MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11750 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 12683.15 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1750.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1750.15 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11750 expiring on 30DEC2024
Delta for 11750 CE is -
Historical price for 11750 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 1750.15, 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 11750 PE | |||||||
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Delta: -0.03
Vega: 1.54
Theta: -1.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 7.3 | 3.20 | 26.54 | 88 | -3 | 182 |
| 19 Dec | 13027.20 | 4.1 | 0.35 | 29.28 | 78 | 1 | 185 |
| 18 Dec | 13031.60 | 3.75 | 0.00 | 0.00 | 0 | 10 | 0 |
| 17 Dec | 13091.10 | 3.75 | 0.25 | 27.40 | 14 | 1 | 175 |
| 16 Dec | 13207.40 | 3.5 | -0.50 | 28.05 | 93 | -10 | 174 |
| 13 Dec | 13134.50 | 4 | -1.30 | 25.31 | 446 | 7 | 206 |
| 12 Dec | 13071.25 | 5.3 | 0.15 | 24.63 | 16 | 10 | 200 |
| 11 Dec | 13133.80 | 5.15 | -0.75 | 24.89 | 53 | 5 | 194 |
| 10 Dec | 13085.40 | 5.9 | -2.20 | 24.12 | 140 | 18 | 191 |
| 9 Dec | 12988.80 | 8.1 | -1.40 | 23.49 | 152 | -42 | 175 |
| 6 Dec | 12959.55 | 9.5 | -2.80 | 22.33 | 171 | 48 | 217 |
| 5 Dec | 12935.60 | 12.3 | 0.80 | 22.73 | 482 | -33 | 174 |
| 4 Dec | 12927.50 | 11.5 | -4.75 | 21.95 | 509 | -58 | 201 |
| 3 Dec | 12812.85 | 16.25 | -3.25 | 21.46 | 213 | -26 | 240 |
| 2 Dec | 12726.30 | 19.5 | -5.70 | 20.82 | 628 | 7 | 261 |
| 29 Nov | 12619.50 | 25.2 | -9.95 | 19.50 | 2,059 | 103 | 253 |
| 28 Nov | 12553.75 | 35.15 | -3.10 | 20.41 | 236 | 51 | 142 |
| 27 Nov | 12619.25 | 38.25 | -5.55 | 21.29 | 112 | 51 | 91 |
| 26 Nov | 12569.65 | 43.8 | -1.15 | 20.93 | 104 | 35 | 41 |
| 25 Nov | 12576.40 | 44.95 | -80.05 | 21.24 | 19 | 3 | 5 |
| 22 Nov | 12306.85 | 125 | 5.50 | 23.96 | 16 | 10 | 12 |
| 21 Nov | 12164.65 | 119.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 119.5 | 0.00 | 0 | 2 | 0 | |
For Nifty Midcap Select - strike price 11750 expiring on 30DEC2024
Delta for 11750 PE is -0.03
Historical price for 11750 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 7.3, which was 3.20 higher than the previous day. The implied volatity was 26.54, the open interest changed by -3 which decreased total open position to 182
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 4.1, which was 0.35 higher than the previous day. The implied volatity was 29.28, the open interest changed by 1 which increased total open position to 185
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 10 which increased total open position to 0
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 3.75, which was 0.25 higher than the previous day. The implied volatity was 27.40, the open interest changed by 1 which increased total open position to 175
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 3.5, which was -0.50 lower than the previous day. The implied volatity was 28.05, the open interest changed by -10 which decreased total open position to 174
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 4, which was -1.30 lower than the previous day. The implied volatity was 25.31, the open interest changed by 7 which increased total open position to 206
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 5.3, which was 0.15 higher than the previous day. The implied volatity was 24.63, the open interest changed by 10 which increased total open position to 200
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 5.15, which was -0.75 lower than the previous day. The implied volatity was 24.89, the open interest changed by 5 which increased total open position to 194
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 5.9, which was -2.20 lower than the previous day. The implied volatity was 24.12, the open interest changed by 18 which increased total open position to 191
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 8.1, which was -1.40 lower than the previous day. The implied volatity was 23.49, the open interest changed by -42 which decreased total open position to 175
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 9.5, which was -2.80 lower than the previous day. The implied volatity was 22.33, the open interest changed by 48 which increased total open position to 217
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 12.3, which was 0.80 higher than the previous day. The implied volatity was 22.73, the open interest changed by -33 which decreased total open position to 174
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 11.5, which was -4.75 lower than the previous day. The implied volatity was 21.95, the open interest changed by -58 which decreased total open position to 201
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 16.25, which was -3.25 lower than the previous day. The implied volatity was 21.46, the open interest changed by -26 which decreased total open position to 240
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 19.5, which was -5.70 lower than the previous day. The implied volatity was 20.82, the open interest changed by 7 which increased total open position to 261
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 25.2, which was -9.95 lower than the previous day. The implied volatity was 19.50, the open interest changed by 103 which increased total open position to 253
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 35.15, which was -3.10 lower than the previous day. The implied volatity was 20.41, the open interest changed by 51 which increased total open position to 142
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 38.25, which was -5.55 lower than the previous day. The implied volatity was 21.29, the open interest changed by 51 which increased total open position to 91
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 43.8, which was -1.15 lower than the previous day. The implied volatity was 20.93, the open interest changed by 35 which increased total open position to 41
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 44.95, which was -80.05 lower than the previous day. The implied volatity was 21.24, the open interest changed by 3 which increased total open position to 5
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 125, which was 5.50 higher than the previous day. The implied volatity was 23.96, the open interest changed by 10 which increased total open position to 12
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 119.5, 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 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 119.5, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
