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[--[65.84.65.76]--]
MIDCPNIFTY
Nifty Midcap Select

12726.3 106.80 (0.85%)

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Historical option data for MIDCPNIFTY

02 Dec 2024 04:13 PM IST
MIDCPNIFTY 30DEC2024 12150 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Dec 12726.30 626.6 0.00 0.00 0 1 0
29 Nov 12619.50 626.6 37.75 17.00 6 3 14
28 Nov 12553.75 588.85 0.00 0.00 0 0 0
27 Nov 12619.25 588.85 0.00 0.00 0 10 0
26 Nov 12569.65 588.85 216.90 15.91 11 10 11
25 Nov 12576.40 371.95 0.00 0.00 0 1 0
22 Nov 12306.85 371.95 0.00 0.00 0 0 1
21 Nov 12164.65 371.95 -1042.80 19.15 1 0 0
19 Nov 12171.65 1414.75 0.00 - 0 0 0
18 Nov 12091.60 1414.75 - 0 0 0


For Nifty Midcap Select - strike price 12150 expiring on 30DEC2024

Delta for 12150 CE is 0.00

Historical price for 12150 CE is as follows

On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 626.6, 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 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 626.6, which was 37.75 higher than the previous day. The implied volatity was 17.00, the open interest changed by 3 which increased total open position to 14


On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 588.85, 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 588.85, 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 588.85, which was 216.90 higher than the previous day. The implied volatity was 15.91, the open interest changed by 10 which increased total open position to 11


On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 371.95, 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 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 371.95, 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 1


On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 371.95, which was -1042.80 lower than the previous day. The implied volatity was 19.15, 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 1414.75, 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 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1414.75, 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 12150 PE
Delta: -0.15
Vega: 8.21
Theta: -2.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Dec 12726.30 54.35 -13.80 19.42 1,698 107 270
29 Nov 12619.50 68.15 -21.80 18.07 319 -3 163
28 Nov 12553.75 89.95 6.30 19.26 512 100 175
27 Nov 12619.25 83.65 -12.90 19.30 316 43 75
26 Nov 12569.65 96.55 -53.45 19.11 147 32 33
25 Nov 12576.40 150 27.70 23.84 1 0 0
22 Nov 12306.85 122.3 0.00 1.79 0 0 0
21 Nov 12164.65 122.3 0.00 0.99 0 0 0
19 Nov 12171.65 122.3 0.00 1.34 0 0 0
18 Nov 12091.60 122.3 0.56 0 0 0


For Nifty Midcap Select - strike price 12150 expiring on 30DEC2024

Delta for 12150 PE is -0.15

Historical price for 12150 PE is as follows

On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 54.35, which was -13.80 lower than the previous day. The implied volatity was 19.42, the open interest changed by 107 which increased total open position to 270


On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 68.15, which was -21.80 lower than the previous day. The implied volatity was 18.07, the open interest changed by -3 which decreased total open position to 163


On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 89.95, which was 6.30 higher than the previous day. The implied volatity was 19.26, the open interest changed by 100 which increased total open position to 175


On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 83.65, which was -12.90 lower than the previous day. The implied volatity was 19.30, the open interest changed by 43 which increased total open position to 75


On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 96.55, which was -53.45 lower than the previous day. The implied volatity was 19.11, the open interest changed by 32 which increased total open position to 33


On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 150, which was 27.70 higher than the previous day. The implied volatity was 23.84, 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 122.3, which was 0.00 lower than the previous day. The implied volatity was 1.79, 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 122.3, which was 0.00 lower than the previous day. The implied volatity was 0.99, 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 122.3, which was 0.00 lower than the previous day. The implied volatity was 1.34, 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 122.3, which was lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0