MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11450 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 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 10 Dec | 13085.40 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 2017.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 2017.65 | 2017.65 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11450 expiring on 30DEC2024
Delta for 11450 CE is -
Historical price for 11450 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, 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 2017.65, which was 2017.65 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 11450 PE | |||||||
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Delta: -0.02
Vega: 0.97
Theta: -1.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 4.6 | 2.30 | 31.21 | 55 | 6 | 54 |
| 19 Dec | 13027.20 | 2.3 | 0.00 | 0.00 | 0 | -2 | 0 |
| 18 Dec | 13031.60 | 2.3 | -0.40 | 31.35 | 2 | 0 | 50 |
| 17 Dec | 13091.10 | 2.7 | 0.20 | 31.47 | 2 | 0 | 50 |
| 16 Dec | 13207.40 | 2.5 | -0.40 | 31.83 | 116 | -43 | 52 |
| 13 Dec | 13134.50 | 2.9 | 0.00 | 0.00 | 0 | 12 | 0 |
| 12 Dec | 13071.25 | 2.9 | -0.10 | 27.17 | 40 | 13 | 96 |
| 11 Dec | 13133.80 | 3 | -1.50 | 27.46 | 34 | -2 | 87 |
| 10 Dec | 13085.40 | 4.5 | -0.50 | 27.68 | 14 | 1 | 89 |
| 9 Dec | 12988.80 | 5 | 0.00 | 0.00 | 0 | 18 | 0 |
| 6 Dec | 12959.55 | 5 | -2.00 | 24.26 | 75 | 20 | 90 |
| 5 Dec | 12935.60 | 7 | 0.00 | 0.00 | 0 | 6 | 0 |
| 4 Dec | 12927.50 | 7 | -0.80 | 24.32 | 48 | 6 | 70 |
| 3 Dec | 12812.85 | 7.8 | -1.85 | 22.89 | 99 | -25 | 79 |
| 2 Dec | 12726.30 | 9.65 | -1.25 | 22.34 | 287 | 7 | 100 |
| 29 Nov | 12619.50 | 10.9 | -7.90 | 20.44 | 484 | -14 | 121 |
| 28 Nov | 12553.75 | 18.8 | 1.30 | 21.79 | 601 | 102 | 135 |
| 27 Nov | 12619.25 | 17.5 | -5.30 | 21.91 | 8 | 4 | 33 |
| 26 Nov | 12569.65 | 22.8 | -15.00 | 22.10 | 89 | 38 | 38 |
| 25 Nov | 12576.40 | 37.8 | 0.00 | 7.86 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 37.8 | 0.00 | 6.10 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 37.8 | 0.00 | 5.52 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 37.8 | 5.60 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11450 expiring on 30DEC2024
Delta for 11450 PE is -0.02
Historical price for 11450 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 4.6, which was 2.30 higher than the previous day. The implied volatity was 31.21, the open interest changed by 6 which increased total open position to 54
On 19 Dec MIDCPNIFTY was trading at 13027.20. 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 -2 which decreased total open position to 0
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 2.3, which was -0.40 lower than the previous day. The implied volatity was 31.35, the open interest changed by 0 which decreased total open position to 50
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 2.7, which was 0.20 higher than the previous day. The implied volatity was 31.47, the open interest changed by 0 which decreased total open position to 50
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 2.5, which was -0.40 lower than the previous day. The implied volatity was 31.83, the open interest changed by -43 which decreased total open position to 52
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 2.9, which was -0.10 lower than the previous day. The implied volatity was 27.17, the open interest changed by 13 which increased total open position to 96
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 3, which was -1.50 lower than the previous day. The implied volatity was 27.46, the open interest changed by -2 which decreased total open position to 87
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 4.5, which was -0.50 lower than the previous day. The implied volatity was 27.68, the open interest changed by 1 which increased total open position to 89
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 5, which was -2.00 lower than the previous day. The implied volatity was 24.26, the open interest changed by 20 which increased total open position to 90
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 7, which was -0.80 lower than the previous day. The implied volatity was 24.32, the open interest changed by 6 which increased total open position to 70
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 7.8, which was -1.85 lower than the previous day. The implied volatity was 22.89, the open interest changed by -25 which decreased total open position to 79
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 9.65, which was -1.25 lower than the previous day. The implied volatity was 22.34, the open interest changed by 7 which increased total open position to 100
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 10.9, which was -7.90 lower than the previous day. The implied volatity was 20.44, the open interest changed by -14 which decreased total open position to 121
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 18.8, which was 1.30 higher than the previous day. The implied volatity was 21.79, the open interest changed by 102 which increased total open position to 135
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 17.5, which was -5.30 lower than the previous day. The implied volatity was 21.91, the open interest changed by 4 which increased total open position to 33
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 22.8, which was -15.00 lower than the previous day. The implied volatity was 22.10, the open interest changed by 38 which increased total open position to 38
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 37.8, which was 0.00 lower than the previous day. The implied volatity was 7.86, 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 37.8, which was 0.00 lower than the previous day. The implied volatity was 6.10, 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 37.8, which was 0.00 lower than the previous day. The implied volatity was 5.52, 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 37.8, which was lower than the previous day. The implied volatity was 5.60, the open interest changed by 0 which decreased total open position to 0
