MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13525 CE | ||||||||||
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Delta: 0.06
Vega: 2.38
Theta: -2.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 11.35 | -14.05 | 22.85 | 2,284 | -6 | 672 | |||
| 19 Dec | 13027.20 | 25.4 | 0.95 | 17.28 | 2,713 | 49 | 722 | |||
| 18 Dec | 13031.60 | 24.45 | -7.25 | 16.29 | 2,722 | 70 | 673 | |||
| 17 Dec | 13091.10 | 31.7 | -21.90 | 15.76 | 4,025 | 29 | 604 | |||
| 16 Dec | 13207.40 | 53.6 | 16.45 | 14.78 | 3,787 | 198 | 548 | |||
| 13 Dec | 13134.50 | 37.15 | 3.45 | 12.62 | 1,625 | -90 | 355 | |||
| 12 Dec | 13071.25 | 33.7 | -16.10 | 13.49 | 1,215 | -77 | 450 | |||
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| 11 Dec | 13133.80 | 49.8 | -4.20 | 13.34 | 1,267 | -13 | 532 | |||
| 10 Dec | 13085.40 | 54 | 13.40 | 14.61 | 2,237 | 166 | 549 | |||
| 9 Dec | 12988.80 | 40.6 | 3.25 | 14.71 | 688 | 33 | 384 | |||
| 6 Dec | 12959.55 | 37.35 | -1.70 | 13.85 | 541 | 22 | 362 | |||
| 5 Dec | 12935.60 | 39.05 | 6.70 | 14.09 | 1,720 | 2 | 340 | |||
| 4 Dec | 12927.50 | 32.35 | 9.20 | 13.05 | 687 | -119 | 335 | |||
| 3 Dec | 12812.85 | 23.15 | 3.10 | 13.50 | 1,078 | 12 | 495 | |||
| 2 Dec | 12726.30 | 20.05 | 5.15 | 13.98 | 1,168 | 343 | 485 | |||
| 29 Nov | 12619.50 | 14.9 | -3.50 | 13.83 | 287 | -76 | 156 | |||
| 28 Nov | 12553.75 | 18.4 | -6.10 | 14.96 | 584 | 158 | 232 | |||
| 27 Nov | 12619.25 | 24.5 | 2.00 | 14.88 | 84 | 58 | 76 | |||
| 26 Nov | 12569.65 | 22.5 | -517.20 | 15.20 | 18 | 0 | 0 | |||
| 25 Nov | 12576.40 | 539.7 | 4.88 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13525 expiring on 30DEC2024
Delta for 13525 CE is 0.06
Historical price for 13525 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 11.35, which was -14.05 lower than the previous day. The implied volatity was 22.85, the open interest changed by -6 which decreased total open position to 672
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 25.4, which was 0.95 higher than the previous day. The implied volatity was 17.28, the open interest changed by 49 which increased total open position to 722
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 24.45, which was -7.25 lower than the previous day. The implied volatity was 16.29, the open interest changed by 70 which increased total open position to 673
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 31.7, which was -21.90 lower than the previous day. The implied volatity was 15.76, the open interest changed by 29 which increased total open position to 604
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 53.6, which was 16.45 higher than the previous day. The implied volatity was 14.78, the open interest changed by 198 which increased total open position to 548
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 37.15, which was 3.45 higher than the previous day. The implied volatity was 12.62, the open interest changed by -90 which decreased total open position to 355
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 33.7, which was -16.10 lower than the previous day. The implied volatity was 13.49, the open interest changed by -77 which decreased total open position to 450
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 49.8, which was -4.20 lower than the previous day. The implied volatity was 13.34, the open interest changed by -13 which decreased total open position to 532
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 54, which was 13.40 higher than the previous day. The implied volatity was 14.61, the open interest changed by 166 which increased total open position to 549
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 40.6, which was 3.25 higher than the previous day. The implied volatity was 14.71, the open interest changed by 33 which increased total open position to 384
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 37.35, which was -1.70 lower than the previous day. The implied volatity was 13.85, the open interest changed by 22 which increased total open position to 362
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 39.05, which was 6.70 higher than the previous day. The implied volatity was 14.09, the open interest changed by 2 which increased total open position to 340
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 32.35, which was 9.20 higher than the previous day. The implied volatity was 13.05, the open interest changed by -119 which decreased total open position to 335
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 23.15, which was 3.10 higher than the previous day. The implied volatity was 13.50, the open interest changed by 12 which increased total open position to 495
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 20.05, which was 5.15 higher than the previous day. The implied volatity was 13.98, the open interest changed by 343 which increased total open position to 485
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 14.9, which was -3.50 lower than the previous day. The implied volatity was 13.83, the open interest changed by -76 which decreased total open position to 156
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 18.4, which was -6.10 lower than the previous day. The implied volatity was 14.96, the open interest changed by 158 which increased total open position to 232
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 24.5, which was 2.00 higher than the previous day. The implied volatity was 14.88, the open interest changed by 58 which increased total open position to 76
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 22.5, which was -517.20 lower than the previous day. The implied volatity was 15.20, 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 539.7, which was lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13525 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 460 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 460 | 0.00 | 0.00 | 0 | -5 | 0 |
| 18 Dec | 13031.60 | 460 | 42.30 | 13.06 | 12 | -3 | 31 |
| 17 Dec | 13091.10 | 417.7 | 86.60 | 12.72 | 53 | 15 | 34 |
| 16 Dec | 13207.40 | 331.1 | -129.00 | 14.84 | 25 | 8 | 18 |
| 13 Dec | 13134.50 | 460.1 | 0.00 | 0.00 | 0 | 4 | 0 |
| 12 Dec | 13071.25 | 460.1 | 43.50 | 17.67 | 14 | 4 | 10 |
| 11 Dec | 13133.80 | 416.6 | -37.45 | 18.51 | 4 | 2 | 6 |
| 10 Dec | 13085.40 | 454.05 | -102.75 | 18.28 | 2 | 1 | 4 |
| 9 Dec | 12988.80 | 556.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 556.8 | 0.00 | 0.00 | 0 | 3 | 0 |
| 5 Dec | 12935.60 | 556.8 | -40.60 | 16.37 | 6 | 3 | 3 |
| 4 Dec | 12927.50 | 597.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 597.4 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 597.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 597.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 597.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 597.4 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 597.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 597.4 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13525 expiring on 30DEC2024
Delta for 13525 PE is 0.00
Historical price for 13525 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 460, 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 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 460, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 460, which was 42.30 higher than the previous day. The implied volatity was 13.06, the open interest changed by -3 which decreased total open position to 31
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 417.7, which was 86.60 higher than the previous day. The implied volatity was 12.72, the open interest changed by 15 which increased total open position to 34
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 331.1, which was -129.00 lower than the previous day. The implied volatity was 14.84, the open interest changed by 8 which increased total open position to 18
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 460.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 460.1, which was 43.50 higher than the previous day. The implied volatity was 17.67, the open interest changed by 4 which increased total open position to 10
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 416.6, which was -37.45 lower than the previous day. The implied volatity was 18.51, the open interest changed by 2 which increased total open position to 6
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 454.05, which was -102.75 lower than the previous day. The implied volatity was 18.28, the open interest changed by 1 which increased total open position to 4
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 556.8, 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 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 556.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 556.8, which was -40.60 lower than the previous day. The implied volatity was 16.37, the open interest changed by 3 which increased total open position to 3
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 597.4, 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 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 597.4, 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 597.4, 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 597.4, 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 597.4, 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 597.4, 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 597.4, 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 597.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
