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MIDCPNIFTY
Nifty Midcap Select

12812.85 86.55 (0.68%)

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Historical option data for MIDCPNIFTY

03 Dec 2024 04:13 PM IST
MIDCPNIFTY 30DEC2024 12725 CE
Delta: 0.64
Vega: 12.98
Theta: -5.75
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 12812.85 308.15 30.80 14.88 6,529 -631 569
2 Dec 12726.30 277.35 52.70 15.85 17,008 784 1,246
29 Nov 12619.50 224.65 17.65 15.37 4,094 -113 471
28 Nov 12553.75 207 -28.65 15.04 5,373 297 595
27 Nov 12619.25 235.65 25.65 15.11 1,530 -90 301
26 Nov 12569.65 210 10.00 15.07 5,381 366 397
25 Nov 12576.40 200 65.60 13.25 11 6 26
22 Nov 12306.85 134.4 32.25 16.11 4 0 20
21 Nov 12164.65 102.15 0.00 0.00 0 20 0
19 Nov 12171.65 102.15 102.15 15.95 22 13 13
18 Nov 12091.60 0 0.00 2.86 0 0 0
14 Nov 12100.10 0 0.00 2.69 0 0 0
13 Nov 12071.10 0 0.00 2.86 0 0 0
12 Nov 12333.00 0 0.00 1.05 0 0 0
11 Nov 12495.70 0 0.00 0.36 0 0 0
8 Nov 12520.60 0 0.00 0.06 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 0.88 0 0 0
4 Nov 12299.65 0 0.00 1.16 0 0 0
1 Nov 12402.15 0 0.00 0.50 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 12725 expiring on 30DEC2024

Delta for 12725 CE is 0.64

Historical price for 12725 CE is as follows

On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 308.15, which was 30.80 higher than the previous day. The implied volatity was 14.88, the open interest changed by -631 which decreased total open position to 569


On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 277.35, which was 52.70 higher than the previous day. The implied volatity was 15.85, the open interest changed by 784 which increased total open position to 1246


On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 224.65, which was 17.65 higher than the previous day. The implied volatity was 15.37, the open interest changed by -113 which decreased total open position to 471


On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 207, which was -28.65 lower than the previous day. The implied volatity was 15.04, the open interest changed by 297 which increased total open position to 595


On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 235.65, which was 25.65 higher than the previous day. The implied volatity was 15.11, the open interest changed by -90 which decreased total open position to 301


On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 210, which was 10.00 higher than the previous day. The implied volatity was 15.07, the open interest changed by 366 which increased total open position to 397


On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 200, which was 65.60 higher than the previous day. The implied volatity was 13.25, the open interest changed by 6 which increased total open position to 26


On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 134.4, which was 32.25 higher than the previous day. The implied volatity was 16.11, the open interest changed by 0 which decreased total open position to 20


On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 102.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0


On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 102.15, which was 102.15 higher than the previous day. The implied volatity was 15.95, the open interest changed by 13 which increased total open position to 13


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 2.86, 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 2.69, 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 2.86, 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 1.05, 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 0.36, 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 0.06, 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 0.88, 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 1.16, 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 0.50, 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 12725 PE
Delta: -0.38
Vega: 13.27
Theta: -3.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 12812.85 178.4 -21.60 18.74 8,074 53 1,012
2 Dec 12726.30 200 -39.85 17.71 16,744 865 1,063
29 Nov 12619.50 239.85 -38.80 16.30 1,587 -2 213
28 Nov 12553.75 278.65 13.50 17.32 2,852 85 225
27 Nov 12619.25 265.15 -39.25 17.98 528 -7 140
26 Nov 12569.65 304.4 42.40 18.44 1,053 160 160
25 Nov 12576.40 262 0.00 - 0 0 0
22 Nov 12306.85 262 0.00 - 0 0 0
21 Nov 12164.65 262 0.00 - 0 0 0
19 Nov 12171.65 262 0.00 - 0 0 0
18 Nov 12091.60 262 0.00 - 0 0 0
14 Nov 12100.10 262 0.00 - 0 0 0
13 Nov 12071.10 262 0.00 - 0 0 0
12 Nov 12333.00 262 262.00 - 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 0.34 0 0 0
6 Nov 12654.95 0 0.00 0.60 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
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 12725 expiring on 30DEC2024

Delta for 12725 PE is -0.38

Historical price for 12725 PE is as follows

On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 178.4, which was -21.60 lower than the previous day. The implied volatity was 18.74, the open interest changed by 53 which increased total open position to 1012


On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 200, which was -39.85 lower than the previous day. The implied volatity was 17.71, the open interest changed by 865 which increased total open position to 1063


On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 239.85, which was -38.80 lower than the previous day. The implied volatity was 16.30, the open interest changed by -2 which decreased total open position to 213


On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 278.65, which was 13.50 higher than the previous day. The implied volatity was 17.32, the open interest changed by 85 which increased total open position to 225


On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 265.15, which was -39.25 lower than the previous day. The implied volatity was 17.98, the open interest changed by -7 which decreased total open position to 140


On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 304.4, which was 42.40 higher than the previous day. The implied volatity was 18.44, the open interest changed by 160 which increased total open position to 160


On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 262, 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 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 262, 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 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 262, 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 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 262, 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 262, 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 262, 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 262, 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 262, which was 262.00 higher 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 0.34, 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 0.60, 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 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