MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
23 Jan 2025 04:13 PM IST
| MIDCPNIFTY 30JAN2025 14600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.15
Theta: -0.49
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 23 Jan | 12177.40 | 0.65 | -0.40 | 46.64 | 236 | 0 | 978 | |||
| 22 Jan | 11918.40 | 1.05 | -0.25 | - | 257 | 13 | 979 | |||
| 21 Jan | 12013.35 | 1.3 | 0.05 | 46.55 | 420 | -121 | 969 | |||
| 20 Jan | 12356.50 | 1.25 | -0.40 | 38.40 | 346 | -9 | 1,090 | |||
| 17 Jan | 12249.85 | 1.65 | -0.05 | 35.83 | 1,318 | 172 | 1,102 | |||
| 16 Jan | 12218.00 | 1.7 | -0.20 | 35.09 | 511 | 113 | 930 | |||
| 15 Jan | 12129.00 | 1.9 | -0.20 | 35.67 | 1,514 | 254 | 823 | |||
| 14 Jan | 12029.70 | 2.1 | -0.35 | 35.90 | 426 | -37 | 569 | |||
| 13 Jan | 11813.50 | 2.45 | 0.30 | 38.84 | 880 | 11 | 616 | |||
| 10 Jan | 12283.00 | 2.15 | 0.05 | 29.21 | 701 | -150 | 605 | |||
| 9 Jan | 12481.20 | 2.1 | -0.25 | 26.04 | 1,670 | 462 | 773 | |||
| 8 Jan | 12562.20 | 2.35 | -0.40 | 24.66 | 956 | 39 | 315 | |||
| 7 Jan | 12739.35 | 2.75 | -0.40 | 22.51 | 134 | -19 | 278 | |||
| 6 Jan | 12696.60 | 3.15 | -0.10 | 22.92 | 645 | 26 | 297 | |||
| 3 Jan | 13009.85 | 3.25 | -0.75 | 18.08 | 658 | -30 | 269 | |||
| 2 Jan | 13095.15 | 4 | 17.26 | 1,217 | -32 | 310 | ||||
For Nifty Midcap Select - strike price 14600 expiring on 30JAN2025
Delta for 14600 CE is 0.00
Historical price for 14600 CE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 0.65, which was -0.40 lower than the previous day. The implied volatity was 46.64, the open interest changed by 0 which decreased total open position to 978
On 22 Jan MIDCPNIFTY was trading at 11918.40. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 979
On 21 Jan MIDCPNIFTY was trading at 12013.35. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 46.55, the open interest changed by -121 which decreased total open position to 969
On 20 Jan MIDCPNIFTY was trading at 12356.50. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 38.40, the open interest changed by -9 which decreased total open position to 1090
On 17 Jan MIDCPNIFTY was trading at 12249.85. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 35.83, the open interest changed by 172 which increased total open position to 1102
On 16 Jan MIDCPNIFTY was trading at 12218.00. The strike last trading price was 1.7, which was -0.20 lower than the previous day. The implied volatity was 35.09, the open interest changed by 113 which increased total open position to 930
On 15 Jan MIDCPNIFTY was trading at 12129.00. The strike last trading price was 1.9, which was -0.20 lower than the previous day. The implied volatity was 35.67, the open interest changed by 254 which increased total open position to 823
On 14 Jan MIDCPNIFTY was trading at 12029.70. The strike last trading price was 2.1, which was -0.35 lower than the previous day. The implied volatity was 35.90, the open interest changed by -37 which decreased total open position to 569
On 13 Jan MIDCPNIFTY was trading at 11813.50. The strike last trading price was 2.45, which was 0.30 higher than the previous day. The implied volatity was 38.84, the open interest changed by 11 which increased total open position to 616
On 10 Jan MIDCPNIFTY was trading at 12283.00. The strike last trading price was 2.15, which was 0.05 higher than the previous day. The implied volatity was 29.21, the open interest changed by -150 which decreased total open position to 605
On 9 Jan MIDCPNIFTY was trading at 12481.20. The strike last trading price was 2.1, which was -0.25 lower than the previous day. The implied volatity was 26.04, the open interest changed by 462 which increased total open position to 773
On 8 Jan MIDCPNIFTY was trading at 12562.20. The strike last trading price was 2.35, which was -0.40 lower than the previous day. The implied volatity was 24.66, the open interest changed by 39 which increased total open position to 315
On 7 Jan MIDCPNIFTY was trading at 12739.35. The strike last trading price was 2.75, which was -0.40 lower than the previous day. The implied volatity was 22.51, the open interest changed by -19 which decreased total open position to 278
On 6 Jan MIDCPNIFTY was trading at 12696.60. The strike last trading price was 3.15, which was -0.10 lower than the previous day. The implied volatity was 22.92, the open interest changed by 26 which increased total open position to 297
On 3 Jan MIDCPNIFTY was trading at 13009.85. The strike last trading price was 3.25, which was -0.75 lower than the previous day. The implied volatity was 18.08, the open interest changed by -30 which decreased total open position to 269
On 2 Jan MIDCPNIFTY was trading at 13095.15. The strike last trading price was 4, which was lower than the previous day. The implied volatity was 17.26, the open interest changed by -32 which decreased total open position to 310
| MIDCPNIFTY 30JAN2025 14600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 12177.40 | 1999.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Jan | 11918.40 | 1999.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 12013.35 | 1999.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Jan | 12356.50 | 1999.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Jan | 12249.85 | 1999.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 12218.00 | 1999.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 12129.00 | 1999.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 12029.70 | 1999.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 11813.50 | 1999.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 12283.00 | 1999.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 12481.20 | 1999.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 12562.20 | 1999.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 12739.35 | 1999.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 12696.60 | 1999.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 13009.85 | 1999.65 | 0.00 | - | 0 | 0 | 0 |
| 2 Jan | 13095.15 | 1999.65 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 14600 expiring on 30JAN2025
Delta for 14600 PE is -
Historical price for 14600 PE is as follows
On 23 Jan MIDCPNIFTY was trading at 12177.40. The strike last trading price was 1999.65, 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 1999.65, 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 1999.65, 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 1999.65, 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 1999.65, 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 1999.65, 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 1999.65, 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 1999.65, 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 1999.65, 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 1999.65, 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 1999.65, 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 1999.65, 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 1999.65, 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 1999.65, 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 1999.65, 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 1999.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
