MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11800 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 | 753.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 753.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 753.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 753.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 753.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 753.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 753.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 753.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 753.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 753.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 753.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 753.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 753.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 753.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 753.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 753.2 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 28 Nov | 12553.75 | 753.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 753.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 26 Nov | 12569.65 | 753.2 | -953.55 | - | 2 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1706.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Nov | 12306.85 | 1706.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1706.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1706.75 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11800 expiring on 30DEC2024
Delta for 11800 CE is 0.00
Historical price for 11800 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 753.2, 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 753.2, 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 753.2, 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 753.2, 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 753.2, 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 753.2, 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 753.2, 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 753.2, 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 753.2, 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 753.2, 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 753.2, 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 753.2, 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 753.2, 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 753.2, 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 753.2, 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 753.2, 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 753.2, 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 753.2, 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 753.2, which was -953.55 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 1706.75, 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 1706.75, 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 1706.75, 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 1706.75, 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 11800 PE | |||||||
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Delta: -0.04
Vega: 1.65
Theta: -1.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 7.75 | 3.00 | 25.65 | 4,831 | 466 | 2,779 |
| 19 Dec | 13027.20 | 4.75 | 1.60 | 28.90 | 1,918 | -56 | 2,323 |
| 18 Dec | 13031.60 | 3.15 | -0.35 | 26.11 | 1,640 | 36 | 2,385 |
| 17 Dec | 13091.10 | 3.5 | -0.40 | 26.22 | 892 | 158 | 2,403 |
| 16 Dec | 13207.40 | 3.9 | -0.10 | 27.60 | 2,204 | 639 | 2,199 |
| 13 Dec | 13134.50 | 4 | -1.25 | 24.51 | 3,585 | -3 | 1,567 |
| 12 Dec | 13071.25 | 5.25 | -0.20 | 23.78 | 893 | 73 | 1,572 |
| 11 Dec | 13133.80 | 5.45 | -0.95 | 24.36 | 1,362 | -305 | 1,506 |
| 10 Dec | 13085.40 | 6.4 | -2.50 | 23.69 | 1,600 | 115 | 1,815 |
| 9 Dec | 12988.80 | 8.9 | -2.20 | 23.08 | 4,857 | 84 | 1,705 |
| 6 Dec | 12959.55 | 11.1 | -1.95 | 22.20 | 3,467 | 281 | 1,600 |
| 5 Dec | 12935.60 | 13.05 | -0.95 | 22.18 | 3,875 | -166 | 1,319 |
| 4 Dec | 12927.50 | 14 | -5.10 | 22.02 | 5,183 | -785 | 1,653 |
| 3 Dec | 12812.85 | 19.1 | -2.75 | 21.42 | 5,582 | -1,166 | 2,458 |
| 2 Dec | 12726.30 | 21.85 | -3.45 | 20.54 | 7,521 | 57 | 3,639 |
| 29 Nov | 12619.50 | 25.3 | -11.65 | 18.72 | 3,538 | 338 | 3,573 |
| 28 Nov | 12553.75 | 36.95 | -1.50 | 19.74 | 6,666 | 1,371 | 2,539 |
| 27 Nov | 12619.25 | 38.45 | -9.80 | 20.51 | 1,886 | 99 | 1,224 |
| 26 Nov | 12569.65 | 48.25 | 8.25 | 20.64 | 3,584 | 173 | 1,213 |
| 25 Nov | 12576.40 | 40 | -65.00 | 19.70 | 2,384 | 1,017 | 1,018 |
| 22 Nov | 12306.85 | 105 | 5.00 | 21.40 | 24 | 13 | 14 |
| 21 Nov | 12164.65 | 100 | 29.40 | 18.10 | 1 | 0 | 0 |
| 19 Nov | 12171.65 | 70.6 | 3.31 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11800 expiring on 30DEC2024
Delta for 11800 PE is -0.04
Historical price for 11800 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 7.75, which was 3.00 higher than the previous day. The implied volatity was 25.65, the open interest changed by 466 which increased total open position to 2779
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 4.75, which was 1.60 higher than the previous day. The implied volatity was 28.90, the open interest changed by -56 which decreased total open position to 2323
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 3.15, which was -0.35 lower than the previous day. The implied volatity was 26.11, the open interest changed by 36 which increased total open position to 2385
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 3.5, which was -0.40 lower than the previous day. The implied volatity was 26.22, the open interest changed by 158 which increased total open position to 2403
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 3.9, which was -0.10 lower than the previous day. The implied volatity was 27.60, the open interest changed by 639 which increased total open position to 2199
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 4, which was -1.25 lower than the previous day. The implied volatity was 24.51, the open interest changed by -3 which decreased total open position to 1567
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 5.25, which was -0.20 lower than the previous day. The implied volatity was 23.78, the open interest changed by 73 which increased total open position to 1572
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 5.45, which was -0.95 lower than the previous day. The implied volatity was 24.36, the open interest changed by -305 which decreased total open position to 1506
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 6.4, which was -2.50 lower than the previous day. The implied volatity was 23.69, the open interest changed by 115 which increased total open position to 1815
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 8.9, which was -2.20 lower than the previous day. The implied volatity was 23.08, the open interest changed by 84 which increased total open position to 1705
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 11.1, which was -1.95 lower than the previous day. The implied volatity was 22.20, the open interest changed by 281 which increased total open position to 1600
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 13.05, which was -0.95 lower than the previous day. The implied volatity was 22.18, the open interest changed by -166 which decreased total open position to 1319
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 14, which was -5.10 lower than the previous day. The implied volatity was 22.02, the open interest changed by -785 which decreased total open position to 1653
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 19.1, which was -2.75 lower than the previous day. The implied volatity was 21.42, the open interest changed by -1166 which decreased total open position to 2458
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 21.85, which was -3.45 lower than the previous day. The implied volatity was 20.54, the open interest changed by 57 which increased total open position to 3639
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 25.3, which was -11.65 lower than the previous day. The implied volatity was 18.72, the open interest changed by 338 which increased total open position to 3573
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 36.95, which was -1.50 lower than the previous day. The implied volatity was 19.74, the open interest changed by 1371 which increased total open position to 2539
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 38.45, which was -9.80 lower than the previous day. The implied volatity was 20.51, the open interest changed by 99 which increased total open position to 1224
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 48.25, which was 8.25 higher than the previous day. The implied volatity was 20.64, the open interest changed by 173 which increased total open position to 1213
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 40, which was -65.00 lower than the previous day. The implied volatity was 19.70, the open interest changed by 1017 which increased total open position to 1018
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 105, which was 5.00 higher than the previous day. The implied volatity was 21.40, the open interest changed by 13 which increased total open position to 14
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 100, which was 29.40 higher than the previous day. The implied volatity was 18.10, 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 70.6, which was lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0
