MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 12025 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 | 718.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 718.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 718.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 718.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 16 Dec | 13207.40 | 718.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 718.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 718.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 718.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 718.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 718.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 718.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 718.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 718.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 718.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 718.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 718.05 | 0.00 | 0.00 | 0 | 0 | 9 | |||
| 28 Nov | 12553.75 | 718.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 718.05 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 26 Nov | 12569.65 | 718.05 | -798.50 | 18.85 | 10 | 1 | 1 | |||
| 25 Nov | 12576.40 | 1516.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 1516.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 1516.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1516.55 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12025 expiring on 30DEC2024
Delta for 12025 CE is 0.00
Historical price for 12025 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 718.05, 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 718.05, 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 718.05, 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 718.05, 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 718.05, 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 718.05, 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 718.05, 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 718.05, 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 718.05, 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 718.05, 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 718.05, 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 718.05, 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 718.05, 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 718.05, 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 718.05, 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 718.05, 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 9
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 718.05, 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 718.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 718.05, which was -798.50 lower than the previous day. The implied volatity was 18.85, the open interest changed by 1 which increased total open position to 1
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 1516.55, 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 1516.55, 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 1516.55, 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 1516.55, 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 12025 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 2.92
Theta: -3.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 16.7 | 9.70 | 23.94 | 846 | -6 | 250 |
| 19 Dec | 13027.20 | 7 | 0.85 | 25.93 | 432 | 126 | 272 |
| 18 Dec | 13031.60 | 6.15 | -0.10 | 24.33 | 638 | -4 | 148 |
| 17 Dec | 13091.10 | 6.25 | 0.70 | 24.27 | 42 | 12 | 152 |
| 16 Dec | 13207.40 | 5.55 | -0.75 | 25.07 | 77 | -52 | 122 |
| 13 Dec | 13134.50 | 6.3 | -1.55 | 22.47 | 586 | -9 | 175 |
| 12 Dec | 13071.25 | 7.85 | 0.55 | 21.58 | 114 | 45 | 179 |
| 11 Dec | 13133.80 | 7.3 | -2.65 | 21.87 | 414 | 36 | 114 |
| 10 Dec | 13085.40 | 9.95 | -3.80 | 21.77 | 132 | -28 | 93 |
| 9 Dec | 12988.80 | 13.75 | -5.20 | 21.19 | 84 | 12 | 121 |
| 6 Dec | 12959.55 | 18.95 | -4.65 | 20.93 | 303 | 9 | 108 |
| 5 Dec | 12935.60 | 23.6 | -1.60 | 21.30 | 422 | -131 | 99 |
| 4 Dec | 12927.50 | 25.2 | -9.25 | 21.18 | 751 | 71 | 194 |
| 3 Dec | 12812.85 | 34.45 | -4.40 | 20.66 | 304 | 9 | 123 |
| 2 Dec | 12726.30 | 38.85 | -13.70 | 19.71 | 658 | 4 | 99 |
| 29 Nov | 12619.50 | 52.55 | -15.25 | 18.79 | 187 | 5 | 94 |
| 28 Nov | 12553.75 | 67.8 | 5.30 | 19.42 | 652 | 13 | 89 |
| 27 Nov | 12619.25 | 62.5 | -10.30 | 19.58 | 516 | 48 | 84 |
| 26 Nov | 12569.65 | 72.8 | -28.50 | 19.38 | 353 | 37 | 37 |
| 25 Nov | 12576.40 | 101.3 | 0.00 | 4.36 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 101.3 | 0.00 | 2.59 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 101.3 | 0.00 | 1.73 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 101.3 | 2.11 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12025 expiring on 30DEC2024
Delta for 12025 PE is -0.07
Historical price for 12025 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 16.7, which was 9.70 higher than the previous day. The implied volatity was 23.94, the open interest changed by -6 which decreased total open position to 250
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 7, which was 0.85 higher than the previous day. The implied volatity was 25.93, the open interest changed by 126 which increased total open position to 272
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 6.15, which was -0.10 lower than the previous day. The implied volatity was 24.33, the open interest changed by -4 which decreased total open position to 148
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 6.25, which was 0.70 higher than the previous day. The implied volatity was 24.27, the open interest changed by 12 which increased total open position to 152
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 5.55, which was -0.75 lower than the previous day. The implied volatity was 25.07, the open interest changed by -52 which decreased total open position to 122
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 6.3, which was -1.55 lower than the previous day. The implied volatity was 22.47, the open interest changed by -9 which decreased total open position to 175
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 7.85, which was 0.55 higher than the previous day. The implied volatity was 21.58, the open interest changed by 45 which increased total open position to 179
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 7.3, which was -2.65 lower than the previous day. The implied volatity was 21.87, the open interest changed by 36 which increased total open position to 114
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 9.95, which was -3.80 lower than the previous day. The implied volatity was 21.77, the open interest changed by -28 which decreased total open position to 93
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 13.75, which was -5.20 lower than the previous day. The implied volatity was 21.19, the open interest changed by 12 which increased total open position to 121
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 18.95, which was -4.65 lower than the previous day. The implied volatity was 20.93, the open interest changed by 9 which increased total open position to 108
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 23.6, which was -1.60 lower than the previous day. The implied volatity was 21.30, the open interest changed by -131 which decreased total open position to 99
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 25.2, which was -9.25 lower than the previous day. The implied volatity was 21.18, the open interest changed by 71 which increased total open position to 194
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 34.45, which was -4.40 lower than the previous day. The implied volatity was 20.66, the open interest changed by 9 which increased total open position to 123
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 38.85, which was -13.70 lower than the previous day. The implied volatity was 19.71, the open interest changed by 4 which increased total open position to 99
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 52.55, which was -15.25 lower than the previous day. The implied volatity was 18.79, the open interest changed by 5 which increased total open position to 94
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 67.8, which was 5.30 higher than the previous day. The implied volatity was 19.42, the open interest changed by 13 which increased total open position to 89
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 62.5, which was -10.30 lower than the previous day. The implied volatity was 19.58, the open interest changed by 48 which increased total open position to 84
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 72.8, which was -28.50 lower than the previous day. The implied volatity was 19.38, the open interest changed by 37 which increased total open position to 37
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 101.3, which was 0.00 lower than the previous day. The implied volatity was 4.36, 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 101.3, which was 0.00 lower than the previous day. The implied volatity was 2.59, 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 101.3, which was 0.00 lower than the previous day. The implied volatity was 1.73, 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 101.3, which was lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0
