MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11925 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 | 780 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 780 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 780 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 780 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 780 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 780 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 780 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 780 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 10 Dec | 13085.40 | 780 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 780 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 780 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 780 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 780 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 780 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 780 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 780 | 0.00 | 0.00 | 0 | 0 | 7 | |||
| 28 Nov | 12553.75 | 780 | -20.00 | 16.61 | 3 | 0 | 8 | |||
| 27 Nov | 12619.25 | 800 | 29.10 | - | 1 | 0 | 7 | |||
| 26 Nov | 12569.65 | 770.9 | -829.10 | 15.05 | 7 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1600 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1600 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1600 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1600 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11925 expiring on 30DEC2024
Delta for 11925 CE is 0.00
Historical price for 11925 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 780, 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 780, 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 780, 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 780, 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 780, 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 780, 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 780, 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 780, 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 780, 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 780, 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 780, 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 780, 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 780, 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 780, 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 780, 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 780, 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 7
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 780, which was -20.00 lower than the previous day. The implied volatity was 16.61, the open interest changed by 0 which decreased total open position to 8
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 800, which was 29.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 770.9, which was -829.10 lower than the previous day. The implied volatity was 15.05, 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 1600, 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 1600, 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 1600, 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 1600, 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 11925 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 2.37
Theta: -2.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 12.75 | 6.85 | 25.07 | 1,760 | 317 | 537 |
| 19 Dec | 13027.20 | 5.9 | 0.40 | 27.29 | 178 | 33 | 221 |
| 18 Dec | 13031.60 | 5.5 | 1.10 | 25.88 | 7 | -2 | 189 |
| 17 Dec | 13091.10 | 4.4 | -0.55 | 24.79 | 815 | 14 | 193 |
| 16 Dec | 13207.40 | 4.95 | 0.15 | 26.35 | 197 | -42 | 183 |
| 13 Dec | 13134.50 | 4.8 | -1.10 | 23.14 | 139 | 0 | 225 |
| 12 Dec | 13071.25 | 5.9 | -2.10 | 22.18 | 338 | -40 | 227 |
| 11 Dec | 13133.80 | 8 | -0.50 | 23.84 | 1 | 0 | 267 |
| 10 Dec | 13085.40 | 8.5 | -3.55 | 22.80 | 138 | 38 | 271 |
| 9 Dec | 12988.80 | 12.05 | -1.95 | 22.37 | 128 | -20 | 238 |
| 6 Dec | 12959.55 | 14 | -3.90 | 21.21 | 125 | 18 | 252 |
| 5 Dec | 12935.60 | 17.9 | -1.25 | 21.64 | 974 | -15 | 242 |
| 4 Dec | 12927.50 | 19.15 | -6.90 | 21.48 | 192 | -4 | 190 |
| 3 Dec | 12812.85 | 26.05 | -3.85 | 20.89 | 640 | 184 | 187 |
| 2 Dec | 12726.30 | 29.9 | -56.70 | 20.03 | 6 | 3 | 3 |
| 29 Nov | 12619.50 | 86.6 | 0.00 | 5.37 | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 86.6 | 0.00 | 5.01 | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 86.6 | 0.00 | 5.28 | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 86.6 | 0.00 | 4.89 | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 86.6 | 0.00 | 4.98 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 86.6 | 0.00 | 2.89 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 86.6 | 0.00 | 2.25 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 86.6 | 2.79 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11925 expiring on 30DEC2024
Delta for 11925 PE is -0.06
Historical price for 11925 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 12.75, which was 6.85 higher than the previous day. The implied volatity was 25.07, the open interest changed by 317 which increased total open position to 537
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 5.9, which was 0.40 higher than the previous day. The implied volatity was 27.29, the open interest changed by 33 which increased total open position to 221
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 5.5, which was 1.10 higher than the previous day. The implied volatity was 25.88, the open interest changed by -2 which decreased total open position to 189
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 4.4, which was -0.55 lower than the previous day. The implied volatity was 24.79, the open interest changed by 14 which increased total open position to 193
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 4.95, which was 0.15 higher than the previous day. The implied volatity was 26.35, the open interest changed by -42 which decreased total open position to 183
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 4.8, which was -1.10 lower than the previous day. The implied volatity was 23.14, the open interest changed by 0 which decreased total open position to 225
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 5.9, which was -2.10 lower than the previous day. The implied volatity was 22.18, the open interest changed by -40 which decreased total open position to 227
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 8, which was -0.50 lower than the previous day. The implied volatity was 23.84, the open interest changed by 0 which decreased total open position to 267
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 8.5, which was -3.55 lower than the previous day. The implied volatity was 22.80, the open interest changed by 38 which increased total open position to 271
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 12.05, which was -1.95 lower than the previous day. The implied volatity was 22.37, the open interest changed by -20 which decreased total open position to 238
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 14, which was -3.90 lower than the previous day. The implied volatity was 21.21, the open interest changed by 18 which increased total open position to 252
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 17.9, which was -1.25 lower than the previous day. The implied volatity was 21.64, the open interest changed by -15 which decreased total open position to 242
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 19.15, which was -6.90 lower than the previous day. The implied volatity was 21.48, the open interest changed by -4 which decreased total open position to 190
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 26.05, which was -3.85 lower than the previous day. The implied volatity was 20.89, the open interest changed by 184 which increased total open position to 187
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 29.9, which was -56.70 lower than the previous day. The implied volatity was 20.03, the open interest changed by 3 which increased total open position to 3
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 86.6, which was 0.00 lower than the previous day. The implied volatity was 5.37, 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 86.6, which was 0.00 lower than the previous day. The implied volatity was 5.01, 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 86.6, which was 0.00 lower than the previous day. The implied volatity was 5.28, 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 86.6, which was 0.00 lower than the previous day. The implied volatity was 4.89, 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 86.6, which was 0.00 lower than the previous day. The implied volatity was 4.98, 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 86.6, which was 0.00 lower than the previous day. The implied volatity was 2.89, 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 86.6, which was 0.00 lower than the previous day. The implied volatity was 2.25, 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 86.6, which was lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0
