MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11425 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 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 2 Dec | 12726.30 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 2040.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 2040.45 | 2040.45 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11425 expiring on 30DEC2024
Delta for 11425 CE is -
Historical price for 11425 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, 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 2040.45, which was 2040.45 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 11425 PE | |||||||
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Delta: -0.01
Vega: 0.68
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 2.7 | -0.30 | 29.38 | 40 | -11 | 78 |
| 19 Dec | 13027.20 | 3 | 0.00 | 0.00 | 0 | -62 | 0 |
| 18 Dec | 13031.60 | 3 | 0.05 | 32.92 | 80 | -44 | 107 |
| 17 Dec | 13091.10 | 2.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 2.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 2.95 | -0.40 | 29.30 | 1 | 0 | 151 |
| 12 Dec | 13071.25 | 3.35 | -0.45 | 28.01 | 152 | -78 | 151 |
| 11 Dec | 13133.80 | 3.8 | -0.20 | 28.73 | 6 | -1 | 230 |
| 10 Dec | 13085.40 | 4 | 0.00 | 27.57 | 192 | 94 | 231 |
| 9 Dec | 12988.80 | 4 | -1.00 | 25.75 | 13 | 0 | 137 |
| 6 Dec | 12959.55 | 5 | -2.80 | 24.63 | 150 | 28 | 147 |
| 5 Dec | 12935.60 | 7.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 7.8 | 0.00 | 0.00 | 0 | 2 | 0 |
| 3 Dec | 12812.85 | 7.8 | -1.15 | 23.24 | 20 | 5 | 122 |
| 2 Dec | 12726.30 | 8.95 | -1.95 | 22.40 | 206 | 24 | 120 |
| 29 Nov | 12619.50 | 10.9 | -6.10 | 20.79 | 330 | -4 | 104 |
| 28 Nov | 12553.75 | 17 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 17 | -2.60 | 22.14 | 6 | 1 | 109 |
| 26 Nov | 12569.65 | 19.6 | -16.45 | 21.74 | 146 | 108 | 108 |
| 25 Nov | 12576.40 | 36.05 | 0.00 | 8.01 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 36.05 | 0.00 | 6.25 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 36.05 | 0.00 | 5.67 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 36.05 | 5.74 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11425 expiring on 30DEC2024
Delta for 11425 PE is -0.01
Historical price for 11425 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 2.7, which was -0.30 lower than the previous day. The implied volatity was 29.38, the open interest changed by -11 which decreased total open position to 78
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -62 which decreased total open position to 0
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was 32.92, the open interest changed by -44 which decreased total open position to 107
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 2.95, 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 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 2.95, 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 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 2.95, which was -0.40 lower than the previous day. The implied volatity was 29.30, the open interest changed by 0 which decreased total open position to 151
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 3.35, which was -0.45 lower than the previous day. The implied volatity was 28.01, the open interest changed by -78 which decreased total open position to 151
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 3.8, which was -0.20 lower than the previous day. The implied volatity was 28.73, the open interest changed by -1 which decreased total open position to 230
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 27.57, the open interest changed by 94 which increased total open position to 231
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 4, which was -1.00 lower than the previous day. The implied volatity was 25.75, the open interest changed by 0 which decreased total open position to 137
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 5, which was -2.80 lower than the previous day. The implied volatity was 24.63, the open interest changed by 28 which increased total open position to 147
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 7.8, 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 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 7.8, which was -1.15 lower than the previous day. The implied volatity was 23.24, the open interest changed by 5 which increased total open position to 122
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 8.95, which was -1.95 lower than the previous day. The implied volatity was 22.40, the open interest changed by 24 which increased total open position to 120
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 10.9, which was -6.10 lower than the previous day. The implied volatity was 20.79, the open interest changed by -4 which decreased total open position to 104
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 17, 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 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 17, which was -2.60 lower than the previous day. The implied volatity was 22.14, the open interest changed by 1 which increased total open position to 109
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 19.6, which was -16.45 lower than the previous day. The implied volatity was 21.74, the open interest changed by 108 which increased total open position to 108
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 36.05, which was 0.00 lower than the previous day. The implied volatity was 8.01, 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 36.05, which was 0.00 lower than the previous day. The implied volatity was 6.25, 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 36.05, which was 0.00 lower than the previous day. The implied volatity was 5.67, 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 36.05, which was lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0
