MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
07 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 13775 CE | ||||||||||
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Delta: 0.01
Vega: 0.64
Theta: -0.40
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Feb | 12011.50 | 1.8 | -0.55 | 23.26 | 17 | 9 | 15 | |||
6 Feb | 11973.35 | 2.35 | 0 | 0.00 | 0 | 0 | 0 | |||
5 Feb | 12092.90 | 2.35 | 0 | 0.00 | 0 | 0 | 0 | |||
4 Feb | 12011.55 | 2.35 | 0 | 0.00 | 0 | 0 | 0 | |||
3 Feb | 11822.60 | 2.35 | -2.45 | 24.19 | 3 | 0 | 6 | |||
1 Feb | 11864.60 | 4.8 | -205.9 | 25.04 | 20 | 13 | 13 | |||
31 Jan | 11930.85 | 210.7 | 0 | 11.59 | 0 | 0 | 0 | |||
30 Jan | 11795.15 | 210.7 | 0 | 12.22 | 0 | 0 | 0 | |||
29 Jan | 11871.70 | 210.7 | 0 | 11.57 | 0 | 0 | 0 | |||
28 Jan | 11644.40 | 210.7 | 0 | 12.83 | 0 | 0 | 0 | |||
27 Jan | 11722.20 | 0 | 0 | 11.99 | 0 | 0 | 0 | |||
24 Jan | 12087.85 | 0 | 0 | 9.07 | 0 | 0 | 0 | |||
23 Jan | 12177.40 | 0 | 0.00 | 8.50 | 0 | 0 | 0 | |||
22 Jan | 11918.40 | 0 | 0.00 | 9.78 | 0 | 0 | 0 | |||
21 Jan | 12013.35 | 0 | 0.00 | 9.11 | 0 | 0 | 0 | |||
20 Jan | 12356.50 | 0 | 0.00 | 7.07 | 0 | 0 | 0 | |||
17 Jan | 12249.85 | 0 | 0.00 | 7.39 | 0 | 0 | 0 | |||
16 Jan | 12218.00 | 0 | 0.00 | 7.48 | 0 | 0 | 0 | |||
15 Jan | 12129.00 | 0 | 0.00 | 7.80 | 0 | 0 | 0 | |||
14 Jan | 12029.70 | 0 | 0.00 | 8.46 | 0 | 0 | 0 | |||
13 Jan | 11813.50 | 0 | 0.00 | 9.20 | 0 | 0 | 0 | |||
10 Jan | 12283.00 | 0 | 0.00 | 6.65 | 0 | 0 | 0 | |||
9 Jan | 12481.20 | 0 | 0.00 | 5.60 | 0 | 0 | 0 | |||
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8 Jan | 12562.20 | 0 | 0.00 | 5.19 | 0 | 0 | 0 | |||
7 Jan | 12739.35 | 0 | 0.00 | 4.09 | 0 | 0 | 0 | |||
6 Jan | 12696.60 | 0 | 0.00 | 4.26 | 0 | 0 | 0 | |||
3 Jan | 13009.85 | 0 | 0.00 | 2.64 | 0 | 0 | 0 | |||
2 Jan | 13095.15 | 0 | 2.29 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13775 expiring on 27FEB2025
Delta for 13775 CE is 0.01
Historical price for 13775 CE is as follows
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 1.8, which was -0.55 lower than the previous day. The implied volatity was 23.26, the open interest changed by 9 which increased total open position to 15
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 2.35, which was 0 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 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 2.35, which was 0 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 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 2.35, which was 0 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 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 2.35, which was -2.45 lower than the previous day. The implied volatity was 24.19, the open interest changed by 0 which decreased total open position to 6
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 4.8, which was -205.9 lower than the previous day. The implied volatity was 25.04, the open interest changed by 13 which increased total open position to 13
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 210.7, which was 0 lower than the previous day. The implied volatity was 11.59, the open interest changed by 0 which decreased total open position to 0
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 210.7, which was 0 lower than the previous day. The implied volatity was 12.22, the open interest changed by 0 which decreased total open position to 0
On 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 210.7, which was 0 lower than the previous day. The implied volatity was 11.57, the open interest changed by 0 which decreased total open position to 0
On 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 210.7, which was 0 lower than the previous day. The implied volatity was 12.83, the open interest changed by 0 which decreased total open position to 0
On 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 11.99, the open interest changed by 0 which decreased total open position to 0
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.07, the open interest changed by 0 which decreased total open position to 0
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 8.50, 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 0, which was 0.00 lower than the previous day. The implied volatity was 9.78, 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 0, which was 0.00 lower than the previous day. The implied volatity was 9.11, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.07, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.39, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.48, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.80, 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 0, which was 0.00 lower than the previous day. The implied volatity was 8.46, 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 0, which was 0.00 lower than the previous day. The implied volatity was 9.20, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.65, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.60, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.19, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.09, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.26, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.64, 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 0, which was lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0
MIDCPNIFTY 27FEB2025 13775 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Feb | 12011.50 | 1160.85 | 0 | - | 0 | 0 | 0 |
6 Feb | 11973.35 | 1160.85 | 0 | - | 0 | 0 | 0 |
5 Feb | 12092.90 | 1160.85 | 0 | - | 0 | 0 | 0 |
4 Feb | 12011.55 | 1160.85 | 0 | - | 0 | 0 | 0 |
3 Feb | 11822.60 | 1160.85 | 0 | - | 0 | 0 | 0 |
1 Feb | 11864.60 | 1160.85 | 0 | - | 0 | 0 | 0 |
31 Jan | 11930.85 | 1160.85 | 0 | - | 0 | 0 | 0 |
30 Jan | 11795.15 | 1160.85 | 0 | - | 0 | 0 | 0 |
29 Jan | 11871.70 | 1160.85 | 0 | - | 0 | 0 | 0 |
28 Jan | 11644.40 | 1160.85 | 0 | - | 0 | 0 | 0 |
27 Jan | 11722.20 | 1160.85 | 0 | - | 0 | 0 | 0 |
24 Jan | 12087.85 | 1160.85 | 0 | - | 0 | 0 | 0 |
23 Jan | 12177.40 | 1160.85 | 0.00 | - | 0 | 0 | 0 |
22 Jan | 11918.40 | 1160.85 | 0.00 | - | 0 | 0 | 0 |
21 Jan | 12013.35 | 1160.85 | 0.00 | - | 0 | 0 | 0 |
20 Jan | 12356.50 | 1160.85 | 0.00 | - | 0 | 0 | 0 |
17 Jan | 12249.85 | 1160.85 | 0.00 | - | 0 | 0 | 0 |
16 Jan | 12218.00 | 1160.85 | 0.00 | - | 0 | 0 | 0 |
15 Jan | 12129.00 | 1160.85 | 0.00 | - | 0 | 0 | 0 |
14 Jan | 12029.70 | 1160.85 | 1160.85 | - | 0 | 0 | 0 |
13 Jan | 11813.50 | 0 | 0.00 | - | 0 | 0 | 0 |
10 Jan | 12283.00 | 0 | 0.00 | - | 0 | 0 | 0 |
9 Jan | 12481.20 | 0 | 0.00 | - | 0 | 0 | 0 |
8 Jan | 12562.20 | 0 | 0.00 | - | 0 | 0 | 0 |
7 Jan | 12739.35 | 0 | 0.00 | - | 0 | 0 | 0 |
6 Jan | 12696.60 | 0 | 0.00 | - | 0 | 0 | 0 |
3 Jan | 13009.85 | 0 | 0.00 | - | 0 | 0 | 0 |
2 Jan | 13095.15 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13775 expiring on 27FEB2025
Delta for 13775 PE is -
Historical price for 13775 PE is as follows
On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 1160.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 1160.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 1160.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 1160.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 1160.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 1160.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 1160.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 1160.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 1160.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 1160.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 1160.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 1160.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1160.85, 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 1160.85, 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 1160.85, 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 1160.85, 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 1160.85, 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 1160.85, 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 1160.85, 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 1160.85, which was 1160.85 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0