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

12726.3 106.80 (0.85%)

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Historical option data for MIDCPNIFTY

02 Dec 2024 04:13 PM IST
MIDCPNIFTY 30DEC2024 11300 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
2 Dec 12726.30 2155.35 0.00 - 0 0 0
29 Nov 12619.50 2155.35 0.00 - 0 0 0
28 Nov 12553.75 2155.35 0.00 - 0 0 0
27 Nov 12619.25 2155.35 0.00 - 0 0 0
26 Nov 12569.65 2155.35 0.00 - 0 0 0
25 Nov 12576.40 2155.35 0.00 - 0 0 0
22 Nov 12306.85 2155.35 0.00 - 0 0 0
21 Nov 12164.65 2155.35 0.00 - 0 0 0
19 Nov 12171.65 2155.35 - 0 0 0


For Nifty Midcap Select - strike price 11300 expiring on 30DEC2024

Delta for 11300 CE is -

Historical price for 11300 CE is as follows

On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 2155.35, 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 2155.35, 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 2155.35, 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 2155.35, 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 2155.35, 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 2155.35, 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 2155.35, 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 2155.35, 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 2155.35, 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 11300 PE
Delta: -0.02
Vega: 1.84
Theta: -0.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Dec 12726.30 6.75 -0.35 23.08 4,716 160 569
29 Nov 12619.50 7.1 -7.40 20.92 1,869 -61 312
28 Nov 12553.75 14.5 0.25 22.79 367 76 375
27 Nov 12619.25 14.25 -2.30 23.12 761 223 302
26 Nov 12569.65 16.55 3.55 22.75 299 77 77
25 Nov 12576.40 13 -15.20 21.69 8 0 0
22 Nov 12306.85 28.2 0.00 7.02 0 0 0
21 Nov 12164.65 28.2 0.00 6.28 0 0 0
19 Nov 12171.65 28.2 6.83 0 0 0


For Nifty Midcap Select - strike price 11300 expiring on 30DEC2024

Delta for 11300 PE is -0.02

Historical price for 11300 PE is as follows

On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 6.75, which was -0.35 lower than the previous day. The implied volatity was 23.08, the open interest changed by 160 which increased total open position to 569


On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 7.1, which was -7.40 lower than the previous day. The implied volatity was 20.92, the open interest changed by -61 which decreased total open position to 312


On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 14.5, which was 0.25 higher than the previous day. The implied volatity was 22.79, the open interest changed by 76 which increased total open position to 375


On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 14.25, which was -2.30 lower than the previous day. The implied volatity was 23.12, the open interest changed by 223 which increased total open position to 302


On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 16.55, which was 3.55 higher than the previous day. The implied volatity was 22.75, the open interest changed by 77 which increased total open position to 77


On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 13, which was -15.20 lower than the previous day. The implied volatity was 21.69, 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 28.2, 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 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 28.2, which was 0.00 lower than the previous day. The implied volatity was 6.28, 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 28.2, which was lower than the previous day. The implied volatity was 6.83, the open interest changed by 0 which decreased total open position to 0