MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11550 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 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 2 Dec | 12726.30 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1927.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1927.2 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11550 expiring on 30DEC2024
Delta for 11550 CE is -
Historical price for 11550 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 1927.2, 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 11550 PE | |||||||
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Delta: -0.02
Vega: 0.89
Theta: -1.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 3.7 | 1.15 | 28.02 | 63 | -2 | 126 |
| 19 Dec | 13027.20 | 2.55 | 0.00 | 0.00 | 0 | -4 | 0 |
| 18 Dec | 13031.60 | 2.55 | 0.00 | 29.91 | 4 | 0 | 132 |
| 17 Dec | 13091.10 | 2.55 | -0.60 | 29.47 | 23 | -2 | 133 |
| 16 Dec | 13207.40 | 3.15 | 0.00 | 31.07 | 156 | -17 | 132 |
| 13 Dec | 13134.50 | 3.15 | -0.50 | 27.60 | 26 | -2 | 150 |
| 12 Dec | 13071.25 | 3.65 | -0.35 | 26.40 | 264 | 43 | 154 |
| 11 Dec | 13133.80 | 4 | 0.00 | 27.02 | 17 | 0 | 109 |
| 10 Dec | 13085.40 | 4 | -1.20 | 25.74 | 24 | 4 | 109 |
| 9 Dec | 12988.80 | 5.2 | -1.30 | 24.91 | 233 | 9 | 128 |
| 6 Dec | 12959.55 | 6.5 | -2.45 | 23.82 | 111 | 32 | 120 |
| 5 Dec | 12935.60 | 8.95 | 0.35 | 24.39 | 227 | -99 | 92 |
| 4 Dec | 12927.50 | 8.6 | -1.80 | 23.71 | 989 | 132 | 196 |
| 3 Dec | 12812.85 | 10.4 | -2.00 | 22.58 | 18 | 1 | 64 |
| 2 Dec | 12726.30 | 12.4 | -2.90 | 21.90 | 286 | 62 | 111 |
| 29 Nov | 12619.50 | 15.3 | -6.50 | 20.33 | 203 | -57 | 35 |
| 28 Nov | 12553.75 | 21.8 | 0.80 | 21.14 | 65 | 59 | 92 |
| 27 Nov | 12619.25 | 21 | 0.00 | 0.00 | 0 | 33 | 0 |
| 26 Nov | 12569.65 | 21 | -24.55 | 20.23 | 35 | 33 | 33 |
| 25 Nov | 12576.40 | 45.55 | 0.00 | 7.28 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 45.55 | 0.00 | 5.51 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 45.55 | 0.00 | 4.92 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 45.55 | 5.01 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11550 expiring on 30DEC2024
Delta for 11550 PE is -0.02
Historical price for 11550 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 3.7, which was 1.15 higher than the previous day. The implied volatity was 28.02, the open interest changed by -2 which decreased total open position to 126
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 2.55, which was 0.00 lower than the previous day. The implied volatity was 29.91, the open interest changed by 0 which decreased total open position to 132
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 2.55, which was -0.60 lower than the previous day. The implied volatity was 29.47, the open interest changed by -2 which decreased total open position to 133
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 31.07, the open interest changed by -17 which decreased total open position to 132
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 3.15, which was -0.50 lower than the previous day. The implied volatity was 27.60, the open interest changed by -2 which decreased total open position to 150
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 3.65, which was -0.35 lower than the previous day. The implied volatity was 26.40, the open interest changed by 43 which increased total open position to 154
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 27.02, the open interest changed by 0 which decreased total open position to 109
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 4, which was -1.20 lower than the previous day. The implied volatity was 25.74, the open interest changed by 4 which increased total open position to 109
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 5.2, which was -1.30 lower than the previous day. The implied volatity was 24.91, the open interest changed by 9 which increased total open position to 128
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 6.5, which was -2.45 lower than the previous day. The implied volatity was 23.82, the open interest changed by 32 which increased total open position to 120
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 8.95, which was 0.35 higher than the previous day. The implied volatity was 24.39, the open interest changed by -99 which decreased total open position to 92
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 8.6, which was -1.80 lower than the previous day. The implied volatity was 23.71, the open interest changed by 132 which increased total open position to 196
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 10.4, which was -2.00 lower than the previous day. The implied volatity was 22.58, the open interest changed by 1 which increased total open position to 64
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 12.4, which was -2.90 lower than the previous day. The implied volatity was 21.90, the open interest changed by 62 which increased total open position to 111
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 15.3, which was -6.50 lower than the previous day. The implied volatity was 20.33, the open interest changed by -57 which decreased total open position to 35
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 21.8, which was 0.80 higher than the previous day. The implied volatity was 21.14, the open interest changed by 59 which increased total open position to 92
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 33 which increased total open position to 0
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 21, which was -24.55 lower than the previous day. The implied volatity was 20.23, the open interest changed by 33 which increased total open position to 33
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 45.55, which was 0.00 lower than the previous day. The implied volatity was 7.28, 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 45.55, which was 0.00 lower than the previous day. The implied volatity was 5.51, 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 45.55, which was 0.00 lower than the previous day. The implied volatity was 4.92, 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 45.55, which was lower than the previous day. The implied volatity was 5.01, the open interest changed by 0 which decreased total open position to 0
