MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 12075 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 | 643.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 643.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 643.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 643.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 643.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 643.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 643.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 643.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 10 Dec | 13085.40 | 643.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 643.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 643.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 643.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 643.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 643.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 643.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 643.25 | 0.00 | 0.00 | 0 | 0 | 11 | |||
| 28 Nov | 12553.75 | 643.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 643.25 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 26 Nov | 12569.65 | 643.25 | 43.25 | 15.38 | 11 | 1 | 2 | |||
| 25 Nov | 12576.40 | 600 | 245.00 | - | 1 | 0 | 2 | |||
| 22 Nov | 12306.85 | 355 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 21 Nov | 12164.65 | 355 | -42.45 | 14.24 | 7 | 2 | 3 | |||
| 19 Nov | 12171.65 | 397.45 | 0.00 | 0 | 0 | 1 | ||||
For Nifty Midcap Select - strike price 12075 expiring on 30DEC2024
Delta for 12075 CE is 0.00
Historical price for 12075 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 643.25, 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 643.25, 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 643.25, 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 643.25, 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 643.25, 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 643.25, 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 643.25, 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 643.25, 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 643.25, 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 643.25, 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 643.25, 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 643.25, 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 643.25, 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 643.25, 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 643.25, 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 643.25, 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 11
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 643.25, 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 643.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 643.25, which was 43.25 higher than the previous day. The implied volatity was 15.38, the open interest changed by 1 which increased total open position to 2
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 600, which was 245.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 355, 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 2
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 355, which was -42.45 lower than the previous day. The implied volatity was 14.24, the open interest changed by 2 which increased total open position to 3
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 397.45, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
| MIDCPNIFTY 30DEC2024 12075 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 3.22
Theta: -3.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 18.9 | 11.10 | 23.29 | 944 | 280 | 428 |
| 19 Dec | 13027.20 | 7.8 | 0.50 | 25.33 | 122 | 43 | 145 |
| 18 Dec | 13031.60 | 7.3 | 0.30 | 24.01 | 348 | -10 | 103 |
| 17 Dec | 13091.10 | 7 | 0.75 | 23.82 | 29 | -3 | 113 |
| 16 Dec | 13207.40 | 6.25 | -0.05 | 24.56 | 242 | -48 | 125 |
| 13 Dec | 13134.50 | 6.3 | -2.00 | 21.63 | 2,186 | -41 | 174 |
| 12 Dec | 13071.25 | 8.3 | -2.70 | 20.94 | 259 | -41 | 225 |
| 11 Dec | 13133.80 | 11 | 0.00 | 0.00 | 0 | -5 | 0 |
| 10 Dec | 13085.40 | 11 | -6.50 | 21.37 | 28 | -4 | 267 |
| 9 Dec | 12988.80 | 17.5 | -4.30 | 21.40 | 119 | 7 | 273 |
| 6 Dec | 12959.55 | 21.8 | -3.20 | 20.72 | 437 | 119 | 265 |
| 5 Dec | 12935.60 | 25 | -4.40 | 20.73 | 471 | -93 | 149 |
| 4 Dec | 12927.50 | 29.4 | -10.55 | 21.13 | 598 | -12 | 214 |
| 3 Dec | 12812.85 | 39.95 | -8.05 | 20.62 | 413 | -31 | 239 |
| 2 Dec | 12726.30 | 48 | -7.15 | 20.08 | 854 | 28 | 270 |
| 29 Nov | 12619.50 | 55.15 | -16.75 | 18.16 | 1,316 | 120 | 249 |
| 28 Nov | 12553.75 | 71.9 | 1.20 | 18.98 | 309 | 6 | 132 |
| 27 Nov | 12619.25 | 70.7 | -18.95 | 19.50 | 732 | 26 | 133 |
| 26 Nov | 12569.65 | 89.65 | -19.70 | 20.02 | 344 | 101 | 101 |
| 25 Nov | 12576.40 | 109.35 | 0.00 | 4.05 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 109.35 | 0.00 | 2.28 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 109.35 | 0.00 | 1.45 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 109.35 | 1.81 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12075 expiring on 30DEC2024
Delta for 12075 PE is -0.08
Historical price for 12075 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 18.9, which was 11.10 higher than the previous day. The implied volatity was 23.29, the open interest changed by 280 which increased total open position to 428
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 7.8, which was 0.50 higher than the previous day. The implied volatity was 25.33, the open interest changed by 43 which increased total open position to 145
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 7.3, which was 0.30 higher than the previous day. The implied volatity was 24.01, the open interest changed by -10 which decreased total open position to 103
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 7, which was 0.75 higher than the previous day. The implied volatity was 23.82, the open interest changed by -3 which decreased total open position to 113
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 6.25, which was -0.05 lower than the previous day. The implied volatity was 24.56, the open interest changed by -48 which decreased total open position to 125
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 6.3, which was -2.00 lower than the previous day. The implied volatity was 21.63, the open interest changed by -41 which decreased total open position to 174
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 8.3, which was -2.70 lower than the previous day. The implied volatity was 20.94, the open interest changed by -41 which decreased total open position to 225
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 11, which was -6.50 lower than the previous day. The implied volatity was 21.37, the open interest changed by -4 which decreased total open position to 267
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 17.5, which was -4.30 lower than the previous day. The implied volatity was 21.40, the open interest changed by 7 which increased total open position to 273
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 21.8, which was -3.20 lower than the previous day. The implied volatity was 20.72, the open interest changed by 119 which increased total open position to 265
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 25, which was -4.40 lower than the previous day. The implied volatity was 20.73, the open interest changed by -93 which decreased total open position to 149
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 29.4, which was -10.55 lower than the previous day. The implied volatity was 21.13, the open interest changed by -12 which decreased total open position to 214
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 39.95, which was -8.05 lower than the previous day. The implied volatity was 20.62, the open interest changed by -31 which decreased total open position to 239
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 48, which was -7.15 lower than the previous day. The implied volatity was 20.08, the open interest changed by 28 which increased total open position to 270
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 55.15, which was -16.75 lower than the previous day. The implied volatity was 18.16, the open interest changed by 120 which increased total open position to 249
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 71.9, which was 1.20 higher than the previous day. The implied volatity was 18.98, the open interest changed by 6 which increased total open position to 132
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 70.7, which was -18.95 lower than the previous day. The implied volatity was 19.50, the open interest changed by 26 which increased total open position to 133
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 89.65, which was -19.70 lower than the previous day. The implied volatity was 20.02, the open interest changed by 101 which increased total open position to 101
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 109.35, which was 0.00 lower than the previous day. The implied volatity was 4.05, 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 109.35, which was 0.00 lower than the previous day. The implied volatity was 2.28, 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 109.35, which was 0.00 lower than the previous day. The implied volatity was 1.45, 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 109.35, which was lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
