MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
17 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 13800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.69
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 12249.85 | 2.35 | -0.55 | 26.42 | 575 | -54 | 3,133 | |||
| 16 Jan | 12218.00 | 2.9 | -0.50 | 26.63 | 836 | 120 | 3,171 | |||
| 15 Jan | 12129.00 | 3.4 | -0.85 | 27.70 | 3,879 | -120 | 3,050 | |||
| 14 Jan | 12029.70 | 4.25 | 0.25 | 28.86 | 5,308 | -233 | 3,163 | |||
| 13 Jan | 11813.50 | 4 | -0.05 | 31.35 | 9,137 | -321 | 3,403 | |||
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| 10 Jan | 12283.00 | 4.05 | -1.95 | 22.31 | 11,545 | -276 | 3,755 | |||
| 9 Jan | 12481.20 | 6 | -0.90 | 20.20 | 5,254 | -1,526 | 4,021 | |||
| 8 Jan | 12562.20 | 6.9 | -3.60 | 18.92 | 14,071 | 427 | 5,581 | |||
| 7 Jan | 12739.35 | 10.5 | -2.60 | 17.34 | 9,002 | -428 | 5,183 | |||
| 6 Jan | 12696.60 | 13.1 | -7.05 | 18.35 | 16,128 | -701 | 5,619 | |||
| 3 Jan | 13009.85 | 20.15 | -13.85 | 14.03 | 10,483 | 1,071 | 6,557 | |||
| 2 Jan | 13095.15 | 34 | 14.35 | 9,660 | 1,494 | 5,505 | ||||
For Nifty Midcap Select - strike price 13800 expiring on 30JAN2025
Delta for 13800 CE is 0.01
Historical price for 13800 CE is as follows
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 26.42, the open interest changed by -54 which decreased total open position to 3133
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 2.9, which was -0.50 lower than the previous day. The implied volatity was 26.63, the open interest changed by 120 which increased total open position to 3171
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 3.4, which was -0.85 lower than the previous day. The implied volatity was 27.70, the open interest changed by -120 which decreased total open position to 3050
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 4.25, which was 0.25 higher than the previous day. The implied volatity was 28.86, the open interest changed by -233 which decreased total open position to 3163
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 4, which was -0.05 lower than the previous day. The implied volatity was 31.35, the open interest changed by -321 which decreased total open position to 3403
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 4.05, which was -1.95 lower than the previous day. The implied volatity was 22.31, the open interest changed by -276 which decreased total open position to 3755
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 6, which was -0.90 lower than the previous day. The implied volatity was 20.20, the open interest changed by -1526 which decreased total open position to 4021
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 6.9, which was -3.60 lower than the previous day. The implied volatity was 18.92, the open interest changed by 427 which increased total open position to 5581
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 10.5, which was -2.60 lower than the previous day. The implied volatity was 17.34, the open interest changed by -428 which decreased total open position to 5183
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 13.1, which was -7.05 lower than the previous day. The implied volatity was 18.35, the open interest changed by -701 which decreased total open position to 5619
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 20.15, which was -13.85 lower than the previous day. The implied volatity was 14.03, the open interest changed by 1071 which increased total open position to 6557
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 34, which was lower than the previous day. The implied volatity was 14.35, the open interest changed by 1494 which increased total open position to 5505
| MIDCPNIFTY 30JAN2025 13800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jan | 12249.85 | 1318 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 12218.00 | 1318 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 12129.00 | 1318 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 12029.70 | 1318 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 11813.50 | 1318 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 12283.00 | 1318 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 1318 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 12562.20 | 1318 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 1318 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 1318 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 13009.85 | 1318 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 1318 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13800 expiring on 30JAN2025
Delta for 13800 PE is -
Historical price for 13800 PE is as follows
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 1318, 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 1318, 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 1318, 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 1318, 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 1318, 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 1318, 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 1318, 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 1318, 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 1318, 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 1318, 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 1318, 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 1318, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
