MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11325 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 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Dec | 13134.50 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 2132.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 2132.25 | 2132.25 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11325 expiring on 30DEC2024
Delta for 11325 CE is -
Historical price for 11325 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, 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 2132.25, which was 2132.25 higher 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 0, 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 11325 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.60
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 2.45 | -0.55 | 31.05 | 35 | -25 | 127 |
| 19 Dec | 13027.20 | 3 | 1.00 | 36.30 | 27 | 10 | 152 |
| 18 Dec | 13031.60 | 2 | -0.50 | 33.04 | 14 | -13 | 143 |
| 17 Dec | 13091.10 | 2.5 | 0.20 | 33.37 | 46 | -14 | 158 |
| 16 Dec | 13207.40 | 2.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 2.3 | -0.50 | 29.91 | 46 | 11 | 183 |
| 12 Dec | 13071.25 | 2.8 | -1.15 | 28.89 | 24 | 0 | 172 |
| 11 Dec | 13133.80 | 3.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 3.95 | -0.45 | 28.99 | 6 | 0 | 172 |
| 9 Dec | 12988.80 | 4.4 | 0.00 | 0.00 | 0 | 101 | 0 |
| 6 Dec | 12959.55 | 4.4 | -0.85 | 25.55 | 733 | 109 | 180 |
| 5 Dec | 12935.60 | 5.25 | -0.05 | 25.49 | 72 | -1 | 86 |
| 4 Dec | 12927.50 | 5.3 | -0.75 | 24.99 | 236 | 28 | 131 |
| 3 Dec | 12812.85 | 6.05 | -1.95 | 23.68 | 27 | -6 | 111 |
| 2 Dec | 12726.30 | 8 | -1.00 | 23.38 | 756 | 12 | 130 |
| 29 Nov | 12619.50 | 9 | -3.30 | 21.43 | 132 | -28 | 119 |
| 28 Nov | 12553.75 | 12.3 | -1.10 | 21.78 | 278 | 86 | 147 |
| 27 Nov | 12619.25 | 13.4 | -4.80 | 22.51 | 197 | 3 | 61 |
| 26 Nov | 12569.65 | 18.2 | -11.45 | 22.84 | 160 | 58 | 58 |
| 25 Nov | 12576.40 | 29.65 | 0.00 | 8.51 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 29.65 | 0.00 | 6.86 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 29.65 | 0.00 | 6.26 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 29.65 | 6.31 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11325 expiring on 30DEC2024
Delta for 11325 PE is -0.01
Historical price for 11325 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 31.05, the open interest changed by -25 which decreased total open position to 127
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 3, which was 1.00 higher than the previous day. The implied volatity was 36.30, the open interest changed by 10 which increased total open position to 152
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 33.04, the open interest changed by -13 which decreased total open position to 143
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 2.5, which was 0.20 higher than the previous day. The implied volatity was 33.37, the open interest changed by -14 which decreased total open position to 158
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 2.3, 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 2.3, which was -0.50 lower than the previous day. The implied volatity was 29.91, the open interest changed by 11 which increased total open position to 183
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 2.8, which was -1.15 lower than the previous day. The implied volatity was 28.89, the open interest changed by 0 which decreased total open position to 172
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 3.95, 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 3.95, which was -0.45 lower than the previous day. The implied volatity was 28.99, the open interest changed by 0 which decreased total open position to 172
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 4.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 101 which increased total open position to 0
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 4.4, which was -0.85 lower than the previous day. The implied volatity was 25.55, the open interest changed by 109 which increased total open position to 180
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was 25.49, the open interest changed by -1 which decreased total open position to 86
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 5.3, which was -0.75 lower than the previous day. The implied volatity was 24.99, the open interest changed by 28 which increased total open position to 131
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 6.05, which was -1.95 lower than the previous day. The implied volatity was 23.68, the open interest changed by -6 which decreased total open position to 111
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 8, which was -1.00 lower than the previous day. The implied volatity was 23.38, the open interest changed by 12 which increased total open position to 130
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 9, which was -3.30 lower than the previous day. The implied volatity was 21.43, the open interest changed by -28 which decreased total open position to 119
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 12.3, which was -1.10 lower than the previous day. The implied volatity was 21.78, the open interest changed by 86 which increased total open position to 147
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 13.4, which was -4.80 lower than the previous day. The implied volatity was 22.51, the open interest changed by 3 which increased total open position to 61
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 18.2, which was -11.45 lower than the previous day. The implied volatity was 22.84, the open interest changed by 58 which increased total open position to 58
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 29.65, which was 0.00 lower than the previous day. The implied volatity was 8.51, 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 29.65, which was 0.00 lower than the previous day. The implied volatity was 6.86, 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 29.65, which was 0.00 lower than the previous day. The implied volatity was 6.26, 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 29.65, which was lower than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 0
