MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11850 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 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Dec | 13091.10 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1663.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1663.75 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11850 expiring on 30DEC2024
Delta for 11850 CE is -
Historical price for 11850 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1663.75, 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 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 1663.75, 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 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 1663.75, 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 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 1663.75, 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 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 1663.75, 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 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 1663.75, 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 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 1663.75, 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 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 1663.75, 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 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 1663.75, 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 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 1663.75, 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 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 1663.75, 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 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 1663.75, 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 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 1663.75, 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 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 1663.75, 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 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 1663.75, 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 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 1663.75, 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 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 1663.75, 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 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 1663.75, 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 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 1663.75, 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 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 1663.75, 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 1663.75, 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 1663.75, 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 1663.75, 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 11850 PE | |||||||
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Delta: -0.04
Vega: 1.90
Theta: -2.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 9.35 | 4.20 | 25.35 | 1,028 | 362 | 450 |
| 19 Dec | 13027.20 | 5.15 | 0.30 | 28.24 | 70 | 5 | 88 |
| 18 Dec | 13031.60 | 4.85 | 0.30 | 26.81 | 25 | 0 | 86 |
| 17 Dec | 13091.10 | 4.55 | 0.35 | 26.31 | 45 | 0 | 95 |
| 16 Dec | 13207.40 | 4.2 | -0.50 | 27.02 | 123 | -35 | 101 |
| 13 Dec | 13134.50 | 4.7 | -0.80 | 24.28 | 181 | 54 | 134 |
| 12 Dec | 13071.25 | 5.5 | -0.60 | 23.15 | 141 | -12 | 80 |
| 11 Dec | 13133.80 | 6.1 | 0.05 | 23.97 | 381 | -38 | 105 |
| 10 Dec | 13085.40 | 6.05 | -4.10 | 22.70 | 132 | 41 | 144 |
| 9 Dec | 12988.80 | 10.15 | -1.75 | 22.87 | 465 | 59 | 107 |
| 6 Dec | 12959.55 | 11.9 | -2.40 | 21.69 | 22 | 17 | 46 |
| 5 Dec | 12935.60 | 14.3 | -0.50 | 21.80 | 186 | 7 | 32 |
| 4 Dec | 12927.50 | 14.8 | -61.90 | 21.50 | 45 | 25 | 25 |
| 3 Dec | 12812.85 | 76.7 | 0.00 | 7.37 | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 76.7 | 0.00 | 6.79 | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 76.7 | 0.00 | 5.85 | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 76.7 | 0.00 | 5.49 | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 76.7 | 0.00 | 5.77 | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 76.7 | 0.00 | 5.35 | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 76.7 | 0.00 | 5.39 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 76.7 | 0.00 | 3.68 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 76.7 | 0.00 | 2.82 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 76.7 | 3.23 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11850 expiring on 30DEC2024
Delta for 11850 PE is -0.04
Historical price for 11850 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 9.35, which was 4.20 higher than the previous day. The implied volatity was 25.35, the open interest changed by 362 which increased total open position to 450
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 5.15, which was 0.30 higher than the previous day. The implied volatity was 28.24, the open interest changed by 5 which increased total open position to 88
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 4.85, which was 0.30 higher than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 86
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 4.55, which was 0.35 higher than the previous day. The implied volatity was 26.31, the open interest changed by 0 which decreased total open position to 95
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 4.2, which was -0.50 lower than the previous day. The implied volatity was 27.02, the open interest changed by -35 which decreased total open position to 101
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 4.7, which was -0.80 lower than the previous day. The implied volatity was 24.28, the open interest changed by 54 which increased total open position to 134
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 5.5, which was -0.60 lower than the previous day. The implied volatity was 23.15, the open interest changed by -12 which decreased total open position to 80
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 6.1, which was 0.05 higher than the previous day. The implied volatity was 23.97, the open interest changed by -38 which decreased total open position to 105
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 6.05, which was -4.10 lower than the previous day. The implied volatity was 22.70, the open interest changed by 41 which increased total open position to 144
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 10.15, which was -1.75 lower than the previous day. The implied volatity was 22.87, the open interest changed by 59 which increased total open position to 107
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 11.9, which was -2.40 lower than the previous day. The implied volatity was 21.69, the open interest changed by 17 which increased total open position to 46
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 14.3, which was -0.50 lower than the previous day. The implied volatity was 21.80, the open interest changed by 7 which increased total open position to 32
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 14.8, which was -61.90 lower than the previous day. The implied volatity was 21.50, the open interest changed by 25 which increased total open position to 25
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 76.7, which was 0.00 lower than the previous day. The implied volatity was 7.37, 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 76.7, which was 0.00 lower than the previous day. The implied volatity was 6.79, 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 76.7, which was 0.00 lower than the previous day. The implied volatity was 5.85, 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 76.7, which was 0.00 lower than the previous day. The implied volatity was 5.49, 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 76.7, which was 0.00 lower than the previous day. The implied volatity was 5.77, 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 76.7, which was 0.00 lower than the previous day. The implied volatity was 5.35, 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 76.7, which was 0.00 lower than the previous day. The implied volatity was 5.39, 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 76.7, which was 0.00 lower than the previous day. The implied volatity was 3.68, 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 76.7, which was 0.00 lower than the previous day. The implied volatity was 2.82, 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 76.7, which was lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
