MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 12125 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 | 725.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 725.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 725.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 725.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 725.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 725.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 725.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 13133.80 | 725.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 725.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 725.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 725.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 725.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 725.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 725.7 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 2 Dec | 12726.30 | 725.7 | 75.90 | 16.13 | 4 | 2 | 10 | |||
| 29 Nov | 12619.50 | 649.8 | -3.75 | 17.31 | 12 | 6 | 12 | |||
| 28 Nov | 12553.75 | 653.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 653.55 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 26 Nov | 12569.65 | 653.55 | 253.55 | 20.16 | 10 | 0 | 3 | |||
| 25 Nov | 12576.40 | 400 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 400 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 400 | 0.00 | 0.00 | 0 | 0 | 3 | |||
| 19 Nov | 12171.65 | 400 | 12.20 | 12.65 | 2 | 0 | 4 | |||
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| 18 Nov | 12091.60 | 387.8 | 19.98 | 4 | 3 | 3 | ||||
For Nifty Midcap Select - strike price 12125 expiring on 30DEC2024
Delta for 12125 CE is 0.00
Historical price for 12125 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 725.7, 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 725.7, 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 725.7, 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 725.7, 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 725.7, 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 725.7, 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 725.7, 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 725.7, 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 725.7, 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 725.7, 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 725.7, 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 725.7, 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 725.7, 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 725.7, 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 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 725.7, which was 75.90 higher than the previous day. The implied volatity was 16.13, the open interest changed by 2 which increased total open position to 10
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 649.8, which was -3.75 lower than the previous day. The implied volatity was 17.31, the open interest changed by 6 which increased total open position to 12
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 653.55, 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 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 653.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 653.55, which was 253.55 higher than the previous day. The implied volatity was 20.16, the open interest changed by 0 which decreased total open position to 3
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 400, 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 400, 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 400, 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 3
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 400, which was 12.20 higher than the previous day. The implied volatity was 12.65, the open interest changed by 0 which decreased total open position to 4
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 387.8, which was lower than the previous day. The implied volatity was 19.98, the open interest changed by 3 which increased total open position to 3
| MIDCPNIFTY 30DEC2024 12125 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 3.66
Theta: -3.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 23.2 | 14.20 | 23.21 | 935 | -12 | 147 |
| 19 Dec | 13027.20 | 9 | 1.60 | 24.90 | 877 | -41 | 170 |
| 18 Dec | 13031.60 | 7.4 | -0.25 | 23.01 | 337 | 53 | 214 |
| 17 Dec | 13091.10 | 7.65 | 0.40 | 23.12 | 356 | -27 | 183 |
| 16 Dec | 13207.40 | 7.25 | -0.60 | 24.32 | 327 | 74 | 200 |
| 13 Dec | 13134.50 | 7.85 | -1.15 | 21.60 | 1,388 | 31 | 126 |
| 12 Dec | 13071.25 | 9 | 0.40 | 20.39 | 23 | 1 | 97 |
| 11 Dec | 13133.80 | 8.6 | -4.25 | 20.81 | 68 | -1 | 107 |
| 10 Dec | 13085.40 | 12.85 | -5.35 | 21.16 | 339 | -13 | 194 |
| 9 Dec | 12988.80 | 18.2 | -4.80 | 20.70 | 102 | 0 | 210 |
| 6 Dec | 12959.55 | 23 | -5.90 | 20.14 | 182 | -10 | 209 |
| 5 Dec | 12935.60 | 28.9 | -2.85 | 20.61 | 277 | -7 | 227 |
| 4 Dec | 12927.50 | 31.75 | -15.10 | 20.68 | 417 | 107 | 224 |
| 3 Dec | 12812.85 | 46.85 | -3.00 | 20.65 | 85 | -8 | 113 |
| 2 Dec | 12726.30 | 49.85 | -15.15 | 19.34 | 473 | 13 | 121 |
| 29 Nov | 12619.50 | 65 | -19.05 | 18.24 | 466 | 17 | 141 |
| 28 Nov | 12553.75 | 84.05 | 4.15 | 19.16 | 641 | 34 | 125 |
| 27 Nov | 12619.25 | 79.9 | -14.45 | 19.44 | 259 | 59 | 91 |
| 26 Nov | 12569.65 | 94.35 | -143.75 | 19.39 | 316 | 29 | 31 |
| 25 Nov | 12576.40 | 238.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 238.1 | -24.20 | 23.89 | 1 | 0 | 1 |
| 21 Nov | 12164.65 | 262.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 19 Nov | 12171.65 | 262.3 | 144.45 | 24.31 | 1 | 0 | 0 |
| 18 Nov | 12091.60 | 117.85 | 0.72 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12125 expiring on 30DEC2024
Delta for 12125 PE is -0.10
Historical price for 12125 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 23.2, which was 14.20 higher than the previous day. The implied volatity was 23.21, the open interest changed by -12 which decreased total open position to 147
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 9, which was 1.60 higher than the previous day. The implied volatity was 24.90, the open interest changed by -41 which decreased total open position to 170
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 7.4, which was -0.25 lower than the previous day. The implied volatity was 23.01, the open interest changed by 53 which increased total open position to 214
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 7.65, which was 0.40 higher than the previous day. The implied volatity was 23.12, the open interest changed by -27 which decreased total open position to 183
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 7.25, which was -0.60 lower than the previous day. The implied volatity was 24.32, the open interest changed by 74 which increased total open position to 200
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 7.85, which was -1.15 lower than the previous day. The implied volatity was 21.60, the open interest changed by 31 which increased total open position to 126
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 9, which was 0.40 higher than the previous day. The implied volatity was 20.39, the open interest changed by 1 which increased total open position to 97
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 8.6, which was -4.25 lower than the previous day. The implied volatity was 20.81, the open interest changed by -1 which decreased total open position to 107
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 12.85, which was -5.35 lower than the previous day. The implied volatity was 21.16, the open interest changed by -13 which decreased total open position to 194
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 18.2, which was -4.80 lower than the previous day. The implied volatity was 20.70, the open interest changed by 0 which decreased total open position to 210
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 23, which was -5.90 lower than the previous day. The implied volatity was 20.14, the open interest changed by -10 which decreased total open position to 209
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 28.9, which was -2.85 lower than the previous day. The implied volatity was 20.61, the open interest changed by -7 which decreased total open position to 227
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 31.75, which was -15.10 lower than the previous day. The implied volatity was 20.68, the open interest changed by 107 which increased total open position to 224
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 46.85, which was -3.00 lower than the previous day. The implied volatity was 20.65, the open interest changed by -8 which decreased total open position to 113
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 49.85, which was -15.15 lower than the previous day. The implied volatity was 19.34, the open interest changed by 13 which increased total open position to 121
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 65, which was -19.05 lower than the previous day. The implied volatity was 18.24, the open interest changed by 17 which increased total open position to 141
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 84.05, which was 4.15 higher than the previous day. The implied volatity was 19.16, the open interest changed by 34 which increased total open position to 125
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 79.9, which was -14.45 lower than the previous day. The implied volatity was 19.44, the open interest changed by 59 which increased total open position to 91
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 94.35, which was -143.75 lower than the previous day. The implied volatity was 19.39, the open interest changed by 29 which increased total open position to 31
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 238.1, 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 238.1, which was -24.20 lower than the previous day. The implied volatity was 23.89, the open interest changed by 0 which decreased total open position to 1
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 262.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 262.3, which was 144.45 higher than the previous day. The implied volatity was 24.31, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 117.85, which was lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
