MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11650 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 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
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| 2 Dec | 12726.30 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1838 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1838 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11650 expiring on 30DEC2024
Delta for 11650 CE is -
Historical price for 11650 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 1838, 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 11650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 1.23
Theta: -1.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 5.55 | 2.90 | 27.57 | 548 | -3 | 229 |
| 19 Dec | 13027.20 | 2.65 | -0.35 | 29.44 | 593 | 207 | 317 |
| 18 Dec | 13031.60 | 3 | -1.05 | 28.72 | 114 | -79 | 112 |
| 17 Dec | 13091.10 | 4.05 | 1.45 | 29.55 | 43 | 6 | 203 |
| 16 Dec | 13207.40 | 2.6 | -1.25 | 28.62 | 164 | 13 | 198 |
| 13 Dec | 13134.50 | 3.85 | -0.60 | 26.76 | 74 | -38 | 185 |
| 12 Dec | 13071.25 | 4.45 | -0.10 | 25.56 | 71 | 48 | 212 |
| 11 Dec | 13133.80 | 4.55 | 0.20 | 26.01 | 96 | 39 | 164 |
| 10 Dec | 13085.40 | 4.35 | -3.10 | 24.54 | 465 | -54 | 131 |
| 9 Dec | 12988.80 | 7.45 | -0.65 | 24.73 | 62 | 20 | 184 |
| 6 Dec | 12959.55 | 8.1 | -1.50 | 23.18 | 167 | 8 | 175 |
| 5 Dec | 12935.60 | 9.6 | -0.40 | 23.18 | 73 | 8 | 169 |
| 4 Dec | 12927.50 | 10 | -2.60 | 22.88 | 505 | -83 | 160 |
| 3 Dec | 12812.85 | 12.6 | -2.75 | 21.89 | 239 | 18 | 243 |
| 2 Dec | 12726.30 | 15.35 | -3.35 | 21.30 | 187 | 33 | 226 |
| 29 Nov | 12619.50 | 18.7 | -8.30 | 19.71 | 125 | -26 | 203 |
| 28 Nov | 12553.75 | 27 | 0.00 | 20.54 | 472 | 136 | 196 |
| 27 Nov | 12619.25 | 27 | -6.35 | 21.00 | 62 | 11 | 60 |
| 26 Nov | 12569.65 | 33.35 | -21.20 | 21.00 | 147 | 48 | 48 |
| 25 Nov | 12576.40 | 54.55 | 0.00 | 6.67 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 54.55 | 0.00 | 4.90 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 54.55 | 0.00 | 4.01 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 54.55 | 4.44 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11650 expiring on 30DEC2024
Delta for 11650 PE is -0.02
Historical price for 11650 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 5.55, which was 2.90 higher than the previous day. The implied volatity was 27.57, the open interest changed by -3 which decreased total open position to 229
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 29.44, the open interest changed by 207 which increased total open position to 317
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 3, which was -1.05 lower than the previous day. The implied volatity was 28.72, the open interest changed by -79 which decreased total open position to 112
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 4.05, which was 1.45 higher than the previous day. The implied volatity was 29.55, the open interest changed by 6 which increased total open position to 203
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 2.6, which was -1.25 lower than the previous day. The implied volatity was 28.62, the open interest changed by 13 which increased total open position to 198
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 3.85, which was -0.60 lower than the previous day. The implied volatity was 26.76, the open interest changed by -38 which decreased total open position to 185
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 4.45, which was -0.10 lower than the previous day. The implied volatity was 25.56, the open interest changed by 48 which increased total open position to 212
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 4.55, which was 0.20 higher than the previous day. The implied volatity was 26.01, the open interest changed by 39 which increased total open position to 164
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 4.35, which was -3.10 lower than the previous day. The implied volatity was 24.54, the open interest changed by -54 which decreased total open position to 131
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 7.45, which was -0.65 lower than the previous day. The implied volatity was 24.73, the open interest changed by 20 which increased total open position to 184
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 8.1, which was -1.50 lower than the previous day. The implied volatity was 23.18, the open interest changed by 8 which increased total open position to 175
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 9.6, which was -0.40 lower than the previous day. The implied volatity was 23.18, the open interest changed by 8 which increased total open position to 169
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 10, which was -2.60 lower than the previous day. The implied volatity was 22.88, the open interest changed by -83 which decreased total open position to 160
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 12.6, which was -2.75 lower than the previous day. The implied volatity was 21.89, the open interest changed by 18 which increased total open position to 243
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 15.35, which was -3.35 lower than the previous day. The implied volatity was 21.30, the open interest changed by 33 which increased total open position to 226
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 18.7, which was -8.30 lower than the previous day. The implied volatity was 19.71, the open interest changed by -26 which decreased total open position to 203
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 27, which was 0.00 lower than the previous day. The implied volatity was 20.54, the open interest changed by 136 which increased total open position to 196
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 27, which was -6.35 lower than the previous day. The implied volatity was 21.00, the open interest changed by 11 which increased total open position to 60
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 33.35, which was -21.20 lower than the previous day. The implied volatity was 21.00, the open interest changed by 48 which increased total open position to 48
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 54.55, which was 0.00 lower than the previous day. The implied volatity was 6.67, 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 54.55, which was 0.00 lower than the previous day. The implied volatity was 4.90, 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 54.55, which was 0.00 lower than the previous day. The implied volatity was 4.01, 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 54.55, which was lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0
