MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 14400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.18
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 12177.40 | 0.8 | -0.30 | 44.30 | 205 | -39 | 686 | |||
| 22 Jan | 11918.40 | 1.1 | -0.75 | - | 270 | -47 | 738 | |||
| 21 Jan | 12013.35 | 1.85 | 0.40 | 45.37 | 135 | -24 | 782 | |||
| 20 Jan | 12356.50 | 1.45 | -0.10 | 36.12 | 48 | 2 | 807 | |||
| 17 Jan | 12249.85 | 1.55 | -0.15 | 33.11 | 214 | 28 | 804 | |||
| 16 Jan | 12218.00 | 1.7 | -0.60 | 32.61 | 142 | -48 | 776 | |||
| 15 Jan | 12129.00 | 2.3 | -0.25 | 33.99 | 267 | 85 | 824 | |||
| 14 Jan | 12029.70 | 2.55 | -0.35 | 34.36 | 472 | 67 | 743 | |||
| 13 Jan | 11813.50 | 2.9 | 0.20 | 37.28 | 488 | -82 | 676 | |||
| 10 Jan | 12283.00 | 2.7 | 0.00 | 27.92 | 239 | 50 | 759 | |||
| 9 Jan | 12481.20 | 2.7 | 0.05 | 24.64 | 703 | 38 | 709 | |||
| 8 Jan | 12562.20 | 2.65 | -0.75 | 22.96 | 953 | -160 | 679 | |||
| 7 Jan | 12739.35 | 3.4 | -0.40 | 21.02 | 403 | 90 | 838 | |||
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| 6 Jan | 12696.60 | 3.8 | -0.35 | 21.42 | 1,594 | -212 | 754 | |||
| 3 Jan | 13009.85 | 4.15 | -2.15 | 16.66 | 962 | -66 | 967 | |||
| 2 Jan | 13095.15 | 6.3 | 16.38 | 1,487 | 129 | 1,033 | ||||
For Nifty Midcap Select - strike price 14400 expiring on 30JAN2025
Delta for 14400 CE is 0.00
Historical price for 14400 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 44.30, the open interest changed by -39 which decreased total open position to 686
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 1.1, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 738
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 1.85, which was 0.40 higher than the previous day. The implied volatity was 45.37, the open interest changed by -24 which decreased total open position to 782
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 36.12, the open interest changed by 2 which increased total open position to 807
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 33.11, the open interest changed by 28 which increased total open position to 804
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 1.7, which was -0.60 lower than the previous day. The implied volatity was 32.61, the open interest changed by -48 which decreased total open position to 776
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 2.3, which was -0.25 lower than the previous day. The implied volatity was 33.99, the open interest changed by 85 which increased total open position to 824
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 2.55, which was -0.35 lower than the previous day. The implied volatity was 34.36, the open interest changed by 67 which increased total open position to 743
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 2.9, which was 0.20 higher than the previous day. The implied volatity was 37.28, the open interest changed by -82 which decreased total open position to 676
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 2.7, which was 0.00 lower than the previous day. The implied volatity was 27.92, the open interest changed by 50 which increased total open position to 759
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was 24.64, the open interest changed by 38 which increased total open position to 709
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 2.65, which was -0.75 lower than the previous day. The implied volatity was 22.96, the open interest changed by -160 which decreased total open position to 679
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 3.4, which was -0.40 lower than the previous day. The implied volatity was 21.02, the open interest changed by 90 which increased total open position to 838
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 3.8, which was -0.35 lower than the previous day. The implied volatity was 21.42, the open interest changed by -212 which decreased total open position to 754
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 4.15, which was -2.15 lower than the previous day. The implied volatity was 16.66, the open interest changed by -66 which decreased total open position to 967
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was 16.38, the open interest changed by 129 which increased total open position to 1033
| MIDCPNIFTY 30JAN2025 14400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 1821.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 11918.40 | 1821.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 12013.35 | 1821.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 12356.50 | 1821.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 12249.85 | 1821.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 12218.00 | 1821.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 12129.00 | 1821.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 12029.70 | 1821.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 11813.50 | 1821.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 12283.00 | 1821.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 1821.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 12562.20 | 1821.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 1821.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 1821.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 13009.85 | 1821.65 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 1821.65 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 14400 expiring on 30JAN2025
Delta for 14400 PE is -
Historical price for 14400 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1821.65, 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 1821.65, 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 1821.65, 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 1821.65, 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 1821.65, 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 1821.65, 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 1821.65, 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 1821.65, 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 1821.65, 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 1821.65, 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 1821.65, 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 1821.65, 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 1821.65, 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 1821.65, 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 1821.65, 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 1821.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
