MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11825 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 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Dec | 13207.40 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1685.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1685.2 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11825 expiring on 30DEC2024
Delta for 11825 CE is -
Historical price for 11825 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 1685.2, 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 11825 PE | |||||||
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Delta: -0.04
Vega: 1.85
Theta: -2.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 9.25 | 4.95 | 25.97 | 163 | 86 | 212 |
| 19 Dec | 13027.20 | 4.3 | 0.00 | 0.00 | 0 | -4 | 0 |
| 18 Dec | 13031.60 | 4.3 | 0.05 | 26.81 | 18 | 0 | 130 |
| 17 Dec | 13091.10 | 4.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 4.25 | 0.00 | 0.00 | 0 | 34 | 0 |
| 13 Dec | 13134.50 | 4.25 | -0.75 | 24.32 | 325 | 35 | 131 |
| 12 Dec | 13071.25 | 5 | -1.70 | 23.21 | 708 | 68 | 243 |
| 11 Dec | 13133.80 | 6.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 10 Dec | 13085.40 | 6.7 | -2.30 | 23.44 | 22 | 3 | 177 |
| 9 Dec | 12988.80 | 9 | -3.95 | 22.78 | 178 | 3 | 172 |
| 6 Dec | 12959.55 | 12.95 | -0.10 | 22.46 | 75 | 42 | 168 |
| 5 Dec | 12935.60 | 13.05 | -0.95 | 21.82 | 240 | 49 | 130 |
| 4 Dec | 12927.50 | 14 | -5.85 | 21.64 | 537 | -33 | 119 |
| 3 Dec | 12812.85 | 19.85 | -3.55 | 21.20 | 587 | -87 | 134 |
| 2 Dec | 12726.30 | 23.4 | -8.10 | 20.47 | 520 | 5 | 218 |
| 29 Nov | 12619.50 | 31.5 | -11.50 | 19.38 | 229 | 24 | 215 |
| 28 Nov | 12553.75 | 43 | 1.90 | 20.19 | 272 | 27 | 186 |
| 27 Nov | 12619.25 | 41.1 | 3.90 | 20.46 | 2,032 | 165 | 170 |
| 26 Nov | 12569.65 | 37.2 | -96.20 | 18.72 | 8 | 2 | 4 |
| 25 Nov | 12576.40 | 133.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 133.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 133.4 | 0.00 | 0.00 | 0 | 2 | 0 |
| 19 Nov | 12171.65 | 133.4 | 19.40 | 2 | 0 | 0 | |
For Nifty Midcap Select - strike price 11825 expiring on 30DEC2024
Delta for 11825 PE is -0.04
Historical price for 11825 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 9.25, which was 4.95 higher than the previous day. The implied volatity was 25.97, the open interest changed by 86 which increased total open position to 212
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 4.3, which was 0.05 higher than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 130
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 4.25, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 34 which increased total open position to 0
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 4.25, which was -0.75 lower than the previous day. The implied volatity was 24.32, the open interest changed by 35 which increased total open position to 131
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 5, which was -1.70 lower than the previous day. The implied volatity was 23.21, the open interest changed by 68 which increased total open position to 243
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 6.7, 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 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 6.7, which was -2.30 lower than the previous day. The implied volatity was 23.44, the open interest changed by 3 which increased total open position to 177
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 9, which was -3.95 lower than the previous day. The implied volatity was 22.78, the open interest changed by 3 which increased total open position to 172
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 12.95, which was -0.10 lower than the previous day. The implied volatity was 22.46, the open interest changed by 42 which increased total open position to 168
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 21.82, the open interest changed by 49 which increased total open position to 130
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 14, which was -5.85 lower than the previous day. The implied volatity was 21.64, the open interest changed by -33 which decreased total open position to 119
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 19.85, which was -3.55 lower than the previous day. The implied volatity was 21.20, the open interest changed by -87 which decreased total open position to 134
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 23.4, which was -8.10 lower than the previous day. The implied volatity was 20.47, the open interest changed by 5 which increased total open position to 218
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 31.5, which was -11.50 lower than the previous day. The implied volatity was 19.38, the open interest changed by 24 which increased total open position to 215
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 43, which was 1.90 higher than the previous day. The implied volatity was 20.19, the open interest changed by 27 which increased total open position to 186
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 41.1, which was 3.90 higher than the previous day. The implied volatity was 20.46, the open interest changed by 165 which increased total open position to 170
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 37.2, which was -96.20 lower than the previous day. The implied volatity was 18.72, the open interest changed by 2 which increased total open position to 4
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 133.4, 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 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 133.4, 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 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 133.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 133.4, which was lower than the previous day. The implied volatity was 19.40, the open interest changed by 0 which decreased total open position to 0
