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

12683.15 -344.05 (-2.64%)

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Historical option data for MIDCPNIFTY

20 Dec 2024 04:13 PM IST
MIDCPNIFTY 30DEC2024 10900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 12683.15 2531.85 0.00 - 0 0 0
19 Dec 13027.20 2531.85 0.00 - 0 0 0
18 Dec 13031.60 2531.85 0.00 - 0 0 0
17 Dec 13091.10 2531.85 0.00 - 0 0 0
16 Dec 13207.40 2531.85 0.00 - 0 0 0
13 Dec 13134.50 2531.85 0.00 - 0 0 0
12 Dec 13071.25 2531.85 0.00 - 0 0 0
11 Dec 13133.80 2531.85 0.00 - 0 0 0
10 Dec 13085.40 2531.85 0.00 - 0 0 0
9 Dec 12988.80 2531.85 0.00 - 0 0 0
6 Dec 12959.55 2531.85 0.00 - 0 0 0
5 Dec 12935.60 2531.85 0.00 - 0 0 0
4 Dec 12927.50 2531.85 0.00 - 0 0 0
3 Dec 12812.85 2531.85 0.00 - 0 0 0
2 Dec 12726.30 2531.85 0.00 - 0 0 0
29 Nov 12619.50 2531.85 0.00 - 0 0 0
28 Nov 12553.75 2531.85 0.00 - 0 0 0
27 Nov 12619.25 2531.85 0.00 - 0 0 0
26 Nov 12569.65 2531.85 0.00 - 0 0 0
25 Nov 12576.40 2531.85 0.00 - 0 0 0
22 Nov 12306.85 2531.85 0.00 - 0 0 0
21 Nov 12164.65 2531.85 0.00 - 0 0 0
19 Nov 12171.65 2531.85 - 0 0 0


For Nifty Midcap Select - strike price 10900 expiring on 30DEC2024

Delta for 10900 CE is -

Historical price for 10900 CE is as follows

On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 2531.85, 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 10900 PE
Delta: -0.01
Vega: 0.40
Theta: -0.74
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 12683.15 1.8 -0.65 38.38 50 -16 128
19 Dec 13027.20 2.45 0.85 43.58 123 -27 144
18 Dec 13031.60 1.6 -0.25 39.77 3 -2 172
17 Dec 13091.10 1.85 0.35 39.51 25 0 174
16 Dec 13207.40 1.5 -0.10 38.85 314 -35 177
13 Dec 13134.50 1.6 -0.40 34.97 239 -17 218
12 Dec 13071.25 2 0.35 33.98 627 32 235
11 Dec 13133.80 1.65 -0.20 33.23 240 30 204
10 Dec 13085.40 1.85 -0.60 32.26 156 -75 176
9 Dec 12988.80 2.45 0.20 31.47 108 3 244
6 Dec 12959.55 2.25 -1.00 28.86 46 1 242
5 Dec 12935.60 3.25 -0.25 29.47 321 -8 239
4 Dec 12927.50 3.5 0.60 29.14 375 71 251
3 Dec 12812.85 2.9 -0.20 26.70 171 -36 180
2 Dec 12726.30 3.1 -1.40 25.64 1,801 98 223
29 Nov 12619.50 4.5 -7.45 24.54 595 137 137
28 Nov 12553.75 11.95 0.00 11.80 0 0 0
27 Nov 12619.25 11.95 0.00 11.92 0 0 0
26 Nov 12569.65 11.95 0.00 11.54 0 0 0
25 Nov 12576.40 11.95 0.00 11.49 0 0 0
22 Nov 12306.85 11.95 0.00 9.30 0 0 0
21 Nov 12164.65 11.95 0.00 8.75 0 0 0
19 Nov 12171.65 11.95 8.32 0 0 0


For Nifty Midcap Select - strike price 10900 expiring on 30DEC2024

Delta for 10900 PE is -0.01

Historical price for 10900 PE is as follows

On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1.8, which was -0.65 lower than the previous day. The implied volatity was 38.38, the open interest changed by -16 which decreased total open position to 128


On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 2.45, which was 0.85 higher than the previous day. The implied volatity was 43.58, the open interest changed by -27 which decreased total open position to 144


On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 39.77, the open interest changed by -2 which decreased total open position to 172


On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 1.85, which was 0.35 higher than the previous day. The implied volatity was 39.51, the open interest changed by 0 which decreased total open position to 174


On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 1.5, which was -0.10 lower than the previous day. The implied volatity was 38.85, the open interest changed by -35 which decreased total open position to 177


On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 1.6, which was -0.40 lower than the previous day. The implied volatity was 34.97, the open interest changed by -17 which decreased total open position to 218


On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 2, which was 0.35 higher than the previous day. The implied volatity was 33.98, the open interest changed by 32 which increased total open position to 235


On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was 33.23, the open interest changed by 30 which increased total open position to 204


On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 1.85, which was -0.60 lower than the previous day. The implied volatity was 32.26, the open interest changed by -75 which decreased total open position to 176


On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 2.45, which was 0.20 higher than the previous day. The implied volatity was 31.47, the open interest changed by 3 which increased total open position to 244


On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 2.25, which was -1.00 lower than the previous day. The implied volatity was 28.86, the open interest changed by 1 which increased total open position to 242


On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 3.25, which was -0.25 lower than the previous day. The implied volatity was 29.47, the open interest changed by -8 which decreased total open position to 239


On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 3.5, which was 0.60 higher than the previous day. The implied volatity was 29.14, the open interest changed by 71 which increased total open position to 251


On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 2.9, which was -0.20 lower than the previous day. The implied volatity was 26.70, the open interest changed by -36 which decreased total open position to 180


On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 3.1, which was -1.40 lower than the previous day. The implied volatity was 25.64, the open interest changed by 98 which increased total open position to 223


On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 4.5, which was -7.45 lower than the previous day. The implied volatity was 24.54, the open interest changed by 137 which increased total open position to 137


On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 11.95, which was 0.00 lower than the previous day. The implied volatity was 11.80, 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 11.95, which was 0.00 lower than the previous day. The implied volatity was 11.92, 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 11.95, which was 0.00 lower than the previous day. The implied volatity was 11.54, 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 11.95, which was 0.00 lower than the previous day. The implied volatity was 11.49, 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 11.95, which was 0.00 lower than the previous day. The implied volatity was 9.30, 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 11.95, which was 0.00 lower than the previous day. The implied volatity was 8.75, 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 11.95, which was lower than the previous day. The implied volatity was 8.32, the open interest changed by 0 which decreased total open position to 0