MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11625 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 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Dec | 13091.10 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1860.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1860.2 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11625 expiring on 30DEC2024
Delta for 11625 CE is -
Historical price for 11625 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 1860.2, 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 11625 PE | |||||||
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Delta: -0.02
Vega: 1.09
Theta: -1.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 4.7 | 1.70 | 27.39 | 47 | 13 | 64 |
| 19 Dec | 13027.20 | 3 | 0.00 | 30.44 | 10 | 3 | 55 |
| 18 Dec | 13031.60 | 3 | -0.05 | 29.19 | 1 | 0 | 53 |
| 17 Dec | 13091.10 | 3.05 | 0.65 | 28.84 | 4 | 0 | 54 |
| 16 Dec | 13207.40 | 2.4 | -1.00 | 28.75 | 188 | -64 | 57 |
| 13 Dec | 13134.50 | 3.4 | -0.65 | 26.70 | 8 | 1 | 121 |
| 12 Dec | 13071.25 | 4.05 | -0.45 | 25.62 | 67 | 54 | 120 |
| 11 Dec | 13133.80 | 4.5 | -0.50 | 26.35 | 1 | 0 | 66 |
| 10 Dec | 13085.40 | 5 | -2.00 | 25.38 | 35 | -11 | 65 |
| 9 Dec | 12988.80 | 7 | 0.25 | 24.87 | 19 | 2 | 76 |
| 6 Dec | 12959.55 | 6.75 | -2.25 | 22.87 | 281 | -7 | 109 |
| 5 Dec | 12935.60 | 9 | -3.05 | 23.29 | 2 | 0 | 116 |
| 4 Dec | 12927.50 | 12.05 | 0.55 | 24.05 | 8 | 0 | 119 |
| 3 Dec | 12812.85 | 11.5 | -3.60 | 21.89 | 165 | 41 | 119 |
| 2 Dec | 12726.30 | 15.1 | -1.65 | 21.61 | 450 | 13 | 79 |
| 29 Nov | 12619.50 | 16.75 | -19.95 | 19.62 | 249 | 4 | 66 |
| 28 Nov | 12553.75 | 36.7 | 8.10 | 22.58 | 13 | 0 | 62 |
| 27 Nov | 12619.25 | 28.6 | -2.40 | 21.69 | 21 | 0 | 62 |
| 26 Nov | 12569.65 | 31 | -21.15 | 21.00 | 89 | 63 | 63 |
| 25 Nov | 12576.40 | 52.15 | 0.00 | 6.82 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 52.15 | 0.00 | 5.06 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 52.15 | 0.00 | 4.17 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 52.15 | 4.58 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11625 expiring on 30DEC2024
Delta for 11625 PE is -0.02
Historical price for 11625 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 4.7, which was 1.70 higher than the previous day. The implied volatity was 27.39, the open interest changed by 13 which increased total open position to 64
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 30.44, the open interest changed by 3 which increased total open position to 55
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 29.19, the open interest changed by 0 which decreased total open position to 53
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 3.05, which was 0.65 higher than the previous day. The implied volatity was 28.84, the open interest changed by 0 which decreased total open position to 54
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 2.4, which was -1.00 lower than the previous day. The implied volatity was 28.75, the open interest changed by -64 which decreased total open position to 57
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 3.4, which was -0.65 lower than the previous day. The implied volatity was 26.70, the open interest changed by 1 which increased total open position to 121
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 4.05, which was -0.45 lower than the previous day. The implied volatity was 25.62, the open interest changed by 54 which increased total open position to 120
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 4.5, which was -0.50 lower than the previous day. The implied volatity was 26.35, the open interest changed by 0 which decreased total open position to 66
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 5, which was -2.00 lower than the previous day. The implied volatity was 25.38, the open interest changed by -11 which decreased total open position to 65
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 7, which was 0.25 higher than the previous day. The implied volatity was 24.87, the open interest changed by 2 which increased total open position to 76
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 6.75, which was -2.25 lower than the previous day. The implied volatity was 22.87, the open interest changed by -7 which decreased total open position to 109
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 9, which was -3.05 lower than the previous day. The implied volatity was 23.29, the open interest changed by 0 which decreased total open position to 116
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 12.05, which was 0.55 higher than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 119
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 11.5, which was -3.60 lower than the previous day. The implied volatity was 21.89, the open interest changed by 41 which increased total open position to 119
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 15.1, which was -1.65 lower than the previous day. The implied volatity was 21.61, the open interest changed by 13 which increased total open position to 79
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 16.75, which was -19.95 lower than the previous day. The implied volatity was 19.62, the open interest changed by 4 which increased total open position to 66
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 36.7, which was 8.10 higher than the previous day. The implied volatity was 22.58, the open interest changed by 0 which decreased total open position to 62
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 28.6, which was -2.40 lower than the previous day. The implied volatity was 21.69, the open interest changed by 0 which decreased total open position to 62
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 31, which was -21.15 lower than the previous day. The implied volatity was 21.00, the open interest changed by 63 which increased total open position to 63
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 52.15, which was 0.00 lower than the previous day. The implied volatity was 6.82, 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 52.15, which was 0.00 lower than the previous day. The implied volatity was 5.06, 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 52.15, which was 0.00 lower than the previous day. The implied volatity was 4.17, 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 52.15, which was lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0
