MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 12150 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 | 1023.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 1023.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 1023.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 1023.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 1023.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 1023.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 1023.95 | 397.35 | 29.74 | 10 | 0 | 12 | |||
| 11 Dec | 13133.80 | 626.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 626.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 626.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 626.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 626.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 626.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 626.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 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 | |||
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| 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 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1023.95, 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 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 1023.95, 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 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 1023.95, 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 1023.95, 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 1023.95, 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 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 1023.95, 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 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 1023.95, which was 397.35 higher than the previous day. The implied volatity was 29.74, the open interest changed by 0 which decreased total open position to 12
On 11 Dec MIDCPNIFTY was trading at 13133.80. 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 0 which decreased total open position to 0
On 10 Dec MIDCPNIFTY was trading at 13085.40. 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 0 which decreased total open position to 0
On 9 Dec MIDCPNIFTY was trading at 12988.80. 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 0 which decreased total open position to 0
On 6 Dec MIDCPNIFTY was trading at 12959.55. 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 0 which decreased total open position to 0
On 5 Dec MIDCPNIFTY was trading at 12935.60. 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 0 which decreased total open position to 0
On 4 Dec MIDCPNIFTY was trading at 12927.50. 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 0 which decreased total open position to 0
On 3 Dec MIDCPNIFTY was trading at 12812.85. 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 0 which decreased total open position to 0
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 | |||||||
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Delta: -0.11
Vega: 3.86
Theta: -4.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 25 | 15.85 | 22.96 | 3,191 | 288 | 878 |
| 19 Dec | 13027.20 | 9.15 | -0.30 | 24.41 | 990 | 18 | 592 |
| 18 Dec | 13031.60 | 9.45 | 3.05 | 23.56 | 1,685 | 203 | 575 |
| 17 Dec | 13091.10 | 6.4 | -1.00 | 21.93 | 1,245 | -134 | 372 |
| 16 Dec | 13207.40 | 7.4 | 1.05 | 23.84 | 1,418 | 152 | 494 |
| 13 Dec | 13134.50 | 6.35 | -2.70 | 20.39 | 2,036 | 271 | 447 |
| 12 Dec | 13071.25 | 9.05 | 0.15 | 19.97 | 675 | -14 | 176 |
| 11 Dec | 13133.80 | 8.9 | -4.35 | 20.56 | 300 | -24 | 190 |
| 10 Dec | 13085.40 | 13.25 | -7.75 | 20.86 | 238 | -23 | 221 |
| 9 Dec | 12988.80 | 21 | -3.20 | 21.00 | 616 | 24 | 251 |
| 6 Dec | 12959.55 | 24.2 | -5.70 | 19.95 | 367 | 67 | 230 |
| 5 Dec | 12935.60 | 29.9 | -2.10 | 20.37 | 1,255 | -303 | 169 |
| 4 Dec | 12927.50 | 32 | -16.40 | 20.27 | 813 | 267 | 462 |
| 3 Dec | 12812.85 | 48.4 | -5.95 | 20.41 | 342 | -63 | 202 |
| 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 -0.11
Historical price for 12150 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 25, which was 15.85 higher than the previous day. The implied volatity was 22.96, the open interest changed by 288 which increased total open position to 878
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 9.15, which was -0.30 lower than the previous day. The implied volatity was 24.41, the open interest changed by 18 which increased total open position to 592
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 9.45, which was 3.05 higher than the previous day. The implied volatity was 23.56, the open interest changed by 203 which increased total open position to 575
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 6.4, which was -1.00 lower than the previous day. The implied volatity was 21.93, the open interest changed by -134 which decreased total open position to 372
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 7.4, which was 1.05 higher than the previous day. The implied volatity was 23.84, the open interest changed by 152 which increased total open position to 494
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 6.35, which was -2.70 lower than the previous day. The implied volatity was 20.39, the open interest changed by 271 which increased total open position to 447
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 9.05, which was 0.15 higher than the previous day. The implied volatity was 19.97, the open interest changed by -14 which decreased total open position to 176
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 8.9, which was -4.35 lower than the previous day. The implied volatity was 20.56, the open interest changed by -24 which decreased total open position to 190
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 13.25, which was -7.75 lower than the previous day. The implied volatity was 20.86, the open interest changed by -23 which decreased total open position to 221
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 21, which was -3.20 lower than the previous day. The implied volatity was 21.00, the open interest changed by 24 which increased total open position to 251
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 24.2, which was -5.70 lower than the previous day. The implied volatity was 19.95, the open interest changed by 67 which increased total open position to 230
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 29.9, which was -2.10 lower than the previous day. The implied volatity was 20.37, the open interest changed by -303 which decreased total open position to 169
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 32, which was -16.40 lower than the previous day. The implied volatity was 20.27, the open interest changed by 267 which increased total open position to 462
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 48.4, which was -5.95 lower than the previous day. The implied volatity was 20.41, the open interest changed by -63 which decreased total open position to 202
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
