MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11700 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 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 28 Nov | 12553.75 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1793.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1793.9 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11700 expiring on 30DEC2024
Delta for 11700 CE is -
Historical price for 11700 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 1793.9, 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 11700 PE | |||||||
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Delta: -0.03
Vega: 1.29
Theta: -1.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 5.75 | 2.50 | 26.60 | 2,298 | 692 | 1,357 |
| 19 Dec | 13027.20 | 3.25 | 0.35 | 29.30 | 709 | 51 | 711 |
| 18 Dec | 13031.60 | 2.9 | -0.55 | 27.64 | 314 | -83 | 660 |
| 17 Dec | 13091.10 | 3.45 | -0.15 | 27.97 | 287 | -134 | 746 |
| 16 Dec | 13207.40 | 3.6 | 0.10 | 29.02 | 476 | -157 | 880 |
| 13 Dec | 13134.50 | 3.5 | -2.10 | 25.62 | 979 | -19 | 1,042 |
| 12 Dec | 13071.25 | 5.6 | 1.05 | 25.66 | 520 | -36 | 1,065 |
| 11 Dec | 13133.80 | 4.55 | -0.50 | 25.24 | 1,736 | -298 | 1,101 |
| 10 Dec | 13085.40 | 5.05 | -1.90 | 24.34 | 1,945 | -511 | 1,422 |
| 9 Dec | 12988.80 | 6.95 | -1.45 | 23.73 | 1,159 | 315 | 1,950 |
| 6 Dec | 12959.55 | 8.4 | -2.95 | 22.60 | 914 | 354 | 1,633 |
| 5 Dec | 12935.60 | 11.35 | 0.40 | 23.13 | 2,275 | 18 | 1,377 |
| 4 Dec | 12927.50 | 10.95 | -3.05 | 22.52 | 2,033 | -213 | 1,430 |
| 3 Dec | 12812.85 | 14 | -3.00 | 21.58 | 3,222 | -28 | 1,644 |
| 2 Dec | 12726.30 | 17 | -5.05 | 20.98 | 4,777 | 867 | 1,769 |
| 29 Nov | 12619.50 | 22.05 | -7.50 | 19.66 | 1,893 | 67 | 885 |
| 28 Nov | 12553.75 | 29.55 | -0.45 | 20.30 | 3,341 | 300 | 827 |
| 27 Nov | 12619.25 | 30 | -7.75 | 20.77 | 2,310 | 137 | 577 |
| 26 Nov | 12569.65 | 37.75 | -21.80 | 20.88 | 1,365 | 430 | 430 |
| 25 Nov | 12576.40 | 59.55 | 0.00 | 6.36 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 59.55 | 0.00 | 4.60 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 59.55 | 0.00 | 3.70 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 59.55 | 4.47 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11700 expiring on 30DEC2024
Delta for 11700 PE is -0.03
Historical price for 11700 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 5.75, which was 2.50 higher than the previous day. The implied volatity was 26.60, the open interest changed by 692 which increased total open position to 1357
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 3.25, which was 0.35 higher than the previous day. The implied volatity was 29.30, the open interest changed by 51 which increased total open position to 711
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 2.9, which was -0.55 lower than the previous day. The implied volatity was 27.64, the open interest changed by -83 which decreased total open position to 660
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 3.45, which was -0.15 lower than the previous day. The implied volatity was 27.97, the open interest changed by -134 which decreased total open position to 746
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 3.6, which was 0.10 higher than the previous day. The implied volatity was 29.02, the open interest changed by -157 which decreased total open position to 880
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 3.5, which was -2.10 lower than the previous day. The implied volatity was 25.62, the open interest changed by -19 which decreased total open position to 1042
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 5.6, which was 1.05 higher than the previous day. The implied volatity was 25.66, the open interest changed by -36 which decreased total open position to 1065
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 4.55, which was -0.50 lower than the previous day. The implied volatity was 25.24, the open interest changed by -298 which decreased total open position to 1101
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 5.05, which was -1.90 lower than the previous day. The implied volatity was 24.34, the open interest changed by -511 which decreased total open position to 1422
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 6.95, which was -1.45 lower than the previous day. The implied volatity was 23.73, the open interest changed by 315 which increased total open position to 1950
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 8.4, which was -2.95 lower than the previous day. The implied volatity was 22.60, the open interest changed by 354 which increased total open position to 1633
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 11.35, which was 0.40 higher than the previous day. The implied volatity was 23.13, the open interest changed by 18 which increased total open position to 1377
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 10.95, which was -3.05 lower than the previous day. The implied volatity was 22.52, the open interest changed by -213 which decreased total open position to 1430
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 14, which was -3.00 lower than the previous day. The implied volatity was 21.58, the open interest changed by -28 which decreased total open position to 1644
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 17, which was -5.05 lower than the previous day. The implied volatity was 20.98, the open interest changed by 867 which increased total open position to 1769
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 22.05, which was -7.50 lower than the previous day. The implied volatity was 19.66, the open interest changed by 67 which increased total open position to 885
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 29.55, which was -0.45 lower than the previous day. The implied volatity was 20.30, the open interest changed by 300 which increased total open position to 827
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 30, which was -7.75 lower than the previous day. The implied volatity was 20.77, the open interest changed by 137 which increased total open position to 577
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 37.75, which was -21.80 lower than the previous day. The implied volatity was 20.88, the open interest changed by 430 which increased total open position to 430
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 59.55, which was 0.00 lower than the previous day. The implied volatity was 6.36, 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 59.55, which was 0.00 lower than the previous day. The implied volatity was 4.60, 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 59.55, which was 0.00 lower than the previous day. The implied volatity was 3.70, 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 59.55, which was lower than the previous day. The implied volatity was 4.47, the open interest changed by 0 which decreased total open position to 0
