MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
30 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 12175 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 12987.90 | 578.2 | -57.60 | - | 6 | -2 | 11 | |||
| 27 Dec | 12768.90 | 635.8 | -363.95 | 45.13 | 6 | -1 | 18 | |||
| 26 Dec | 12791.65 | 999.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 12757.15 | 999.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 12756.05 | 999.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 12683.15 | 999.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 13027.20 | 999.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 13031.60 | 999.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 13091.10 | 999.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 13207.40 | 999.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 13134.50 | 999.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 13071.25 | 999.75 | 99.10 | 29.30 | 10 | 0 | 19 | |||
| 11 Dec | 13133.80 | 900.65 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 13085.40 | 900.65 | 234.00 | - | 4 | 0 | 20 | |||
| 9 Dec | 12988.80 | 666.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 666.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 666.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 4 Dec | 12927.50 | 666.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 666.65 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 2 Dec | 12726.30 | 666.65 | 74.20 | 13.65 | 1 | 0 | 21 | |||
| 29 Nov | 12619.50 | 592.45 | 43.35 | 15.49 | 3 | 2 | 21 | |||
| 28 Nov | 12553.75 | 549.1 | -7.90 | 14.14 | 10 | 3 | 18 | |||
| 27 Nov | 12619.25 | 557 | 0.00 | 0.00 | 0 | 14 | 0 | |||
| 26 Nov | 12569.65 | 557 | 57.00 | 14.73 | 14 | 10 | 11 | |||
| 25 Nov | 12576.40 | 500 | 105.00 | - | 2 | -1 | 1 | |||
| 22 Nov | 12306.85 | 395 | 40.00 | 15.23 | 2 | 1 | 3 | |||
| 21 Nov | 12164.65 | 355 | -1039.80 | 18.44 | 2 | 1 | 1 | |||
| 19 Nov | 12171.65 | 1394.8 | 1394.80 | - | 0 | 0 | 0 | |||
| 18 Nov | 12091.60 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12175 expiring on 30DEC2024
Delta for 12175 CE is -
Historical price for 12175 CE is as follows
On 30 Dec MIDCPNIFTY was trading at 12987.90. The strike last trading price was 578.2, which was -57.60 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 11
On 27 Dec MIDCPNIFTY was trading at 12768.90. The strike last trading price was 635.8, which was -363.95 lower than the previous day. The implied volatity was 45.13, the open interest changed by -1 which decreased total open position to 18
On 26 Dec MIDCPNIFTY was trading at 12791.65. The strike last trading price was 999.75, 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 24 Dec MIDCPNIFTY was trading at 12757.15. The strike last trading price was 999.75, 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 23 Dec MIDCPNIFTY was trading at 12756.05. The strike last trading price was 999.75, 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 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 999.75, 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 999.75, 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 999.75, 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 999.75, 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 999.75, 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 999.75, 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 999.75, which was 99.10 higher than the previous day. The implied volatity was 29.30, the open interest changed by 0 which decreased total open position to 19
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 900.65, 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 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 900.65, which was 234.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 666.65, 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 666.65, 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 666.65, 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 666.65, 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 666.65, 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 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 666.65, which was 74.20 higher than the previous day. The implied volatity was 13.65, the open interest changed by 0 which decreased total open position to 21
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 592.45, which was 43.35 higher than the previous day. The implied volatity was 15.49, the open interest changed by 2 which increased total open position to 21
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 549.1, which was -7.90 lower than the previous day. The implied volatity was 14.14, the open interest changed by 3 which increased total open position to 18
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 557, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 557, which was 57.00 higher than the previous day. The implied volatity was 14.73, 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 500, which was 105.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 395, which was 40.00 higher than the previous day. The implied volatity was 15.23, the open interest changed by 1 which increased total open position to 3
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 355, which was -1039.80 lower than the previous day. The implied volatity was 18.44, the open interest changed by 1 which increased total open position to 1
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 1394.8, which was 1394.80 higher 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 0, 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 12175 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 12987.90 | 0.1 | -0.35 | - | 17,238 | 288 | 1,663 |
| 27 Dec | 12768.90 | 0.45 | -1.35 | 21.19 | 7,559 | 210 | 1,356 |
| 26 Dec | 12791.65 | 1.8 | -4.55 | 22.92 | 5,875 | 952 | 1,156 |
| 24 Dec | 12757.15 | 6.35 | -0.95 | 21.89 | 1,230 | 39 | 206 |
| 23 Dec | 12756.05 | 7.3 | -19.70 | 20.99 | 2,608 | -93 | 166 |
| 20 Dec | 12683.15 | 27 | 17.55 | 22.52 | 1,188 | 213 | 270 |
| 19 Dec | 13027.20 | 9.45 | 0.50 | 23.96 | 341 | -16 | 65 |
| 18 Dec | 13031.60 | 8.95 | -0.35 | 22.78 | 169 | 36 | 83 |
| 17 Dec | 13091.10 | 9.3 | 1.45 | 22.95 | 29 | -4 | 54 |
| 16 Dec | 13207.40 | 7.85 | -0.40 | 23.61 | 358 | 88 | 160 |
| 13 Dec | 13134.50 | 8.25 | -2.40 | 20.91 | 688 | -11 | 72 |
| 12 Dec | 13071.25 | 10.65 | 1.60 | 20.15 | 100 | -12 | 84 |
| 11 Dec | 13133.80 | 9.05 | -4.10 | 20.17 | 78 | -22 | 98 |
| 10 Dec | 13085.40 | 13.15 | -10.20 | 20.38 | 64 | 7 | 120 |
| 9 Dec | 12988.80 | 23.35 | -0.80 | 21.01 | 179 | 12 | 120 |
| 6 Dec | 12959.55 | 24.15 | -12.70 | 19.50 | 95 | -15 | 105 |
| 5 Dec | 12935.60 | 36.85 | 2.30 | 21.10 | 258 | -147 | 118 |
| 4 Dec | 12927.50 | 34.55 | -16.45 | 20.28 | 426 | 100 | 248 |
| 3 Dec | 12812.85 | 51 | -8.85 | 20.28 | 195 | -25 | 148 |
| 2 Dec | 12726.30 | 59.85 | -15.15 | 19.57 | 1,648 | 53 | 173 |
| 29 Nov | 12619.50 | 75 | -21.10 | 18.28 | 508 | -13 | 120 |
| 28 Nov | 12553.75 | 96.1 | 8.50 | 19.29 | 351 | 86 | 131 |
| 27 Nov | 12619.25 | 87.6 | -17.05 | 19.16 | 401 | 15 | 45 |
| 26 Nov | 12569.65 | 104.65 | -22.20 | 19.28 | 106 | 31 | 31 |
| 25 Nov | 12576.40 | 126.85 | 0.00 | 3.43 | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 126.85 | 0.00 | 1.63 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 126.85 | 0.00 | 0.84 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 126.85 | 0.00 | 1.20 | 0 | 0 | 0 |
| 18 Nov | 12091.60 | 126.85 | 0.40 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12175 expiring on 30DEC2024
Delta for 12175 PE is -
Historical price for 12175 PE is as follows
On 30 Dec MIDCPNIFTY was trading at 12987.90. The strike last trading price was 0.1, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 288 which increased total open position to 1663
On 27 Dec MIDCPNIFTY was trading at 12768.90. The strike last trading price was 0.45, which was -1.35 lower than the previous day. The implied volatity was 21.19, the open interest changed by 210 which increased total open position to 1356
On 26 Dec MIDCPNIFTY was trading at 12791.65. The strike last trading price was 1.8, which was -4.55 lower than the previous day. The implied volatity was 22.92, the open interest changed by 952 which increased total open position to 1156
On 24 Dec MIDCPNIFTY was trading at 12757.15. The strike last trading price was 6.35, which was -0.95 lower than the previous day. The implied volatity was 21.89, the open interest changed by 39 which increased total open position to 206
On 23 Dec MIDCPNIFTY was trading at 12756.05. The strike last trading price was 7.3, which was -19.70 lower than the previous day. The implied volatity was 20.99, the open interest changed by -93 which decreased total open position to 166
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 27, which was 17.55 higher than the previous day. The implied volatity was 22.52, the open interest changed by 213 which increased total open position to 270
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 9.45, which was 0.50 higher than the previous day. The implied volatity was 23.96, the open interest changed by -16 which decreased total open position to 65
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 8.95, which was -0.35 lower than the previous day. The implied volatity was 22.78, the open interest changed by 36 which increased total open position to 83
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 9.3, which was 1.45 higher than the previous day. The implied volatity was 22.95, the open interest changed by -4 which decreased total open position to 54
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 7.85, which was -0.40 lower than the previous day. The implied volatity was 23.61, the open interest changed by 88 which increased total open position to 160
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 8.25, which was -2.40 lower than the previous day. The implied volatity was 20.91, the open interest changed by -11 which decreased total open position to 72
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 10.65, which was 1.60 higher than the previous day. The implied volatity was 20.15, the open interest changed by -12 which decreased total open position to 84
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 9.05, which was -4.10 lower than the previous day. The implied volatity was 20.17, the open interest changed by -22 which decreased total open position to 98
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 13.15, which was -10.20 lower than the previous day. The implied volatity was 20.38, the open interest changed by 7 which increased total open position to 120
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 23.35, which was -0.80 lower than the previous day. The implied volatity was 21.01, the open interest changed by 12 which increased total open position to 120
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 24.15, which was -12.70 lower than the previous day. The implied volatity was 19.50, the open interest changed by -15 which decreased total open position to 105
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 36.85, which was 2.30 higher than the previous day. The implied volatity was 21.10, the open interest changed by -147 which decreased total open position to 118
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 34.55, which was -16.45 lower than the previous day. The implied volatity was 20.28, the open interest changed by 100 which increased total open position to 248
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 51, which was -8.85 lower than the previous day. The implied volatity was 20.28, the open interest changed by -25 which decreased total open position to 148
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 59.85, which was -15.15 lower than the previous day. The implied volatity was 19.57, the open interest changed by 53 which increased total open position to 173
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 75, which was -21.10 lower than the previous day. The implied volatity was 18.28, the open interest changed by -13 which decreased total open position to 120
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 96.1, which was 8.50 higher than the previous day. The implied volatity was 19.29, the open interest changed by 86 which increased total open position to 131
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 87.6, which was -17.05 lower than the previous day. The implied volatity was 19.16, the open interest changed by 15 which increased total open position to 45
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 104.65, which was -22.20 lower than the previous day. The implied volatity was 19.28, the open interest changed by 31 which increased total open position to 31
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 126.85, which was 0.00 lower than the previous day. The implied volatity was 3.43, 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 126.85, which was 0.00 lower than the previous day. The implied volatity was 1.63, 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 126.85, which was 0.00 lower than the previous day. The implied volatity was 0.84, 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 126.85, which was 0.00 lower than the previous day. The implied volatity was 1.20, 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 126.85, which was lower than the previous day. The implied volatity was 0.40, the open interest changed by 0 which decreased total open position to 0
