MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11575 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 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Dec | 13133.80 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1904.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1904.8 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11575 expiring on 30DEC2024
Delta for 11575 CE is -
Historical price for 11575 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 1904.8, 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 11575 PE | |||||||
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Delta: -0.02
Vega: 1.03
Theta: -1.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 4.5 | 1.05 | 28.31 | 8 | -1 | 67 |
| 19 Dec | 13027.20 | 3.45 | 0.50 | 31.99 | 39 | 0 | 57 |
| 18 Dec | 13031.60 | 2.95 | 0.00 | 0.00 | 0 | -33 | 0 |
| 17 Dec | 13091.10 | 2.95 | -0.65 | 29.61 | 56 | -32 | 58 |
| 16 Dec | 13207.40 | 3.6 | 0.00 | 0.00 | 0 | 3 | 0 |
| 13 Dec | 13134.50 | 3.6 | -2.10 | 27.70 | 32 | 4 | 91 |
| 12 Dec | 13071.25 | 5.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 5.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 5.7 | 0.00 | 0.00 | 0 | 5 | 0 |
| 9 Dec | 12988.80 | 5.7 | -2.25 | 24.83 | 67 | 14 | 96 |
| 6 Dec | 12959.55 | 7.95 | -2.10 | 24.24 | 252 | -31 | 85 |
| 5 Dec | 12935.60 | 10.05 | 2.05 | 24.51 | 113 | -8 | 116 |
| 4 Dec | 12927.50 | 8 | -2.15 | 23.06 | 102 | -48 | 104 |
| 3 Dec | 12812.85 | 10.15 | -3.05 | 22.12 | 232 | -44 | 152 |
| 2 Dec | 12726.30 | 13.2 | -1.80 | 21.81 | 462 | 95 | 192 |
| 29 Nov | 12619.50 | 15 | -12.90 | 19.89 | 231 | 24 | 95 |
| 28 Nov | 12553.75 | 27.9 | 3.90 | 22.00 | 20 | 4 | 71 |
| 27 Nov | 12619.25 | 24 | -5.30 | 21.56 | 87 | 4 | 68 |
| 26 Nov | 12569.65 | 29.3 | -18.40 | 21.48 | 147 | 64 | 64 |
| 25 Nov | 12576.40 | 47.7 | 0.00 | 7.13 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 47.7 | 0.00 | 5.36 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 47.7 | 0.00 | 4.77 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 47.7 | 4.87 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11575 expiring on 30DEC2024
Delta for 11575 PE is -0.02
Historical price for 11575 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 4.5, which was 1.05 higher than the previous day. The implied volatity was 28.31, the open interest changed by -1 which decreased total open position to 67
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 3.45, which was 0.50 higher than the previous day. The implied volatity was 31.99, the open interest changed by 0 which decreased total open position to 57
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 2.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -33 which decreased total open position to 0
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 2.95, which was -0.65 lower than the previous day. The implied volatity was 29.61, the open interest changed by -32 which decreased total open position to 58
On 16 Dec MIDCPNIFTY was trading at 13207.40. 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 3 which increased total open position to 0
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 3.6, which was -2.10 lower than the previous day. The implied volatity was 27.70, the open interest changed by 4 which increased total open position to 91
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 5.7, 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 5.7, 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 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 5.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 5.7, which was -2.25 lower than the previous day. The implied volatity was 24.83, the open interest changed by 14 which increased total open position to 96
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 7.95, which was -2.10 lower than the previous day. The implied volatity was 24.24, the open interest changed by -31 which decreased total open position to 85
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 10.05, which was 2.05 higher than the previous day. The implied volatity was 24.51, the open interest changed by -8 which decreased total open position to 116
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 8, which was -2.15 lower than the previous day. The implied volatity was 23.06, the open interest changed by -48 which decreased total open position to 104
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 10.15, which was -3.05 lower than the previous day. The implied volatity was 22.12, the open interest changed by -44 which decreased total open position to 152
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 13.2, which was -1.80 lower than the previous day. The implied volatity was 21.81, the open interest changed by 95 which increased total open position to 192
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 15, which was -12.90 lower than the previous day. The implied volatity was 19.89, the open interest changed by 24 which increased total open position to 95
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 27.9, which was 3.90 higher than the previous day. The implied volatity was 22.00, the open interest changed by 4 which increased total open position to 71
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 24, which was -5.30 lower than the previous day. The implied volatity was 21.56, the open interest changed by 4 which increased total open position to 68
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 29.3, which was -18.40 lower than the previous day. The implied volatity was 21.48, the open interest changed by 64 which increased total open position to 64
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 47.7, which was 0.00 lower than the previous day. The implied volatity was 7.13, 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 47.7, which was 0.00 lower than the previous day. The implied volatity was 5.36, 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 47.7, which was 0.00 lower than the previous day. The implied volatity was 4.77, 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 47.7, which was lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0
