MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13625 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 1.77
Theta: -2.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 7.45 | -9.45 | 23.02 | 1,957 | 286 | 879 | |||
| 19 Dec | 13027.20 | 16.9 | -0.25 | 17.74 | 2,084 | 158 | 585 | |||
| 18 Dec | 13031.60 | 17.15 | -4.45 | 16.99 | 767 | 72 | 428 | |||
| 17 Dec | 13091.10 | 21.6 | -13.85 | 16.25 | 1,880 | 66 | 359 | |||
| 16 Dec | 13207.40 | 35.45 | 11.40 | 15.00 | 1,696 | 75 | 341 | |||
| 13 Dec | 13134.50 | 24.05 | 2.35 | 12.93 | 857 | -63 | 267 | |||
| 12 Dec | 13071.25 | 21.7 | -12.35 | 13.66 | 703 | -42 | 330 | |||
| 11 Dec | 13133.80 | 34.05 | -2.05 | 13.57 | 237 | 22 | 375 | |||
| 10 Dec | 13085.40 | 36.1 | 8.10 | 14.59 | 1,308 | 178 | 354 | |||
| 9 Dec | 12988.80 | 28 | 2.00 | 14.86 | 414 | -14 | 177 | |||
| 6 Dec | 12959.55 | 26 | 0.70 | 14.04 | 623 | -115 | 192 | |||
| 5 Dec | 12935.60 | 25.3 | 4.15 | 13.96 | 1,417 | -145 | 307 | |||
| 4 Dec | 12927.50 | 21.15 | 5.55 | 13.08 | 908 | -17 | 452 | |||
| 3 Dec | 12812.85 | 15.6 | 2.20 | 13.64 | 818 | 132 | 464 | |||
| 2 Dec | 12726.30 | 13.4 | 2.40 | 14.02 | 738 | 141 | 352 | |||
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| 29 Nov | 12619.50 | 11 | -4.10 | 14.17 | 275 | 58 | 212 | |||
| 28 Nov | 12553.75 | 15.1 | -6.85 | 15.51 | 407 | 120 | 151 | |||
| 27 Nov | 12619.25 | 21.95 | 6.35 | 15.80 | 53 | 3 | 30 | |||
| 26 Nov | 12569.65 | 15.6 | -480.00 | 15.14 | 159 | 30 | 30 | |||
| 25 Nov | 12576.40 | 495.6 | 5.39 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13625 expiring on 30DEC2024
Delta for 13625 CE is 0.04
Historical price for 13625 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 7.45, which was -9.45 lower than the previous day. The implied volatity was 23.02, the open interest changed by 286 which increased total open position to 879
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 16.9, which was -0.25 lower than the previous day. The implied volatity was 17.74, the open interest changed by 158 which increased total open position to 585
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 17.15, which was -4.45 lower than the previous day. The implied volatity was 16.99, the open interest changed by 72 which increased total open position to 428
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 21.6, which was -13.85 lower than the previous day. The implied volatity was 16.25, the open interest changed by 66 which increased total open position to 359
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 35.45, which was 11.40 higher than the previous day. The implied volatity was 15.00, the open interest changed by 75 which increased total open position to 341
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 24.05, which was 2.35 higher than the previous day. The implied volatity was 12.93, the open interest changed by -63 which decreased total open position to 267
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 21.7, which was -12.35 lower than the previous day. The implied volatity was 13.66, the open interest changed by -42 which decreased total open position to 330
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 34.05, which was -2.05 lower than the previous day. The implied volatity was 13.57, the open interest changed by 22 which increased total open position to 375
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 36.1, which was 8.10 higher than the previous day. The implied volatity was 14.59, the open interest changed by 178 which increased total open position to 354
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 28, which was 2.00 higher than the previous day. The implied volatity was 14.86, the open interest changed by -14 which decreased total open position to 177
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 26, which was 0.70 higher than the previous day. The implied volatity was 14.04, the open interest changed by -115 which decreased total open position to 192
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 25.3, which was 4.15 higher than the previous day. The implied volatity was 13.96, the open interest changed by -145 which decreased total open position to 307
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 21.15, which was 5.55 higher than the previous day. The implied volatity was 13.08, the open interest changed by -17 which decreased total open position to 452
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 15.6, which was 2.20 higher than the previous day. The implied volatity was 13.64, the open interest changed by 132 which increased total open position to 464
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 13.4, which was 2.40 higher than the previous day. The implied volatity was 14.02, the open interest changed by 141 which increased total open position to 352
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 11, which was -4.10 lower than the previous day. The implied volatity was 14.17, the open interest changed by 58 which increased total open position to 212
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 15.1, which was -6.85 lower than the previous day. The implied volatity was 15.51, the open interest changed by 120 which increased total open position to 151
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 21.95, which was 6.35 higher than the previous day. The implied volatity was 15.80, the open interest changed by 3 which increased total open position to 30
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 15.6, which was -480.00 lower than the previous day. The implied volatity was 15.14, the open interest changed by 30 which increased total open position to 30
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 495.6, which was lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13625 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 446.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 446.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 446.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 446.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 16 Dec | 13207.40 | 446.6 | -204.95 | 20.20 | 2 | 1 | 1 |
| 13 Dec | 13134.50 | 651.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 651.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 651.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 651.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 651.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 651.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 651.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 651.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 651.55 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 651.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 651.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 651.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 651.55 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 651.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 651.55 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13625 expiring on 30DEC2024
Delta for 13625 PE is 0.00
Historical price for 13625 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 446.6, 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 446.6, 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 446.6, 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 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 446.6, 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 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 446.6, which was -204.95 lower than the previous day. The implied volatity was 20.20, the open interest changed by 1 which increased total open position to 1
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 651.55, 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 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 651.55, 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 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 651.55, 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 651.55, 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 651.55, 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 651.55, 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 651.55, 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 651.55, 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 651.55, 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 651.55, 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 651.55, 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 651.55, 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 651.55, 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 651.55, 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 651.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
