MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11200 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 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Dec | 13091.10 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 2248.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 2248.35 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11200 expiring on 30DEC2024
Delta for 11200 CE is -
Historical price for 11200 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 2248.35, 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 11200 PE | |||||||
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Delta: -0.01
Vega: 0.75
Theta: -1.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 3.75 | 0.75 | 35.61 | 120 | -34 | 155 |
| 19 Dec | 13027.20 | 3 | 0.90 | 38.76 | 86 | 19 | 186 |
| 18 Dec | 13031.60 | 2.1 | 0.05 | 35.54 | 32 | -13 | 168 |
| 17 Dec | 13091.10 | 2.05 | -0.05 | 34.73 | 50 | -1 | 181 |
| 16 Dec | 13207.40 | 2.1 | -0.45 | 35.31 | 189 | -47 | 185 |
| 13 Dec | 13134.50 | 2.55 | -0.15 | 32.23 | 143 | -31 | 232 |
| 12 Dec | 13071.25 | 2.7 | -0.55 | 30.63 | 94 | 15 | 275 |
| 11 Dec | 13133.80 | 3.25 | 0.25 | 31.49 | 40 | -21 | 257 |
| 10 Dec | 13085.40 | 3 | -0.15 | 29.80 | 350 | -72 | 283 |
| 9 Dec | 12988.80 | 3.15 | -0.60 | 28.13 | 133 | -6 | 361 |
| 6 Dec | 12959.55 | 3.75 | -0.65 | 26.70 | 404 | -73 | 367 |
| 5 Dec | 12935.60 | 4.4 | 0.15 | 26.54 | 416 | -7 | 437 |
| 4 Dec | 12927.50 | 4.25 | -0.85 | 25.88 | 919 | 46 | 429 |
| 3 Dec | 12812.85 | 5.1 | -0.65 | 24.76 | 708 | -73 | 377 |
| 2 Dec | 12726.30 | 5.75 | -1.20 | 23.87 | 1,364 | 123 | 452 |
| 29 Nov | 12619.50 | 6.95 | -4.05 | 22.17 | 830 | 175 | 338 |
| 28 Nov | 12553.75 | 11 | 0.00 | 23.01 | 304 | 58 | 163 |
| 27 Nov | 12619.25 | 11 | -2.20 | 23.39 | 228 | 103 | 107 |
| 26 Nov | 12569.65 | 13.2 | 1.65 | 23.15 | 12 | 3 | 4 |
| 25 Nov | 12576.40 | 11.55 | -11.45 | 22.59 | 1 | 0 | 0 |
| 22 Nov | 12306.85 | 23 | 0.00 | 7.59 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 23 | 0.00 | 7.02 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 23 | 7.37 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11200 expiring on 30DEC2024
Delta for 11200 PE is -0.01
Historical price for 11200 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 3.75, which was 0.75 higher than the previous day. The implied volatity was 35.61, the open interest changed by -34 which decreased total open position to 155
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 3, which was 0.90 higher than the previous day. The implied volatity was 38.76, the open interest changed by 19 which increased total open position to 186
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 35.54, the open interest changed by -13 which decreased total open position to 168
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 2.05, which was -0.05 lower than the previous day. The implied volatity was 34.73, the open interest changed by -1 which decreased total open position to 181
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was 35.31, the open interest changed by -47 which decreased total open position to 185
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 2.55, which was -0.15 lower than the previous day. The implied volatity was 32.23, the open interest changed by -31 which decreased total open position to 232
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 2.7, which was -0.55 lower than the previous day. The implied volatity was 30.63, the open interest changed by 15 which increased total open position to 275
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 3.25, which was 0.25 higher than the previous day. The implied volatity was 31.49, the open interest changed by -21 which decreased total open position to 257
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 29.80, the open interest changed by -72 which decreased total open position to 283
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 3.15, which was -0.60 lower than the previous day. The implied volatity was 28.13, the open interest changed by -6 which decreased total open position to 361
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 3.75, which was -0.65 lower than the previous day. The implied volatity was 26.70, the open interest changed by -73 which decreased total open position to 367
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 4.4, which was 0.15 higher than the previous day. The implied volatity was 26.54, the open interest changed by -7 which decreased total open position to 437
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 4.25, which was -0.85 lower than the previous day. The implied volatity was 25.88, the open interest changed by 46 which increased total open position to 429
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 5.1, which was -0.65 lower than the previous day. The implied volatity was 24.76, the open interest changed by -73 which decreased total open position to 377
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 5.75, which was -1.20 lower than the previous day. The implied volatity was 23.87, the open interest changed by 123 which increased total open position to 452
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 6.95, which was -4.05 lower than the previous day. The implied volatity was 22.17, the open interest changed by 175 which increased total open position to 338
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 23.01, the open interest changed by 58 which increased total open position to 163
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 11, which was -2.20 lower than the previous day. The implied volatity was 23.39, the open interest changed by 103 which increased total open position to 107
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 13.2, which was 1.65 higher than the previous day. The implied volatity was 23.15, the open interest changed by 3 which increased total open position to 4
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 11.55, which was -11.45 lower than the previous day. The implied volatity was 22.59, 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 23, which was 0.00 lower than the previous day. The implied volatity was 7.59, 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 23, which was 0.00 lower than the previous day. The implied volatity was 7.02, 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 23, which was lower than the previous day. The implied volatity was 7.37, the open interest changed by 0 which decreased total open position to 0
