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[--[65.84.65.76]--]
MIDCPNIFTY
Nifty Midcap Select

12177.4 259.00 (2.17%)

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Historical option data for MIDCPNIFTY

23 Jan 2025 04:13 PM IST
MIDCPNIFTY 30JAN2025 13725 CE
Delta: 0.01
Vega: 0.25
Theta: -0.61
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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