MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 12000 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 | 710 | -334.00 | - | 25 | -6 | 366 | |||
| 19 Dec | 13027.20 | 1044 | -205.55 | - | 16 | -2 | 379 | |||
| 18 Dec | 13031.60 | 1249.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1249.55 | 0.00 | 0.00 | 0 | -6 | 0 | |||
| 16 Dec | 13207.40 | 1249.55 | 149.55 | 26.74 | 6 | -2 | 385 | |||
| 13 Dec | 13134.50 | 1100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Dec | 13071.25 | 1100 | 65.00 | - | 5 | 1 | 388 | |||
| 11 Dec | 13133.80 | 1035 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 1035 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 9 Dec | 12988.80 | 1035 | 20.00 | - | 2 | -1 | 387 | |||
| 6 Dec | 12959.55 | 1015 | 0.00 | - | 6 | 0 | 388 | |||
| 5 Dec | 12935.60 | 1015 | 35.00 | - | 36 | -32 | 390 | |||
| 4 Dec | 12927.50 | 980 | 99.50 | - | 8 | 2 | 422 | |||
| 3 Dec | 12812.85 | 880.5 | 35.50 | - | 9 | 4 | 420 | |||
| 2 Dec | 12726.30 | 845 | 86.00 | 17.40 | 58 | 42 | 408 | |||
| 29 Nov | 12619.50 | 759 | 64.00 | 17.85 | 97 | 35 | 367 | |||
| 28 Nov | 12553.75 | 695 | -52.65 | 12.02 | 24 | 14 | 332 | |||
| 27 Nov | 12619.25 | 747.65 | 52.35 | 13.47 | 268 | 183 | 321 | |||
| 26 Nov | 12569.65 | 695.3 | -19.70 | 13.34 | 113 | 61 | 141 | |||
| 25 Nov | 12576.40 | 715 | 238.00 | 11.41 | 83 | 76 | 80 | |||
| 22 Nov | 12306.85 | 477 | 53.35 | 11.57 | 8 | 4 | 8 | |||
| 21 Nov | 12164.65 | 423.65 | -1113.60 | 15.74 | 4 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1537.25 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12000 expiring on 30DEC2024
Delta for 12000 CE is -
Historical price for 12000 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 710, which was -334.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 366
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 1044, which was -205.55 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 379
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 1249.55, 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 1249.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 1249.55, which was 149.55 higher than the previous day. The implied volatity was 26.74, the open interest changed by -2 which decreased total open position to 385
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 1100, 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 1100, which was 65.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 388
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 1035, 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 1035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 1035, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 387
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 1015, 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 388
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 1015, which was 35.00 higher than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 390
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 980, which was 99.50 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 422
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 880.5, which was 35.50 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 420
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 845, which was 86.00 higher than the previous day. The implied volatity was 17.40, the open interest changed by 42 which increased total open position to 408
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 759, which was 64.00 higher than the previous day. The implied volatity was 17.85, the open interest changed by 35 which increased total open position to 367
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 695, which was -52.65 lower than the previous day. The implied volatity was 12.02, the open interest changed by 14 which increased total open position to 332
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 747.65, which was 52.35 higher than the previous day. The implied volatity was 13.47, the open interest changed by 183 which increased total open position to 321
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 695.3, which was -19.70 lower than the previous day. The implied volatity was 13.34, the open interest changed by 61 which increased total open position to 141
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 715, which was 238.00 higher than the previous day. The implied volatity was 11.41, the open interest changed by 76 which increased total open position to 80
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 477, which was 53.35 higher than the previous day. The implied volatity was 11.57, the open interest changed by 4 which increased total open position to 8
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 423.65, which was -1113.60 lower than the previous day. The implied volatity was 15.74, 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 1537.25, 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 12000 PE | |||||||
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Delta: -0.07
Vega: 2.81
Theta: -3.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 16 | 9.80 | 24.37 | 41,579 | 3,120 | 10,189 |
| 19 Dec | 13027.20 | 6.2 | 0.70 | 25.92 | 14,999 | 1,642 | 7,242 |
| 18 Dec | 13031.60 | 5.5 | -0.20 | 24.38 | 7,908 | -569 | 5,980 |
| 17 Dec | 13091.10 | 5.7 | -0.25 | 24.38 | 4,858 | 294 | 6,696 |
| 16 Dec | 13207.40 | 5.95 | -0.25 | 25.73 | 5,218 | -1,228 | 6,420 |
| 13 Dec | 13134.50 | 6.2 | -1.55 | 22.83 | 18,116 | 361 | 7,738 |
| 12 Dec | 13071.25 | 7.75 | 0.70 | 21.96 | 5,949 | 597 | 7,417 |
| 11 Dec | 13133.80 | 7.05 | -2.85 | 22.15 | 4,763 | 696 | 6,819 |
| 10 Dec | 13085.40 | 9.9 | -4.10 | 22.19 | 6,703 | 38 | 6,160 |
| 9 Dec | 12988.80 | 14 | -3.20 | 21.76 | 6,609 | -94 | 6,119 |
| 6 Dec | 12959.55 | 17.2 | -4.60 | 20.90 | 9,092 | 652 | 6,250 |
| 5 Dec | 12935.60 | 21.8 | -2.15 | 21.34 | 14,033 | -917 | 5,511 |
| 4 Dec | 12927.50 | 23.95 | -7.75 | 21.34 | 15,189 | 885 | 6,416 |
| 3 Dec | 12812.85 | 31.7 | -6.90 | 20.64 | 17,218 | -783 | 5,531 |
| 2 Dec | 12726.30 | 38.6 | -7.70 | 20.12 | 29,548 | 1,106 | 6,439 |
| 29 Nov | 12619.50 | 46.3 | -17.70 | 18.46 | 19,924 | 382 | 5,195 |
| 28 Nov | 12553.75 | 64 | 4.20 | 19.68 | 19,279 | 1,578 | 4,756 |
| 27 Nov | 12619.25 | 59.8 | -11.55 | 19.74 | 13,976 | 1,021 | 3,187 |
| 26 Nov | 12569.65 | 71.35 | 6.35 | 19.71 | 15,090 | 777 | 2,196 |
| 25 Nov | 12576.40 | 65 | -91.00 | 19.29 | 3,620 | 1,346 | 1,403 |
| 22 Nov | 12306.85 | 156 | -55.00 | 21.10 | 434 | 176 | 233 |
| 21 Nov | 12164.65 | 211 | -30.95 | 21.56 | 127 | 41 | 65 |
| 19 Nov | 12171.65 | 241.95 | 22.27 | 29 | 22 | 22 | |
For Nifty Midcap Select - strike price 12000 expiring on 30DEC2024
Delta for 12000 PE is -0.07
Historical price for 12000 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 16, which was 9.80 higher than the previous day. The implied volatity was 24.37, the open interest changed by 3120 which increased total open position to 10189
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 6.2, which was 0.70 higher than the previous day. The implied volatity was 25.92, the open interest changed by 1642 which increased total open position to 7242
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 5.5, which was -0.20 lower than the previous day. The implied volatity was 24.38, the open interest changed by -569 which decreased total open position to 5980
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 5.7, which was -0.25 lower than the previous day. The implied volatity was 24.38, the open interest changed by 294 which increased total open position to 6696
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 5.95, which was -0.25 lower than the previous day. The implied volatity was 25.73, the open interest changed by -1228 which decreased total open position to 6420
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 6.2, which was -1.55 lower than the previous day. The implied volatity was 22.83, the open interest changed by 361 which increased total open position to 7738
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 7.75, which was 0.70 higher than the previous day. The implied volatity was 21.96, the open interest changed by 597 which increased total open position to 7417
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 7.05, which was -2.85 lower than the previous day. The implied volatity was 22.15, the open interest changed by 696 which increased total open position to 6819
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 9.9, which was -4.10 lower than the previous day. The implied volatity was 22.19, the open interest changed by 38 which increased total open position to 6160
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 14, which was -3.20 lower than the previous day. The implied volatity was 21.76, the open interest changed by -94 which decreased total open position to 6119
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 17.2, which was -4.60 lower than the previous day. The implied volatity was 20.90, the open interest changed by 652 which increased total open position to 6250
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 21.8, which was -2.15 lower than the previous day. The implied volatity was 21.34, the open interest changed by -917 which decreased total open position to 5511
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 23.95, which was -7.75 lower than the previous day. The implied volatity was 21.34, the open interest changed by 885 which increased total open position to 6416
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 31.7, which was -6.90 lower than the previous day. The implied volatity was 20.64, the open interest changed by -783 which decreased total open position to 5531
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 38.6, which was -7.70 lower than the previous day. The implied volatity was 20.12, the open interest changed by 1106 which increased total open position to 6439
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 46.3, which was -17.70 lower than the previous day. The implied volatity was 18.46, the open interest changed by 382 which increased total open position to 5195
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 64, which was 4.20 higher than the previous day. The implied volatity was 19.68, the open interest changed by 1578 which increased total open position to 4756
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 59.8, which was -11.55 lower than the previous day. The implied volatity was 19.74, the open interest changed by 1021 which increased total open position to 3187
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 71.35, which was 6.35 higher than the previous day. The implied volatity was 19.71, the open interest changed by 777 which increased total open position to 2196
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 65, which was -91.00 lower than the previous day. The implied volatity was 19.29, the open interest changed by 1346 which increased total open position to 1403
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 156, which was -55.00 lower than the previous day. The implied volatity was 21.10, the open interest changed by 176 which increased total open position to 233
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 211, which was -30.95 lower than the previous day. The implied volatity was 21.56, the open interest changed by 41 which increased total open position to 65
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 241.95, which was lower than the previous day. The implied volatity was 22.27, the open interest changed by 22 which increased total open position to 22
