MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11525 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 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 2 Dec | 12726.30 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1949.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1949.7 | 1949.70 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11525 expiring on 30DEC2024
Delta for 11525 CE is -
Historical price for 11525 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, 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 1949.7, which was 1949.70 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 11525 PE | |||||||
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Delta: -0.02
Vega: 1.06
Theta: -1.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 4.95 | 1.35 | 29.84 | 280 | 152 | 386 |
| 19 Dec | 13027.20 | 3.6 | 0.00 | 0.00 | 0 | -18 | 0 |
| 18 Dec | 13031.60 | 3.6 | 1.15 | 31.84 | 43 | -22 | 230 |
| 17 Dec | 13091.10 | 2.45 | -1.00 | 29.75 | 80 | 29 | 255 |
| 16 Dec | 13207.40 | 3.45 | -1.45 | 31.96 | 84 | -4 | 219 |
| 13 Dec | 13134.50 | 4.9 | 0.90 | 29.76 | 24 | -1 | 223 |
| 12 Dec | 13071.25 | 4 | -0.15 | 27.13 | 131 | 24 | 225 |
| 11 Dec | 13133.80 | 4.15 | -0.85 | 27.55 | 176 | -46 | 205 |
| 10 Dec | 13085.40 | 5 | 0.00 | 26.95 | 8 | 0 | 259 |
| 9 Dec | 12988.80 | 5 | -0.95 | 25.09 | 36 | 5 | 259 |
| 6 Dec | 12959.55 | 5.95 | -4.10 | 23.85 | 200 | -84 | 256 |
| 5 Dec | 12935.60 | 10.05 | 1.65 | 25.24 | 28 | 4 | 341 |
| 4 Dec | 12927.50 | 8.4 | -0.95 | 23.98 | 46 | 3 | 337 |
| 3 Dec | 12812.85 | 9.35 | -2.05 | 22.52 | 94 | -18 | 336 |
| 2 Dec | 12726.30 | 11.4 | -2.10 | 21.92 | 663 | 182 | 353 |
| 29 Nov | 12619.50 | 13.5 | -6.50 | 20.19 | 682 | -48 | 200 |
| 28 Nov | 12553.75 | 20 | 0.00 | 21.03 | 607 | 45 | 248 |
| 27 Nov | 12619.25 | 20 | -6.35 | 21.43 | 219 | 33 | 203 |
| 26 Nov | 12569.65 | 26.35 | -17.15 | 21.67 | 252 | 170 | 170 |
| 25 Nov | 12576.40 | 43.5 | 0.00 | 7.42 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 43.5 | 0.00 | 5.67 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 43.5 | 0.00 | 5.07 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 43.5 | 5.17 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11525 expiring on 30DEC2024
Delta for 11525 PE is -0.02
Historical price for 11525 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 4.95, which was 1.35 higher than the previous day. The implied volatity was 29.84, the open interest changed by 152 which increased total open position to 386
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -18 which decreased total open position to 0
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 3.6, which was 1.15 higher than the previous day. The implied volatity was 31.84, the open interest changed by -22 which decreased total open position to 230
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 2.45, which was -1.00 lower than the previous day. The implied volatity was 29.75, the open interest changed by 29 which increased total open position to 255
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 3.45, which was -1.45 lower than the previous day. The implied volatity was 31.96, the open interest changed by -4 which decreased total open position to 219
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 4.9, which was 0.90 higher than the previous day. The implied volatity was 29.76, the open interest changed by -1 which decreased total open position to 223
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 4, which was -0.15 lower than the previous day. The implied volatity was 27.13, the open interest changed by 24 which increased total open position to 225
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 4.15, which was -0.85 lower than the previous day. The implied volatity was 27.55, the open interest changed by -46 which decreased total open position to 205
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 259
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 5, which was -0.95 lower than the previous day. The implied volatity was 25.09, the open interest changed by 5 which increased total open position to 259
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 5.95, which was -4.10 lower than the previous day. The implied volatity was 23.85, the open interest changed by -84 which decreased total open position to 256
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 10.05, which was 1.65 higher than the previous day. The implied volatity was 25.24, the open interest changed by 4 which increased total open position to 341
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 8.4, which was -0.95 lower than the previous day. The implied volatity was 23.98, the open interest changed by 3 which increased total open position to 337
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 9.35, which was -2.05 lower than the previous day. The implied volatity was 22.52, the open interest changed by -18 which decreased total open position to 336
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 11.4, which was -2.10 lower than the previous day. The implied volatity was 21.92, the open interest changed by 182 which increased total open position to 353
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 13.5, which was -6.50 lower than the previous day. The implied volatity was 20.19, the open interest changed by -48 which decreased total open position to 200
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 21.03, the open interest changed by 45 which increased total open position to 248
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 20, which was -6.35 lower than the previous day. The implied volatity was 21.43, the open interest changed by 33 which increased total open position to 203
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 26.35, which was -17.15 lower than the previous day. The implied volatity was 21.67, the open interest changed by 170 which increased total open position to 170
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 43.5, which was 0.00 lower than the previous day. The implied volatity was 7.42, 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 43.5, 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 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 43.5, which was 0.00 lower than the previous day. The implied volatity was 5.07, 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 43.5, which was lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0
