MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
03 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13650 CE | ||||||||||
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Delta: 0.07
Vega: 4.51
Theta: -1.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 12812.85 | 13.6 | 2.00 | 13.54 | 1,648 | 217 | 437 | |||
| 2 Dec | 12726.30 | 11.6 | 1.60 | 13.94 | 1,348 | 18 | 221 | |||
| 29 Nov | 12619.50 | 10 | -3.55 | 14.22 | 481 | 123 | 194 | |||
| 28 Nov | 12553.75 | 13.55 | -0.70 | 15.41 | 335 | -55 | 71 | |||
| 27 Nov | 12619.25 | 14.25 | -1.80 | 14.65 | 45 | -12 | 126 | |||
| 26 Nov | 12569.65 | 16.05 | -468.95 | 15.53 | 1,000 | 123 | 123 | |||
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| 25 Nov | 12576.40 | 485 | 5.54 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13650 expiring on 30DEC2024
Delta for 13650 CE is 0.07
Historical price for 13650 CE is as follows
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 13.6, which was 2.00 higher than the previous day. The implied volatity was 13.54, the open interest changed by 217 which increased total open position to 437
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 11.6, which was 1.60 higher than the previous day. The implied volatity was 13.94, the open interest changed by 18 which increased total open position to 221
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 10, which was -3.55 lower than the previous day. The implied volatity was 14.22, the open interest changed by 123 which increased total open position to 194
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 13.55, which was -0.70 lower than the previous day. The implied volatity was 15.41, the open interest changed by -55 which decreased total open position to 71
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 14.25, which was -1.80 lower than the previous day. The implied volatity was 14.65, the open interest changed by -12 which decreased total open position to 126
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 16.05, which was -468.95 lower than the previous day. The implied volatity was 15.53, the open interest changed by 123 which increased total open position to 123
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 485, which was lower than the previous day. The implied volatity was 5.54, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 12812.85 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 665.5 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13650 expiring on 30DEC2024
Delta for 13650 PE is -
Historical price for 13650 PE is as follows
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 665.5, 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 665.5, 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 665.5, 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 665.5, 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 665.5, 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 665.5, 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 665.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
