MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 14100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.15
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 0.55 | -0.40 | 37.80 | 669 | -196 | 1,281 | |||
| 22 Jan | 11918.40 | 0.95 | -0.45 | 41.95 | 1,006 | 18 | 1,495 | |||
| 21 Jan | 12013.35 | 1.4 | -0.20 | 39.38 | 1,078 | -238 | 1,477 | |||
| 20 Jan | 12356.50 | 1.6 | -0.10 | 32.03 | 467 | -67 | 1,704 | |||
| 17 Jan | 12249.85 | 1.7 | -0.25 | 29.51 | 152 | -10 | 1,773 | |||
| 16 Jan | 12218.00 | 1.95 | -0.95 | 29.30 | 256 | -9 | 1,783 | |||
| 15 Jan | 12129.00 | 2.9 | -0.30 | 31.13 | 878 | -4 | 1,792 | |||
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| 14 Jan | 12029.70 | 3.2 | 0.15 | 31.64 | 946 | 205 | 1,803 | |||
| 13 Jan | 11813.50 | 3.05 | -0.05 | 33.93 | 2,250 | -171 | 1,598 | |||
| 10 Jan | 12283.00 | 3.1 | -0.30 | 24.99 | 963 | 364 | 1,769 | |||
| 9 Jan | 12481.20 | 3.4 | -0.90 | 22.02 | 1,577 | 187 | 1,389 | |||
| 8 Jan | 12562.20 | 4.3 | -0.65 | 21.11 | 2,475 | -88 | 1,190 | |||
| 7 Jan | 12739.35 | 4.95 | -1.95 | 18.76 | 1,923 | -82 | 1,273 | |||
| 6 Jan | 12696.60 | 6.9 | -0.55 | 19.93 | 2,582 | 117 | 1,358 | |||
| 3 Jan | 13009.85 | 7.45 | -5.60 | 14.89 | 3,642 | 494 | 1,248 | |||
| 2 Jan | 13095.15 | 13.05 | 15.02 | 2,190 | 60 | 761 | ||||
For Nifty Midcap Select - strike price 14100 expiring on 30JAN2025
Delta for 14100 CE is 0.00
Historical price for 14100 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 0.55, which was -0.40 lower than the previous day. The implied volatity was 37.80, the open interest changed by -196 which decreased total open position to 1281
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 41.95, the open interest changed by 18 which increased total open position to 1495
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 1.4, which was -0.20 lower than the previous day. The implied volatity was 39.38, the open interest changed by -238 which decreased total open position to 1477
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 1.6, which was -0.10 lower than the previous day. The implied volatity was 32.03, the open interest changed by -67 which decreased total open position to 1704
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 29.51, the open interest changed by -10 which decreased total open position to 1773
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 1.95, which was -0.95 lower than the previous day. The implied volatity was 29.30, the open interest changed by -9 which decreased total open position to 1783
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 2.9, which was -0.30 lower than the previous day. The implied volatity was 31.13, the open interest changed by -4 which decreased total open position to 1792
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 3.2, which was 0.15 higher than the previous day. The implied volatity was 31.64, the open interest changed by 205 which increased total open position to 1803
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 3.05, which was -0.05 lower than the previous day. The implied volatity was 33.93, the open interest changed by -171 which decreased total open position to 1598
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 3.1, which was -0.30 lower than the previous day. The implied volatity was 24.99, the open interest changed by 364 which increased total open position to 1769
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 3.4, which was -0.90 lower than the previous day. The implied volatity was 22.02, the open interest changed by 187 which increased total open position to 1389
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 4.3, which was -0.65 lower than the previous day. The implied volatity was 21.11, the open interest changed by -88 which decreased total open position to 1190
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 4.95, which was -1.95 lower than the previous day. The implied volatity was 18.76, the open interest changed by -82 which decreased total open position to 1273
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 6.9, which was -0.55 lower than the previous day. The implied volatity was 19.93, the open interest changed by 117 which increased total open position to 1358
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 7.45, which was -5.60 lower than the previous day. The implied volatity was 14.89, the open interest changed by 494 which increased total open position to 1248
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 13.05, which was lower than the previous day. The implied volatity was 15.02, the open interest changed by 60 which increased total open position to 761
| MIDCPNIFTY 30JAN2025 14100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 1563.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 11918.40 | 1563.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 12013.35 | 1563.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 12356.50 | 1563.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 12249.85 | 1563.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 12218.00 | 1563.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 12129.00 | 1563.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 12029.70 | 1563.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 11813.50 | 1563.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 12283.00 | 1563.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 1563.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 12562.20 | 1563.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 1563.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 1563.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 13009.85 | 1563.3 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 1563.3 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 14100 expiring on 30JAN2025
Delta for 14100 PE is -
Historical price for 14100 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1563.3, 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 1563.3, 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 1563.3, 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 1563.3, 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 1563.3, 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 1563.3, 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 1563.3, 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 1563.3, 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 1563.3, 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 1563.3, 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 1563.3, 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 1563.3, 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 1563.3, 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 1563.3, 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 1563.3, 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 1563.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
