MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11875 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 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Dec | 13134.50 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1642.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1642.4 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11875 expiring on 30DEC2024
Delta for 11875 CE is -
Historical price for 11875 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1642.4, 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 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 1642.4, 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 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 1642.4, 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 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 1642.4, 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 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 1642.4, 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 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 1642.4, 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 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 1642.4, 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 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 1642.4, 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 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 1642.4, 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 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 1642.4, 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 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 1642.4, 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 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 1642.4, 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 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 1642.4, 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 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 1642.4, 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 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 1642.4, 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 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 1642.4, 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 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 1642.4, 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 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 1642.4, 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 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 1642.4, 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 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 1642.4, 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 1642.4, 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 1642.4, 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 1642.4, 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 11875 PE | |||||||
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Delta: -0.05
Vega: 2.10
Theta: -2.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 10.85 | 6.25 | 25.48 | 710 | 150 | 266 |
| 19 Dec | 13027.20 | 4.6 | -0.50 | 27.21 | 4 | 2 | 116 |
| 18 Dec | 13031.60 | 5.1 | 1.15 | 26.55 | 33 | -15 | 116 |
| 17 Dec | 13091.10 | 3.95 | -0.65 | 25.31 | 81 | -54 | 132 |
| 16 Dec | 13207.40 | 4.6 | 0.00 | 27.01 | 53 | -28 | 188 |
| 13 Dec | 13134.50 | 4.6 | -1.55 | 23.80 | 671 | -22 | 217 |
| 12 Dec | 13071.25 | 6.15 | 0.05 | 23.16 | 174 | 61 | 239 |
| 11 Dec | 13133.80 | 6.1 | -0.40 | 23.57 | 609 | 30 | 184 |
| 10 Dec | 13085.40 | 6.5 | -4.95 | 22.56 | 85 | 7 | 154 |
| 9 Dec | 12988.80 | 11.45 | -1.65 | 22.92 | 59 | 5 | 143 |
| 6 Dec | 12959.55 | 13.1 | -0.95 | 21.70 | 90 | 44 | 139 |
| 5 Dec | 12935.60 | 14.05 | -1.45 | 21.34 | 389 | -58 | 95 |
| 4 Dec | 12927.50 | 15.5 | -7.00 | 21.32 | 29 | 13 | 161 |
| 3 Dec | 12812.85 | 22.5 | -6.20 | 20.98 | 251 | 122 | 148 |
| 2 Dec | 12726.30 | 28.7 | -29.30 | 20.67 | 60 | 6 | 26 |
| 29 Nov | 12619.50 | 58 | 0.00 | 0.00 | 0 | 0 | 20 |
| 28 Nov | 12553.75 | 58 | 0.00 | 0.00 | 0 | 1 | 0 |
| 27 Nov | 12619.25 | 58 | 3.30 | 21.81 | 1 | 0 | 19 |
| 26 Nov | 12569.65 | 54.7 | -25.20 | 20.17 | 36 | 3 | 3 |
| 25 Nov | 12576.40 | 79.9 | 0.00 | 5.29 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 79.9 | 0.00 | 3.51 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 79.9 | 0.00 | 2.56 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 79.9 | 3.08 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11875 expiring on 30DEC2024
Delta for 11875 PE is -0.05
Historical price for 11875 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 10.85, which was 6.25 higher than the previous day. The implied volatity was 25.48, the open interest changed by 150 which increased total open position to 266
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 4.6, which was -0.50 lower than the previous day. The implied volatity was 27.21, the open interest changed by 2 which increased total open position to 116
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 5.1, which was 1.15 higher than the previous day. The implied volatity was 26.55, the open interest changed by -15 which decreased total open position to 116
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 3.95, which was -0.65 lower than the previous day. The implied volatity was 25.31, the open interest changed by -54 which decreased total open position to 132
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was 27.01, the open interest changed by -28 which decreased total open position to 188
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 4.6, which was -1.55 lower than the previous day. The implied volatity was 23.80, the open interest changed by -22 which decreased total open position to 217
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 6.15, which was 0.05 higher than the previous day. The implied volatity was 23.16, the open interest changed by 61 which increased total open position to 239
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 6.1, which was -0.40 lower than the previous day. The implied volatity was 23.57, the open interest changed by 30 which increased total open position to 184
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 6.5, which was -4.95 lower than the previous day. The implied volatity was 22.56, the open interest changed by 7 which increased total open position to 154
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 11.45, which was -1.65 lower than the previous day. The implied volatity was 22.92, the open interest changed by 5 which increased total open position to 143
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 13.1, which was -0.95 lower than the previous day. The implied volatity was 21.70, the open interest changed by 44 which increased total open position to 139
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 14.05, which was -1.45 lower than the previous day. The implied volatity was 21.34, the open interest changed by -58 which decreased total open position to 95
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 15.5, which was -7.00 lower than the previous day. The implied volatity was 21.32, the open interest changed by 13 which increased total open position to 161
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 22.5, which was -6.20 lower than the previous day. The implied volatity was 20.98, the open interest changed by 122 which increased total open position to 148
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 28.7, which was -29.30 lower than the previous day. The implied volatity was 20.67, the open interest changed by 6 which increased total open position to 26
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 58, 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 20
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 58, 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 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 58, which was 3.30 higher than the previous day. The implied volatity was 21.81, the open interest changed by 0 which decreased total open position to 19
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 54.7, which was -25.20 lower than the previous day. The implied volatity was 20.17, the open interest changed by 3 which increased total open position to 3
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 79.9, which was 0.00 lower than the previous day. The implied volatity was 5.29, 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 79.9, which was 0.00 lower than the previous day. The implied volatity was 3.51, 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 79.9, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 79.9, which was lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0
