MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 12100 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 | 946 | 0.00 | 0.00 | 0 | -15 | 0 | |||
| 19 Dec | 13027.20 | 946 | -80.95 | - | 15 | 0 | 61 | |||
| 18 Dec | 13031.60 | 1026.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1026.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1026.95 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Dec | 13134.50 | 1026.95 | 157.45 | - | 3 | 0 | 62 | |||
| 12 Dec | 13071.25 | 869.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 869.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 869.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 869.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 869.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 869.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 869.5 | 102.50 | - | 1 | 0 | 62 | |||
| 3 Dec | 12812.85 | 767 | 60.10 | - | 6 | 0 | 64 | |||
| 2 Dec | 12726.30 | 706.9 | 40.00 | - | 1 | 0 | 65 | |||
| 29 Nov | 12619.50 | 666.9 | 44.85 | 16.78 | 2 | 0 | 64 | |||
| 28 Nov | 12553.75 | 622.05 | -59.95 | 14.68 | 5 | 1 | 64 | |||
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| 27 Nov | 12619.25 | 682 | 48.00 | 16.55 | 7 | 1 | 63 | |||
| 26 Nov | 12569.65 | 634 | 24.00 | 16.76 | 58 | 8 | 61 | |||
| 25 Nov | 12576.40 | 610 | 165.00 | 9.16 | 18 | -9 | 53 | |||
| 22 Nov | 12306.85 | 445 | 77.15 | 15.62 | 108 | 8 | 70 | |||
| 21 Nov | 12164.65 | 367.85 | -15.40 | 16.42 | 169 | 60 | 62 | |||
| 19 Nov | 12171.65 | 383.25 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 18 Nov | 12091.60 | 383.25 | 19.13 | 2 | 1 | 1 | ||||
For Nifty Midcap Select - strike price 12100 expiring on 30DEC2024
Delta for 12100 CE is 0.00
Historical price for 12100 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 946, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 0
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 946, which was -80.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 1026.95, 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 1026.95, 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 1026.95, 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 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 1026.95, which was 157.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 869.5, 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 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 869.5, 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 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 869.5, 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 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 869.5, 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 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 869.5, 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 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 869.5, 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 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 869.5, which was 102.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 767, which was 60.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 706.9, which was 40.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 65
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 666.9, which was 44.85 higher than the previous day. The implied volatity was 16.78, the open interest changed by 0 which decreased total open position to 64
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 622.05, which was -59.95 lower than the previous day. The implied volatity was 14.68, the open interest changed by 1 which increased total open position to 64
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 682, which was 48.00 higher than the previous day. The implied volatity was 16.55, the open interest changed by 1 which increased total open position to 63
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 634, which was 24.00 higher than the previous day. The implied volatity was 16.76, the open interest changed by 8 which increased total open position to 61
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 610, which was 165.00 higher than the previous day. The implied volatity was 9.16, the open interest changed by -9 which decreased total open position to 53
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 445, which was 77.15 higher than the previous day. The implied volatity was 15.62, the open interest changed by 8 which increased total open position to 70
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 367.85, which was -15.40 lower than the previous day. The implied volatity was 16.42, the open interest changed by 60 which increased total open position to 62
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 383.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 383.25, which was lower than the previous day. The implied volatity was 19.13, the open interest changed by 1 which increased total open position to 1
| MIDCPNIFTY 30DEC2024 12100 PE | |||||||
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Delta: -0.09
Vega: 3.40
Theta: -3.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 20.4 | 11.85 | 23.05 | 9,119 | 1,045 | 2,447 |
| 19 Dec | 13027.20 | 8.55 | 2.10 | 25.21 | 4,640 | -49 | 1,413 |
| 18 Dec | 13031.60 | 6.45 | -1.10 | 22.98 | 2,038 | 46 | 1,482 |
| 17 Dec | 13091.10 | 7.55 | 1.25 | 23.58 | 1,606 | -3 | 1,435 |
| 16 Dec | 13207.40 | 6.3 | -0.70 | 24.13 | 1,170 | 52 | 1,462 |
| 13 Dec | 13134.50 | 7 | -1.75 | 21.59 | 3,867 | 114 | 1,427 |
| 12 Dec | 13071.25 | 8.75 | 0.75 | 20.71 | 849 | 50 | 1,318 |
| 11 Dec | 13133.80 | 8 | -4.15 | 20.99 | 2,106 | 27 | 1,280 |
| 10 Dec | 13085.40 | 12.15 | -6.85 | 21.35 | 1,720 | 172 | 1,342 |
| 9 Dec | 12988.80 | 19 | -2.25 | 21.42 | 1,912 | 163 | 1,236 |
| 6 Dec | 12959.55 | 21.25 | -6.00 | 20.19 | 2,632 | -147 | 1,073 |
| 5 Dec | 12935.60 | 27.25 | -0.50 | 20.74 | 4,485 | -285 | 1,222 |
| 4 Dec | 12927.50 | 27.75 | -14.80 | 20.42 | 4,149 | -161 | 1,518 |
| 3 Dec | 12812.85 | 42.55 | -6.00 | 20.54 | 3,562 | -114 | 1,681 |
| 2 Dec | 12726.30 | 48.55 | -8.10 | 19.65 | 14,779 | 1,059 | 2,097 |
| 29 Nov | 12619.50 | 56.65 | -24.45 | 17.85 | 3,098 | 384 | 1,052 |
| 28 Nov | 12553.75 | 81.1 | 6.95 | 19.46 | 4,700 | 0 | 663 |
| 27 Nov | 12619.25 | 74.15 | -17.80 | 19.37 | 1,830 | 360 | 694 |
| 26 Nov | 12569.65 | 91.95 | 13.85 | 19.73 | 2,105 | 286 | 338 |
| 25 Nov | 12576.40 | 78.1 | -112.95 | 18.73 | 94 | 46 | 59 |
| 22 Nov | 12306.85 | 191.05 | -25.75 | 21.24 | 8 | 1 | 14 |
| 21 Nov | 12164.65 | 216.8 | -21.20 | 19.33 | 13 | 7 | 15 |
| 19 Nov | 12171.65 | 238 | 124.45 | 20.10 | 9 | 4 | 4 |
| 18 Nov | 12091.60 | 113.55 | 0.88 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12100 expiring on 30DEC2024
Delta for 12100 PE is -0.09
Historical price for 12100 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 20.4, which was 11.85 higher than the previous day. The implied volatity was 23.05, the open interest changed by 1045 which increased total open position to 2447
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 8.55, which was 2.10 higher than the previous day. The implied volatity was 25.21, the open interest changed by -49 which decreased total open position to 1413
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 6.45, which was -1.10 lower than the previous day. The implied volatity was 22.98, the open interest changed by 46 which increased total open position to 1482
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 7.55, which was 1.25 higher than the previous day. The implied volatity was 23.58, the open interest changed by -3 which decreased total open position to 1435
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 6.3, which was -0.70 lower than the previous day. The implied volatity was 24.13, the open interest changed by 52 which increased total open position to 1462
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 7, which was -1.75 lower than the previous day. The implied volatity was 21.59, the open interest changed by 114 which increased total open position to 1427
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 8.75, which was 0.75 higher than the previous day. The implied volatity was 20.71, the open interest changed by 50 which increased total open position to 1318
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 8, which was -4.15 lower than the previous day. The implied volatity was 20.99, the open interest changed by 27 which increased total open position to 1280
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 12.15, which was -6.85 lower than the previous day. The implied volatity was 21.35, the open interest changed by 172 which increased total open position to 1342
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 19, which was -2.25 lower than the previous day. The implied volatity was 21.42, the open interest changed by 163 which increased total open position to 1236
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 21.25, which was -6.00 lower than the previous day. The implied volatity was 20.19, the open interest changed by -147 which decreased total open position to 1073
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 27.25, which was -0.50 lower than the previous day. The implied volatity was 20.74, the open interest changed by -285 which decreased total open position to 1222
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 27.75, which was -14.80 lower than the previous day. The implied volatity was 20.42, the open interest changed by -161 which decreased total open position to 1518
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 42.55, which was -6.00 lower than the previous day. The implied volatity was 20.54, the open interest changed by -114 which decreased total open position to 1681
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 48.55, which was -8.10 lower than the previous day. The implied volatity was 19.65, the open interest changed by 1059 which increased total open position to 2097
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 56.65, which was -24.45 lower than the previous day. The implied volatity was 17.85, the open interest changed by 384 which increased total open position to 1052
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 81.1, which was 6.95 higher than the previous day. The implied volatity was 19.46, the open interest changed by 0 which decreased total open position to 663
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 74.15, which was -17.80 lower than the previous day. The implied volatity was 19.37, the open interest changed by 360 which increased total open position to 694
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 91.95, which was 13.85 higher than the previous day. The implied volatity was 19.73, the open interest changed by 286 which increased total open position to 338
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 78.1, which was -112.95 lower than the previous day. The implied volatity was 18.73, the open interest changed by 46 which increased total open position to 59
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 191.05, which was -25.75 lower than the previous day. The implied volatity was 21.24, the open interest changed by 1 which increased total open position to 14
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 216.8, which was -21.20 lower than the previous day. The implied volatity was 19.33, the open interest changed by 7 which increased total open position to 15
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 238, which was 124.45 higher than the previous day. The implied volatity was 20.10, the open interest changed by 4 which increased total open position to 4
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 113.55, which was lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
