MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
09 Dec 2025 04:12 PM IST
| MIDCPNIFTY 30-DEC-2025 13850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 13.12
Theta: -6.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 13741.35 | 168.85 | -5.95 | 14.20 | 2,181 | 33 | 343 | |||||||||
| 8 Dec | 13764.70 | 167.8 | -154 | 13.01 | 2,197 | 183 | 316 | |||||||||
| 5 Dec | 13998.50 | 323.7 | 69.5 | 12.50 | 1,612 | -57 | 135 | |||||||||
| 4 Dec | 13875.20 | 253.05 | 3.2 | 12.96 | 1,628 | -103 | 193 | |||||||||
| 3 Dec | 13844.00 | 259.45 | -88.35 | 13.38 | 2,620 | 250 | 295 | |||||||||
| 2 Dec | 13990.50 | 347.8 | -95 | 13.13 | 2 | -1 | 46 | |||||||||
| 1 Dec | 14046.45 | 442.8 | 40.95 | 16.95 | 3 | -2 | 48 | |||||||||
| 28 Nov | 14043.70 | 401.85 | -27.15 | 12.71 | 3 | 0 | 53 | |||||||||
| 27 Nov | 14075.90 | 429 | 32.3 | 12.86 | 17 | -3 | 53 | |||||||||
| 26 Nov | 14009.30 | 400.9 | 119.05 | 13.37 | 523 | -10 | 59 | |||||||||
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| 25 Nov | 13806.70 | 279.65 | 10.8 | 13.70 | 64 | -4 | 70 | |||||||||
| 24 Nov | 13738.50 | 274 | -69.6 | 15.56 | 187 | 40 | 78 | |||||||||
| 21 Nov | 13851.35 | 347.2 | -43.55 | 15.01 | 44 | 13 | 35 | |||||||||
| 20 Nov | 13992.20 | 390.75 | -37.6 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 14000.60 | 390.75 | -37.6 | - | 0 | 2 | 0 | |||||||||
| 18 Nov | 13917.25 | 390.75 | -37.6 | 14.30 | 2 | 1 | 21 | |||||||||
| 17 Nov | 13997.45 | 428.35 | 55.4 | 12.73 | 7 | -1 | 21 | |||||||||
| 14 Nov | 13865.25 | 372.95 | 19 | 13.25 | 10 | 1 | 21 | |||||||||
| 13 Nov | 13826.60 | 362.7 | -25.45 | 14.24 | 2 | 1 | 20 | |||||||||
| 12 Nov | 13855.40 | 388.15 | 198.45 | 14.95 | 34 | 17 | 19 | |||||||||
| 11 Nov | 13681.20 | 189.7 | 1.45 | - | 0 | 0 | 2 | |||||||||
| 10 Nov | 13527.40 | 189.7 | 1.45 | - | 0 | -6 | 0 | |||||||||
| 7 Nov | 13446.75 | 189.7 | 1.45 | 13.72 | 6 | -4 | 4 | |||||||||
| 6 Nov | 13375.25 | 188.25 | -50.65 | 14.85 | 8 | 6 | 6 | |||||||||
| 4 Nov | 13506.00 | 238.9 | 33.5 | 14.25 | 4 | 2 | 2 | |||||||||
| 3 Nov | 13589.05 | 205.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 13467.85 | 205.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 13467.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 13430.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 13366.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 13345.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 13164.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 13231.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 13232.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 13160.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 13260.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 13161.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Midcap Select - strike price 13850 expiring on 30DEC2025
Delta for 13850 CE is 0.48
Historical price for 13850 CE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 168.85, which was -5.95 lower than the previous day. The implied volatity was 14.20, the open interest changed by 33 which increased total open position to 343
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 167.8, which was -154 lower than the previous day. The implied volatity was 13.01, the open interest changed by 183 which increased total open position to 316
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 323.7, which was 69.5 higher than the previous day. The implied volatity was 12.50, the open interest changed by -57 which decreased total open position to 135
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 253.05, which was 3.2 higher than the previous day. The implied volatity was 12.96, the open interest changed by -103 which decreased total open position to 193
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 259.45, which was -88.35 lower than the previous day. The implied volatity was 13.38, the open interest changed by 250 which increased total open position to 295
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 347.8, which was -95 lower than the previous day. The implied volatity was 13.13, the open interest changed by -1 which decreased total open position to 46
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 442.8, which was 40.95 higher than the previous day. The implied volatity was 16.95, the open interest changed by -2 which decreased total open position to 48
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 401.85, which was -27.15 lower than the previous day. The implied volatity was 12.71, the open interest changed by 0 which decreased total open position to 53
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 429, which was 32.3 higher than the previous day. The implied volatity was 12.86, the open interest changed by -3 which decreased total open position to 53
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 400.9, which was 119.05 higher than the previous day. The implied volatity was 13.37, the open interest changed by -10 which decreased total open position to 59
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 279.65, which was 10.8 higher than the previous day. The implied volatity was 13.70, the open interest changed by -4 which decreased total open position to 70
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 274, which was -69.6 lower than the previous day. The implied volatity was 15.56, the open interest changed by 40 which increased total open position to 78
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 347.2, which was -43.55 lower than the previous day. The implied volatity was 15.01, the open interest changed by 13 which increased total open position to 35
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 390.75, which was -37.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 390.75, which was -37.6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 390.75, which was -37.6 lower than the previous day. The implied volatity was 14.30, the open interest changed by 1 which increased total open position to 21
On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 428.35, which was 55.4 higher than the previous day. The implied volatity was 12.73, the open interest changed by -1 which decreased total open position to 21
On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 372.95, which was 19 higher than the previous day. The implied volatity was 13.25, the open interest changed by 1 which increased total open position to 21
On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 362.7, which was -25.45 lower than the previous day. The implied volatity was 14.24, the open interest changed by 1 which increased total open position to 20
On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 388.15, which was 198.45 higher than the previous day. The implied volatity was 14.95, the open interest changed by 17 which increased total open position to 19
On 11 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 189.7, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Nov MIDCPNIFTY was trading at 13527.40. The strike last trading price was 189.7, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 13446.75. The strike last trading price was 189.7, which was 1.45 higher than the previous day. The implied volatity was 13.72, the open interest changed by -4 which decreased total open position to 4
On 6 Nov MIDCPNIFTY was trading at 13375.25. The strike last trading price was 188.25, which was -50.65 lower than the previous day. The implied volatity was 14.85, the open interest changed by 6 which increased total open position to 6
On 4 Nov MIDCPNIFTY was trading at 13506.00. The strike last trading price was 238.9, which was 33.5 higher than the previous day. The implied volatity was 14.25, the open interest changed by 2 which increased total open position to 2
On 3 Nov MIDCPNIFTY was trading at 13589.05. The strike last trading price was 205.4, 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 Oct MIDCPNIFTY was trading at 13467.85. The strike last trading price was 205.4, 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 Oct MIDCPNIFTY was trading at 13467.65. The strike last trading price was 0, 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 Oct MIDCPNIFTY was trading at 13430.75. The strike last trading price was 0, 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 Oct MIDCPNIFTY was trading at 13366.20. The strike last trading price was 0, 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 Oct MIDCPNIFTY was trading at 13345.30. The strike last trading price was 0, 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 Oct MIDCPNIFTY was trading at 13164.85. The strike last trading price was 0, 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 21 Oct MIDCPNIFTY was trading at 13231.75. The strike last trading price was 0, 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 20 Oct MIDCPNIFTY was trading at 13232.90. The strike last trading price was 0, 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 17 Oct MIDCPNIFTY was trading at 13160.80. The strike last trading price was 0, 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 16 Oct MIDCPNIFTY was trading at 13260.85. The strike last trading price was 0, 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 15 Oct MIDCPNIFTY was trading at 13161.95. The strike last trading price was 0, 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
| MIDCPNIFTY 30DEC2025 13850 PE | |||||||
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Delta: -0.52
Vega: 13.12
Theta: -2.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 13741.35 | 224.3 | -7.1 | 15.59 | 539 | -55 | 240 |
| 8 Dec | 13764.70 | 235.3 | 114.3 | 16.86 | 2,361 | 33 | 304 |
| 5 Dec | 13998.50 | 115.9 | -63.45 | 14.77 | 2,380 | 33 | 272 |
| 4 Dec | 13875.20 | 179.35 | -21.25 | 15.79 | 1,887 | -13 | 238 |
| 3 Dec | 13844.00 | 191 | 43.35 | 16.13 | 2,892 | 106 | 251 |
| 2 Dec | 13990.50 | 146.75 | 14.65 | 16.37 | 481 | -26 | 164 |
| 1 Dec | 14046.45 | 124.35 | -1.25 | 15.78 | 233 | 0 | 189 |
| 28 Nov | 14043.70 | 120.3 | -0.75 | 15.00 | 170 | 13 | 192 |
| 27 Nov | 14075.90 | 118.3 | -22 | 15.23 | 201 | 5 | 180 |
| 26 Nov | 14009.30 | 140.05 | -110.95 | 15.42 | 817 | 104 | 173 |
| 25 Nov | 13806.70 | 251 | -12.1 | 17.06 | 46 | 8 | 57 |
| 24 Nov | 13738.50 | 266.7 | -7.5 | 15.89 | 182 | 29 | 57 |
| 21 Nov | 13851.35 | 290.95 | 35.35 | 19.93 | 49 | 6 | 14 |
| 20 Nov | 13992.20 | 255.6 | 31.1 | - | 0 | 0 | 0 |
| 19 Nov | 14000.60 | 255.6 | 31.1 | - | 0 | 0 | 0 |
| 18 Nov | 13917.25 | 255.6 | 31.1 | - | 0 | 0 | 0 |
| 17 Nov | 13997.45 | 255.6 | 31.1 | - | 0 | -1 | 0 |
| 14 Nov | 13865.25 | 255.6 | 31.1 | 17.83 | 7 | -1 | 8 |
| 13 Nov | 13826.60 | 224.5 | -20.9 | 14.95 | 9 | 7 | 9 |
| 12 Nov | 13855.40 | 246 | -257.75 | 16.21 | 5 | 0 | 1 |
| 11 Nov | 13681.20 | 503.75 | -742.7 | - | 0 | 0 | 1 |
| 10 Nov | 13527.40 | 503.75 | -742.7 | - | 1 | 0 | 1 |
| 7 Nov | 13446.75 | 503.75 | -742.7 | 18.93 | 1 | 0 | 0 |
| 6 Nov | 13375.25 | 1246.45 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 13506.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 13589.05 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 13467.85 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 13467.65 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 13430.75 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 13366.20 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 13345.30 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 13164.85 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 13231.75 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 13232.90 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 13160.80 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 13260.85 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 13161.95 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13850 expiring on 30DEC2025
Delta for 13850 PE is -0.52
Historical price for 13850 PE is as follows
On 9 Dec MIDCPNIFTY was trading at 13741.35. The strike last trading price was 224.3, which was -7.1 lower than the previous day. The implied volatity was 15.59, the open interest changed by -55 which decreased total open position to 240
On 8 Dec MIDCPNIFTY was trading at 13764.70. The strike last trading price was 235.3, which was 114.3 higher than the previous day. The implied volatity was 16.86, the open interest changed by 33 which increased total open position to 304
On 5 Dec MIDCPNIFTY was trading at 13998.50. The strike last trading price was 115.9, which was -63.45 lower than the previous day. The implied volatity was 14.77, the open interest changed by 33 which increased total open position to 272
On 4 Dec MIDCPNIFTY was trading at 13875.20. The strike last trading price was 179.35, which was -21.25 lower than the previous day. The implied volatity was 15.79, the open interest changed by -13 which decreased total open position to 238
On 3 Dec MIDCPNIFTY was trading at 13844.00. The strike last trading price was 191, which was 43.35 higher than the previous day. The implied volatity was 16.13, the open interest changed by 106 which increased total open position to 251
On 2 Dec MIDCPNIFTY was trading at 13990.50. The strike last trading price was 146.75, which was 14.65 higher than the previous day. The implied volatity was 16.37, the open interest changed by -26 which decreased total open position to 164
On 1 Dec MIDCPNIFTY was trading at 14046.45. The strike last trading price was 124.35, which was -1.25 lower than the previous day. The implied volatity was 15.78, the open interest changed by 0 which decreased total open position to 189
On 28 Nov MIDCPNIFTY was trading at 14043.70. The strike last trading price was 120.3, which was -0.75 lower than the previous day. The implied volatity was 15.00, the open interest changed by 13 which increased total open position to 192
On 27 Nov MIDCPNIFTY was trading at 14075.90. The strike last trading price was 118.3, which was -22 lower than the previous day. The implied volatity was 15.23, the open interest changed by 5 which increased total open position to 180
On 26 Nov MIDCPNIFTY was trading at 14009.30. The strike last trading price was 140.05, which was -110.95 lower than the previous day. The implied volatity was 15.42, the open interest changed by 104 which increased total open position to 173
On 25 Nov MIDCPNIFTY was trading at 13806.70. The strike last trading price was 251, which was -12.1 lower than the previous day. The implied volatity was 17.06, the open interest changed by 8 which increased total open position to 57
On 24 Nov MIDCPNIFTY was trading at 13738.50. The strike last trading price was 266.7, which was -7.5 lower than the previous day. The implied volatity was 15.89, the open interest changed by 29 which increased total open position to 57
On 21 Nov MIDCPNIFTY was trading at 13851.35. The strike last trading price was 290.95, which was 35.35 higher than the previous day. The implied volatity was 19.93, the open interest changed by 6 which increased total open position to 14
On 20 Nov MIDCPNIFTY was trading at 13992.20. The strike last trading price was 255.6, which was 31.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MIDCPNIFTY was trading at 14000.60. The strike last trading price was 255.6, which was 31.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MIDCPNIFTY was trading at 13917.25. The strike last trading price was 255.6, which was 31.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov MIDCPNIFTY was trading at 13997.45. The strike last trading price was 255.6, which was 31.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 13865.25. The strike last trading price was 255.6, which was 31.1 higher than the previous day. The implied volatity was 17.83, the open interest changed by -1 which decreased total open position to 8
On 13 Nov MIDCPNIFTY was trading at 13826.60. The strike last trading price was 224.5, which was -20.9 lower than the previous day. The implied volatity was 14.95, the open interest changed by 7 which increased total open position to 9
On 12 Nov MIDCPNIFTY was trading at 13855.40. The strike last trading price was 246, which was -257.75 lower than the previous day. The implied volatity was 16.21, the open interest changed by 0 which decreased total open position to 1
On 11 Nov MIDCPNIFTY was trading at 13681.20. The strike last trading price was 503.75, which was -742.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Nov MIDCPNIFTY was trading at 13527.40. The strike last trading price was 503.75, which was -742.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Nov MIDCPNIFTY was trading at 13446.75. The strike last trading price was 503.75, which was -742.7 lower than the previous day. The implied volatity was 18.93, the open interest changed by 0 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 13375.25. The strike last trading price was 1246.45, 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 Nov MIDCPNIFTY was trading at 13506.00. The strike last trading price was 0, 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 Nov MIDCPNIFTY was trading at 13589.05. The strike last trading price was 0, 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 Oct MIDCPNIFTY was trading at 13467.85. The strike last trading price was 0, 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 Oct MIDCPNIFTY was trading at 13467.65. The strike last trading price was 0, 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 Oct MIDCPNIFTY was trading at 13430.75. The strike last trading price was 0, 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 Oct MIDCPNIFTY was trading at 13366.20. The strike last trading price was 0, 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 Oct MIDCPNIFTY was trading at 13345.30. The strike last trading price was 0, 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 Oct MIDCPNIFTY was trading at 13164.85. The strike last trading price was 0, 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 21 Oct MIDCPNIFTY was trading at 13231.75. The strike last trading price was 0, 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 20 Oct MIDCPNIFTY was trading at 13232.90. The strike last trading price was 0, 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 17 Oct MIDCPNIFTY was trading at 13160.80. The strike last trading price was 0, 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 16 Oct MIDCPNIFTY was trading at 13260.85. The strike last trading price was 0, 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 15 Oct MIDCPNIFTY was trading at 13161.95. The strike last trading price was 0, 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































































































































































































































