MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 10700 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 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Nov | 12619.50 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 2723.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 2723.75 | 2723.75 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 10700 expiring on 30DEC2024
Delta for 10700 CE is -
Historical price for 10700 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, 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 2723.75, which was 2723.75 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 10700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.32
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 1.5 | -0.35 | 41.50 | 431 | 84 | 231 |
| 19 Dec | 13027.20 | 1.85 | 0.25 | 46.02 | 678 | -58 | 148 |
| 18 Dec | 13031.60 | 1.6 | 0.35 | 43.38 | 69 | -64 | 206 |
| 17 Dec | 13091.10 | 1.25 | 0.00 | 41.22 | 20 | 5 | 275 |
| 16 Dec | 13207.40 | 1.25 | -0.15 | 41.35 | 208 | 99 | 270 |
| 13 Dec | 13134.50 | 1.4 | -0.30 | 37.45 | 119 | 5 | 173 |
| 12 Dec | 13071.25 | 1.7 | 0.15 | 36.33 | 708 | 49 | 168 |
| 11 Dec | 13133.80 | 1.55 | -0.15 | 35.85 | 79 | 4 | 118 |
| 10 Dec | 13085.40 | 1.7 | -0.50 | 34.76 | 329 | -28 | 115 |
| 9 Dec | 12988.80 | 2.2 | -0.10 | 33.93 | 146 | 17 | 143 |
| 6 Dec | 12959.55 | 2.3 | -0.05 | 31.59 | 48 | 10 | 126 |
| 5 Dec | 12935.60 | 2.35 | -0.60 | 30.90 | 254 | 112 | 117 |
| 4 Dec | 12927.50 | 2.95 | -4.45 | 31.13 | 5 | 0 | 0 |
| 3 Dec | 12812.85 | 7.4 | 0.00 | 15.56 | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 7.4 | 0.00 | 14.99 | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 7.4 | 0.00 | 13.30 | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 7.4 | 0.00 | 12.94 | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 7.4 | 0.00 | 13.03 | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 7.4 | 0.00 | 12.65 | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 7.4 | 0.00 | 12.64 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 7.4 | 0.00 | 10.94 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 7.4 | 0.00 | 9.87 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 7.4 | 9.41 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 10700 expiring on 30DEC2024
Delta for 10700 PE is -0.01
Historical price for 10700 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 41.50, the open interest changed by 84 which increased total open position to 231
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 1.85, which was 0.25 higher than the previous day. The implied volatity was 46.02, the open interest changed by -58 which decreased total open position to 148
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 1.6, which was 0.35 higher than the previous day. The implied volatity was 43.38, the open interest changed by -64 which decreased total open position to 206
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 41.22, the open interest changed by 5 which increased total open position to 275
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 41.35, the open interest changed by 99 which increased total open position to 270
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 1.4, which was -0.30 lower than the previous day. The implied volatity was 37.45, the open interest changed by 5 which increased total open position to 173
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 36.33, the open interest changed by 49 which increased total open position to 168
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 35.85, the open interest changed by 4 which increased total open position to 118
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 1.7, which was -0.50 lower than the previous day. The implied volatity was 34.76, the open interest changed by -28 which decreased total open position to 115
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 2.2, which was -0.10 lower than the previous day. The implied volatity was 33.93, the open interest changed by 17 which increased total open position to 143
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 2.3, which was -0.05 lower than the previous day. The implied volatity was 31.59, the open interest changed by 10 which increased total open position to 126
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 2.35, which was -0.60 lower than the previous day. The implied volatity was 30.90, the open interest changed by 112 which increased total open position to 117
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 2.95, which was -4.45 lower than the previous day. The implied volatity was 31.13, 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 7.4, which was 0.00 lower than the previous day. The implied volatity was 15.56, 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 7.4, which was 0.00 lower than the previous day. The implied volatity was 14.99, 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 7.4, which was 0.00 lower than the previous day. The implied volatity was 13.30, 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 7.4, which was 0.00 lower than the previous day. The implied volatity was 12.94, 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 7.4, which was 0.00 lower than the previous day. The implied volatity was 13.03, 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 7.4, which was 0.00 lower than the previous day. The implied volatity was 12.65, 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 7.4, which was 0.00 lower than the previous day. The implied volatity was 12.64, 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 7.4, which was 0.00 lower than the previous day. The implied volatity was 10.94, 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 7.4, which was 0.00 lower than the previous day. The implied volatity was 9.87, 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 7.4, which was lower than the previous day. The implied volatity was 9.41, the open interest changed by 0 which decreased total open position to 0
