MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11475 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 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Nov | 12569.65 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1994.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1994.95 | 1994.95 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11475 expiring on 30DEC2024
Delta for 11475 CE is -
Historical price for 11475 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, 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 1994.95, which was 1994.95 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 11475 PE | |||||||
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Delta: -0.01
Vega: 0.67
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 2.55 | -2.35 | 28.12 | 56 | 12 | 71 |
| 19 Dec | 13027.20 | 4.9 | 1.80 | 35.74 | 5 | 1 | 56 |
| 18 Dec | 13031.60 | 3.1 | 0.40 | 32.13 | 13 | 7 | 55 |
| 17 Dec | 13091.10 | 2.7 | 0.40 | 31.03 | 80 | -5 | 48 |
| 16 Dec | 13207.40 | 2.3 | -0.30 | 31.16 | 268 | -15 | 56 |
| 13 Dec | 13134.50 | 2.6 | -0.90 | 28.06 | 9 | -1 | 72 |
| 12 Dec | 13071.25 | 3.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 3.5 | -1.85 | 27.67 | 3 | 0 | 73 |
| 10 Dec | 13085.40 | 5.35 | 0.35 | 27.99 | 2 | 1 | 72 |
| 9 Dec | 12988.80 | 5 | 0.50 | 25.84 | 37 | 1 | 63 |
| 6 Dec | 12959.55 | 4.5 | -3.25 | 23.55 | 69 | -7 | 69 |
| 5 Dec | 12935.60 | 7.75 | 0.00 | 0.00 | 0 | -8 | 0 |
| 4 Dec | 12927.50 | 7.75 | -0.70 | 24.36 | 24 | -2 | 82 |
| 3 Dec | 12812.85 | 8.45 | -0.75 | 22.84 | 67 | -17 | 86 |
| 2 Dec | 12726.30 | 9.2 | -2.95 | 21.80 | 472 | 32 | 104 |
| 29 Nov | 12619.50 | 12.15 | -6.75 | 20.50 | 254 | 42 | 86 |
| 28 Nov | 12553.75 | 18.9 | 1.35 | 21.48 | 17 | 1 | 44 |
| 27 Nov | 12619.25 | 17.55 | -4.75 | 21.56 | 32 | 1 | 43 |
| 26 Nov | 12569.65 | 22.3 | -17.35 | 21.62 | 55 | 35 | 35 |
| 25 Nov | 12576.40 | 39.65 | 0.00 | 7.71 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 39.65 | 0.00 | 5.94 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 39.65 | 0.00 | 5.37 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 39.65 | 5.46 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11475 expiring on 30DEC2024
Delta for 11475 PE is -0.01
Historical price for 11475 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 2.55, which was -2.35 lower than the previous day. The implied volatity was 28.12, the open interest changed by 12 which increased total open position to 71
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 4.9, which was 1.80 higher than the previous day. The implied volatity was 35.74, the open interest changed by 1 which increased total open position to 56
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 3.1, which was 0.40 higher than the previous day. The implied volatity was 32.13, the open interest changed by 7 which increased total open position to 55
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 2.7, which was 0.40 higher than the previous day. The implied volatity was 31.03, the open interest changed by -5 which decreased total open position to 48
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 2.3, which was -0.30 lower than the previous day. The implied volatity was 31.16, the open interest changed by -15 which decreased total open position to 56
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 2.6, which was -0.90 lower than the previous day. The implied volatity was 28.06, the open interest changed by -1 which decreased total open position to 72
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 3.5, 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 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 3.5, which was -1.85 lower than the previous day. The implied volatity was 27.67, the open interest changed by 0 which decreased total open position to 73
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 5.35, which was 0.35 higher than the previous day. The implied volatity was 27.99, the open interest changed by 1 which increased total open position to 72
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 5, which was 0.50 higher than the previous day. The implied volatity was 25.84, the open interest changed by 1 which increased total open position to 63
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 4.5, which was -3.25 lower than the previous day. The implied volatity was 23.55, the open interest changed by -7 which decreased total open position to 69
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 7.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 7.75, which was -0.70 lower than the previous day. The implied volatity was 24.36, the open interest changed by -2 which decreased total open position to 82
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 8.45, which was -0.75 lower than the previous day. The implied volatity was 22.84, the open interest changed by -17 which decreased total open position to 86
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 9.2, which was -2.95 lower than the previous day. The implied volatity was 21.80, the open interest changed by 32 which increased total open position to 104
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 12.15, which was -6.75 lower than the previous day. The implied volatity was 20.50, the open interest changed by 42 which increased total open position to 86
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 18.9, which was 1.35 higher than the previous day. The implied volatity was 21.48, the open interest changed by 1 which increased total open position to 44
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 17.55, which was -4.75 lower than the previous day. The implied volatity was 21.56, the open interest changed by 1 which increased total open position to 43
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 22.3, which was -17.35 lower than the previous day. The implied volatity was 21.62, the open interest changed by 35 which increased total open position to 35
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 39.65, which was 0.00 lower than the previous day. The implied volatity was 7.71, 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 39.65, which was 0.00 lower than the previous day. The implied volatity was 5.94, 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 39.65, which was 0.00 lower than the previous day. The implied volatity was 5.37, 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 39.65, which was lower than the previous day. The implied volatity was 5.46, the open interest changed by 0 which decreased total open position to 0
