MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11300 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 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Dec | 13207.40 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 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 20 Dec MIDCPNIFTY was trading at 12683.15. 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 Dec MIDCPNIFTY was trading at 13027.20. 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 18 Dec MIDCPNIFTY was trading at 13031.60. 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 17 Dec MIDCPNIFTY was trading at 13091.10. 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 16 Dec MIDCPNIFTY was trading at 13207.40. 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 13 Dec MIDCPNIFTY was trading at 13134.50. 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 12 Dec MIDCPNIFTY was trading at 13071.25. 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 11 Dec MIDCPNIFTY was trading at 13133.80. 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 10 Dec MIDCPNIFTY was trading at 13085.40. 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 9 Dec MIDCPNIFTY was trading at 12988.80. 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 6 Dec MIDCPNIFTY was trading at 12959.55. 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 5 Dec MIDCPNIFTY was trading at 12935.60. 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 4 Dec MIDCPNIFTY was trading at 12927.50. 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 3 Dec MIDCPNIFTY was trading at 12812.85. 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 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 | |||||||
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Delta: -0.01
Vega: 0.48
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 1.8 | -0.70 | 30.40 | 195 | -11 | 227 |
| 19 Dec | 13027.20 | 2.5 | -0.15 | 35.94 | 59 | -28 | 238 |
| 18 Dec | 13031.60 | 2.65 | 0.20 | 34.71 | 90 | 6 | 275 |
| 17 Dec | 13091.10 | 2.45 | 0.30 | 33.72 | 96 | -69 | 267 |
| 16 Dec | 13207.40 | 2.15 | -0.50 | 33.73 | 196 | -5 | 341 |
| 13 Dec | 13134.50 | 2.65 | -0.20 | 30.83 | 214 | -28 | 352 |
| 12 Dec | 13071.25 | 2.85 | -0.35 | 29.32 | 102 | -30 | 383 |
| 11 Dec | 13133.80 | 3.2 | -0.25 | 29.94 | 190 | -104 | 413 |
| 10 Dec | 13085.40 | 3.45 | -0.50 | 28.87 | 216 | 52 | 501 |
| 9 Dec | 12988.80 | 3.95 | -0.35 | 27.60 | 26 | 7 | 450 |
| 6 Dec | 12959.55 | 4.3 | -0.50 | 25.81 | 630 | 116 | 452 |
| 5 Dec | 12935.60 | 4.8 | -0.10 | 25.51 | 1,814 | -115 | 335 |
| 4 Dec | 12927.50 | 4.9 | -0.85 | 25.05 | 2,727 | -77 | 454 |
| 3 Dec | 12812.85 | 5.75 | -1.00 | 23.84 | 891 | 4 | 567 |
| 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 -0.01
Historical price for 11300 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1.8, which was -0.70 lower than the previous day. The implied volatity was 30.40, the open interest changed by -11 which decreased total open position to 227
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was 35.94, the open interest changed by -28 which decreased total open position to 238
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 2.65, which was 0.20 higher than the previous day. The implied volatity was 34.71, the open interest changed by 6 which increased total open position to 275
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 2.45, which was 0.30 higher than the previous day. The implied volatity was 33.72, the open interest changed by -69 which decreased total open position to 267
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 2.15, which was -0.50 lower than the previous day. The implied volatity was 33.73, the open interest changed by -5 which decreased total open position to 341
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 2.65, which was -0.20 lower than the previous day. The implied volatity was 30.83, the open interest changed by -28 which decreased total open position to 352
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 2.85, which was -0.35 lower than the previous day. The implied volatity was 29.32, the open interest changed by -30 which decreased total open position to 383
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 3.2, which was -0.25 lower than the previous day. The implied volatity was 29.94, the open interest changed by -104 which decreased total open position to 413
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 3.45, which was -0.50 lower than the previous day. The implied volatity was 28.87, the open interest changed by 52 which increased total open position to 501
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 3.95, which was -0.35 lower than the previous day. The implied volatity was 27.60, the open interest changed by 7 which increased total open position to 450
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 4.3, which was -0.50 lower than the previous day. The implied volatity was 25.81, the open interest changed by 116 which increased total open position to 452
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 4.8, which was -0.10 lower than the previous day. The implied volatity was 25.51, the open interest changed by -115 which decreased total open position to 335
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 4.9, which was -0.85 lower than the previous day. The implied volatity was 25.05, the open interest changed by -77 which decreased total open position to 454
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 5.75, which was -1.00 lower than the previous day. The implied volatity was 23.84, the open interest changed by 4 which increased total open position to 567
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
