MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13575 CE | ||||||||||
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Delta: 0.05
Vega: 2.21
Theta: -2.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 12683.15 | 10.5 | -8.95 | 23.65 | 1,664 | -185 | 455 | |||
| 19 Dec | 13027.20 | 19.45 | -1.90 | 17.20 | 3,317 | 126 | 642 | |||
| 18 Dec | 13031.60 | 21.35 | -7.90 | 16.84 | 1,783 | 3 | 543 | |||
| 17 Dec | 13091.10 | 29.25 | -11.70 | 16.56 | 3,564 | 188 | 564 | |||
| 16 Dec | 13207.40 | 40.95 | 12.30 | 14.52 | 2,723 | 64 | 411 | |||
| 13 Dec | 13134.50 | 28.65 | 1.55 | 12.58 | 1,302 | -208 | 346 | |||
| 12 Dec | 13071.25 | 27.1 | -13.50 | 13.57 | 2,125 | 60 | 555 | |||
| 11 Dec | 13133.80 | 40.6 | -4.90 | 13.35 | 1,357 | 147 | 497 | |||
| 10 Dec | 13085.40 | 45.5 | 12.05 | 14.76 | 1,392 | 150 | 338 | |||
| 9 Dec | 12988.80 | 33.45 | 3.10 | 14.74 | 960 | -94 | 188 | |||
| 6 Dec | 12959.55 | 30.35 | -0.75 | 13.82 | 863 | 1 | 287 | |||
| 5 Dec | 12935.60 | 31.1 | 1.80 | 13.94 | 1,132 | 38 | 272 | |||
| 4 Dec | 12927.50 | 29.3 | 10.40 | 13.49 | 1,744 | -6 | 239 | |||
| 3 Dec | 12812.85 | 18.9 | 8.00 | 13.54 | 2,124 | 353 | 386 | |||
| 2 Dec | 12726.30 | 10.9 | 0.00 | 0.00 | 0 | -34 | 0 | |||
| 29 Nov | 12619.50 | 10.9 | -4.55 | 13.56 | 80 | -36 | 31 | |||
| 28 Nov | 12553.75 | 15.45 | -6.00 | 14.90 | 122 | 5 | 68 | |||
| 27 Nov | 12619.25 | 21.45 | 1.15 | 15.06 | 52 | 5 | 57 | |||
| 26 Nov | 12569.65 | 20.3 | -497.00 | 15.43 | 140 | 52 | 52 | |||
| 25 Nov | 12576.40 | 517.3 | 5.15 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13575 expiring on 30DEC2024
Delta for 13575 CE is 0.05
Historical price for 13575 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 10.5, which was -8.95 lower than the previous day. The implied volatity was 23.65, the open interest changed by -185 which decreased total open position to 455
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 19.45, which was -1.90 lower than the previous day. The implied volatity was 17.20, the open interest changed by 126 which increased total open position to 642
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 21.35, which was -7.90 lower than the previous day. The implied volatity was 16.84, the open interest changed by 3 which increased total open position to 543
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 29.25, which was -11.70 lower than the previous day. The implied volatity was 16.56, the open interest changed by 188 which increased total open position to 564
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 40.95, which was 12.30 higher than the previous day. The implied volatity was 14.52, the open interest changed by 64 which increased total open position to 411
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 28.65, which was 1.55 higher than the previous day. The implied volatity was 12.58, the open interest changed by -208 which decreased total open position to 346
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 27.1, which was -13.50 lower than the previous day. The implied volatity was 13.57, the open interest changed by 60 which increased total open position to 555
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 40.6, which was -4.90 lower than the previous day. The implied volatity was 13.35, the open interest changed by 147 which increased total open position to 497
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 45.5, which was 12.05 higher than the previous day. The implied volatity was 14.76, the open interest changed by 150 which increased total open position to 338
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 33.45, which was 3.10 higher than the previous day. The implied volatity was 14.74, the open interest changed by -94 which decreased total open position to 188
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 30.35, which was -0.75 lower than the previous day. The implied volatity was 13.82, the open interest changed by 1 which increased total open position to 287
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 31.1, which was 1.80 higher than the previous day. The implied volatity was 13.94, the open interest changed by 38 which increased total open position to 272
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 29.3, which was 10.40 higher than the previous day. The implied volatity was 13.49, the open interest changed by -6 which decreased total open position to 239
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 18.9, which was 8.00 higher than the previous day. The implied volatity was 13.54, the open interest changed by 353 which increased total open position to 386
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 10.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -34 which decreased total open position to 0
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 10.9, which was -4.55 lower than the previous day. The implied volatity was 13.56, the open interest changed by -36 which decreased total open position to 31
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 15.45, which was -6.00 lower than the previous day. The implied volatity was 14.90, the open interest changed by 5 which increased total open position to 68
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 21.45, which was 1.15 higher than the previous day. The implied volatity was 15.06, the open interest changed by 5 which increased total open position to 57
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 20.3, which was -497.00 lower than the previous day. The implied volatity was 15.43, the open interest changed by 52 which increased total open position to 52
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 517.3, which was lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13575 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 | 501.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 501.4 | 0.00 | 0.00 | 0 | 2 | 0 |
| 18 Dec | 13031.60 | 501.4 | -63.90 | 10.51 | 6 | 3 | 4 |
| 17 Dec | 13091.10 | 565.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 565.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 565.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 565.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 565.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 565.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 565.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 565.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 12935.60 | 565.3 | -58.85 | 12.35 | 1 | 0 | 0 |
| 4 Dec | 12927.50 | 624.15 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 624.15 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 624.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 624.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 624.15 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 624.15 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 624.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 624.15 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13575 expiring on 30DEC2024
Delta for 13575 PE is 0.00
Historical price for 13575 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 501.4, 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 501.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 501.4, which was -63.90 lower than the previous day. The implied volatity was 10.51, the open interest changed by 3 which increased total open position to 4
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 565.3, 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 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 565.3, 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 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 565.3, 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 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 565.3, 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 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 565.3, 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 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 565.3, 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 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 565.3, 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 565.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 565.3, which was -58.85 lower than the previous day. The implied volatity was 12.35, 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 624.15, 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 624.15, 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 624.15, 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 624.15, 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 624.15, 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 624.15, 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 624.15, 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 624.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
