MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 1.81
Theta: -2.30
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 8 | -7.75 | 23.99 | 4,694 | -134 | 766 | |||
| 19 Dec | 13027.20 | 15.75 | 0.50 | 18.00 | 4,898 | 265 | 894 | |||
| 18 Dec | 13031.60 | 15.25 | -4.10 | 17.05 | 1,881 | -262 | 630 | |||
| 17 Dec | 13091.10 | 19.35 | -10.25 | 16.31 | 3,839 | 174 | 946 | |||
| 16 Dec | 13207.40 | 29.6 | 8.00 | 14.56 | 3,453 | 446 | 823 | |||
| 13 Dec | 13134.50 | 21.6 | 1.90 | 13.03 | 2,186 | -306 | 378 | |||
| 12 Dec | 13071.25 | 19.7 | -11.10 | 13.77 | 2,310 | 37 | 666 | |||
| 11 Dec | 13133.80 | 30.8 | -2.70 | 13.67 | 905 | 4 | 631 | |||
| 10 Dec | 13085.40 | 33.5 | 7.70 | 14.70 | 1,335 | 122 | 600 | |||
| 9 Dec | 12988.80 | 25.8 | 2.70 | 14.96 | 2,396 | -20 | 486 | |||
| 6 Dec | 12959.55 | 23.1 | -0.70 | 13.99 | 724 | -40 | 495 | |||
| 5 Dec | 12935.60 | 23.8 | 5.20 | 14.10 | 3,553 | 181 | 576 | |||
| 4 Dec | 12927.50 | 18.6 | 5.00 | 13.02 | 2,147 | -48 | 400 | |||
| 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 | |||
| 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 0.04
Historical price for 13650 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 8, which was -7.75 lower than the previous day. The implied volatity was 23.99, the open interest changed by -134 which decreased total open position to 766
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 15.75, which was 0.50 higher than the previous day. The implied volatity was 18.00, the open interest changed by 265 which increased total open position to 894
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 15.25, which was -4.10 lower than the previous day. The implied volatity was 17.05, the open interest changed by -262 which decreased total open position to 630
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 19.35, which was -10.25 lower than the previous day. The implied volatity was 16.31, the open interest changed by 174 which increased total open position to 946
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 29.6, which was 8.00 higher than the previous day. The implied volatity was 14.56, the open interest changed by 446 which increased total open position to 823
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 21.6, which was 1.90 higher than the previous day. The implied volatity was 13.03, the open interest changed by -306 which decreased total open position to 378
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 19.7, which was -11.10 lower than the previous day. The implied volatity was 13.77, the open interest changed by 37 which increased total open position to 666
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 30.8, which was -2.70 lower than the previous day. The implied volatity was 13.67, the open interest changed by 4 which increased total open position to 631
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 33.5, which was 7.70 higher than the previous day. The implied volatity was 14.70, the open interest changed by 122 which increased total open position to 600
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 25.8, which was 2.70 higher than the previous day. The implied volatity was 14.96, the open interest changed by -20 which decreased total open position to 486
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 23.1, which was -0.70 lower than the previous day. The implied volatity was 13.99, the open interest changed by -40 which decreased total open position to 495
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 23.8, which was 5.20 higher than the previous day. The implied volatity was 14.10, the open interest changed by 181 which increased total open position to 576
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 18.6, which was 5.00 higher than the previous day. The implied volatity was 13.02, the open interest changed by -48 which decreased total open position to 400
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: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 665.5 | 0.00 | - | 0 | 0 | 0 |
| 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 20 Dec MIDCPNIFTY was trading at 12683.15. 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 19 Dec MIDCPNIFTY was trading at 13027.20. 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 18 Dec MIDCPNIFTY was trading at 13031.60. 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 17 Dec MIDCPNIFTY was trading at 13091.10. 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 16 Dec MIDCPNIFTY was trading at 13207.40. 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 13 Dec MIDCPNIFTY was trading at 13134.50. 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 12 Dec MIDCPNIFTY was trading at 13071.25. 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 11 Dec MIDCPNIFTY was trading at 13133.80. 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 10 Dec MIDCPNIFTY was trading at 13085.40. 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 9 Dec MIDCPNIFTY was trading at 12988.80. 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 6 Dec MIDCPNIFTY was trading at 12959.55. 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 5 Dec MIDCPNIFTY was trading at 12935.60. 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 4 Dec MIDCPNIFTY was trading at 12927.50. 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 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
