MIDCPNIFTY
Nifty Midcap Select
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