MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 10800 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 12683.15 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 2627.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 2627.55 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 10800 expiring on 30DEC2024
Delta for 10800 CE is -
Historical price for 10800 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 2627.55, 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 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 2627.55, 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 10800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.35
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 1.6 | -0.25 | 39.86 | 804 | 163 | 617 |
| 19 Dec | 13027.20 | 1.85 | 0.15 | 44.09 | 464 | 43 | 454 |
| 18 Dec | 13031.60 | 1.7 | 0.20 | 41.81 | 27 | -16 | 412 |
| 17 Dec | 13091.10 | 1.5 | -0.05 | 40.30 | 75 | -37 | 440 |
| 16 Dec | 13207.40 | 1.55 | 0.05 | 40.66 | 300 | 7 | 478 |
| 13 Dec | 13134.50 | 1.5 | -0.10 | 36.22 | 370 | 77 | 471 |
| 12 Dec | 13071.25 | 1.6 | -0.40 | 34.61 | 6,969 | 279 | 394 |
| 11 Dec | 13133.80 | 2 | 0.30 | 35.44 | 59 | 5 | 115 |
| 10 Dec | 13085.40 | 1.7 | -0.30 | 33.35 | 70 | 6 | 111 |
| 9 Dec | 12988.80 | 2 | -0.45 | 32.18 | 62 | 1 | 107 |
| 6 Dec | 12959.55 | 2.45 | -0.55 | 30.54 | 53 | 3 | 106 |
| 5 Dec | 12935.60 | 3 | 0.25 | 30.50 | 272 | 57 | 103 |
| 4 Dec | 12927.50 | 2.75 | -0.25 | 29.56 | 73 | 30 | 51 |
| 3 Dec | 12812.85 | 3 | -1.00 | 28.10 | 87 | 12 | 20 |
| 2 Dec | 12726.30 | 4 | -5.45 | 27.80 | 8 | 0 | 0 |
| 29 Nov | 12619.50 | 9.45 | 0.00 | 12.72 | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 9.45 | 0.00 | 12.38 | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 9.45 | 0.00 | 12.48 | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 9.45 | 0.00 | 12.10 | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 9.45 | 0.00 | 12.09 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 9.45 | 0.00 | 9.86 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 9.45 | 0.00 | 9.31 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 9.45 | 8.87 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 10800 expiring on 30DEC2024
Delta for 10800 PE is -0.01
Historical price for 10800 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 39.86, the open interest changed by 163 which increased total open position to 617
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 1.85, which was 0.15 higher than the previous day. The implied volatity was 44.09, the open interest changed by 43 which increased total open position to 454
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 1.7, which was 0.20 higher than the previous day. The implied volatity was 41.81, the open interest changed by -16 which decreased total open position to 412
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 40.30, the open interest changed by -37 which decreased total open position to 440
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 40.66, the open interest changed by 7 which increased total open position to 478
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 1.5, which was -0.10 lower than the previous day. The implied volatity was 36.22, the open interest changed by 77 which increased total open position to 471
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 1.6, which was -0.40 lower than the previous day. The implied volatity was 34.61, the open interest changed by 279 which increased total open position to 394
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 2, which was 0.30 higher than the previous day. The implied volatity was 35.44, the open interest changed by 5 which increased total open position to 115
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 1.7, which was -0.30 lower than the previous day. The implied volatity was 33.35, the open interest changed by 6 which increased total open position to 111
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 32.18, the open interest changed by 1 which increased total open position to 107
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 30.54, the open interest changed by 3 which increased total open position to 106
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was 30.50, the open interest changed by 57 which increased total open position to 103
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 29.56, the open interest changed by 30 which increased total open position to 51
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 28.10, the open interest changed by 12 which increased total open position to 20
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 4, which was -5.45 lower than the previous day. The implied volatity was 27.80, 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 9.45, which was 0.00 lower than the previous day. The implied volatity was 12.72, 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 9.45, which was 0.00 lower than the previous day. The implied volatity was 12.38, 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 9.45, which was 0.00 lower than the previous day. The implied volatity was 12.48, 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 9.45, which was 0.00 lower than the previous day. The implied volatity was 12.10, 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 9.45, which was 0.00 lower than the previous day. The implied volatity was 12.09, 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 9.45, which was 0.00 lower than the previous day. The implied volatity was 9.86, 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 9.45, which was 0.00 lower than the previous day. The implied volatity was 9.31, 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 9.45, which was lower than the previous day. The implied volatity was 8.87, the open interest changed by 0 which decreased total open position to 0
