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MIDCPNIFTY
Nifty Midcap Select

12011.5 38.15 (0.32%)

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Historical option data for MIDCPNIFTY

07 Feb 2025 04:13 PM IST
MIDCPNIFTY 27FEB2025 14500 CE
Delta: 0.01
Vega: 0.43
Theta: -0.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Feb 12011.50 1.4 -0.15 30.17 664 45 1,627
6 Feb 11973.35 1.45 -0.3 30.02 778 123 1,577
5 Feb 12092.90 1.8 0.15 28.58 1,309 112 1,457
4 Feb 12011.55 1.7 -0.25 28.81 585 46 1,354
3 Feb 11822.60 1.85 -0.4 30.56 673 -185 1,308
1 Feb 11864.60 2.1 -1.55 29.32 2,387 191 1,494
31 Jan 11930.85 3.45 -1 29.12 1,786 1,176 1,319
30 Jan 11795.15 4.5 -0.75 31.54 92 18 148
29 Jan 11871.70 5 -1 30.54 84 19 129
28 Jan 11644.40 6 1 33.42 75 48 109
27 Jan 11722.20 5 -0.65 31.33 32 6 57
24 Jan 12087.85 5.75 -1.25 26.26 33 13 51
23 Jan 12177.40 7 -0.75 25.68 31 4 38
22 Jan 11918.40 7.75 -1.00 28.28 54 3 34
21 Jan 12013.35 8.75 -1.50 27.37 63 -29 32
20 Jan 12356.50 10.25 1.25 24.04 25 3 60
17 Jan 12249.85 9 -0.50 23.50 9 1 58
16 Jan 12218.00 9.5 1.25 23.67 21 -3 57
15 Jan 12129.00 8.25 -1.25 23.76 32 10 65
14 Jan 12029.70 9.5 1.50 24.75 55 -26 56
13 Jan 11813.50 8 -0.75 26.16 94 6 81
10 Jan 12283.00 8.75 -0.50 21.15 32 -2 75
9 Jan 12481.20 9.25 0.00 18.85 168 46 81
8 Jan 12562.20 9.25 -1.25 18.17 77 18 35
7 Jan 12739.35 10.5 0.25 16.64 26 0 13
6 Jan 12696.60 10.25 -2.75 16.86 26 9 10
3 Jan 13009.85 13 0.00 0.00 0 1 0
2 Jan 13095.15 13 0.00 0 1 0


For Nifty Midcap Select - strike price 14500 expiring on 27FEB2025

Delta for 14500 CE is 0.01

Historical price for 14500 CE is as follows

On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 30.17, the open interest changed by 45 which increased total open position to 1627


On 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 1.45, which was -0.3 lower than the previous day. The implied volatity was 30.02, the open interest changed by 123 which increased total open position to 1577


On 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 1.8, which was 0.15 higher than the previous day. The implied volatity was 28.58, the open interest changed by 112 which increased total open position to 1457


On 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 28.81, the open interest changed by 46 which increased total open position to 1354


On 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 1.85, which was -0.4 lower than the previous day. The implied volatity was 30.56, the open interest changed by -185 which decreased total open position to 1308


On 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 2.1, which was -1.55 lower than the previous day. The implied volatity was 29.32, the open interest changed by 191 which increased total open position to 1494


On 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 3.45, which was -1 lower than the previous day. The implied volatity was 29.12, the open interest changed by 1176 which increased total open position to 1319


On 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 4.5, which was -0.75 lower than the previous day. The implied volatity was 31.54, the open interest changed by 18 which increased total open position to 148


On 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 30.54, the open interest changed by 19 which increased total open position to 129


On 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 6, which was 1 higher than the previous day. The implied volatity was 33.42, the open interest changed by 48 which increased total open position to 109


On 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 5, which was -0.65 lower than the previous day. The implied volatity was 31.33, the open interest changed by 6 which increased total open position to 57


On 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 5.75, which was -1.25 lower than the previous day. The implied volatity was 26.26, the open interest changed by 13 which increased total open position to 51


On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 7, which was -0.75 lower than the previous day. The implied volatity was 25.68, the open interest changed by 4 which increased total open position to 38


On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 7.75, which was -1.00 lower than the previous day. The implied volatity was 28.28, the open interest changed by 3 which increased total open position to 34


On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 8.75, which was -1.50 lower than the previous day. The implied volatity was 27.37, the open interest changed by -29 which decreased total open position to 32


On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 10.25, which was 1.25 higher than the previous day. The implied volatity was 24.04, the open interest changed by 3 which increased total open position to 60


On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 9, which was -0.50 lower than the previous day. The implied volatity was 23.50, the open interest changed by 1 which increased total open position to 58


On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 9.5, which was 1.25 higher than the previous day. The implied volatity was 23.67, the open interest changed by -3 which decreased total open position to 57


On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 8.25, which was -1.25 lower than the previous day. The implied volatity was 23.76, the open interest changed by 10 which increased total open position to 65


On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 9.5, which was 1.50 higher than the previous day. The implied volatity was 24.75, the open interest changed by -26 which decreased total open position to 56


On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 8, which was -0.75 lower than the previous day. The implied volatity was 26.16, the open interest changed by 6 which increased total open position to 81


On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 8.75, which was -0.50 lower than the previous day. The implied volatity was 21.15, the open interest changed by -2 which decreased total open position to 75


On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 9.25, which was 0.00 lower than the previous day. The implied volatity was 18.85, the open interest changed by 46 which increased total open position to 81


On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 9.25, which was -1.25 lower than the previous day. The implied volatity was 18.17, the open interest changed by 18 which increased total open position to 35


On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 10.5, which was 0.25 higher than the previous day. The implied volatity was 16.64, the open interest changed by 0 which decreased total open position to 13


On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 10.25, which was -2.75 lower than the previous day. The implied volatity was 16.86, the open interest changed by 9 which increased total open position to 10


On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 13, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


MIDCPNIFTY 27FEB2025 14500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
7 Feb 12011.50 1752.2 0 - 0 0 0
6 Feb 11973.35 1752.2 0 - 0 0 0
5 Feb 12092.90 1752.2 0 - 0 0 0
4 Feb 12011.55 1752.2 0 - 0 0 0
3 Feb 11822.60 1752.2 0 - 0 0 0
1 Feb 11864.60 1752.2 0 - 0 0 0
31 Jan 11930.85 1752.2 0 - 0 0 0
30 Jan 11795.15 1752.2 0 - 0 0 0
29 Jan 11871.70 1752.2 0 - 0 0 0
28 Jan 11644.40 1752.2 0 - 0 0 0
27 Jan 11722.20 1752.2 0 - 0 0 0
24 Jan 12087.85 1752.2 0 - 0 0 0
23 Jan 12177.40 1752.2 0.00 - 0 0 0
22 Jan 11918.40 1752.2 0.00 - 0 0 0
21 Jan 12013.35 1752.2 0.00 - 0 0 0
20 Jan 12356.50 1752.2 0.00 - 0 0 0
17 Jan 12249.85 1752.2 0.00 - 0 0 0
16 Jan 12218.00 1752.2 0.00 - 0 0 0
15 Jan 12129.00 1752.2 0.00 - 0 0 0
14 Jan 12029.70 1752.2 1752.20 - 0 0 0
13 Jan 11813.50 0 0.00 - 0 0 0
10 Jan 12283.00 0 0.00 - 0 0 0
9 Jan 12481.20 0 0.00 - 0 0 0
8 Jan 12562.20 0 0.00 - 0 0 0
7 Jan 12739.35 0 0.00 - 0 0 0
6 Jan 12696.60 0 0.00 - 0 0 0
3 Jan 13009.85 0 0.00 - 0 0 0
2 Jan 13095.15 0 - 0 0 0


For Nifty Midcap Select - strike price 14500 expiring on 27FEB2025

Delta for 14500 PE is -

Historical price for 14500 PE is as follows

On 7 Feb MIDCPNIFTY was trading at 12011.50. The strike last trading price was 1752.2, 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 6 Feb MIDCPNIFTY was trading at 11973.35. The strike last trading price was 1752.2, 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 5 Feb MIDCPNIFTY was trading at 12092.90. The strike last trading price was 1752.2, 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 4 Feb MIDCPNIFTY was trading at 12011.55. The strike last trading price was 1752.2, 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 3 Feb MIDCPNIFTY was trading at 11822.60. The strike last trading price was 1752.2, 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 1 Feb MIDCPNIFTY was trading at 11864.60. The strike last trading price was 1752.2, 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 31 Jan MIDCPNIFTY was trading at 11930.85. The strike last trading price was 1752.2, 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 30 Jan MIDCPNIFTY was trading at 11795.15. The strike last trading price was 1752.2, 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 29 Jan MIDCPNIFTY was trading at 11871.70. The strike last trading price was 1752.2, 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 28 Jan MIDCPNIFTY was trading at 11644.40. The strike last trading price was 1752.2, 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 27 Jan MIDCPNIFTY was trading at 11722.20. The strike last trading price was 1752.2, 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 24 Jan MIDCPNIFTY was trading at 12087.85. The strike last trading price was 1752.2, 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 1752.2, 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 1752.2, 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 1752.2, 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 1752.2, 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 1752.2, 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 1752.2, 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 1752.2, 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 1752.2, which was 1752.20 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0