MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11775 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 776.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 776.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 776.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 776.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 776.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 776.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 776.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 776.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 776.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 776.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 776.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 776.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 776.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 776.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 776.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 776.85 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 28 Nov | 12553.75 | 776.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 776.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 26 Nov | 12569.65 | 776.85 | -951.55 | - | 2 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1728.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1728.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Nov | 12164.65 | 1728.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1728.4 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11775 expiring on 30DEC2024
Delta for 11775 CE is 0.00
Historical price for 11775 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 776.85, 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 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 776.85, 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 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 776.85, 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 776.85, 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 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 776.85, 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 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 776.85, 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 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 776.85, 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 776.85, 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 776.85, 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 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 776.85, 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 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 776.85, 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 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 776.85, 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 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 776.85, 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 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 776.85, 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 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 776.85, 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 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 776.85, 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 1
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 776.85, 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 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 776.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 776.85, which was -951.55 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 1728.4, 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 1728.4, 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 1728.4, 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 1728.4, 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 11775 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 1.68
Theta: -2.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 8.25 | 4.30 | 26.54 | 648 | 59 | 216 |
| 19 Dec | 13027.20 | 3.95 | 0.65 | 28.62 | 23 | 12 | 162 |
| 18 Dec | 13031.60 | 3.3 | -0.75 | 26.69 | 22 | 0 | 172 |
| 17 Dec | 13091.10 | 4.05 | -0.10 | 27.24 | 179 | 25 | 175 |
| 16 Dec | 13207.40 | 4.15 | 0.15 | 28.30 | 79 | 5 | 150 |
| 13 Dec | 13134.50 | 4 | -2.95 | 24.91 | 137 | -15 | 148 |
| 12 Dec | 13071.25 | 6.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 6.95 | 0.00 | 0.00 | 0 | -15 | 0 |
| 10 Dec | 13085.40 | 6.95 | -0.85 | 24.39 | 121 | -19 | 159 |
| 9 Dec | 12988.80 | 7.8 | -1.95 | 23.01 | 62 | -3 | 179 |
| 6 Dec | 12959.55 | 9.75 | -3.95 | 22.06 | 544 | 119 | 185 |
| 5 Dec | 12935.60 | 13.7 | 1.40 | 22.81 | 1,089 | -94 | 121 |
| 4 Dec | 12927.50 | 12.3 | -5.45 | 21.85 | 61 | -39 | 216 |
| 3 Dec | 12812.85 | 17.75 | -4.25 | 21.47 | 104 | 17 | 255 |
| 2 Dec | 12726.30 | 22 | -5.00 | 20.99 | 876 | 192 | 235 |
| 29 Nov | 12619.50 | 27 | -4.45 | 19.45 | 34 | -8 | 48 |
| 28 Nov | 12553.75 | 31.45 | 0.00 | 0.00 | 0 | 13 | 0 |
| 27 Nov | 12619.25 | 31.45 | -12.20 | 19.81 | 67 | 13 | 56 |
| 26 Nov | 12569.65 | 43.65 | -67.35 | 20.49 | 83 | 46 | 46 |
| 25 Nov | 12576.40 | 111 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 111 | -15.10 | 22.28 | 3 | 0 | 3 |
| 21 Nov | 12164.65 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 126.1 | 0.00 | 0 | 3 | 0 | |
For Nifty Midcap Select - strike price 11775 expiring on 30DEC2024
Delta for 11775 PE is -0.04
Historical price for 11775 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 8.25, which was 4.30 higher than the previous day. The implied volatity was 26.54, the open interest changed by 59 which increased total open position to 216
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 3.95, which was 0.65 higher than the previous day. The implied volatity was 28.62, the open interest changed by 12 which increased total open position to 162
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 3.3, which was -0.75 lower than the previous day. The implied volatity was 26.69, the open interest changed by 0 which decreased total open position to 172
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 4.05, which was -0.10 lower than the previous day. The implied volatity was 27.24, the open interest changed by 25 which increased total open position to 175
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 4.15, which was 0.15 higher than the previous day. The implied volatity was 28.30, the open interest changed by 5 which increased total open position to 150
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 4, which was -2.95 lower than the previous day. The implied volatity was 24.91, the open interest changed by -15 which decreased total open position to 148
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 6.95, 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 6.95, 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 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 6.95, which was -0.85 lower than the previous day. The implied volatity was 24.39, the open interest changed by -19 which decreased total open position to 159
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 7.8, which was -1.95 lower than the previous day. The implied volatity was 23.01, the open interest changed by -3 which decreased total open position to 179
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 9.75, which was -3.95 lower than the previous day. The implied volatity was 22.06, the open interest changed by 119 which increased total open position to 185
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 13.7, which was 1.40 higher than the previous day. The implied volatity was 22.81, the open interest changed by -94 which decreased total open position to 121
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 12.3, which was -5.45 lower than the previous day. The implied volatity was 21.85, the open interest changed by -39 which decreased total open position to 216
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 17.75, which was -4.25 lower than the previous day. The implied volatity was 21.47, the open interest changed by 17 which increased total open position to 255
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 22, which was -5.00 lower than the previous day. The implied volatity was 20.99, the open interest changed by 192 which increased total open position to 235
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 27, which was -4.45 lower than the previous day. The implied volatity was 19.45, the open interest changed by -8 which decreased total open position to 48
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 31.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 31.45, which was -12.20 lower than the previous day. The implied volatity was 19.81, the open interest changed by 13 which increased total open position to 56
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 43.65, which was -67.35 lower than the previous day. The implied volatity was 20.49, the open interest changed by 46 which increased total open position to 46
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 111, 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 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 111, which was -15.10 lower than the previous day. The implied volatity was 22.28, the open interest changed by 0 which decreased total open position to 3
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 126.1, 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 126.1, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
