MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11900 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 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Dec | 12812.85 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1621.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1621.15 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11900 expiring on 30DEC2024
Delta for 11900 CE is -
Historical price for 11900 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 1621.15, 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 11900 PE | |||||||
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Delta: -0.05
Vega: 2.11
Theta: -2.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 10.65 | 5.50 | 24.77 | 4,752 | 578 | 2,261 |
| 19 Dec | 13027.20 | 5.15 | 1.35 | 27.21 | 1,254 | 309 | 1,695 |
| 18 Dec | 13031.60 | 3.8 | -0.05 | 24.91 | 823 | -7 | 1,386 |
| 17 Dec | 13091.10 | 3.85 | -0.15 | 24.76 | 1,482 | 140 | 1,401 |
| 16 Dec | 13207.40 | 4 | -1.20 | 26.03 | 1,029 | 180 | 1,230 |
| 13 Dec | 13134.50 | 5.2 | -1.05 | 23.84 | 1,617 | 59 | 1,051 |
| 12 Dec | 13071.25 | 6.25 | 0.20 | 22.81 | 457 | 233 | 995 |
| 11 Dec | 13133.80 | 6.05 | -2.10 | 23.15 | 1,530 | -149 | 764 |
| 10 Dec | 13085.40 | 8.15 | -2.45 | 23.03 | 1,626 | 270 | 960 |
| 9 Dec | 12988.80 | 10.6 | -2.75 | 22.17 | 1,079 | 265 | 689 |
| 6 Dec | 12959.55 | 13.35 | -2.80 | 21.41 | 766 | -106 | 429 |
| 5 Dec | 12935.60 | 16.15 | -1.05 | 21.55 | 1,950 | -187 | 543 |
| 4 Dec | 12927.50 | 17.2 | -6.90 | 21.38 | 3,570 | 145 | 730 |
| 3 Dec | 12812.85 | 24.1 | -5.20 | 20.91 | 885 | 14 | 581 |
| 2 Dec | 12726.30 | 29.3 | -5.80 | 20.38 | 2,029 | 32 | 574 |
| 29 Nov | 12619.50 | 35.1 | -14.25 | 18.68 | 2,834 | 21 | 553 |
| 28 Nov | 12553.75 | 49.35 | 2.05 | 19.70 | 2,813 | 142 | 520 |
| 27 Nov | 12619.25 | 47.3 | -12.65 | 20.02 | 1,410 | 0 | 378 |
| 26 Nov | 12569.65 | 59.95 | 6.35 | 20.33 | 1,340 | 375 | 379 |
| 25 Nov | 12576.40 | 53.6 | -86.40 | 19.80 | 4 | 4 | 4 |
| 22 Nov | 12306.85 | 140 | 56.80 | 22.10 | 2 | 1 | 1 |
| 21 Nov | 12164.65 | 83.2 | 0.00 | 2.44 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 83.2 | 3.31 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11900 expiring on 30DEC2024
Delta for 11900 PE is -0.05
Historical price for 11900 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 10.65, which was 5.50 higher than the previous day. The implied volatity was 24.77, the open interest changed by 578 which increased total open position to 2261
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 5.15, which was 1.35 higher than the previous day. The implied volatity was 27.21, the open interest changed by 309 which increased total open position to 1695
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 3.8, which was -0.05 lower than the previous day. The implied volatity was 24.91, the open interest changed by -7 which decreased total open position to 1386
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 3.85, which was -0.15 lower than the previous day. The implied volatity was 24.76, the open interest changed by 140 which increased total open position to 1401
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 4, which was -1.20 lower than the previous day. The implied volatity was 26.03, the open interest changed by 180 which increased total open position to 1230
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 5.2, which was -1.05 lower than the previous day. The implied volatity was 23.84, the open interest changed by 59 which increased total open position to 1051
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 6.25, which was 0.20 higher than the previous day. The implied volatity was 22.81, the open interest changed by 233 which increased total open position to 995
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 6.05, which was -2.10 lower than the previous day. The implied volatity was 23.15, the open interest changed by -149 which decreased total open position to 764
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 8.15, which was -2.45 lower than the previous day. The implied volatity was 23.03, the open interest changed by 270 which increased total open position to 960
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 10.6, which was -2.75 lower than the previous day. The implied volatity was 22.17, the open interest changed by 265 which increased total open position to 689
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 13.35, which was -2.80 lower than the previous day. The implied volatity was 21.41, the open interest changed by -106 which decreased total open position to 429
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 16.15, which was -1.05 lower than the previous day. The implied volatity was 21.55, the open interest changed by -187 which decreased total open position to 543
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 17.2, which was -6.90 lower than the previous day. The implied volatity was 21.38, the open interest changed by 145 which increased total open position to 730
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 24.1, which was -5.20 lower than the previous day. The implied volatity was 20.91, the open interest changed by 14 which increased total open position to 581
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 29.3, which was -5.80 lower than the previous day. The implied volatity was 20.38, the open interest changed by 32 which increased total open position to 574
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 35.1, which was -14.25 lower than the previous day. The implied volatity was 18.68, the open interest changed by 21 which increased total open position to 553
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 49.35, which was 2.05 higher than the previous day. The implied volatity was 19.70, the open interest changed by 142 which increased total open position to 520
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 47.3, which was -12.65 lower than the previous day. The implied volatity was 20.02, the open interest changed by 0 which decreased total open position to 378
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 59.95, which was 6.35 higher than the previous day. The implied volatity was 20.33, the open interest changed by 375 which increased total open position to 379
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 53.6, which was -86.40 lower than the previous day. The implied volatity was 19.80, the open interest changed by 4 which increased total open position to 4
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 140, which was 56.80 higher than the previous day. The implied volatity was 22.10, the open interest changed by 1 which increased total open position to 1
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 83.2, which was 0.00 lower than the previous day. The implied volatity was 2.44, 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 83.2, 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
