MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 13750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.19
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 0.65 | -1.15 | 32.53 | 80 | -12 | 226 | |||
| 22 Jan | 11918.40 | 1.8 | -0.85 | 39.04 | 56 | -41 | 245 | |||
| 21 Jan | 12013.35 | 2.65 | -0.35 | 36.52 | 72 | -9 | 286 | |||
| 20 Jan | 12356.50 | 3 | 0.20 | 28.85 | 75 | 16 | 298 | |||
| 17 Jan | 12249.85 | 2.8 | -0.25 | 26.34 | 33 | 4 | 283 | |||
| 16 Jan | 12218.00 | 3.05 | -0.55 | 26.11 | 90 | 1 | 280 | |||
| 15 Jan | 12129.00 | 3.6 | -1.10 | 27.24 | 62 | 18 | 281 | |||
| 14 Jan | 12029.70 | 4.7 | -0.25 | 28.54 | 30 | 0 | 260 | |||
| 13 Jan | 11813.50 | 4.95 | -0.30 | 31.63 | 334 | 31 | 261 | |||
| 10 Jan | 12283.00 | 5.25 | -1.85 | 22.55 | 359 | -82 | 232 | |||
| 9 Jan | 12481.20 | 7.1 | -0.80 | 20.11 | 260 | 14 | 314 | |||
| 8 Jan | 12562.20 | 7.9 | -3.50 | 18.71 | 2,952 | -953 | 304 | |||
| 7 Jan | 12739.35 | 11.4 | -3.40 | 16.93 | 2,321 | 811 | 1,278 | |||
| 6 Jan | 12696.60 | 14.8 | -10.40 | 18.11 | 1,538 | 139 | 468 | |||
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| 3 Jan | 13009.85 | 25.2 | -16.80 | 14.12 | 808 | -9 | 326 | |||
| 2 Jan | 13095.15 | 42 | 14.51 | 1,274 | 132 | 345 | ||||
For Nifty Midcap Select - strike price 13750 expiring on 30JAN2025
Delta for 13750 CE is 0.00
Historical price for 13750 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 0.65, which was -1.15 lower than the previous day. The implied volatity was 32.53, the open interest changed by -12 which decreased total open position to 226
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 1.8, which was -0.85 lower than the previous day. The implied volatity was 39.04, the open interest changed by -41 which decreased total open position to 245
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 36.52, the open interest changed by -9 which decreased total open position to 286
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 3, which was 0.20 higher than the previous day. The implied volatity was 28.85, the open interest changed by 16 which increased total open position to 298
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 2.8, which was -0.25 lower than the previous day. The implied volatity was 26.34, the open interest changed by 4 which increased total open position to 283
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 3.05, which was -0.55 lower than the previous day. The implied volatity was 26.11, the open interest changed by 1 which increased total open position to 280
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 3.6, which was -1.10 lower than the previous day. The implied volatity was 27.24, the open interest changed by 18 which increased total open position to 281
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 4.7, which was -0.25 lower than the previous day. The implied volatity was 28.54, the open interest changed by 0 which decreased total open position to 260
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 4.95, which was -0.30 lower than the previous day. The implied volatity was 31.63, the open interest changed by 31 which increased total open position to 261
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 5.25, which was -1.85 lower than the previous day. The implied volatity was 22.55, the open interest changed by -82 which decreased total open position to 232
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 7.1, which was -0.80 lower than the previous day. The implied volatity was 20.11, the open interest changed by 14 which increased total open position to 314
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 7.9, which was -3.50 lower than the previous day. The implied volatity was 18.71, the open interest changed by -953 which decreased total open position to 304
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 11.4, which was -3.40 lower than the previous day. The implied volatity was 16.93, the open interest changed by 811 which increased total open position to 1278
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 14.8, which was -10.40 lower than the previous day. The implied volatity was 18.11, the open interest changed by 139 which increased total open position to 468
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 25.2, which was -16.80 lower than the previous day. The implied volatity was 14.12, the open interest changed by -9 which decreased total open position to 326
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 42, which was lower than the previous day. The implied volatity was 14.51, the open interest changed by 132 which increased total open position to 345
| MIDCPNIFTY 30JAN2025 13750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 1278.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 11918.40 | 1278.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 12013.35 | 1278.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 12356.50 | 1278.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 12249.85 | 1278.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 12218.00 | 1278.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 12129.00 | 1278.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 12029.70 | 1278.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 11813.50 | 1278.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 12283.00 | 1278.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 1278.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 12562.20 | 1278.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 1278.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 1278.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 13009.85 | 1278.55 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 1278.55 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13750 expiring on 30JAN2025
Delta for 13750 PE is -
Historical price for 13750 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1278.55, 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 1278.55, 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 1278.55, 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 1278.55, 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 1278.55, 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 1278.55, 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 1278.55, 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 1278.55, 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 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 1278.55, 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 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 1278.55, 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 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 1278.55, 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 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 1278.55, 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 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 1278.55, 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 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 1278.55, 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 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 1278.55, 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 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 1278.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
