MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11975 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 | 742.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 742.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 742.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 742.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 742.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 742.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 742.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 742.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 742.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 742.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 742.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 742.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 742.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 742.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 742.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 742.4 | 0.00 | 0.00 | 0 | 0 | 8 | |||
| 28 Nov | 12553.75 | 742.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 742.4 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 26 Nov | 12569.65 | 742.4 | -815.65 | 16.99 | 8 | 0 | 0 | |||
| 25 Nov | 12576.40 | 1558.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1558.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Nov | 12164.65 | 1558.05 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1558.05 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11975 expiring on 30DEC2024
Delta for 11975 CE is 0.00
Historical price for 11975 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 742.4, 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 742.4, 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 742.4, 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 742.4, 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 742.4, 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 742.4, 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 742.4, 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 742.4, 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 742.4, 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 742.4, 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 742.4, 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 742.4, 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 742.4, 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 742.4, 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 742.4, 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 742.4, 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 8
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 742.4, 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 742.4, 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 742.4, which was -815.65 lower than the previous day. The implied volatity was 16.99, 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 1558.05, 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 1558.05, 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 1558.05, 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 1558.05, 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 11975 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 2.67
Theta: -3.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 15 | 8.50 | 24.67 | 1,443 | 58 | 185 |
| 19 Dec | 13027.20 | 6.5 | 0.00 | 26.74 | 3 | 0 | 127 |
| 18 Dec | 13031.60 | 6.5 | 0.50 | 25.58 | 22 | -1 | 128 |
| 17 Dec | 13091.10 | 6 | 1.25 | 25.12 | 180 | -72 | 129 |
| 16 Dec | 13207.40 | 4.75 | -0.65 | 25.36 | 279 | 50 | 205 |
| 13 Dec | 13134.50 | 5.4 | -1.40 | 22.74 | 243 | 45 | 157 |
| 12 Dec | 13071.25 | 6.8 | -0.15 | 21.88 | 15 | 0 | 112 |
| 11 Dec | 13133.80 | 6.95 | -1.95 | 22.47 | 56 | -4 | 112 |
| 10 Dec | 13085.40 | 8.9 | -5.30 | 22.14 | 26 | -1 | 117 |
| 9 Dec | 12988.80 | 14.2 | -1.80 | 22.18 | 104 | 5 | 125 |
| 6 Dec | 12959.55 | 16 | -4.45 | 20.98 | 71 | 2 | 122 |
| 5 Dec | 12935.60 | 20.45 | 0.45 | 21.45 | 923 | -154 | 131 |
| 4 Dec | 12927.50 | 20 | -8.45 | 20.87 | 588 | 19 | 285 |
| 3 Dec | 12812.85 | 28.45 | -5.20 | 20.49 | 225 | 35 | 267 |
| 2 Dec | 12726.30 | 33.65 | -3.80 | 19.79 | 1,029 | 103 | 233 |
| 29 Nov | 12619.50 | 37.45 | -17.15 | 17.73 | 265 | 5 | 133 |
| 28 Nov | 12553.75 | 54.6 | -0.65 | 18.97 | 622 | 38 | 130 |
| 27 Nov | 12619.25 | 55.25 | -17.60 | 19.67 | 559 | 78 | 93 |
| 26 Nov | 12569.65 | 72.85 | -20.90 | 20.34 | 47 | 15 | 15 |
| 25 Nov | 12576.40 | 93.75 | 0.00 | 4.69 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 93.75 | 0.00 | 2.73 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 93.75 | 0.00 | 1.89 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 93.75 | 2.59 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11975 expiring on 30DEC2024
Delta for 11975 PE is -0.07
Historical price for 11975 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 15, which was 8.50 higher than the previous day. The implied volatity was 24.67, the open interest changed by 58 which increased total open position to 185
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 26.74, the open interest changed by 0 which decreased total open position to 127
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 6.5, which was 0.50 higher than the previous day. The implied volatity was 25.58, the open interest changed by -1 which decreased total open position to 128
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 6, which was 1.25 higher than the previous day. The implied volatity was 25.12, the open interest changed by -72 which decreased total open position to 129
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 4.75, which was -0.65 lower than the previous day. The implied volatity was 25.36, the open interest changed by 50 which increased total open position to 205
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 5.4, which was -1.40 lower than the previous day. The implied volatity was 22.74, the open interest changed by 45 which increased total open position to 157
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 6.8, which was -0.15 lower than the previous day. The implied volatity was 21.88, the open interest changed by 0 which decreased total open position to 112
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 6.95, which was -1.95 lower than the previous day. The implied volatity was 22.47, the open interest changed by -4 which decreased total open position to 112
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 8.9, which was -5.30 lower than the previous day. The implied volatity was 22.14, the open interest changed by -1 which decreased total open position to 117
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 14.2, which was -1.80 lower than the previous day. The implied volatity was 22.18, the open interest changed by 5 which increased total open position to 125
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 16, which was -4.45 lower than the previous day. The implied volatity was 20.98, the open interest changed by 2 which increased total open position to 122
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 20.45, which was 0.45 higher than the previous day. The implied volatity was 21.45, the open interest changed by -154 which decreased total open position to 131
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 20, which was -8.45 lower than the previous day. The implied volatity was 20.87, the open interest changed by 19 which increased total open position to 285
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 28.45, which was -5.20 lower than the previous day. The implied volatity was 20.49, the open interest changed by 35 which increased total open position to 267
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 33.65, which was -3.80 lower than the previous day. The implied volatity was 19.79, the open interest changed by 103 which increased total open position to 233
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 37.45, which was -17.15 lower than the previous day. The implied volatity was 17.73, the open interest changed by 5 which increased total open position to 133
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 54.6, which was -0.65 lower than the previous day. The implied volatity was 18.97, the open interest changed by 38 which increased total open position to 130
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 55.25, which was -17.60 lower than the previous day. The implied volatity was 19.67, the open interest changed by 78 which increased total open position to 93
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 72.85, which was -20.90 lower than the previous day. The implied volatity was 20.34, the open interest changed by 15 which increased total open position to 15
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 93.75, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 93.75, which was 0.00 lower than the previous day. The implied volatity was 2.73, 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 93.75, which was 0.00 lower than the previous day. The implied volatity was 1.89, 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 93.75, which was lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
