MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13600 CE | ||||||||||
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Delta: 0.05
Vega: 2.01
Theta: -2.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 9.15 | -9.05 | 23.57 | 23,915 | 625 | 4,357 | |||
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| 19 Dec | 13027.20 | 18.2 | -1.00 | 17.50 | 11,864 | 265 | 3,745 | |||
| 18 Dec | 13031.60 | 19.2 | -4.90 | 16.93 | 11,385 | 105 | 3,680 | |||
| 17 Dec | 13091.10 | 24.1 | -12.15 | 16.18 | 14,369 | 300 | 3,695 | |||
| 16 Dec | 13207.40 | 36.25 | 9.55 | 14.49 | 11,224 | 577 | 3,383 | |||
| 13 Dec | 13134.50 | 26.7 | 1.65 | 12.84 | 14,291 | -1,934 | 2,819 | |||
| 12 Dec | 13071.25 | 25.05 | -10.85 | 13.74 | 8,058 | 164 | 4,801 | |||
| 11 Dec | 13133.80 | 35.9 | -5.10 | 13.29 | 9,766 | 1,754 | 4,621 | |||
| 10 Dec | 13085.40 | 41 | 9.60 | 14.70 | 9,785 | 278 | 2,861 | |||
| 9 Dec | 12988.80 | 31.4 | 2.90 | 14.92 | 9,532 | 67 | 2,583 | |||
| 6 Dec | 12959.55 | 28.5 | -1.45 | 13.99 | 5,295 | 76 | 2,551 | |||
| 5 Dec | 12935.60 | 29.95 | 5.95 | 14.21 | 7,898 | -41 | 2,479 | |||
| 4 Dec | 12927.50 | 24 | 6.50 | 13.12 | 8,260 | -157 | 2,497 | |||
| 3 Dec | 12812.85 | 17.5 | 2.50 | 13.64 | 5,708 | 147 | 2,664 | |||
| 2 Dec | 12726.30 | 15 | 1.85 | 14.06 | 7,043 | 1,269 | 2,547 | |||
| 29 Nov | 12619.50 | 13.15 | -0.85 | 14.41 | 4,349 | 726 | 1,289 | |||
| 28 Nov | 12553.75 | 14 | -5.00 | 14.82 | 2,255 | 207 | 566 | |||
| 27 Nov | 12619.25 | 19 | 0.05 | 14.94 | 828 | 136 | 359 | |||
| 26 Nov | 12569.65 | 18.95 | -487.45 | 15.49 | 596 | 223 | 223 | |||
| 25 Nov | 12576.40 | 506.4 | 5.27 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13600 expiring on 30DEC2024
Delta for 13600 CE is 0.05
Historical price for 13600 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 9.15, which was -9.05 lower than the previous day. The implied volatity was 23.57, the open interest changed by 625 which increased total open position to 4357
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 18.2, which was -1.00 lower than the previous day. The implied volatity was 17.50, the open interest changed by 265 which increased total open position to 3745
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 19.2, which was -4.90 lower than the previous day. The implied volatity was 16.93, the open interest changed by 105 which increased total open position to 3680
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 24.1, which was -12.15 lower than the previous day. The implied volatity was 16.18, the open interest changed by 300 which increased total open position to 3695
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 36.25, which was 9.55 higher than the previous day. The implied volatity was 14.49, the open interest changed by 577 which increased total open position to 3383
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 26.7, which was 1.65 higher than the previous day. The implied volatity was 12.84, the open interest changed by -1934 which decreased total open position to 2819
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 25.05, which was -10.85 lower than the previous day. The implied volatity was 13.74, the open interest changed by 164 which increased total open position to 4801
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 35.9, which was -5.10 lower than the previous day. The implied volatity was 13.29, the open interest changed by 1754 which increased total open position to 4621
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 41, which was 9.60 higher than the previous day. The implied volatity was 14.70, the open interest changed by 278 which increased total open position to 2861
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 31.4, which was 2.90 higher than the previous day. The implied volatity was 14.92, the open interest changed by 67 which increased total open position to 2583
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 28.5, which was -1.45 lower than the previous day. The implied volatity was 13.99, the open interest changed by 76 which increased total open position to 2551
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 29.95, which was 5.95 higher than the previous day. The implied volatity was 14.21, the open interest changed by -41 which decreased total open position to 2479
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 24, which was 6.50 higher than the previous day. The implied volatity was 13.12, the open interest changed by -157 which decreased total open position to 2497
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 17.5, which was 2.50 higher than the previous day. The implied volatity was 13.64, the open interest changed by 147 which increased total open position to 2664
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 15, which was 1.85 higher than the previous day. The implied volatity was 14.06, the open interest changed by 1269 which increased total open position to 2547
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 13.15, which was -0.85 lower than the previous day. The implied volatity was 14.41, the open interest changed by 726 which increased total open position to 1289
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 14, which was -5.00 lower than the previous day. The implied volatity was 14.82, the open interest changed by 207 which increased total open position to 566
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 19, which was 0.05 higher than the previous day. The implied volatity was 14.94, the open interest changed by 136 which increased total open position to 359
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 18.95, which was -487.45 lower than the previous day. The implied volatity was 15.49, the open interest changed by 223 which increased total open position to 223
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 506.4, which was lower than the previous day. The implied volatity was 5.27, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 740 | 73.40 | - | 1 | 0 | 41 |
| 19 Dec | 13027.20 | 666.6 | 91.70 | 36.96 | 1 | 0 | 41 |
| 18 Dec | 13031.60 | 574.9 | 73.00 | 22.95 | 5 | 0 | 41 |
| 17 Dec | 13091.10 | 501.9 | 107.90 | 16.23 | 88 | -6 | 42 |
| 16 Dec | 13207.40 | 394 | -51.95 | 15.34 | 92 | 14 | 39 |
| 13 Dec | 13134.50 | 445.95 | -66.70 | 15.95 | 27 | -4 | 25 |
| 12 Dec | 13071.25 | 512.65 | 46.65 | 16.62 | 13 | -8 | 29 |
| 11 Dec | 13133.80 | 466 | -74.00 | 17.65 | 28 | 14 | 38 |
| 10 Dec | 13085.40 | 540 | -62.85 | 21.11 | 38 | 6 | 23 |
| 9 Dec | 12988.80 | 602.85 | -22.15 | 19.61 | 1 | 0 | 16 |
| 6 Dec | 12959.55 | 625 | -3.00 | 19.07 | 1 | 0 | 16 |
| 5 Dec | 12935.60 | 628 | -9.75 | 17.69 | 16 | 11 | 11 |
| 4 Dec | 12927.50 | 637.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 637.75 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 637.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 637.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 637.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 637.75 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 637.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 637.75 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13600 expiring on 30DEC2024
Delta for 13600 PE is -
Historical price for 13600 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 740, which was 73.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 666.6, which was 91.70 higher than the previous day. The implied volatity was 36.96, the open interest changed by 0 which decreased total open position to 41
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 574.9, which was 73.00 higher than the previous day. The implied volatity was 22.95, the open interest changed by 0 which decreased total open position to 41
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 501.9, which was 107.90 higher than the previous day. The implied volatity was 16.23, the open interest changed by -6 which decreased total open position to 42
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 394, which was -51.95 lower than the previous day. The implied volatity was 15.34, the open interest changed by 14 which increased total open position to 39
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 445.95, which was -66.70 lower than the previous day. The implied volatity was 15.95, the open interest changed by -4 which decreased total open position to 25
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 512.65, which was 46.65 higher than the previous day. The implied volatity was 16.62, the open interest changed by -8 which decreased total open position to 29
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 466, which was -74.00 lower than the previous day. The implied volatity was 17.65, the open interest changed by 14 which increased total open position to 38
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 540, which was -62.85 lower than the previous day. The implied volatity was 21.11, the open interest changed by 6 which increased total open position to 23
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 602.85, which was -22.15 lower than the previous day. The implied volatity was 19.61, the open interest changed by 0 which decreased total open position to 16
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 625, which was -3.00 lower than the previous day. The implied volatity was 19.07, the open interest changed by 0 which decreased total open position to 16
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 628, which was -9.75 lower than the previous day. The implied volatity was 17.69, the open interest changed by 11 which increased total open position to 11
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 637.75, 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 637.75, 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 637.75, 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 637.75, 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 637.75, 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 637.75, 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 637.75, 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 637.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
