MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11600 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 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Dec | 13134.50 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1882.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1882.45 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11600 expiring on 30DEC2024
Delta for 11600 CE is -
Historical price for 11600 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 1882.45, 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 11600 PE | |||||||
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Delta: -0.02
Vega: 1.12
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 5 | 1.50 | 28.22 | 2,548 | 1,216 | 1,795 |
| 19 Dec | 13027.20 | 3.5 | 0.50 | 31.59 | 2,173 | 17 | 579 |
| 18 Dec | 13031.60 | 3 | -0.25 | 29.65 | 433 | -90 | 512 |
| 17 Dec | 13091.10 | 3.25 | 0.05 | 29.55 | 277 | -63 | 602 |
| 16 Dec | 13207.40 | 3.2 | 0.05 | 30.34 | 506 | 99 | 665 |
| 13 Dec | 13134.50 | 3.15 | -1.60 | 26.81 | 1,604 | -176 | 567 |
| 12 Dec | 13071.25 | 4.75 | 0.25 | 26.62 | 1,026 | -64 | 754 |
| 11 Dec | 13133.80 | 4.5 | -0.25 | 26.70 | 233 | -23 | 819 |
| 10 Dec | 13085.40 | 4.75 | -1.30 | 25.60 | 1,264 | -16 | 846 |
| 9 Dec | 12988.80 | 6.05 | -0.85 | 24.67 | 1,050 | -46 | 870 |
| 6 Dec | 12959.55 | 6.9 | -1.10 | 23.32 | 708 | -67 | 916 |
| 5 Dec | 12935.60 | 8 | -0.50 | 23.19 | 1,667 | -318 | 983 |
| 4 Dec | 12927.50 | 8.5 | -1.75 | 22.96 | 2,019 | -335 | 1,345 |
| 3 Dec | 12812.85 | 10.25 | -2.55 | 21.79 | 1,867 | -116 | 1,750 |
| 2 Dec | 12726.30 | 12.8 | -3.20 | 21.29 | 4,021 | 515 | 1,898 |
| 29 Nov | 12619.50 | 16 | -7.00 | 19.78 | 2,773 | 748 | 1,383 |
| 28 Nov | 12553.75 | 23 | -1.00 | 20.49 | 1,707 | -14 | 657 |
| 27 Nov | 12619.25 | 24 | -6.00 | 21.18 | 982 | 226 | 681 |
| 26 Nov | 12569.65 | 30 | 4.50 | 21.21 | 971 | 233 | 455 |
| 25 Nov | 12576.40 | 25.5 | -74.50 | 20.51 | 420 | 219 | 220 |
| 22 Nov | 12306.85 | 100 | 0.00 | 0.00 | 0 | 1 | 0 |
| 21 Nov | 12164.65 | 100 | 50.10 | 22.09 | 1 | 0 | 0 |
| 19 Nov | 12171.65 | 49.9 | 5.05 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11600 expiring on 30DEC2024
Delta for 11600 PE is -0.02
Historical price for 11600 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 5, which was 1.50 higher than the previous day. The implied volatity was 28.22, the open interest changed by 1216 which increased total open position to 1795
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 3.5, which was 0.50 higher than the previous day. The implied volatity was 31.59, the open interest changed by 17 which increased total open position to 579
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 29.65, the open interest changed by -90 which decreased total open position to 512
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 3.25, which was 0.05 higher than the previous day. The implied volatity was 29.55, the open interest changed by -63 which decreased total open position to 602
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 3.2, which was 0.05 higher than the previous day. The implied volatity was 30.34, the open interest changed by 99 which increased total open position to 665
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 3.15, which was -1.60 lower than the previous day. The implied volatity was 26.81, the open interest changed by -176 which decreased total open position to 567
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 4.75, which was 0.25 higher than the previous day. The implied volatity was 26.62, the open interest changed by -64 which decreased total open position to 754
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 4.5, which was -0.25 lower than the previous day. The implied volatity was 26.70, the open interest changed by -23 which decreased total open position to 819
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 4.75, which was -1.30 lower than the previous day. The implied volatity was 25.60, the open interest changed by -16 which decreased total open position to 846
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 6.05, which was -0.85 lower than the previous day. The implied volatity was 24.67, the open interest changed by -46 which decreased total open position to 870
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 6.9, which was -1.10 lower than the previous day. The implied volatity was 23.32, the open interest changed by -67 which decreased total open position to 916
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 8, which was -0.50 lower than the previous day. The implied volatity was 23.19, the open interest changed by -318 which decreased total open position to 983
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 8.5, which was -1.75 lower than the previous day. The implied volatity was 22.96, the open interest changed by -335 which decreased total open position to 1345
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 10.25, which was -2.55 lower than the previous day. The implied volatity was 21.79, the open interest changed by -116 which decreased total open position to 1750
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 12.8, which was -3.20 lower than the previous day. The implied volatity was 21.29, the open interest changed by 515 which increased total open position to 1898
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 16, which was -7.00 lower than the previous day. The implied volatity was 19.78, the open interest changed by 748 which increased total open position to 1383
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 23, which was -1.00 lower than the previous day. The implied volatity was 20.49, the open interest changed by -14 which decreased total open position to 657
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 24, which was -6.00 lower than the previous day. The implied volatity was 21.18, the open interest changed by 226 which increased total open position to 681
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 30, which was 4.50 higher than the previous day. The implied volatity was 21.21, the open interest changed by 233 which increased total open position to 455
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 25.5, which was -74.50 lower than the previous day. The implied volatity was 20.51, the open interest changed by 219 which increased total open position to 220
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 100, which was 50.10 higher than the previous day. The implied volatity was 22.09, 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 49.9, which was lower than the previous day. The implied volatity was 5.05, the open interest changed by 0 which decreased total open position to 0
