MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
03 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13125 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 12.75
Theta: -4.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.34
Historical price for 13125 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 13.20
Theta: -2.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.63
Historical price for 13125 PE is as follows
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
