MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11950 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 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Dec | 12959.55 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 748.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 748.65 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 26 Nov | 12569.65 | 748.65 | -830.35 | 14.69 | 8 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1579 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1579 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1579 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1579 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11950 expiring on 30DEC2024
Delta for 11950 CE is 0.00
Historical price for 11950 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 748.65, 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 748.65, 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 748.65, 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 748.65, 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 748.65, 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 748.65, 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 748.65, 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 748.65, 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 748.65, 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 748.65, 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 748.65, 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 748.65, 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 748.65, 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 748.65, 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 748.65, 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 748.65, 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 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 748.65, 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 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 748.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 748.65, which was -830.35 lower than the previous day. The implied volatity was 14.69, 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 1579, 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 1579, 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 1579, 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 1579, 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 11950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 1.80
Theta: -1.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 7.5 | 1.85 | 21.94 | 1,238 | 54 | 347 |
| 19 Dec | 13027.20 | 5.65 | 0.50 | 26.57 | 351 | 204 | 293 |
| 18 Dec | 13031.60 | 5.15 | -0.25 | 25.11 | 187 | -79 | 89 |
| 17 Dec | 13091.10 | 5.4 | 0.20 | 25.24 | 32 | 9 | 170 |
| 16 Dec | 13207.40 | 5.2 | 0.25 | 26.09 | 117 | -43 | 169 |
| 13 Dec | 13134.50 | 4.95 | -0.60 | 22.84 | 150 | -7 | 213 |
| 12 Dec | 13071.25 | 5.55 | -1.25 | 21.57 | 69 | 14 | 222 |
| 11 Dec | 13133.80 | 6.8 | -1.20 | 22.82 | 65 | 5 | 207 |
| 10 Dec | 13085.40 | 8 | -4.80 | 22.13 | 99 | 26 | 202 |
| 9 Dec | 12988.80 | 12.8 | -2.20 | 22.21 | 554 | -6 | 186 |
| 6 Dec | 12959.55 | 15 | -3.70 | 21.11 | 217 | 6 | 189 |
| 5 Dec | 12935.60 | 18.7 | -1.20 | 21.44 | 698 | -82 | 189 |
| 4 Dec | 12927.50 | 19.9 | -7.65 | 21.25 | 560 | -29 | 278 |
| 3 Dec | 12812.85 | 27.55 | -5.05 | 20.75 | 145 | -2 | 303 |
| 2 Dec | 12726.30 | 32.6 | -7.25 | 20.06 | 1,520 | 187 | 308 |
| 29 Nov | 12619.50 | 39.85 | -16.55 | 18.50 | 316 | 40 | 119 |
| 28 Nov | 12553.75 | 56.4 | 5.85 | 19.76 | 26 | 5 | 79 |
| 27 Nov | 12619.25 | 50.55 | -15.40 | 19.55 | 457 | -39 | 74 |
| 26 Nov | 12569.65 | 65.95 | -24.15 | 20.09 | 279 | 107 | 107 |
| 25 Nov | 12576.40 | 90.1 | 0.00 | 4.75 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 90.1 | 0.00 | 2.88 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 90.1 | 0.00 | 2.08 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 90.1 | 3.00 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11950 expiring on 30DEC2024
Delta for 11950 PE is -0.04
Historical price for 11950 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 7.5, which was 1.85 higher than the previous day. The implied volatity was 21.94, the open interest changed by 54 which increased total open position to 347
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 5.65, which was 0.50 higher than the previous day. The implied volatity was 26.57, the open interest changed by 204 which increased total open position to 293
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 5.15, which was -0.25 lower than the previous day. The implied volatity was 25.11, the open interest changed by -79 which decreased total open position to 89
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 5.4, which was 0.20 higher than the previous day. The implied volatity was 25.24, the open interest changed by 9 which increased total open position to 170
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 5.2, which was 0.25 higher than the previous day. The implied volatity was 26.09, the open interest changed by -43 which decreased total open position to 169
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 4.95, which was -0.60 lower than the previous day. The implied volatity was 22.84, the open interest changed by -7 which decreased total open position to 213
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 5.55, which was -1.25 lower than the previous day. The implied volatity was 21.57, the open interest changed by 14 which increased total open position to 222
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 6.8, which was -1.20 lower than the previous day. The implied volatity was 22.82, the open interest changed by 5 which increased total open position to 207
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 8, which was -4.80 lower than the previous day. The implied volatity was 22.13, the open interest changed by 26 which increased total open position to 202
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 12.8, which was -2.20 lower than the previous day. The implied volatity was 22.21, the open interest changed by -6 which decreased total open position to 186
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 15, which was -3.70 lower than the previous day. The implied volatity was 21.11, the open interest changed by 6 which increased total open position to 189
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 18.7, which was -1.20 lower than the previous day. The implied volatity was 21.44, the open interest changed by -82 which decreased total open position to 189
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 19.9, which was -7.65 lower than the previous day. The implied volatity was 21.25, the open interest changed by -29 which decreased total open position to 278
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 27.55, which was -5.05 lower than the previous day. The implied volatity was 20.75, the open interest changed by -2 which decreased total open position to 303
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 32.6, which was -7.25 lower than the previous day. The implied volatity was 20.06, the open interest changed by 187 which increased total open position to 308
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 39.85, which was -16.55 lower than the previous day. The implied volatity was 18.50, the open interest changed by 40 which increased total open position to 119
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 56.4, which was 5.85 higher than the previous day. The implied volatity was 19.76, the open interest changed by 5 which increased total open position to 79
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 50.55, which was -15.40 lower than the previous day. The implied volatity was 19.55, the open interest changed by -39 which decreased total open position to 74
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 65.95, which was -24.15 lower than the previous day. The implied volatity was 20.09, the open interest changed by 107 which increased total open position to 107
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 90.1, which was 0.00 lower than the previous day. The implied volatity was 4.75, 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 90.1, which was 0.00 lower than the previous day. The implied volatity was 2.88, 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 90.1, which was 0.00 lower than the previous day. The implied volatity was 2.08, 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 90.1, which was lower than the previous day. The implied volatity was 3.00, the open interest changed by 0 which decreased total open position to 0
