MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 10900 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 | 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 | |||
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| 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 | |||||||
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Delta: -0.01
Vega: 0.40
Theta: -0.74
Gamma: 0.00
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| 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
