MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Dec | 13071.25 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 24 | |||
| 28 Nov | 12553.75 | 1664.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1664.2 | 0.00 | 0.00 | 0 | 17 | 0 | |||
| 26 Nov | 12569.65 | 1664.2 | 54.20 | - | 26 | 16 | 23 | |||
| 25 Nov | 12576.40 | 1610 | -826.70 | - | 7 | 5 | 5 | |||
| 22 Nov | 12306.85 | 2436.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 2436.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 2436.7 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11000 expiring on 30DEC2024
Delta for 11000 CE is 0.00
Historical price for 11000 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 24
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1664.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 1664.2, which was 54.20 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 23
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 1610, which was -826.70 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 2436.7, 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 2436.7, 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 2436.7, 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 11000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.42
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 1.85 | 0.25 | 36.53 | 1,150 | 398 | 1,967 |
| 19 Dec | 13027.20 | 1.6 | 0.05 | 39.61 | 593 | 228 | 1,569 |
| 18 Dec | 13031.60 | 1.55 | 0.05 | 37.83 | 284 | -19 | 1,346 |
| 17 Dec | 13091.10 | 1.5 | -0.20 | 36.88 | 260 | 47 | 1,359 |
| 16 Dec | 13207.40 | 1.7 | 0.00 | 37.74 | 857 | 150 | 1,318 |
| 13 Dec | 13134.50 | 1.7 | -0.65 | 33.69 | 1,262 | -259 | 1,174 |
| 12 Dec | 13071.25 | 2.35 | 0.15 | 33.13 | 2,422 | -355 | 1,441 |
| 11 Dec | 13133.80 | 2.2 | -0.05 | 32.91 | 303 | -75 | 1,820 |
| 10 Dec | 13085.40 | 2.25 | -0.75 | 31.59 | 687 | -89 | 1,895 |
| 9 Dec | 12988.80 | 3 | -0.15 | 30.82 | 1,151 | 151 | 1,986 |
| 6 Dec | 12959.55 | 3.15 | -0.45 | 28.78 | 689 | 100 | 1,835 |
| 5 Dec | 12935.60 | 3.6 | 0.15 | 28.50 | 1,062 | 166 | 1,686 |
| 4 Dec | 12927.50 | 3.45 | 0.15 | 27.77 | 850 | -111 | 1,536 |
| 3 Dec | 12812.85 | 3.3 | -0.65 | 25.87 | 877 | 44 | 1,658 |
| 2 Dec | 12726.30 | 3.95 | -0.55 | 25.18 | 2,118 | 202 | 1,603 |
| 29 Nov | 12619.50 | 4.5 | -3.70 | 23.25 | 2,013 | 274 | 1,325 |
| 28 Nov | 12553.75 | 8.2 | 0.20 | 24.55 | 2,035 | -36 | 1,052 |
| 27 Nov | 12619.25 | 8 | -0.65 | 24.76 | 1,869 | 12 | 1,088 |
| 26 Nov | 12569.65 | 8.65 | -0.35 | 24.08 | 2,286 | 586 | 1,078 |
| 25 Nov | 12576.40 | 9 | -16.95 | 24.22 | 1,326 | 443 | 488 |
| 22 Nov | 12306.85 | 25.95 | -9.05 | 25.01 | 1,057 | 520 | 565 |
| 21 Nov | 12164.65 | 35 | 20.05 | 24.62 | 59 | 41 | 41 |
| 19 Nov | 12171.65 | 14.95 | 7.68 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11000 expiring on 30DEC2024
Delta for 11000 PE is -0.01
Historical price for 11000 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1.85, which was 0.25 higher than the previous day. The implied volatity was 36.53, the open interest changed by 398 which increased total open position to 1967
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 39.61, the open interest changed by 228 which increased total open position to 1569
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 37.83, the open interest changed by -19 which decreased total open position to 1346
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was 36.88, the open interest changed by 47 which increased total open position to 1359
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 37.74, the open interest changed by 150 which increased total open position to 1318
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 33.69, the open interest changed by -259 which decreased total open position to 1174
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 2.35, which was 0.15 higher than the previous day. The implied volatity was 33.13, the open interest changed by -355 which decreased total open position to 1441
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 2.2, which was -0.05 lower than the previous day. The implied volatity was 32.91, the open interest changed by -75 which decreased total open position to 1820
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was 31.59, the open interest changed by -89 which decreased total open position to 1895
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 30.82, the open interest changed by 151 which increased total open position to 1986
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 3.15, which was -0.45 lower than the previous day. The implied volatity was 28.78, the open interest changed by 100 which increased total open position to 1835
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 3.6, which was 0.15 higher than the previous day. The implied volatity was 28.50, the open interest changed by 166 which increased total open position to 1686
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 3.45, which was 0.15 higher than the previous day. The implied volatity was 27.77, the open interest changed by -111 which decreased total open position to 1536
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 3.3, which was -0.65 lower than the previous day. The implied volatity was 25.87, the open interest changed by 44 which increased total open position to 1658
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 3.95, which was -0.55 lower than the previous day. The implied volatity was 25.18, the open interest changed by 202 which increased total open position to 1603
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 4.5, which was -3.70 lower than the previous day. The implied volatity was 23.25, the open interest changed by 274 which increased total open position to 1325
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 8.2, which was 0.20 higher than the previous day. The implied volatity was 24.55, the open interest changed by -36 which decreased total open position to 1052
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 8, which was -0.65 lower than the previous day. The implied volatity was 24.76, the open interest changed by 12 which increased total open position to 1088
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 8.65, which was -0.35 lower than the previous day. The implied volatity was 24.08, the open interest changed by 586 which increased total open position to 1078
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 9, which was -16.95 lower than the previous day. The implied volatity was 24.22, the open interest changed by 443 which increased total open position to 488
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 25.95, which was -9.05 lower than the previous day. The implied volatity was 25.01, the open interest changed by 520 which increased total open position to 565
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 35, which was 20.05 higher than the previous day. The implied volatity was 24.62, the open interest changed by 41 which increased total open position to 41
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 14.95, which was lower than the previous day. The implied volatity was 7.68, the open interest changed by 0 which decreased total open position to 0
