MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
03 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 6.81
Theta: -2.12
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 12812.85 | 26.5 | 3.55 | 13.62 | 16,591 | 667 | 5,954 | |||
| 2 Dec | 12726.30 | 22.95 | 4.50 | 14.10 | 25,991 | 550 | 5,293 | |||
| 29 Nov | 12619.50 | 18.45 | -2.00 | 14.19 | 12,253 | 1,497 | 4,736 | |||
| 28 Nov | 12553.75 | 20.45 | -5.55 | 15.00 | 9,891 | 912 | 3,251 | |||
| 27 Nov | 12619.25 | 26 | 2.75 | 14.78 | 5,466 | 440 | 2,358 | |||
| 26 Nov | 12569.65 | 23.25 | -1.25 | 14.97 | 11,904 | 81 | 1,918 | |||
| 25 Nov | 12576.40 | 24.5 | 13.95 | 14.55 | 5,793 | 1,545 | 1,784 | |||
| 22 Nov | 12306.85 | 10.55 | 1.05 | 14.73 | 721 | 209 | 448 | |||
| 21 Nov | 12164.65 | 9.5 | -0.50 | 15.90 | 315 | 218 | 242 | |||
| 19 Nov | 12171.65 | 10 | -296.35 | 16.01 | 43 | 21 | 23 | |||
| 18 Nov | 12091.60 | 306.35 | 0.00 | 0.00 | 0 | 0 | 2 | |||
|
|
||||||||||
| 14 Nov | 12100.10 | 306.35 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 13 Nov | 12071.10 | 306.35 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 12 Nov | 12333.00 | 306.35 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 11 Nov | 12495.70 | 306.35 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 8 Nov | 12520.60 | 306.35 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 6 Nov | 12654.95 | 306.35 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 5 Nov | 12371.85 | 306.35 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 4 Nov | 12299.65 | 306.35 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 1 Nov | 12402.15 | 306.35 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 31 Oct | 12343.15 | 306.35 | 0.00 | - | 0 | 0 | 2 | |||
| 30 Oct | 12448.25 | 306.35 | 0.00 | - | 0 | 0 | 2 | |||
| 29 Oct | 12524.20 | 306.35 | 0.00 | - | 0 | 0 | 2 | |||
| 28 Oct | 12400.20 | 306.35 | 0.00 | - | 0 | 0 | 2 | |||
| 25 Oct | 12321.20 | 306.35 | 0.00 | - | 0 | 0 | 2 | |||
| 24 Oct | 12572.15 | 306.35 | 0.00 | - | 0 | 0 | 2 | |||
| 23 Oct | 12544.15 | 306.35 | 0.00 | - | 0 | 0 | 2 | |||
| 22 Oct | 12442.25 | 306.35 | 0.00 | - | 0 | 0 | 2 | |||
| 21 Oct | 12694.10 | 306.35 | 0.00 | - | 2 | 0 | 2 | |||
| 18 Oct | 13033.80 | 306.35 | 0.00 | - | 2 | 0 | 2 | |||
| 17 Oct | 12992.10 | 306.35 | 0.00 | - | 2 | 0 | 2 | |||
| 16 Oct | 13154.70 | 306.35 | 0.00 | - | 2 | 0 | 2 | |||
| 15 Oct | 13152.20 | 306.35 | 10.50 | - | 2 | 0 | 2 | |||
| 14 Oct | 13098.20 | 295.85 | - | 2 | 0 | 2 | ||||
For Nifty Midcap Select - strike price 13500 expiring on 30DEC2024
Delta for 13500 CE is 0.12
Historical price for 13500 CE is as follows
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 26.5, which was 3.55 higher than the previous day. The implied volatity was 13.62, the open interest changed by 667 which increased total open position to 5954
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 22.95, which was 4.50 higher than the previous day. The implied volatity was 14.10, the open interest changed by 550 which increased total open position to 5293
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 18.45, which was -2.00 lower than the previous day. The implied volatity was 14.19, the open interest changed by 1497 which increased total open position to 4736
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 20.45, which was -5.55 lower than the previous day. The implied volatity was 15.00, the open interest changed by 912 which increased total open position to 3251
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 26, which was 2.75 higher than the previous day. The implied volatity was 14.78, the open interest changed by 440 which increased total open position to 2358
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 23.25, which was -1.25 lower than the previous day. The implied volatity was 14.97, the open interest changed by 81 which increased total open position to 1918
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 24.5, which was 13.95 higher than the previous day. The implied volatity was 14.55, the open interest changed by 1545 which increased total open position to 1784
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 10.55, which was 1.05 higher than the previous day. The implied volatity was 14.73, the open interest changed by 209 which increased total open position to 448
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 9.5, which was -0.50 lower than the previous day. The implied volatity was 15.90, the open interest changed by 218 which increased total open position to 242
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 10, which was -296.35 lower than the previous day. The implied volatity was 16.01, the open interest changed by 21 which increased total open position to 23
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 306.35, 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 2
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 306.35, 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 2
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 306.35, 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 2
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 306.35, 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 2
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 306.35, 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 2
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 306.35, 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 2
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 306.35, 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 2
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 306.35, 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 2
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 306.35, 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 2
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 306.35, 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 2
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 306.35, 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 306.35, 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 306.35, 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 306.35, 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 306.35, 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 306.35, 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 306.35, 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 306.35, 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 306.35, 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 306.35, 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 306.35, 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 306.35, 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 306.35, which was 10.50 higher 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 295.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MIDCPNIFTY 30DEC2024 13500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 12812.85 | 584.3 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 584.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 584.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 584.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 584.3 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 584.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 584.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 12306.85 | 584.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 584.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 584.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 12091.60 | 584.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 12100.10 | 584.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 12071.10 | 584.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 12333.00 | 584.3 | 584.30 | - | 0 | 0 | 0 |
| 11 Nov | 12495.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 12520.60 | 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 13500 expiring on 30DEC2024
Delta for 13500 PE is -
Historical price for 13500 PE is as follows
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 584.3, 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 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 584.3, 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 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 584.3, 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 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 584.3, 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 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 584.3, 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 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 584.3, 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 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 584.3, 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 584.3, 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 584.3, 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 584.3, 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 584.3, 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 584.3, 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 584.3, 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 584.3, which was 584.30 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 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
