MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 10600 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Dec | 12959.55 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 2820.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 2820.3 | 2820.30 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 10600 expiring on 30DEC2024
Delta for 10600 CE is -
Historical price for 10600 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 2820.3, 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 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 2820.3, 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 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 2820.3, 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 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 2820.3, 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 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 2820.3, 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 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 2820.3, 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 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 2820.3, 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 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 2820.3, 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 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 2820.3, 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 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 2820.3, 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 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 2820.3, 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 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 2820.3, 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 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 2820.3, 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 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 2820.3, 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 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 2820.3, 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 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 2820.3, 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 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 2820.3, 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 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 2820.3, 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 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 2820.3, 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 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 2820.3, 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 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 2820.3, 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 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 2820.3, which was 2820.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MIDCPNIFTY was trading at 12171.65. 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
| MIDCPNIFTY 30DEC2024 10600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.25
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 1.15 | -0.10 | 42.34 | 1,153 | 167 | 4,639 |
| 19 Dec | 13027.20 | 1.25 | 0.25 | 45.91 | 2,740 | 873 | 4,472 |
| 18 Dec | 13031.60 | 1 | 0.05 | 42.96 | 2,467 | -378 | 3,607 |
| 17 Dec | 13091.10 | 0.95 | -0.15 | 41.73 | 1,071 | 397 | 3,988 |
| 16 Dec | 13207.40 | 1.1 | -0.15 | 42.43 | 3,191 | 218 | 3,650 |
| 13 Dec | 13134.50 | 1.25 | -0.15 | 38.49 | 1,433 | -60 | 3,460 |
| 12 Dec | 13071.25 | 1.4 | 0.00 | 37.04 | 4,382 | -214 | 3,549 |
| 11 Dec | 13133.80 | 1.4 | 0.10 | 36.91 | 1,335 | -3 | 3,763 |
| 10 Dec | 13085.40 | 1.3 | -0.20 | 35.16 | 2,653 | -320 | 3,769 |
| 9 Dec | 12988.80 | 1.5 | -0.20 | 33.86 | 2,467 | 186 | 3,812 |
| 6 Dec | 12959.55 | 1.7 | -0.10 | 31.86 | 1,911 | -35 | 3,645 |
| 5 Dec | 12935.60 | 1.8 | -0.45 | 31.24 | 6,824 | 2,095 | 3,629 |
| 4 Dec | 12927.50 | 2.25 | 0.15 | 31.41 | 716 | -72 | 1,526 |
| 3 Dec | 12812.85 | 2.1 | -0.15 | 29.40 | 943 | 285 | 1,627 |
| 2 Dec | 12726.30 | 2.25 | -0.50 | 28.36 | 2,335 | 111 | 1,340 |
| 29 Nov | 12619.50 | 2.75 | -1.35 | 26.57 | 2,008 | 142 | 1,250 |
| 28 Nov | 12553.75 | 4.1 | 0.00 | 27.09 | 1,323 | 219 | 1,120 |
| 27 Nov | 12619.25 | 4.1 | 0.05 | 27.23 | 2,159 | 111 | 900 |
| 26 Nov | 12569.65 | 4.05 | -0.20 | 26.25 | 2,417 | 290 | 789 |
| 25 Nov | 12576.40 | 4.25 | -7.85 | 26.38 | 1,444 | -241 | 496 |
| 22 Nov | 12306.85 | 12.1 | -7.90 | 26.70 | 512 | 4 | 741 |
| 21 Nov | 12164.65 | 20 | -2.50 | 27.28 | 337 | 140 | 731 |
| 19 Nov | 12171.65 | 22.5 | 26.90 | 624 | 510 | 510 | |
For Nifty Midcap Select - strike price 10600 expiring on 30DEC2024
Delta for 10600 PE is -0.00
Historical price for 10600 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 42.34, the open interest changed by 167 which increased total open position to 4639
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 45.91, the open interest changed by 873 which increased total open position to 4472
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 42.96, the open interest changed by -378 which decreased total open position to 3607
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 41.73, the open interest changed by 397 which increased total open position to 3988
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 42.43, the open interest changed by 218 which increased total open position to 3650
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 38.49, the open interest changed by -60 which decreased total open position to 3460
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 37.04, the open interest changed by -214 which decreased total open position to 3549
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 1.4, which was 0.10 higher than the previous day. The implied volatity was 36.91, the open interest changed by -3 which decreased total open position to 3763
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 35.16, the open interest changed by -320 which decreased total open position to 3769
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was 33.86, the open interest changed by 186 which increased total open position to 3812
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 1.7, which was -0.10 lower than the previous day. The implied volatity was 31.86, the open interest changed by -35 which decreased total open position to 3645
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 31.24, the open interest changed by 2095 which increased total open position to 3629
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 2.25, which was 0.15 higher than the previous day. The implied volatity was 31.41, the open interest changed by -72 which decreased total open position to 1526
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 29.40, the open interest changed by 285 which increased total open position to 1627
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 2.25, which was -0.50 lower than the previous day. The implied volatity was 28.36, the open interest changed by 111 which increased total open position to 1340
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 2.75, which was -1.35 lower than the previous day. The implied volatity was 26.57, the open interest changed by 142 which increased total open position to 1250
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 4.1, which was 0.00 lower than the previous day. The implied volatity was 27.09, the open interest changed by 219 which increased total open position to 1120
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 4.1, which was 0.05 higher than the previous day. The implied volatity was 27.23, the open interest changed by 111 which increased total open position to 900
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 4.05, which was -0.20 lower than the previous day. The implied volatity was 26.25, the open interest changed by 290 which increased total open position to 789
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 4.25, which was -7.85 lower than the previous day. The implied volatity was 26.38, the open interest changed by -241 which decreased total open position to 496
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 12.1, which was -7.90 lower than the previous day. The implied volatity was 26.70, the open interest changed by 4 which increased total open position to 741
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 20, which was -2.50 lower than the previous day. The implied volatity was 27.28, the open interest changed by 140 which increased total open position to 731
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 22.5, which was lower than the previous day. The implied volatity was 26.90, the open interest changed by 510 which increased total open position to 510
