MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11100 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 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Nov | 12569.65 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 2342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 2342.2 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11100 expiring on 30DEC2024
Delta for 11100 CE is -
Historical price for 11100 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 2342.2, 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 11100 PE | |||||||
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Delta: -0.01
Vega: 0.45
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 1.9 | 0.40 | 34.58 | 218 | 40 | 398 |
| 19 Dec | 13027.20 | 1.5 | -0.35 | 37.47 | 290 | 40 | 364 |
| 18 Dec | 13031.60 | 1.85 | -0.10 | 36.75 | 42 | 0 | 330 |
| 17 Dec | 13091.10 | 1.95 | 0.15 | 36.25 | 49 | 0 | 334 |
| 16 Dec | 13207.40 | 1.8 | 0.00 | 36.33 | 295 | -33 | 334 |
| 13 Dec | 13134.50 | 1.8 | -0.45 | 32.40 | 216 | 2 | 367 |
| 12 Dec | 13071.25 | 2.25 | 0.45 | 31.45 | 244 | -77 | 363 |
| 11 Dec | 13133.80 | 1.8 | -0.50 | 30.72 | 107 | -31 | 450 |
| 10 Dec | 13085.40 | 2.3 | -0.70 | 30.23 | 178 | -21 | 484 |
| 9 Dec | 12988.80 | 3 | -0.15 | 29.43 | 173 | 51 | 505 |
| 6 Dec | 12959.55 | 3.15 | -0.45 | 27.43 | 269 | 15 | 458 |
| 5 Dec | 12935.60 | 3.6 | -0.35 | 27.16 | 485 | -14 | 446 |
| 4 Dec | 12927.50 | 3.95 | 0.40 | 26.94 | 746 | 49 | 460 |
| 3 Dec | 12812.85 | 3.55 | -0.60 | 24.82 | 1,600 | 35 | 411 |
| 2 Dec | 12726.30 | 4.15 | -2.35 | 24.04 | 1,764 | 203 | 380 |
| 29 Nov | 12619.50 | 6.5 | -6.50 | 23.24 | 312 | 173 | 174 |
| 28 Nov | 12553.75 | 13 | 1.55 | 25.16 | 1 | 0 | 1 |
| 27 Nov | 12619.25 | 11.45 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 12569.65 | 11.45 | -7.20 | 23.91 | 1 | 0 | 0 |
| 25 Nov | 12576.40 | 18.65 | 0.00 | 9.88 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 18.65 | 0.00 | 8.19 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 18.65 | 0.00 | 7.62 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 18.65 | 7.93 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11100 expiring on 30DEC2024
Delta for 11100 PE is -0.01
Historical price for 11100 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1.9, which was 0.40 higher than the previous day. The implied volatity was 34.58, the open interest changed by 40 which increased total open position to 398
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 37.47, the open interest changed by 40 which increased total open position to 364
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 1.85, which was -0.10 lower than the previous day. The implied volatity was 36.75, the open interest changed by 0 which decreased total open position to 330
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 1.95, which was 0.15 higher than the previous day. The implied volatity was 36.25, the open interest changed by 0 which decreased total open position to 334
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 36.33, the open interest changed by -33 which decreased total open position to 334
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 32.40, the open interest changed by 2 which increased total open position to 367
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 2.25, which was 0.45 higher than the previous day. The implied volatity was 31.45, the open interest changed by -77 which decreased total open position to 363
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 1.8, which was -0.50 lower than the previous day. The implied volatity was 30.72, the open interest changed by -31 which decreased total open position to 450
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 2.3, which was -0.70 lower than the previous day. The implied volatity was 30.23, the open interest changed by -21 which decreased total open position to 484
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 29.43, the open interest changed by 51 which increased total open position to 505
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 27.43, the open interest changed by 15 which increased total open position to 458
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 3.6, which was -0.35 lower than the previous day. The implied volatity was 27.16, the open interest changed by -14 which decreased total open position to 446
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 3.95, which was 0.40 higher than the previous day. The implied volatity was 26.94, the open interest changed by 49 which increased total open position to 460
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 3.55, which was -0.60 lower than the previous day. The implied volatity was 24.82, the open interest changed by 35 which increased total open position to 411
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 4.15, which was -2.35 lower than the previous day. The implied volatity was 24.04, the open interest changed by 203 which increased total open position to 380
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 6.5, which was -6.50 lower than the previous day. The implied volatity was 23.24, the open interest changed by 173 which increased total open position to 174
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 13, which was 1.55 higher than the previous day. The implied volatity was 25.16, the open interest changed by 0 which decreased total open position to 1
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 11.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 11.45, which was -7.20 lower than the previous day. The implied volatity was 23.91, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 9.88, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 8.19, 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 18.65, which was 0.00 lower than the previous day. The implied volatity was 7.62, 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 18.65, which was lower than the previous day. The implied volatity was 7.93, the open interest changed by 0 which decreased total open position to 0
