MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
MIDCPNIFTY 30JAN2025 13725 CE | ||||||||||
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Delta: 0.01
Vega: 0.25
Theta: -0.61
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
23 Jan | 12177.40 | 0.9 | -0.30 | 33.30 | 1 | 0 | 100 | |||
22 Jan | 11918.40 | 1.2 | -0.50 | 36.77 | 72 | -15 | 118 | |||
21 Jan | 12013.35 | 1.7 | -0.30 | 34.16 | 90 | -14 | 134 | |||
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20 Jan | 12356.50 | 2 | -0.55 | 26.93 | 12 | 1 | 149 | |||
17 Jan | 12249.85 | 2.55 | -0.75 | 25.71 | 24 | 1 | 148 | |||
16 Jan | 12218.00 | 3.3 | -0.20 | 26.02 | 60 | -3 | 147 | |||
15 Jan | 12129.00 | 3.5 | -2.30 | 26.76 | 13 | -1 | 149 | |||
14 Jan | 12029.70 | 5.8 | 1.50 | 29.09 | 16 | -4 | 150 | |||
13 Jan | 11813.50 | 4.3 | -2.30 | 30.69 | 91 | -25 | 153 | |||
10 Jan | 12283.00 | 6.6 | -0.40 | 23.07 | 76 | -10 | 176 | |||
9 Jan | 12481.20 | 7 | -0.25 | 19.73 | 176 | -15 | 189 | |||
8 Jan | 12562.20 | 7.25 | -5.65 | 18.10 | 275 | 73 | 203 | |||
7 Jan | 12739.35 | 12.9 | -4.70 | 17.00 | 255 | 19 | 133 | |||
6 Jan | 12696.60 | 17.6 | -8.80 | 18.43 | 840 | -89 | 124 | |||
3 Jan | 13009.85 | 26.4 | -16.60 | 13.92 | 460 | 65 | 219 | |||
2 Jan | 13095.15 | 43 | 14.23 | 202 | -6 | 154 |
For Nifty Midcap Select - strike price 13725 expiring on 30JAN2025
Delta for 13725 CE is 0.01
Historical price for 13725 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 33.30, the open interest changed by 0 which decreased total open position to 100
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 1.2, which was -0.50 lower than the previous day. The implied volatity was 36.77, the open interest changed by -15 which decreased total open position to 118
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 1.7, which was -0.30 lower than the previous day. The implied volatity was 34.16, the open interest changed by -14 which decreased total open position to 134
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 26.93, the open interest changed by 1 which increased total open position to 149
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 2.55, which was -0.75 lower than the previous day. The implied volatity was 25.71, the open interest changed by 1 which increased total open position to 148
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 3.3, which was -0.20 lower than the previous day. The implied volatity was 26.02, the open interest changed by -3 which decreased total open position to 147
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 3.5, which was -2.30 lower than the previous day. The implied volatity was 26.76, the open interest changed by -1 which decreased total open position to 149
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 5.8, which was 1.50 higher than the previous day. The implied volatity was 29.09, the open interest changed by -4 which decreased total open position to 150
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 4.3, which was -2.30 lower than the previous day. The implied volatity was 30.69, the open interest changed by -25 which decreased total open position to 153
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 6.6, which was -0.40 lower than the previous day. The implied volatity was 23.07, the open interest changed by -10 which decreased total open position to 176
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 7, which was -0.25 lower than the previous day. The implied volatity was 19.73, the open interest changed by -15 which decreased total open position to 189
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 7.25, which was -5.65 lower than the previous day. The implied volatity was 18.10, the open interest changed by 73 which increased total open position to 203
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 12.9, which was -4.70 lower than the previous day. The implied volatity was 17.00, the open interest changed by 19 which increased total open position to 133
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 17.6, which was -8.80 lower than the previous day. The implied volatity was 18.43, the open interest changed by -89 which decreased total open position to 124
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 26.4, which was -16.60 lower than the previous day. The implied volatity was 13.92, the open interest changed by 65 which increased total open position to 219
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 43, which was lower than the previous day. The implied volatity was 14.23, the open interest changed by -6 which decreased total open position to 154
MIDCPNIFTY 30JAN2025 13725 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 | 1259 | 0.00 | - | 0 | 0 | 0 |
22 Jan | 11918.40 | 1259 | 0.00 | - | 0 | 0 | 0 |
21 Jan | 12013.35 | 1259 | 0.00 | - | 0 | 0 | 0 |
20 Jan | 12356.50 | 1259 | 0.00 | - | 0 | 0 | 0 |
17 Jan | 12249.85 | 1259 | 0.00 | - | 0 | 0 | 0 |
16 Jan | 12218.00 | 1259 | 0.00 | - | 0 | 0 | 0 |
15 Jan | 12129.00 | 1259 | 0.00 | - | 0 | 0 | 0 |
14 Jan | 12029.70 | 1259 | 0.00 | - | 0 | 0 | 0 |
13 Jan | 11813.50 | 1259 | 0.00 | - | 0 | 0 | 0 |
10 Jan | 12283.00 | 1259 | 0.00 | - | 0 | 0 | 0 |
9 Jan | 12481.20 | 1259 | 0.00 | - | 0 | 0 | 0 |
8 Jan | 12562.20 | 1259 | 0.00 | - | 0 | 0 | 0 |
7 Jan | 12739.35 | 1259 | 0.00 | - | 0 | 0 | 0 |
6 Jan | 12696.60 | 1259 | 0.00 | - | 0 | 0 | 0 |
3 Jan | 13009.85 | 1259 | 0.00 | - | 0 | 0 | 0 |
2 Jan | 13095.15 | 1259 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13725 expiring on 30JAN2025
Delta for 13725 PE is -
Historical price for 13725 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1259, 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 1259, 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 1259, 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 1259, 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 1259, 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 1259, 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 1259, 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 1259, 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 1259, 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 1259, 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 1259, 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 1259, 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 1259, 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 1259, 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 1259, 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 1259, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0