, the open interest changed by -9 which decreased total open position to 138
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 8.5, which was -3.15 lower than the previous day. The implied volatity was 19.09, the open interest changed by 11 which increased total open position to 150
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 11.65, which was -6.15 lower than the previous day. The implied volatity was 18.35, the open interest changed by 15 which increased total open position to 145
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 17.8, which was -5.10 lower than the previous day. The implied volatity was 16.74, the open interest changed by 5 which increased total open position to 130
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 22.9, which was -17.10 lower than the previous day. The implied volatity was 18.09, the open interest changed by -75 which decreased total open position to 129
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 40, which was -22.15 lower than the previous day. The implied volatity was 14.06, the open interest changed by 68 which increased total open position to 235
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 62.15, which was lower than the previous day. The implied volatity was 14.37, the open interest changed by 65 which increased total open position to 158
| MIDCPNIFTY 30JAN2025 13625 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 1182.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 11918.40 | 1182.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 12013.35 | 1182.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 12356.50 | 1182.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 12249.85 | 1182.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 12218.00 | 1182.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 12129.00 | 1182.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 12029.70 | 1182.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 11813.50 | 1182.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 12283.00 | 1182.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 1182.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 12562.20 | 1182.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 1182.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 1182.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 13009.85 | 1182.5 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 1182.5 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13625 expiring on 30JAN2025
Delta for 13625 PE is -
Historical price for 13625 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1182.5, 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 1182.5, 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 1182.5, 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 1182.5, 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 1182.5, 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 1182.5, 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 1182.5, 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 1182.5, 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 1182.5, 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 1182.5, 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 1182.5, 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 1182.5, 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 1182.5, 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 1182.5, 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 1182.5, 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 1182.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
