`
[--[65.84.65.76]--]
MIDCPNIFTY
Nifty Midcap Select

12745.1 -264.75 (-2.03%)

Back to Option Chain


Historical option data for MIDCPNIFTY

06 Jan 2025 11:46 AM IST
MIDCPNIFTY 30JAN2025 14400 CE
Delta: 0.01
Vega: 1.24
Theta: -0.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 12742.10 3.5 -0.65 20.42 866 -316 650
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 0.01

Historical price for 14400 CE is as follows

On 6 Jan MIDCPNIFTY was trading at 12742.10. The strike last trading price was 3.5, which was -0.65 lower than the previous day. The implied volatity was 20.42, the open interest changed by -316 which decreased total open position to 650


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
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
6 Jan 12742.10 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 6 Jan MIDCPNIFTY was trading at 12742.10. 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