MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13550 CE | ||||||||||
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Delta: 0.05
Vega: 2.23
Theta: -2.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 10.45 | -11.55 | 23.12 | 7,689 | -120 | 3,299 | |||
| 19 Dec | 13027.20 | 22 | -1.05 | 17.18 | 13,237 | -265 | 3,408 | |||
| 18 Dec | 13031.60 | 23.05 | -6.95 | 16.63 | 4,978 | 288 | 3,669 | |||
| 17 Dec | 13091.10 | 30 | -17.00 | 16.09 | 6,967 | 194 | 3,383 | |||
| 16 Dec | 13207.40 | 47 | 16.00 | 14.66 | 9,622 | 1,908 | 3,183 | |||
| 13 Dec | 13134.50 | 31 | 0.95 | 12.37 | 9,060 | -1,871 | 1,177 | |||
| 12 Dec | 13071.25 | 30.05 | -12.45 | 13.50 | 5,776 | 1,765 | 3,053 | |||
| 11 Dec | 13133.80 | 42.5 | -6.50 | 13.02 | 2,761 | 602 | 1,290 | |||
| 10 Dec | 13085.40 | 49 | 11.00 | 14.63 | 2,136 | 311 | 684 | |||
| 9 Dec | 12988.80 | 38 | 5.60 | 14.88 | 1,195 | -1 | 379 | |||
| 6 Dec | 12959.55 | 32.4 | -3.25 | 13.66 | 1,243 | 58 | 380 | |||
| 5 Dec | 12935.60 | 35.65 | 3.50 | 14.11 | 2,657 | 18 | 353 | |||
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| 4 Dec | 12927.50 | 32.15 | 9.75 | 13.46 | 1,269 | 74 | 337 | |||
| 3 Dec | 12812.85 | 22.4 | 4.15 | 13.76 | 1,135 | -128 | 253 | |||
| 2 Dec | 12726.30 | 18.25 | 4.75 | 14.01 | 1,930 | 264 | 385 | |||
| 29 Nov | 12619.50 | 13.5 | -3.80 | 13.86 | 485 | -69 | 127 | |||
| 28 Nov | 12553.75 | 17.3 | -3.95 | 14.89 | 527 | 26 | 200 | |||
| 27 Nov | 12619.25 | 21.25 | 1.20 | 14.70 | 600 | 172 | 174 | |||
| 26 Nov | 12569.65 | 20.05 | -508.35 | 15.07 | 4 | 2 | 2 | |||
| 25 Nov | 12576.40 | 528.4 | 5.00 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13550 expiring on 30DEC2024
Delta for 13550 CE is 0.05
Historical price for 13550 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 10.45, which was -11.55 lower than the previous day. The implied volatity was 23.12, the open interest changed by -120 which decreased total open position to 3299
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 22, which was -1.05 lower than the previous day. The implied volatity was 17.18, the open interest changed by -265 which decreased total open position to 3408
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 23.05, which was -6.95 lower than the previous day. The implied volatity was 16.63, the open interest changed by 288 which increased total open position to 3669
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 30, which was -17.00 lower than the previous day. The implied volatity was 16.09, the open interest changed by 194 which increased total open position to 3383
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 47, which was 16.00 higher than the previous day. The implied volatity was 14.66, the open interest changed by 1908 which increased total open position to 3183
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 31, which was 0.95 higher than the previous day. The implied volatity was 12.37, the open interest changed by -1871 which decreased total open position to 1177
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 30.05, which was -12.45 lower than the previous day. The implied volatity was 13.50, the open interest changed by 1765 which increased total open position to 3053
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 42.5, which was -6.50 lower than the previous day. The implied volatity was 13.02, the open interest changed by 602 which increased total open position to 1290
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 49, which was 11.00 higher than the previous day. The implied volatity was 14.63, the open interest changed by 311 which increased total open position to 684
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 38, which was 5.60 higher than the previous day. The implied volatity was 14.88, the open interest changed by -1 which decreased total open position to 379
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 32.4, which was -3.25 lower than the previous day. The implied volatity was 13.66, the open interest changed by 58 which increased total open position to 380
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 35.65, which was 3.50 higher than the previous day. The implied volatity was 14.11, the open interest changed by 18 which increased total open position to 353
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 32.15, which was 9.75 higher than the previous day. The implied volatity was 13.46, the open interest changed by 74 which increased total open position to 337
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 22.4, which was 4.15 higher than the previous day. The implied volatity was 13.76, the open interest changed by -128 which decreased total open position to 253
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 18.25, which was 4.75 higher than the previous day. The implied volatity was 14.01, the open interest changed by 264 which increased total open position to 385
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 13.5, which was -3.80 lower than the previous day. The implied volatity was 13.86, the open interest changed by -69 which decreased total open position to 127
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 17.3, which was -3.95 lower than the previous day. The implied volatity was 14.89, the open interest changed by 26 which increased total open position to 200
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 21.25, which was 1.20 higher than the previous day. The implied volatity was 14.70, the open interest changed by 172 which increased total open position to 174
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 20.05, which was -508.35 lower than the previous day. The implied volatity was 15.07, 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 528.4, which was lower than the previous day. The implied volatity was 5.00, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13550 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 | 479.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 479.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 479.1 | 127.60 | 11.52 | 6 | 0 | 7 |
| 17 Dec | 13091.10 | 351.5 | 0.00 | 0.00 | 0 | 3 | 0 |
| 16 Dec | 13207.40 | 351.5 | -128.60 | 15.38 | 4 | 0 | 4 |
| 13 Dec | 13134.50 | 480.1 | 0.00 | 0.00 | 0 | 4 | 0 |
| 12 Dec | 13071.25 | 480.1 | -130.60 | 17.68 | 10 | 4 | 4 |
| 11 Dec | 13133.80 | 610.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 610.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 610.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 610.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 610.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 610.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 610.7 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 610.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 610.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 610.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 610.7 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 610.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 610.7 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13550 expiring on 30DEC2024
Delta for 13550 PE is 0.00
Historical price for 13550 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 479.1, 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 479.1, 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 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 479.1, which was 127.60 higher than the previous day. The implied volatity was 11.52, the open interest changed by 0 which decreased total open position to 7
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 351.5, 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 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 351.5, which was -128.60 lower than the previous day. The implied volatity was 15.38, the open interest changed by 0 which decreased total open position to 4
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 480.1, 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 480.1, which was -130.60 lower than the previous day. The implied volatity was 17.68, the open interest changed by 4 which increased total open position to 4
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 610.7, 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 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 610.7, 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 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 610.7, 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 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 610.7, 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 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 610.7, 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 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 610.7, 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 610.7, 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 610.7, 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 610.7, 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 610.7, 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 610.7, 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 610.7, 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 610.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
