MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11725 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 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Nov | 12569.65 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1771.95 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1771.95 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11725 expiring on 30DEC2024
Delta for 11725 CE is -
Historical price for 11725 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 1771.95, 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 11725 PE | |||||||
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Delta: -0.03
Vega: 1.45
Theta: -1.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 6.8 | 3.30 | 26.85 | 464 | 129 | 267 |
| 19 Dec | 13027.20 | 3.5 | -0.85 | 29.11 | 1 | 0 | 139 |
| 18 Dec | 13031.60 | 4.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 4.35 | -0.50 | 28.46 | 6 | 0 | 139 |
| 16 Dec | 13207.40 | 4.85 | 1.00 | 29.84 | 41 | -2 | 138 |
| 13 Dec | 13134.50 | 3.85 | -4.55 | 25.57 | 87 | -27 | 147 |
| 12 Dec | 13071.25 | 8.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 8.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 8.4 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Dec | 12988.80 | 8.4 | -0.90 | 24.10 | 68 | -2 | 173 |
| 6 Dec | 12959.55 | 9.3 | -0.95 | 22.63 | 646 | 21 | 174 |
| 5 Dec | 12935.60 | 10.25 | -1.75 | 22.34 | 371 | 0 | 157 |
| 4 Dec | 12927.50 | 12 | -3.50 | 22.51 | 227 | -3 | 198 |
| 3 Dec | 12812.85 | 15.5 | -2.50 | 21.64 | 76 | 8 | 180 |
| 2 Dec | 12726.30 | 18 | -14.70 | 20.87 | 361 | 54 | 167 |
| 29 Nov | 12619.50 | 32.7 | 0.00 | 21.27 | 5 | 0 | 113 |
| 28 Nov | 12553.75 | 32.7 | 1.70 | 20.23 | 4 | -2 | 113 |
| 27 Nov | 12619.25 | 31 | -8.00 | 20.53 | 97 | 25 | 115 |
| 26 Nov | 12569.65 | 39 | -23.15 | 20.66 | 178 | 89 | 89 |
| 25 Nov | 12576.40 | 62.15 | 0.00 | 6.21 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 62.15 | 0.00 | 4.45 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 62.15 | 0.00 | 3.54 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 62.15 | 3.98 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11725 expiring on 30DEC2024
Delta for 11725 PE is -0.03
Historical price for 11725 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 6.8, which was 3.30 higher than the previous day. The implied volatity was 26.85, the open interest changed by 129 which increased total open position to 267
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 3.5, which was -0.85 lower than the previous day. The implied volatity was 29.11, the open interest changed by 0 which decreased total open position to 139
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 4.35, which was -0.50 lower than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 139
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 4.85, which was 1.00 higher than the previous day. The implied volatity was 29.84, the open interest changed by -2 which decreased total open position to 138
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 3.85, which was -4.55 lower than the previous day. The implied volatity was 25.57, the open interest changed by -27 which decreased total open position to 147
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 8.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 8.4, 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 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 8.4, which was -0.90 lower than the previous day. The implied volatity was 24.10, the open interest changed by -2 which decreased total open position to 173
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 9.3, which was -0.95 lower than the previous day. The implied volatity was 22.63, the open interest changed by 21 which increased total open position to 174
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 10.25, which was -1.75 lower than the previous day. The implied volatity was 22.34, the open interest changed by 0 which decreased total open position to 157
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 12, which was -3.50 lower than the previous day. The implied volatity was 22.51, the open interest changed by -3 which decreased total open position to 198
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 15.5, which was -2.50 lower than the previous day. The implied volatity was 21.64, the open interest changed by 8 which increased total open position to 180
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 18, which was -14.70 lower than the previous day. The implied volatity was 20.87, the open interest changed by 54 which increased total open position to 167
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 32.7, which was 0.00 lower than the previous day. The implied volatity was 21.27, the open interest changed by 0 which decreased total open position to 113
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 32.7, which was 1.70 higher than the previous day. The implied volatity was 20.23, the open interest changed by -2 which decreased total open position to 113
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 31, which was -8.00 lower than the previous day. The implied volatity was 20.53, the open interest changed by 25 which increased total open position to 115
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 39, which was -23.15 lower than the previous day. The implied volatity was 20.66, the open interest changed by 89 which increased total open position to 89
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 62.15, which was 0.00 lower than the previous day. The implied volatity was 6.21, 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 62.15, which was 0.00 lower than the previous day. The implied volatity was 4.45, 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 62.15, which was 0.00 lower than the previous day. The implied volatity was 3.54, 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 62.15, which was lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
