MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11675 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 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Dec | 12812.85 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1815.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1815.9 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11675 expiring on 30DEC2024
Delta for 11675 CE is -
Historical price for 11675 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 1815.9, 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 11675 PE | |||||||
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Delta: -0.03
Vega: 1.24
Theta: -1.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 5.5 | 1.75 | 26.97 | 190 | 107 | 168 |
| 19 Dec | 13027.20 | 3.75 | 0.00 | 30.37 | 6 | 3 | 58 |
| 18 Dec | 13031.60 | 3.75 | 0.00 | 0.00 | 0 | -15 | 0 |
| 17 Dec | 13091.10 | 3.75 | 0.45 | 28.75 | 19 | -13 | 57 |
| 16 Dec | 13207.40 | 3.3 | 0.30 | 29.19 | 132 | -39 | 70 |
| 13 Dec | 13134.50 | 3 | -1.00 | 25.47 | 24 | -3 | 109 |
| 12 Dec | 13071.25 | 4 | -1.00 | 24.79 | 37 | 26 | 114 |
| 11 Dec | 13133.80 | 5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 10 Dec | 13085.40 | 5 | -1.20 | 24.67 | 12 | -1 | 88 |
| 9 Dec | 12988.80 | 6.2 | -1.30 | 23.63 | 68 | -26 | 89 |
| 6 Dec | 12959.55 | 7.5 | -2.25 | 22.52 | 276 | 39 | 115 |
| 5 Dec | 12935.60 | 9.75 | 0.05 | 22.87 | 44 | 8 | 76 |
| 4 Dec | 12927.50 | 9.7 | -3.90 | 22.37 | 327 | 32 | 131 |
| 3 Dec | 12812.85 | 13.6 | -2.40 | 21.84 | 59 | 1 | 107 |
| 2 Dec | 12726.30 | 16 | -3.60 | 21.10 | 417 | 58 | 101 |
| 29 Nov | 12619.50 | 19.6 | -14.30 | 19.52 | 15 | -5 | 48 |
| 28 Nov | 12553.75 | 33.9 | 2.90 | 21.24 | 47 | 8 | 54 |
| 27 Nov | 12619.25 | 31 | -2.55 | 21.33 | 22 | -6 | 46 |
| 26 Nov | 12569.65 | 33.55 | -23.45 | 20.63 | 72 | 50 | 50 |
| 25 Nov | 12576.40 | 57 | 0.00 | 6.51 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 57 | 0.00 | 4.75 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 57 | 0.00 | 3.85 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 57 | 4.29 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11675 expiring on 30DEC2024
Delta for 11675 PE is -0.03
Historical price for 11675 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 5.5, which was 1.75 higher than the previous day. The implied volatity was 26.97, the open interest changed by 107 which increased total open position to 168
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was 30.37, the open interest changed by 3 which increased total open position to 58
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 0
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 3.75, which was 0.45 higher than the previous day. The implied volatity was 28.75, the open interest changed by -13 which decreased total open position to 57
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 3.3, which was 0.30 higher than the previous day. The implied volatity was 29.19, the open interest changed by -39 which decreased total open position to 70
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 25.47, the open interest changed by -3 which decreased total open position to 109
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 4, which was -1.00 lower than the previous day. The implied volatity was 24.79, the open interest changed by 26 which increased total open position to 114
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 5, which was -1.20 lower than the previous day. The implied volatity was 24.67, the open interest changed by -1 which decreased total open position to 88
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 6.2, which was -1.30 lower than the previous day. The implied volatity was 23.63, the open interest changed by -26 which decreased total open position to 89
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 7.5, which was -2.25 lower than the previous day. The implied volatity was 22.52, the open interest changed by 39 which increased total open position to 115
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 9.75, which was 0.05 higher than the previous day. The implied volatity was 22.87, the open interest changed by 8 which increased total open position to 76
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 9.7, which was -3.90 lower than the previous day. The implied volatity was 22.37, the open interest changed by 32 which increased total open position to 131
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 13.6, which was -2.40 lower than the previous day. The implied volatity was 21.84, the open interest changed by 1 which increased total open position to 107
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 16, which was -3.60 lower than the previous day. The implied volatity was 21.10, the open interest changed by 58 which increased total open position to 101
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 19.6, which was -14.30 lower than the previous day. The implied volatity was 19.52, the open interest changed by -5 which decreased total open position to 48
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 33.9, which was 2.90 higher than the previous day. The implied volatity was 21.24, the open interest changed by 8 which increased total open position to 54
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 31, which was -2.55 lower than the previous day. The implied volatity was 21.33, the open interest changed by -6 which decreased total open position to 46
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 33.55, which was -23.45 lower than the previous day. The implied volatity was 20.63, the open interest changed by 50 which increased total open position to 50
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 57, which was 0.00 lower than the previous day. The implied volatity was 6.51, 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 57, which was 0.00 lower than the previous day. The implied volatity was 4.75, 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 57, which was 0.00 lower than the previous day. The implied volatity was 3.85, 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 57, which was lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0
