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MIDCPNIFTY
Nifty Midcap Select

12683.15 -344.05 (-2.64%)

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Historical option data for MIDCPNIFTY

20 Dec 2024 04:13 PM IST
MIDCPNIFTY 30DEC2024 12200 CE
Delta: 0.78
Vega: 6.21
Theta: -13.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 12683.15 618.5 -55.35 34.22 5 -2 577
19 Dec 13027.20 673.85 -346.15 - 7 0 579
18 Dec 13031.60 1020 0.00 0.00 0 0 0
17 Dec 13091.10 1020 0.00 0.00 0 -1 0
16 Dec 13207.40 1020 38.65 - 1 0 580
13 Dec 13134.50 981.35 77.20 - 13 -2 590
12 Dec 13071.25 904.15 -50.85 - 29 0 593
11 Dec 13133.80 955 37.55 - 5 -2 593
10 Dec 13085.40 917.45 78.25 - 2 0 597
9 Dec 12988.80 839.2 19.20 - 314 -276 597
6 Dec 12959.55 820 -1.75 - 5 -2 873
5 Dec 12935.60 821.75 25.10 10.85 222 -204 876
4 Dec 12927.50 796.65 82.00 - 22 -4 1,080
3 Dec 12812.85 714.65 54.60 13.64 261 181 1,085
2 Dec 12726.30 660.05 79.65 16.10 868 376 915
29 Nov 12619.50 580.4 39.70 16.37 86 -4 538
28 Nov 12553.75 540.7 -37.40 15.81 451 -57 545
27 Nov 12619.25 578.1 40.00 14.32 32 4 602
26 Nov 12569.65 538.1 -28.85 14.83 402 132 601
25 Nov 12576.40 566.95 207.25 15.03 857 419 469
22 Nov 12306.85 359.7 60.65 14.10 469 37 87
21 Nov 12164.65 299.05 -1075.85 15.69 65 51 51
19 Nov 12171.65 1374.9 1374.90 - 0 0 0
18 Nov 12091.60 0 0.00 - 0 0 0
14 Nov 12100.10 0 0.00 - 0 0 0
13 Nov 12071.10 0 0.00 - 0 0 0
12 Nov 12333.00 0 0.00 - 0 0 0
11 Nov 12495.70 0 0.00 - 0 0 0
8 Nov 12520.60 0 0.00 - 0 0 0
7 Nov 12594.40 0 0.00 - 0 0 0
6 Nov 12654.95 0 0.00 - 0 0 0
5 Nov 12371.85 0 0.00 - 0 0 0
4 Nov 12299.65 0 0.00 - 0 0 0
1 Nov 12402.15 0 0.00 - 0 0 0
31 Oct 12343.15 0 0.00 - 0 0 0
30 Oct 12448.25 0 0.00 - 0 0 0
28 Oct 12400.20 0 0.00 - 0 0 0
25 Oct 12321.20 0 0.00 - 0 0 0
24 Oct 12572.15 0 0.00 - 0 0 0
23 Oct 12544.15 0 - 0 0 0


For Nifty Midcap Select - strike price 12200 expiring on 30DEC2024

Delta for 12200 CE is 0.78

Historical price for 12200 CE is as follows

On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 618.5, which was -55.35 lower than the previous day. The implied volatity was 34.22, the open interest changed by -2 which decreased total open position to 577


On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 673.85, which was -346.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 579


On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 1020, 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 1020, 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 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 1020, which was 38.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 580


On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 981.35, which was 77.20 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 590


On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 904.15, which was -50.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 593


On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 955, which was 37.55 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 593


On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 917.45, which was 78.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 597


On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 839.2, which was 19.20 higher than the previous day. The implied volatity was -, the open interest changed by -276 which decreased total open position to 597


On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 820, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 873


On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 821.75, which was 25.10 higher than the previous day. The implied volatity was 10.85, the open interest changed by -204 which decreased total open position to 876


On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 796.65, which was 82.00 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 1080


On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 714.65, which was 54.60 higher than the previous day. The implied volatity was 13.64, the open interest changed by 181 which increased total open position to 1085


On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 660.05, which was 79.65 higher than the previous day. The implied volatity was 16.10, the open interest changed by 376 which increased total open position to 915


On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 580.4, which was 39.70 higher than the previous day. The implied volatity was 16.37, the open interest changed by -4 which decreased total open position to 538


On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 540.7, which was -37.40 lower than the previous day. The implied volatity was 15.81, the open interest changed by -57 which decreased total open position to 545


On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 578.1, which was 40.00 higher than the previous day. The implied volatity was 14.32, the open interest changed by 4 which increased total open position to 602


On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 538.1, which was -28.85 lower than the previous day. The implied volatity was 14.83, the open interest changed by 132 which increased total open position to 601


On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 566.95, which was 207.25 higher than the previous day. The implied volatity was 15.03, the open interest changed by 419 which increased total open position to 469


On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 359.7, which was 60.65 higher than the previous day. The implied volatity was 14.10, the open interest changed by 37 which increased total open position to 87


On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 299.05, which was -1075.85 lower than the previous day. The implied volatity was 15.69, the open interest changed by 51 which increased total open position to 51


On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 1374.9, which was 1374.90 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 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 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 0, 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 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 0, 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 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 0, 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 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 0, 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 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 0, 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 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 0, 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 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 0, 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 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 0, 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 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 0, 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 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 0, 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 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct MIDCPNIFTY was trading at 12448.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct MIDCPNIFTY was trading at 12400.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct MIDCPNIFTY was trading at 12321.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct MIDCPNIFTY was trading at 12572.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct MIDCPNIFTY was trading at 12544.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


MIDCPNIFTY 30DEC2024 12200 PE
Delta: -0.13
Vega: 4.33
Theta: -4.47
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 12683.15 30.15 18.70 22.72 19,174 383 4,475
19 Dec 13027.20 11.45 2.40 24.35 9,509 415 4,091
18 Dec 13031.60 9.05 0.25 22.29 6,108 510 3,675
17 Dec 13091.10 8.8 0.50 22.20 4,424 600 3,167
16 Dec 13207.40 8.3 -0.95 23.37 3,943 197 2,492
13 Dec 13134.50 9.25 -2.20 20.91 8,768 5 2,296
12 Dec 13071.25 11.45 1.10 20.00 2,007 -73 2,286
11 Dec 13133.80 10.35 -4.90 20.29 4,539 -573 2,355
10 Dec 13085.40 15.25 -9.25 20.60 4,877 372 2,881
9 Dec 12988.80 24.5 -3.05 20.86 3,501 164 2,577
6 Dec 12959.55 27.55 -6.00 19.71 8,240 -1,518 2,508
5 Dec 12935.60 33.55 -2.80 20.09 8,265 -892 4,028
4 Dec 12927.50 36.35 -16.70 20.11 8,610 2,371 4,931
3 Dec 12812.85 53.05 -11.40 20.04 6,836 615 2,757
2 Dec 12726.30 64.45 -11.55 19.59 9,097 826 2,228
29 Nov 12619.50 76 -27.00 17.86 8,160 73 1,400
28 Nov 12553.75 103 11.00 19.35 8,038 310 1,414
27 Nov 12619.25 92 -19.65 19.05 2,957 102 1,103
26 Nov 12569.65 111.65 11.65 19.33 4,166 285 1,020
25 Nov 12576.40 100 -130.00 18.68 1,827 713 751
22 Nov 12306.85 230 -61.20 21.37 381 136 174
21 Nov 12164.65 291.2 -28.80 21.33 67 25 39
19 Nov 12171.65 320 70.00 21.83 75 0 14
18 Nov 12091.60 250 0.00 0.00 0 0 14
14 Nov 12100.10 250 0.00 0.00 0 0 14
13 Nov 12071.10 250 0.00 0.00 0 0 14
12 Nov 12333.00 250 0.00 0.00 0 0 14
11 Nov 12495.70 250 17.25 24.96 1 0 15
8 Nov 12520.60 232.75 0.00 0.00 0 0 15
7 Nov 12594.40 232.75 0.00 0.00 0 0 15
6 Nov 12654.95 232.75 0.00 0.00 0 0 15
5 Nov 12371.85 232.75 0.00 0.00 0 0 15
4 Nov 12299.65 232.75 0.00 0.00 0 0 15
1 Nov 12402.15 232.75 0.00 0.00 0 0 15
31 Oct 12343.15 232.75 0.00 - 0 0 15
30 Oct 12448.25 232.75 0.00 - 0 0 15
28 Oct 12400.20 232.75 0.00 - 1 0 14
25 Oct 12321.20 232.75 0.00 - 15 0 14
24 Oct 12572.15 232.75 0.00 - 15 0 14
23 Oct 12544.15 232.75 - 15 6 6


For Nifty Midcap Select - strike price 12200 expiring on 30DEC2024

Delta for 12200 PE is -0.13

Historical price for 12200 PE is as follows

On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 30.15, which was 18.70 higher than the previous day. The implied volatity was 22.72, the open interest changed by 383 which increased total open position to 4475


On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 11.45, which was 2.40 higher than the previous day. The implied volatity was 24.35, the open interest changed by 415 which increased total open position to 4091


On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 9.05, which was 0.25 higher than the previous day. The implied volatity was 22.29, the open interest changed by 510 which increased total open position to 3675


On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 8.8, which was 0.50 higher than the previous day. The implied volatity was 22.20, the open interest changed by 600 which increased total open position to 3167


On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 8.3, which was -0.95 lower than the previous day. The implied volatity was 23.37, the open interest changed by 197 which increased total open position to 2492


On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 9.25, which was -2.20 lower than the previous day. The implied volatity was 20.91, the open interest changed by 5 which increased total open position to 2296


On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 11.45, which was 1.10 higher than the previous day. The implied volatity was 20.00, the open interest changed by -73 which decreased total open position to 2286


On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 10.35, which was -4.90 lower than the previous day. The implied volatity was 20.29, the open interest changed by -573 which decreased total open position to 2355


On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 15.25, which was -9.25 lower than the previous day. The implied volatity was 20.60, the open interest changed by 372 which increased total open position to 2881


On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 24.5, which was -3.05 lower than the previous day. The implied volatity was 20.86, the open interest changed by 164 which increased total open position to 2577


On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 27.55, which was -6.00 lower than the previous day. The implied volatity was 19.71, the open interest changed by -1518 which decreased total open position to 2508


On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 33.55, which was -2.80 lower than the previous day. The implied volatity was 20.09, the open interest changed by -892 which decreased total open position to 4028


On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 36.35, which was -16.70 lower than the previous day. The implied volatity was 20.11, the open interest changed by 2371 which increased total open position to 4931


On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 53.05, which was -11.40 lower than the previous day. The implied volatity was 20.04, the open interest changed by 615 which increased total open position to 2757


On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 64.45, which was -11.55 lower than the previous day. The implied volatity was 19.59, the open interest changed by 826 which increased total open position to 2228


On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 76, which was -27.00 lower than the previous day. The implied volatity was 17.86, the open interest changed by 73 which increased total open position to 1400


On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 103, which was 11.00 higher than the previous day. The implied volatity was 19.35, the open interest changed by 310 which increased total open position to 1414


On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 92, which was -19.65 lower than the previous day. The implied volatity was 19.05, the open interest changed by 102 which increased total open position to 1103


On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 111.65, which was 11.65 higher than the previous day. The implied volatity was 19.33, the open interest changed by 285 which increased total open position to 1020


On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 100, which was -130.00 lower than the previous day. The implied volatity was 18.68, the open interest changed by 713 which increased total open position to 751


On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 230, which was -61.20 lower than the previous day. The implied volatity was 21.37, the open interest changed by 136 which increased total open position to 174


On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 291.2, which was -28.80 lower than the previous day. The implied volatity was 21.33, the open interest changed by 25 which increased total open position to 39


On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 320, which was 70.00 higher than the previous day. The implied volatity was 21.83, the open interest changed by 0 which decreased total open position to 14


On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 250, 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 14


On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 250, 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 14


On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 250, 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 14


On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 250, 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 14


On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 250, which was 17.25 higher than the previous day. The implied volatity was 24.96, the open interest changed by 0 which decreased total open position to 15


On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 232.75, 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 15


On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 232.75, 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 15


On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 232.75, 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 15


On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 232.75, 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 15


On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 232.75, 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 15


On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 232.75, 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 15


On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 232.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct MIDCPNIFTY was trading at 12448.25. The strike last trading price was 232.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct MIDCPNIFTY was trading at 12400.20. The strike last trading price was 232.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct MIDCPNIFTY was trading at 12321.20. The strike last trading price was 232.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct MIDCPNIFTY was trading at 12572.15. The strike last trading price was 232.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct MIDCPNIFTY was trading at 12544.15. The strike last trading price was 232.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to