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

12733.7 -276.15 (-2.12%)

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Historical option data for MIDCPNIFTY

06 Jan 2025 12:01 PM IST
MIDCPNIFTY 30JAN2025 14600 CE
Delta: 0.01
Vega: 1.02
Theta: -0.51
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 12733.90 2.95 -0.30 22.17 371 32 303
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 0.01

Historical price for 14600 CE is as follows

On 6 Jan MIDCPNIFTY was trading at 12733.90. The strike last trading price was 2.95, which was -0.30 lower than the previous day. The implied volatity was 22.17, the open interest changed by 32 which increased total open position to 303


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: -
Date Close Ltp Change IV Volume Change OI OI
6 Jan 12733.90 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 6 Jan MIDCPNIFTY was trading at 12733.90. 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