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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 12600 CE
Delta: 0.66
Vega: 12.89
Theta: -5.99
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Dec 12726.30 360 65.70 16.41 29,886 -986 3,617
29 Nov 12619.50 294.3 21.40 15.61 43,884 144 4,744
28 Nov 12553.75 272.9 -31.30 15.43 32,189 -634 4,654
27 Nov 12619.25 304.2 31.20 15.19 33,747 2,248 5,273
26 Nov 12569.65 273 -38.00 15.11 37,847 672 3,015
25 Nov 12576.40 311 31.00 16.25 7,227 2,297 2,298
22 Nov 12306.85 280 0.00 0.00 0 0 0
21 Nov 12164.65 280 0.00 0.00 0 0 0
19 Nov 12171.65 280 0.00 0.00 0 0 0
18 Nov 12091.60 280 0.00 0.00 0 0 1
14 Nov 12100.10 280 0.00 0.00 0 0 1
13 Nov 12071.10 280 0.00 0.00 0 0 1
12 Nov 12333.00 280 -796.10 18.86 1 0 0
11 Nov 12495.70 1076.1 0.00 - 0 0 0
8 Nov 12520.60 1076.1 0.00 - 0 0 0
7 Nov 12594.40 1076.1 1076.10 - 0 0 0
6 Nov 12654.95 0 0.00 - 0 0 0
5 Nov 12371.85 0 0.00 0.21 0 0 0
4 Nov 12299.65 0 0.00 0.55 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
29 Oct 12524.20 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 0.00 - 0 0 0
22 Oct 12442.25 0 0.00 - 0 0 0
21 Oct 12694.10 0 0.00 - 0 0 0
18 Oct 13033.80 0 0.00 - 0 0 0
17 Oct 12992.10 0 0.00 - 0 0 0
16 Oct 13154.70 0 0.00 - 0 0 0
15 Oct 13152.20 0 0.00 - 0 0 0
14 Oct 13098.20 0 0.00 - 0 0 0
11 Oct 12980.25 0 0.00 - 0 0 0
10 Oct 12917.45 0 0.00 - 0 0 0
9 Oct 12974.35 0 0.00 - 0 0 0
8 Oct 12874.60 0 0.00 - 0 0 0
7 Oct 12654.75 0 - 0 0 0


For Nifty Midcap Select - strike price 12600 expiring on 30DEC2024

Delta for 12600 CE is 0.66

Historical price for 12600 CE is as follows

On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 360, which was 65.70 higher than the previous day. The implied volatity was 16.41, the open interest changed by -986 which decreased total open position to 3617


On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 294.3, which was 21.40 higher than the previous day. The implied volatity was 15.61, the open interest changed by 144 which increased total open position to 4744


On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 272.9, which was -31.30 lower than the previous day. The implied volatity was 15.43, the open interest changed by -634 which decreased total open position to 4654


On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 304.2, which was 31.20 higher than the previous day. The implied volatity was 15.19, the open interest changed by 2248 which increased total open position to 5273


On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 273, which was -38.00 lower than the previous day. The implied volatity was 15.11, the open interest changed by 672 which increased total open position to 3015


On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 311, which was 31.00 higher than the previous day. The implied volatity was 16.25, the open interest changed by 2297 which increased total open position to 2298


On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 280, 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 280, 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 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 280, 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 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 280, 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 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 280, 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 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 280, 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 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 280, which was -796.10 lower than the previous day. The implied volatity was 18.86, 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 1076.1, 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 1076.1, 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 1076.1, which was 1076.10 higher 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 0.21, 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 0.55, 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 29 Oct MIDCPNIFTY was trading at 12524.20. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct MIDCPNIFTY was trading at 12442.25. 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 21 Oct MIDCPNIFTY was trading at 12694.10. 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 which decreased total open position to


On 18 Oct MIDCPNIFTY was trading at 13033.80. 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 17 Oct MIDCPNIFTY was trading at 12992.10. 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 which decreased total open position to


On 16 Oct MIDCPNIFTY was trading at 13154.70. 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 which decreased total open position to


On 15 Oct MIDCPNIFTY was trading at 13152.20. 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 14 Oct MIDCPNIFTY was trading at 13098.20. 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 11 Oct MIDCPNIFTY was trading at 12980.25. 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 10 Oct MIDCPNIFTY was trading at 12917.45. 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 9 Oct MIDCPNIFTY was trading at 12974.35. 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 8 Oct MIDCPNIFTY was trading at 12874.60. 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 which decreased total open position to


On 7 Oct MIDCPNIFTY was trading at 12654.75. 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 12600 PE
Delta: -0.35
Vega: 13.06
Theta: -2.93
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Dec 12726.30 153.5 -31.50 18.00 60,740 838 6,648
29 Nov 12619.50 185 -39.00 16.53 48,909 1,423 5,855
28 Nov 12553.75 224 15.90 17.99 45,595 -1,601 4,492
27 Nov 12619.25 208.1 -36.45 18.02 35,080 3,656 6,046
26 Nov 12569.65 244.55 12.45 18.57 46,824 428 2,395
25 Nov 12576.40 232.1 -233.20 18.29 5,973 1,899 1,900
22 Nov 12306.85 465.3 0.00 0.00 0 0 0
21 Nov 12164.65 465.3 0.00 0.00 0 0 0
19 Nov 12171.65 465.3 0.00 0.00 0 0 1
18 Nov 12091.60 465.3 0.00 0.00 1 0 1
14 Nov 12100.10 465.3 0.00 0.00 1 0 1
13 Nov 12071.10 465.3 0.00 0.00 1 0 1
12 Nov 12333.00 465.3 0.00 0.00 1 0 1
11 Nov 12495.70 465.3 0.00 0.00 1 0 1
8 Nov 12520.60 465.3 0.00 0.00 1 0 1
7 Nov 12594.40 465.3 0.00 0.00 1 0 1
6 Nov 12654.95 465.3 0.00 0.00 1 0 1
5 Nov 12371.85 465.3 465.30 23.03 1 0 0
4 Nov 12299.65 0 0.00 - 0 0 0
1 Nov 12402.15 0 0.00 0.16 0 0 0
31 Oct 12343.15 0 0.00 - 0 0 0
30 Oct 12448.25 0 0.00 - 0 0 0
29 Oct 12524.20 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 0.00 - 0 0 0
22 Oct 12442.25 0 0.00 - 0 0 0
21 Oct 12694.10 0 0.00 - 0 0 0
18 Oct 13033.80 0 0.00 - 0 0 0
17 Oct 12992.10 0 0.00 - 0 0 0
16 Oct 13154.70 0 0.00 - 0 0 0
15 Oct 13152.20 0 0.00 - 0 0 0
14 Oct 13098.20 0 0.00 - 0 0 0
11 Oct 12980.25 0 0.00 - 0 0 0
10 Oct 12917.45 0 0.00 - 0 0 0
9 Oct 12974.35 0 0.00 - 0 0 0
8 Oct 12874.60 0 0.00 - 0 0 0
7 Oct 12654.75 0 - 0 0 0


For Nifty Midcap Select - strike price 12600 expiring on 30DEC2024

Delta for 12600 PE is -0.35

Historical price for 12600 PE is as follows

On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 153.5, which was -31.50 lower than the previous day. The implied volatity was 18.00, the open interest changed by 838 which increased total open position to 6648


On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 185, which was -39.00 lower than the previous day. The implied volatity was 16.53, the open interest changed by 1423 which increased total open position to 5855


On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 224, which was 15.90 higher than the previous day. The implied volatity was 17.99, the open interest changed by -1601 which decreased total open position to 4492


On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 208.1, which was -36.45 lower than the previous day. The implied volatity was 18.02, the open interest changed by 3656 which increased total open position to 6046


On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 244.55, which was 12.45 higher than the previous day. The implied volatity was 18.57, the open interest changed by 428 which increased total open position to 2395


On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 232.1, which was -233.20 lower than the previous day. The implied volatity was 18.29, the open interest changed by 1899 which increased total open position to 1900


On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 465.3, 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 465.3, 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 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 465.3, 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 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 465.3, 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 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 465.3, 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 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 465.3, 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 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 465.3, 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 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 465.3, 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 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 465.3, 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 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 465.3, 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 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 465.3, 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 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 465.3, which was 465.30 higher than the previous day. The implied volatity was 23.03, 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 0.16, 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 29 Oct MIDCPNIFTY was trading at 12524.20. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct MIDCPNIFTY was trading at 12442.25. 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 21 Oct MIDCPNIFTY was trading at 12694.10. 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 which decreased total open position to


On 18 Oct MIDCPNIFTY was trading at 13033.80. 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 17 Oct MIDCPNIFTY was trading at 12992.10. 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 which decreased total open position to


On 16 Oct MIDCPNIFTY was trading at 13154.70. 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 which decreased total open position to


On 15 Oct MIDCPNIFTY was trading at 13152.20. 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 14 Oct MIDCPNIFTY was trading at 13098.20. 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 11 Oct MIDCPNIFTY was trading at 12980.25. 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 10 Oct MIDCPNIFTY was trading at 12917.45. 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 9 Oct MIDCPNIFTY was trading at 12974.35. 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 8 Oct MIDCPNIFTY was trading at 12874.60. 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 which decreased total open position to


On 7 Oct MIDCPNIFTY was trading at 12654.75. 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