MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11500 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 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Dec | 13031.60 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1972.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1972.3 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11500 expiring on 30DEC2024
Delta for 11500 CE is -
Historical price for 11500 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 1972.3, 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 11500 PE | |||||||
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Delta: -0.02
Vega: 0.84
Theta: -1.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 3.5 | 0.75 | 28.86 | 2,336 | 613 | 2,641 |
| 19 Dec | 13027.20 | 2.75 | 0.40 | 32.49 | 2,111 | -164 | 2,028 |
| 18 Dec | 13031.60 | 2.35 | -0.25 | 30.53 | 1,685 | -367 | 2,084 |
| 17 Dec | 13091.10 | 2.6 | -0.35 | 30.44 | 782 | -247 | 2,407 |
| 16 Dec | 13207.40 | 2.95 | -0.30 | 31.66 | 2,803 | 510 | 2,654 |
| 13 Dec | 13134.50 | 3.25 | -1.05 | 28.49 | 2,279 | 27 | 2,073 |
| 12 Dec | 13071.25 | 4.3 | 0.35 | 27.81 | 2,051 | -24 | 2,053 |
| 11 Dec | 13133.80 | 3.95 | -0.05 | 27.73 | 892 | -181 | 2,076 |
| 10 Dec | 13085.40 | 4 | -0.60 | 26.47 | 1,594 | 305 | 2,257 |
| 9 Dec | 12988.80 | 4.6 | -0.80 | 25.14 | 2,527 | -421 | 1,924 |
| 6 Dec | 12959.55 | 5.4 | -2.10 | 23.83 | 2,633 | -83 | 2,345 |
| 5 Dec | 12935.60 | 7.5 | 0.50 | 24.39 | 6,622 | -527 | 2,439 |
| 4 Dec | 12927.50 | 7 | -1.40 | 23.64 | 6,295 | -413 | 2,965 |
| 3 Dec | 12812.85 | 8.4 | -2.10 | 22.46 | 3,520 | -610 | 3,383 |
| 2 Dec | 12726.30 | 10.5 | -2.30 | 21.95 | 7,335 | 443 | 4,011 |
| 29 Nov | 12619.50 | 12.8 | -6.20 | 20.33 | 4,877 | 723 | 3,502 |
| 28 Nov | 12553.75 | 19 | -0.55 | 21.25 | 4,853 | 601 | 2,898 |
| 27 Nov | 12619.25 | 19.55 | -4.30 | 21.69 | 4,924 | 878 | 2,296 |
| 26 Nov | 12569.65 | 23.85 | 1.85 | 21.58 | 4,750 | 630 | 1,399 |
| 25 Nov | 12576.40 | 22 | -40.70 | 21.27 | 4,041 | 731 | 756 |
| 22 Nov | 12306.85 | 62.7 | -34.30 | 22.67 | 316 | 73 | 98 |
| 21 Nov | 12164.65 | 97 | 55.45 | 23.69 | 34 | 24 | 24 |
| 19 Nov | 12171.65 | 41.55 | 5.08 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11500 expiring on 30DEC2024
Delta for 11500 PE is -0.02
Historical price for 11500 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 3.5, which was 0.75 higher than the previous day. The implied volatity was 28.86, the open interest changed by 613 which increased total open position to 2641
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 2.75, which was 0.40 higher than the previous day. The implied volatity was 32.49, the open interest changed by -164 which decreased total open position to 2028
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was 30.53, the open interest changed by -367 which decreased total open position to 2084
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 2.6, which was -0.35 lower than the previous day. The implied volatity was 30.44, the open interest changed by -247 which decreased total open position to 2407
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 2.95, which was -0.30 lower than the previous day. The implied volatity was 31.66, the open interest changed by 510 which increased total open position to 2654
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 3.25, which was -1.05 lower than the previous day. The implied volatity was 28.49, the open interest changed by 27 which increased total open position to 2073
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 4.3, which was 0.35 higher than the previous day. The implied volatity was 27.81, the open interest changed by -24 which decreased total open position to 2053
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 3.95, which was -0.05 lower than the previous day. The implied volatity was 27.73, the open interest changed by -181 which decreased total open position to 2076
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 4, which was -0.60 lower than the previous day. The implied volatity was 26.47, the open interest changed by 305 which increased total open position to 2257
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 4.6, which was -0.80 lower than the previous day. The implied volatity was 25.14, the open interest changed by -421 which decreased total open position to 1924
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 5.4, which was -2.10 lower than the previous day. The implied volatity was 23.83, the open interest changed by -83 which decreased total open position to 2345
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 7.5, which was 0.50 higher than the previous day. The implied volatity was 24.39, the open interest changed by -527 which decreased total open position to 2439
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 7, which was -1.40 lower than the previous day. The implied volatity was 23.64, the open interest changed by -413 which decreased total open position to 2965
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 8.4, which was -2.10 lower than the previous day. The implied volatity was 22.46, the open interest changed by -610 which decreased total open position to 3383
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 10.5, which was -2.30 lower than the previous day. The implied volatity was 21.95, the open interest changed by 443 which increased total open position to 4011
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 12.8, which was -6.20 lower than the previous day. The implied volatity was 20.33, the open interest changed by 723 which increased total open position to 3502
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 19, which was -0.55 lower than the previous day. The implied volatity was 21.25, the open interest changed by 601 which increased total open position to 2898
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 19.55, which was -4.30 lower than the previous day. The implied volatity was 21.69, the open interest changed by 878 which increased total open position to 2296
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 23.85, which was 1.85 higher than the previous day. The implied volatity was 21.58, the open interest changed by 630 which increased total open position to 1399
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 22, which was -40.70 lower than the previous day. The implied volatity was 21.27, the open interest changed by 731 which increased total open position to 756
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 62.7, which was -34.30 lower than the previous day. The implied volatity was 22.67, the open interest changed by 73 which increased total open position to 98
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 97, which was 55.45 higher than the previous day. The implied volatity was 23.69, the open interest changed by 24 which increased total open position to 24
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 41.55, which was lower than the previous day. The implied volatity was 5.08, the open interest changed by 0 which decreased total open position to 0
