MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 14200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.14
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 0.55 | -0.55 | 39.47 | 693 | -308 | 1,341 | |||
| 22 Jan | 11918.40 | 1.1 | 0.00 | 44.28 | 970 | 83 | 1,701 | |||
| 21 Jan | 12013.35 | 1.1 | -0.50 | 39.88 | 188 | -38 | 1,618 | |||
| 20 Jan | 12356.50 | 1.6 | 0.10 | 33.57 | 285 | 39 | 1,628 | |||
| 17 Jan | 12249.85 | 1.5 | -0.70 | 30.40 | 260 | -26 | 1,589 | |||
| 16 Jan | 12218.00 | 2.2 | -0.15 | 31.05 | 240 | -60 | 1,615 | |||
| 15 Jan | 12129.00 | 2.35 | -0.35 | 31.58 | 308 | 134 | 1,675 | |||
| 14 Jan | 12029.70 | 2.7 | -0.50 | 32.20 | 444 | 6 | 1,550 | |||
| 13 Jan | 11813.50 | 3.2 | 0.30 | 35.39 | 1,751 | -277 | 1,577 | |||
| 10 Jan | 12283.00 | 2.9 | 0.00 | 25.90 | 1,500 | 279 | 1,858 | |||
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| 9 Jan | 12481.20 | 2.9 | -0.35 | 22.65 | 1,348 | 147 | 1,583 | |||
| 8 Jan | 12562.20 | 3.25 | -0.85 | 21.38 | 1,667 | -30 | 1,440 | |||
| 7 Jan | 12739.35 | 4.1 | -1.15 | 19.36 | 1,056 | 206 | 1,452 | |||
| 6 Jan | 12696.60 | 5.25 | -0.65 | 20.19 | 2,140 | 117 | 1,248 | |||
| 3 Jan | 13009.85 | 5.9 | -3.85 | 15.40 | 3,787 | 177 | 1,129 | |||
| 2 Jan | 13095.15 | 9.75 | 15.36 | 2,501 | 230 | 956 | ||||
For Nifty Midcap Select - strike price 14200 expiring on 30JAN2025
Delta for 14200 CE is 0.00
Historical price for 14200 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 0.55, which was -0.55 lower than the previous day. The implied volatity was 39.47, the open interest changed by -308 which decreased total open position to 1341
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 44.28, the open interest changed by 83 which increased total open position to 1701
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 1.1, which was -0.50 lower than the previous day. The implied volatity was 39.88, the open interest changed by -38 which decreased total open position to 1618
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was 33.57, the open interest changed by 39 which increased total open position to 1628
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 1.5, which was -0.70 lower than the previous day. The implied volatity was 30.40, the open interest changed by -26 which decreased total open position to 1589
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 2.2, which was -0.15 lower than the previous day. The implied volatity was 31.05, the open interest changed by -60 which decreased total open position to 1615
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 2.35, which was -0.35 lower than the previous day. The implied volatity was 31.58, the open interest changed by 134 which increased total open position to 1675
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 2.7, which was -0.50 lower than the previous day. The implied volatity was 32.20, the open interest changed by 6 which increased total open position to 1550
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 3.2, which was 0.30 higher than the previous day. The implied volatity was 35.39, the open interest changed by -277 which decreased total open position to 1577
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 25.90, the open interest changed by 279 which increased total open position to 1858
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 2.9, which was -0.35 lower than the previous day. The implied volatity was 22.65, the open interest changed by 147 which increased total open position to 1583
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 3.25, which was -0.85 lower than the previous day. The implied volatity was 21.38, the open interest changed by -30 which decreased total open position to 1440
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 4.1, which was -1.15 lower than the previous day. The implied volatity was 19.36, the open interest changed by 206 which increased total open position to 1452
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 5.25, which was -0.65 lower than the previous day. The implied volatity was 20.19, the open interest changed by 117 which increased total open position to 1248
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 5.9, which was -3.85 lower than the previous day. The implied volatity was 15.40, the open interest changed by 177 which increased total open position to 1129
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was 15.36, the open interest changed by 230 which increased total open position to 956
| MIDCPNIFTY 30JAN2025 14200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 1648.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 11918.40 | 1648.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 12013.35 | 1648.15 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 12356.50 | 1648.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 12249.85 | 1648.15 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 12218.00 | 1648.15 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 12129.00 | 1648.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 12029.70 | 1648.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 11813.50 | 1648.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 12283.00 | 1648.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 1648.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 12562.20 | 1648.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 1648.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 1648.15 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 13009.85 | 1648.15 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 1648.15 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 14200 expiring on 30JAN2025
Delta for 14200 PE is -
Historical price for 14200 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1648.15, 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 1648.15, 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 1648.15, 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 1648.15, 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 1648.15, 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 1648.15, 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 1648.15, 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 1648.15, 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 1648.15, 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 1648.15, 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 1648.15, 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 1648.15, 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 1648.15, 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 1648.15, 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 1648.15, 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 1648.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
