MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 13700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.21
Theta: -0.49
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 0.7 | -0.65 | 31.89 | 422 | -39 | 1,128 | |||
|
|
||||||||||
| 22 Jan | 11918.40 | 1.35 | -0.65 | 36.86 | 1,070 | -577 | 1,175 | |||
| 21 Jan | 12013.35 | 2 | -0.35 | 34.41 | 652 | -92 | 1,753 | |||
| 20 Jan | 12356.50 | 2.35 | -0.35 | 27.08 | 803 | -35 | 1,883 | |||
| 17 Jan | 12249.85 | 2.7 | -0.90 | 25.43 | 1,377 | -173 | 1,936 | |||
| 16 Jan | 12218.00 | 3.6 | 0.00 | 25.99 | 2,003 | 273 | 2,115 | |||
| 15 Jan | 12129.00 | 3.6 | -1.15 | 26.56 | 2,453 | 220 | 1,866 | |||
| 14 Jan | 12029.70 | 4.75 | 0.20 | 27.87 | 1,714 | 459 | 1,653 | |||
| 13 Jan | 11813.50 | 4.55 | -0.45 | 30.67 | 3,886 | 332 | 1,194 | |||
| 10 Jan | 12283.00 | 5 | -2.25 | 21.75 | 2,600 | -204 | 876 | |||
| 9 Jan | 12481.20 | 7.25 | -1.60 | 19.57 | 2,786 | -265 | 1,089 | |||
| 8 Jan | 12562.20 | 8.85 | -5.65 | 18.42 | 12,123 | -1,134 | 1,357 | |||
| 7 Jan | 12739.35 | 14.5 | -3.05 | 17.08 | 7,274 | 257 | 2,641 | |||
| 6 Jan | 12696.60 | 17.55 | -12.45 | 18.08 | 8,903 | 1,483 | 2,439 | |||
| 3 Jan | 13009.85 | 30 | -17.75 | 14.04 | 5,202 | -66 | 1,028 | |||
| 2 Jan | 13095.15 | 47.75 | 14.29 | 4,566 | 696 | 1,194 | ||||
For Nifty Midcap Select - strike price 13700 expiring on 30JAN2025
Delta for 13700 CE is 0.00
Historical price for 13700 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 0.7, which was -0.65 lower than the previous day. The implied volatity was 31.89, the open interest changed by -39 which decreased total open position to 1128
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 1.35, which was -0.65 lower than the previous day. The implied volatity was 36.86, the open interest changed by -577 which decreased total open position to 1175
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 34.41, the open interest changed by -92 which decreased total open position to 1753
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 2.35, which was -0.35 lower than the previous day. The implied volatity was 27.08, the open interest changed by -35 which decreased total open position to 1883
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 2.7, which was -0.90 lower than the previous day. The implied volatity was 25.43, the open interest changed by -173 which decreased total open position to 1936
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 25.99, the open interest changed by 273 which increased total open position to 2115
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 3.6, which was -1.15 lower than the previous day. The implied volatity was 26.56, the open interest changed by 220 which increased total open position to 1866
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 4.75, which was 0.20 higher than the previous day. The implied volatity was 27.87, the open interest changed by 459 which increased total open position to 1653
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 4.55, which was -0.45 lower than the previous day. The implied volatity was 30.67, the open interest changed by 332 which increased total open position to 1194
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 5, which was -2.25 lower than the previous day. The implied volatity was 21.75, the open interest changed by -204 which decreased total open position to 876
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 7.25, which was -1.60 lower than the previous day. The implied volatity was 19.57, the open interest changed by -265 which decreased total open position to 1089
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 8.85, which was -5.65 lower than the previous day. The implied volatity was 18.42, the open interest changed by -1134 which decreased total open position to 1357
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 14.5, which was -3.05 lower than the previous day. The implied volatity was 17.08, the open interest changed by 257 which increased total open position to 2641
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 17.55, which was -12.45 lower than the previous day. The implied volatity was 18.08, the open interest changed by 1483 which increased total open position to 2439
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 30, which was -17.75 lower than the previous day. The implied volatity was 14.04, the open interest changed by -66 which decreased total open position to 1028
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 47.75, which was lower than the previous day. The implied volatity was 14.29, the open interest changed by 696 which increased total open position to 1194
| MIDCPNIFTY 30JAN2025 13700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 1154.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Jan | 11918.40 | 1154.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Jan | 12013.35 | 1154.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Jan | 12356.50 | 1154.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 12249.85 | 1154.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 12218.00 | 1154.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 12129.00 | 1154.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 12029.70 | 1154.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 11813.50 | 1154.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 12283.00 | 1154.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 1154.1 | 476.10 | 21.76 | 1 | 0 | 1 |
| 8 Jan | 12562.20 | 678 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 678 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 678 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Jan | 13009.85 | 678 | -561.60 | 20.00 | 1 | 0 | 0 |
| 2 Jan | 13095.15 | 1239.6 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13700 expiring on 30JAN2025
Delta for 13700 PE is 0.00
Historical price for 13700 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1154.1, 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 1154.1, 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 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 1154.1, 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 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 1154.1, 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 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 1154.1, 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 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 1154.1, 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 1154.1, 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 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 1154.1, 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 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 1154.1, 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 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 1154.1, 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 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 1154.1, which was 476.10 higher than the previous day. The implied volatity was 21.76, the open interest changed by 0 which decreased total open position to 1
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 678, 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 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 678, 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 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 678, 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 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 678, which was -561.60 lower than the previous day. The implied volatity was 20.00, 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 1239.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
