MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11400 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 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Dec | 12812.85 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 2063.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 2063.3 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11400 expiring on 30DEC2024
Delta for 11400 CE is -
Historical price for 11400 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 2063.3, 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 11400 PE | |||||||
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Delta: -0.01
Vega: 0.72
Theta: -1.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 3 | 0.75 | 30.33 | 73 | 15 | 188 |
| 19 Dec | 13027.20 | 2.25 | 0.55 | 33.56 | 21 | 0 | 177 |
| 18 Dec | 13031.60 | 1.7 | -0.80 | 31.05 | 1 | 0 | 178 |
| 17 Dec | 13091.10 | 2.5 | 0.10 | 32.03 | 11 | -7 | 180 |
| 16 Dec | 13207.40 | 2.4 | -0.30 | 32.51 | 164 | -80 | 188 |
| 13 Dec | 13134.50 | 2.7 | -0.40 | 29.36 | 188 | -2 | 270 |
| 12 Dec | 13071.25 | 3.1 | -1.25 | 28.11 | 190 | -27 | 276 |
| 11 Dec | 13133.80 | 4.35 | 0.90 | 29.65 | 81 | -1 | 301 |
| 10 Dec | 13085.40 | 3.45 | -0.45 | 27.38 | 41 | 13 | 302 |
| 9 Dec | 12988.80 | 3.9 | -0.55 | 26.07 | 204 | 23 | 289 |
| 6 Dec | 12959.55 | 4.45 | -2.15 | 24.56 | 570 | -69 | 266 |
| 5 Dec | 12935.60 | 6.6 | 0.30 | 25.31 | 2,533 | -129 | 337 |
| 4 Dec | 12927.50 | 6.3 | -0.70 | 24.62 | 1,384 | -197 | 469 |
| 3 Dec | 12812.85 | 7 | -1.20 | 23.18 | 2,189 | 131 | 674 |
| 2 Dec | 12726.30 | 8.2 | -2.80 | 22.42 | 2,689 | 315 | 576 |
| 29 Nov | 12619.50 | 11 | -2.20 | 21.15 | 744 | 8 | 291 |
| 28 Nov | 12553.75 | 13.2 | -3.30 | 20.97 | 117 | 14 | 300 |
| 27 Nov | 12619.25 | 16.5 | -3.50 | 22.36 | 673 | 185 | 287 |
| 26 Nov | 12569.65 | 20 | -14.35 | 22.20 | 364 | 105 | 105 |
| 25 Nov | 12576.40 | 34.35 | 0.00 | 8.17 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 34.35 | 0.00 | 6.42 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 34.35 | 0.00 | 5.81 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 34.35 | 6.22 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11400 expiring on 30DEC2024
Delta for 11400 PE is -0.01
Historical price for 11400 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 3, which was 0.75 higher than the previous day. The implied volatity was 30.33, the open interest changed by 15 which increased total open position to 188
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 2.25, which was 0.55 higher than the previous day. The implied volatity was 33.56, the open interest changed by 0 which decreased total open position to 177
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was 31.05, the open interest changed by 0 which decreased total open position to 178
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 2.5, which was 0.10 higher than the previous day. The implied volatity was 32.03, the open interest changed by -7 which decreased total open position to 180
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 2.4, which was -0.30 lower than the previous day. The implied volatity was 32.51, the open interest changed by -80 which decreased total open position to 188
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 2.7, which was -0.40 lower than the previous day. The implied volatity was 29.36, the open interest changed by -2 which decreased total open position to 270
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 3.1, which was -1.25 lower than the previous day. The implied volatity was 28.11, the open interest changed by -27 which decreased total open position to 276
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 4.35, which was 0.90 higher than the previous day. The implied volatity was 29.65, the open interest changed by -1 which decreased total open position to 301
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 3.45, which was -0.45 lower than the previous day. The implied volatity was 27.38, the open interest changed by 13 which increased total open position to 302
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 3.9, which was -0.55 lower than the previous day. The implied volatity was 26.07, the open interest changed by 23 which increased total open position to 289
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 4.45, which was -2.15 lower than the previous day. The implied volatity was 24.56, the open interest changed by -69 which decreased total open position to 266
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 6.6, which was 0.30 higher than the previous day. The implied volatity was 25.31, the open interest changed by -129 which decreased total open position to 337
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 6.3, which was -0.70 lower than the previous day. The implied volatity was 24.62, the open interest changed by -197 which decreased total open position to 469
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 7, which was -1.20 lower than the previous day. The implied volatity was 23.18, the open interest changed by 131 which increased total open position to 674
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 8.2, which was -2.80 lower than the previous day. The implied volatity was 22.42, the open interest changed by 315 which increased total open position to 576
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 11, which was -2.20 lower than the previous day. The implied volatity was 21.15, the open interest changed by 8 which increased total open position to 291
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 13.2, which was -3.30 lower than the previous day. The implied volatity was 20.97, the open interest changed by 14 which increased total open position to 300
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 16.5, which was -3.50 lower than the previous day. The implied volatity was 22.36, the open interest changed by 185 which increased total open position to 287
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 20, which was -14.35 lower than the previous day. The implied volatity was 22.20, the open interest changed by 105 which increased total open position to 105
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 34.35, which was 0.00 lower than the previous day. The implied volatity was 8.17, 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 34.35, which was 0.00 lower than the previous day. The implied volatity was 6.42, 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 34.35, which was 0.00 lower than the previous day. The implied volatity was 5.81, 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 34.35, which was lower than the previous day. The implied volatity was 6.22, the open interest changed by 0 which decreased total open position to 0
