MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
24 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 14000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.16
Theta: -0.56
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 12087.85 | 0.65 | -0.05 | 41.62 | 2,653 | -1,139 | 4,243 | |||
| 23 Jan | 12177.40 | 0.65 | -0.40 | 36.81 | 7,652 | -2,784 | 5,404 | |||
| 22 Jan | 11918.40 | 1.05 | -0.35 | 40.88 | 13,809 | 560 | 8,162 | |||
| 21 Jan | 12013.35 | 1.4 | -0.25 | 37.81 | 6,880 | -762 | 7,275 | |||
| 20 Jan | 12356.50 | 1.65 | -0.35 | 30.63 | 6,111 | 895 | 8,034 | |||
| 17 Jan | 12249.85 | 2 | -0.25 | 28.66 | 4,383 | -275 | 7,135 | |||
| 16 Jan | 12218.00 | 2.25 | -0.45 | 28.48 | 3,726 | 890 | 7,429 | |||
|
|
||||||||||
| 15 Jan | 12129.00 | 2.7 | -0.50 | 29.58 | 7,652 | -164 | 6,544 | |||
| 14 Jan | 12029.70 | 3.2 | -0.40 | 30.30 | 10,478 | 931 | 6,724 | |||
| 13 Jan | 11813.50 | 3.6 | 0.00 | 33.48 | 11,352 | -234 | 5,854 | |||
| 10 Jan | 12283.00 | 3.6 | -0.20 | 24.34 | 9,341 | 556 | 6,110 | |||
| 9 Jan | 12481.20 | 3.8 | -0.95 | 21.20 | 7,681 | 274 | 5,498 | |||
| 8 Jan | 12562.20 | 4.75 | -1.50 | 20.22 | 13,512 | -779 | 5,197 | |||
| 7 Jan | 12739.35 | 6.25 | -1.80 | 18.26 | 4,276 | 184 | 5,977 | |||
| 6 Jan | 12696.60 | 8.05 | -2.55 | 19.21 | 13,204 | 245 | 6,778 | |||
| 3 Jan | 13009.85 | 10.6 | -6.40 | 14.66 | 11,296 | 155 | 6,611 | |||
| 2 Jan | 13095.15 | 17 | 14.59 | 7,650 | 471 | 6,462 | ||||
For Nifty Midcap Select - strike price 14000 expiring on 30JAN2025
Delta for 14000 CE is 0.00
Historical price for 14000 CE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 41.62, the open interest changed by -1139 which decreased total open position to 4243
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 0.65, which was -0.40 lower than the previous day. The implied volatity was 36.81, the open interest changed by -2784 which decreased total open position to 5404
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 40.88, the open interest changed by 560 which increased total open position to 8162
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 37.81, the open interest changed by -762 which decreased total open position to 7275
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 30.63, the open interest changed by 895 which increased total open position to 8034
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 28.66, the open interest changed by -275 which decreased total open position to 7135
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 2.25, which was -0.45 lower than the previous day. The implied volatity was 28.48, the open interest changed by 890 which increased total open position to 7429
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 2.7, which was -0.50 lower than the previous day. The implied volatity was 29.58, the open interest changed by -164 which decreased total open position to 6544
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 3.2, which was -0.40 lower than the previous day. The implied volatity was 30.30, the open interest changed by 931 which increased total open position to 6724
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 33.48, the open interest changed by -234 which decreased total open position to 5854
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 3.6, which was -0.20 lower than the previous day. The implied volatity was 24.34, the open interest changed by 556 which increased total open position to 6110
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 3.8, which was -0.95 lower than the previous day. The implied volatity was 21.20, the open interest changed by 274 which increased total open position to 5498
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 4.75, which was -1.50 lower than the previous day. The implied volatity was 20.22, the open interest changed by -779 which decreased total open position to 5197
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 6.25, which was -1.80 lower than the previous day. The implied volatity was 18.26, the open interest changed by 184 which increased total open position to 5977
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 8.05, which was -2.55 lower than the previous day. The implied volatity was 19.21, the open interest changed by 245 which increased total open position to 6778
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 10.6, which was -6.40 lower than the previous day. The implied volatity was 14.66, the open interest changed by 155 which increased total open position to 6611
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 17, which was lower than the previous day. The implied volatity was 14.59, the open interest changed by 471 which increased total open position to 6462
| MIDCPNIFTY 30JAN2025 14000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 12087.85 | 1479.95 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 12177.40 | 1479.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 11918.40 | 1479.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 12013.35 | 1479.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 12356.50 | 1479.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 12249.85 | 1479.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 12218.00 | 1479.95 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 12129.00 | 1479.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 12029.70 | 1479.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 11813.50 | 1479.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 12283.00 | 1479.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 1479.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 12562.20 | 1479.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 1479.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 1479.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 13009.85 | 1479.95 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 1479.95 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 14000 expiring on 30JAN2025
Delta for 14000 PE is -
Historical price for 14000 PE is as follows
On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 1479.95, 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 1479.95, 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 1479.95, 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 1479.95, 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 1479.95, 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 1479.95, 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 1479.95, 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 1479.95, 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 1479.95, 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 1479.95, 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 1479.95, 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 1479.95, 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 1479.95, 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 1479.95, 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 1479.95, 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 1479.95, 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 1479.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
