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MIDCPNIFTY
Nifty Midcap Select

13134.5 63.25 (0.48%)

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Historical option data for MIDCPNIFTY

13 Dec 2024 04:13 PM IST
MIDCPNIFTY 30DEC2024 13125 CE
Delta: 0.59
Vega: 11.01
Theta: -6.08
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Dec 13134.50 180.8 18.80 12.34 17,470 -81 1,760
12 Dec 13071.25 162 -45.20 13.80 19,852 429 1,842
11 Dec 13133.80 207.2 11.70 13.67 22,350 400 1,418
10 Dec 13085.40 195.5 36.05 14.66 6,912 394 1,048
9 Dec 12988.80 159.45 3.35 15.01 3,654 178 664
6 Dec 12959.55 156.1 4.40 14.67 2,380 -47 523
5 Dec 12935.60 151.7 4.20 14.51 2,633 136 584
4 Dec 12927.50 147.5 38.90 14.06 1,294 73 449
3 Dec 12812.85 108.6 10.50 14.15 2,218 190 392
2 Dec 12726.30 98.1 29.00 15.02 1,911 30 205
29 Nov 12619.50 69.1 0.40 14.14 752 -37 184
28 Nov 12553.75 68.7 -15.05 14.68 1,018 139 223
27 Nov 12619.25 83.75 8.35 14.65 340 66 87
26 Nov 12569.65 75.4 -667.70 14.87 108 20 20
25 Nov 12576.40 743.1 0.00 2.56 0 0 0
22 Nov 12306.85 743.1 0.00 4.09 0 0 0
21 Nov 12164.65 743.1 0.00 4.81 0 0 0
19 Nov 12171.65 743.1 743.10 4.16 0 0 0
18 Nov 12091.60 0 0.00 5.00 0 0 0
14 Nov 12100.10 0 0.00 4.75 0 0 0
13 Nov 12071.10 0 0.00 4.89 0 0 0
12 Nov 12333.00 0 0.00 3.14 0 0 0
11 Nov 12495.70 0 0.00 2.43 0 0 0
8 Nov 12520.60 0 0.00 2.09 0 0 0
7 Nov 12594.40 0 0.00 1.72 0 0 0
6 Nov 12654.95 0 0.00 1.46 0 0 0
5 Nov 12371.85 0 0.00 2.79 0 0 0
4 Nov 12299.65 0 0.00 3.09 0 0 0
1 Nov 12402.15 0 0.00 2.38 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 0 0


For Nifty Midcap Select - strike price 13125 expiring on 30DEC2024

Delta for 13125 CE is 0.59

Historical price for 13125 CE is as follows

On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 180.8, which was 18.80 higher than the previous day. The implied volatity was 12.34, the open interest changed by -81 which decreased total open position to 1760


On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 162, which was -45.20 lower than the previous day. The implied volatity was 13.80, the open interest changed by 429 which increased total open position to 1842


On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 207.2, which was 11.70 higher than the previous day. The implied volatity was 13.67, the open interest changed by 400 which increased total open position to 1418


On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 195.5, which was 36.05 higher than the previous day. The implied volatity was 14.66, the open interest changed by 394 which increased total open position to 1048


On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 159.45, which was 3.35 higher than the previous day. The implied volatity was 15.01, the open interest changed by 178 which increased total open position to 664


On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 156.1, which was 4.40 higher than the previous day. The implied volatity was 14.67, the open interest changed by -47 which decreased total open position to 523


On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 151.7, which was 4.20 higher than the previous day. The implied volatity was 14.51, the open interest changed by 136 which increased total open position to 584


On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 147.5, which was 38.90 higher than the previous day. The implied volatity was 14.06, the open interest changed by 73 which increased total open position to 449


On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 108.6, which was 10.50 higher than the previous day. The implied volatity was 14.15, the open interest changed by 190 which increased total open position to 392


On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 98.1, which was 29.00 higher than the previous day. The implied volatity was 15.02, the open interest changed by 30 which increased total open position to 205


On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 69.1, which was 0.40 higher than the previous day. The implied volatity was 14.14, the open interest changed by -37 which decreased total open position to 184


On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 68.7, which was -15.05 lower than the previous day. The implied volatity was 14.68, the open interest changed by 139 which increased total open position to 223


On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 83.75, which was 8.35 higher than the previous day. The implied volatity was 14.65, the open interest changed by 66 which increased total open position to 87


On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 75.4, which was -667.70 lower than the previous day. The implied volatity was 14.87, the open interest changed by 20 which increased total open position to 20


On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 743.1, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 743.1, which was 0.00 lower than the previous day. The implied volatity was 4.09, 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 743.1, which was 0.00 lower than the previous day. The implied volatity was 4.81, 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 743.1, which was 743.10 higher than the previous day. The implied volatity was 4.16, 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 5.00, 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 4.75, 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 4.89, 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 3.14, 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 2.43, 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 2.09, 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 1.72, 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 1.46, 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 2.79, 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 3.09, 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 2.38, 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


MIDCPNIFTY 30DEC2024 13125 PE
Delta: -0.42
Vega: 11.08
Theta: -3.15
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Dec 13134.50 127.15 -53.85 14.39 5,765 355 953
12 Dec 13071.25 181 20.00 15.84 16,013 -506 633
11 Dec 13133.80 161 -41.00 16.71 18,809 718 1,235
10 Dec 13085.40 202 -60.35 17.84 2,854 284 515
9 Dec 12988.80 262.35 -5.85 18.64 604 -4 233
6 Dec 12959.55 268.2 -24.75 16.91 765 16 256
5 Dec 12935.60 292.95 -7.10 17.75 995 145 251
4 Dec 12927.50 300.05 -72.45 17.77 201 63 104
3 Dec 12812.85 372.5 -46.15 17.79 26 10 41
2 Dec 12726.30 418.65 -62.45 17.16 28 10 31
29 Nov 12619.50 481.1 -37.55 15.38 17 9 22
28 Nov 12553.75 518.65 0.00 0.00 0 0 0
27 Nov 12619.25 518.65 0.00 0.00 0 13 0
26 Nov 12569.65 518.65 110.60 15.08 13 2 2
25 Nov 12576.40 408.05 0.00 - 0 0 0
22 Nov 12306.85 408.05 0.00 - 0 0 0
21 Nov 12164.65 408.05 0.00 - 0 0 0
19 Nov 12171.65 408.05 0.00 - 0 0 0
18 Nov 12091.60 408.05 0.00 - 0 0 0
14 Nov 12100.10 408.05 0.00 - 0 0 0
13 Nov 12071.10 408.05 0.00 - 0 0 0
12 Nov 12333.00 408.05 408.05 - 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
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 0 0


For Nifty Midcap Select - strike price 13125 expiring on 30DEC2024

Delta for 13125 PE is -0.42

Historical price for 13125 PE is as follows

On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 127.15, which was -53.85 lower than the previous day. The implied volatity was 14.39, the open interest changed by 355 which increased total open position to 953


On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 181, which was 20.00 higher than the previous day. The implied volatity was 15.84, the open interest changed by -506 which decreased total open position to 633


On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 161, which was -41.00 lower than the previous day. The implied volatity was 16.71, the open interest changed by 718 which increased total open position to 1235


On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 202, which was -60.35 lower than the previous day. The implied volatity was 17.84, the open interest changed by 284 which increased total open position to 515


On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 262.35, which was -5.85 lower than the previous day. The implied volatity was 18.64, the open interest changed by -4 which decreased total open position to 233


On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 268.2, which was -24.75 lower than the previous day. The implied volatity was 16.91, the open interest changed by 16 which increased total open position to 256


On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 292.95, which was -7.10 lower than the previous day. The implied volatity was 17.75, the open interest changed by 145 which increased total open position to 251


On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 300.05, which was -72.45 lower than the previous day. The implied volatity was 17.77, the open interest changed by 63 which increased total open position to 104


On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 372.5, which was -46.15 lower than the previous day. The implied volatity was 17.79, the open interest changed by 10 which increased total open position to 41


On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 418.65, which was -62.45 lower than the previous day. The implied volatity was 17.16, the open interest changed by 10 which increased total open position to 31


On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 481.1, which was -37.55 lower than the previous day. The implied volatity was 15.38, the open interest changed by 9 which increased total open position to 22


On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 518.65, 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 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 518.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0


On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 518.65, which was 110.60 higher than the previous day. The implied volatity was 15.08, the open interest changed by 2 which increased total open position to 2


On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 408.05, 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 408.05, 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 408.05, 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 408.05, 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 408.05, 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 408.05, 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 408.05, 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 408.05, which was 408.05 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 -, 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to