MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 12050 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 | 843.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 843.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 843.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 843.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 843.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 843.5 | 164.50 | - | 2 | 0 | 8 | |||
| 12 Dec | 13071.25 | 679 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 679 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 679 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 679 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 679 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 679 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 679 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 679 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 679 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 679 | 0.00 | 0.00 | 0 | 0 | 8 | |||
| 28 Nov | 12553.75 | 679 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 679 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 26 Nov | 12569.65 | 679 | 247.10 | 17.07 | 8 | 0 | 0 | |||
| 25 Nov | 12576.40 | 431.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 431.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 431.9 | -1064.05 | 16.03 | 2 | 1 | 1 | |||
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| 19 Nov | 12171.65 | 1495.95 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12050 expiring on 30DEC2024
Delta for 12050 CE is 0.00
Historical price for 12050 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 843.5, 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 843.5, 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 843.5, 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 843.5, 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 843.5, 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 843.5, which was 164.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 679, 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 679, 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 679, 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 679, 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 679, 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 679, 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 679, 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 679, 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 679, 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 679, 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 679, 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 679, 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 679, which was 247.10 higher than the previous day. The implied volatity was 17.07, 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 431.9, 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 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 431.9, 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 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 431.9, which was -1064.05 lower than the previous day. The implied volatity was 16.03, the open interest changed by 1 which increased total open position to 1
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 1495.95, 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 12050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 3.03
Theta: -3.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 17.25 | 9.20 | 23.34 | 1,467 | 146 | 324 |
| 19 Dec | 13027.20 | 8.05 | 1.95 | 26.03 | 247 | 38 | 186 |
| 18 Dec | 13031.60 | 6.1 | -0.45 | 23.79 | 191 | 6 | 149 |
| 17 Dec | 13091.10 | 6.55 | 0.95 | 23.98 | 316 | -108 | 143 |
| 16 Dec | 13207.40 | 5.6 | 0.25 | 24.57 | 162 | -3 | 264 |
| 13 Dec | 13134.50 | 5.35 | -3.55 | 21.47 | 1,018 | 66 | 269 |
| 12 Dec | 13071.25 | 8.9 | 1.20 | 21.63 | 361 | -45 | 203 |
| 11 Dec | 13133.80 | 7.7 | -3.20 | 21.62 | 27 | -6 | 249 |
| 10 Dec | 13085.40 | 10.9 | -5.60 | 21.74 | 446 | 24 | 279 |
| 9 Dec | 12988.80 | 16.5 | -2.60 | 21.56 | 666 | 48 | 265 |
| 6 Dec | 12959.55 | 19.1 | -3.45 | 20.54 | 272 | 1 | 215 |
| 5 Dec | 12935.60 | 22.55 | -1.70 | 20.63 | 1,219 | -141 | 377 |
| 4 Dec | 12927.50 | 24.25 | -11.30 | 20.56 | 1,168 | 185 | 518 |
| 3 Dec | 12812.85 | 35.55 | -6.65 | 20.39 | 205 | 0 | 333 |
| 2 Dec | 12726.30 | 42.2 | -9.75 | 19.73 | 1,604 | 167 | 337 |
| 29 Nov | 12619.50 | 51.95 | -15.95 | 18.23 | 649 | 21 | 176 |
| 28 Nov | 12553.75 | 67.9 | 0.40 | 19.01 | 1,455 | 80 | 180 |
| 27 Nov | 12619.25 | 67.5 | -13.90 | 19.65 | 482 | 26 | 102 |
| 26 Nov | 12569.65 | 81.4 | -17.60 | 19.74 | 529 | 8 | 82 |
| 25 Nov | 12576.40 | 99 | -71.00 | 21.64 | 5 | -6 | 74 |
| 22 Nov | 12306.85 | 170 | -11.05 | 21.10 | 12 | -1 | 79 |
| 21 Nov | 12164.65 | 181.05 | 0.00 | 0.00 | 0 | 80 | 0 |
| 19 Nov | 12171.65 | 181.05 | 17.37 | 95 | 82 | 82 | |
For Nifty Midcap Select - strike price 12050 expiring on 30DEC2024
Delta for 12050 PE is -0.08
Historical price for 12050 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 17.25, which was 9.20 higher than the previous day. The implied volatity was 23.34, the open interest changed by 146 which increased total open position to 324
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 8.05, which was 1.95 higher than the previous day. The implied volatity was 26.03, the open interest changed by 38 which increased total open position to 186
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 6.1, which was -0.45 lower than the previous day. The implied volatity was 23.79, the open interest changed by 6 which increased total open position to 149
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 6.55, which was 0.95 higher than the previous day. The implied volatity was 23.98, the open interest changed by -108 which decreased total open position to 143
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 5.6, which was 0.25 higher than the previous day. The implied volatity was 24.57, the open interest changed by -3 which decreased total open position to 264
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 5.35, which was -3.55 lower than the previous day. The implied volatity was 21.47, the open interest changed by 66 which increased total open position to 269
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 8.9, which was 1.20 higher than the previous day. The implied volatity was 21.63, the open interest changed by -45 which decreased total open position to 203
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 7.7, which was -3.20 lower than the previous day. The implied volatity was 21.62, the open interest changed by -6 which decreased total open position to 249
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 10.9, which was -5.60 lower than the previous day. The implied volatity was 21.74, the open interest changed by 24 which increased total open position to 279
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 16.5, which was -2.60 lower than the previous day. The implied volatity was 21.56, the open interest changed by 48 which increased total open position to 265
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 19.1, which was -3.45 lower than the previous day. The implied volatity was 20.54, the open interest changed by 1 which increased total open position to 215
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 22.55, which was -1.70 lower than the previous day. The implied volatity was 20.63, the open interest changed by -141 which decreased total open position to 377
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 24.25, which was -11.30 lower than the previous day. The implied volatity was 20.56, the open interest changed by 185 which increased total open position to 518
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 35.55, which was -6.65 lower than the previous day. The implied volatity was 20.39, the open interest changed by 0 which decreased total open position to 333
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 42.2, which was -9.75 lower than the previous day. The implied volatity was 19.73, the open interest changed by 167 which increased total open position to 337
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 51.95, which was -15.95 lower than the previous day. The implied volatity was 18.23, the open interest changed by 21 which increased total open position to 176
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 67.9, which was 0.40 higher than the previous day. The implied volatity was 19.01, the open interest changed by 80 which increased total open position to 180
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 67.5, which was -13.90 lower than the previous day. The implied volatity was 19.65, the open interest changed by 26 which increased total open position to 102
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 81.4, which was -17.60 lower than the previous day. The implied volatity was 19.74, the open interest changed by 8 which increased total open position to 82
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 99, which was -71.00 lower than the previous day. The implied volatity was 21.64, the open interest changed by -6 which decreased total open position to 74
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 170, which was -11.05 lower than the previous day. The implied volatity was 21.10, the open interest changed by -1 which decreased total open position to 79
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 181.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 80 which increased total open position to 0
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 181.05, which was lower than the previous day. The implied volatity was 17.37, the open interest changed by 82 which increased total open position to 82
