MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13675 CE | ||||||||||
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Delta: 0.04
Vega: 1.87
Theta: -2.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 8.7 | -7.05 | 24.88 | 1,681 | 73 | 600 | |||
| 19 Dec | 13027.20 | 15.75 | 1.05 | 18.57 | 1,464 | 34 | 523 | |||
| 18 Dec | 13031.60 | 14.7 | -3.15 | 17.43 | 1,280 | 24 | 493 | |||
| 17 Dec | 13091.10 | 17.85 | -9.65 | 16.51 | 2,261 | 232 | 478 | |||
| 16 Dec | 13207.40 | 27.5 | 7.50 | 14.92 | 1,700 | -46 | 247 | |||
| 13 Dec | 13134.50 | 20 | 2.00 | 13.23 | 870 | -54 | 290 | |||
| 12 Dec | 13071.25 | 18 | -8.25 | 13.90 | 761 | 63 | 339 | |||
| 11 Dec | 13133.80 | 26.25 | -4.45 | 13.48 | 1,261 | 70 | 283 | |||
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| 10 Dec | 13085.40 | 30.7 | 8.20 | 14.76 | 1,630 | 33 | 227 | |||
| 9 Dec | 12988.80 | 22.5 | 1.55 | 14.83 | 799 | -93 | 195 | |||
| 6 Dec | 12959.55 | 20.95 | -0.10 | 14.02 | 1,494 | 17 | 294 | |||
| 5 Dec | 12935.60 | 21.05 | 3.85 | 14.05 | 1,081 | -167 | 296 | |||
| 4 Dec | 12927.50 | 17.2 | 3.35 | 13.10 | 1,022 | 266 | 477 | |||
| 3 Dec | 12812.85 | 13.85 | 3.35 | 13.94 | 413 | 64 | 212 | |||
| 2 Dec | 12726.30 | 10.5 | 0.50 | 13.96 | 1,162 | 18 | 148 | |||
| 29 Nov | 12619.50 | 10 | -1.65 | 14.50 | 102 | -7 | 130 | |||
| 28 Nov | 12553.75 | 11.65 | -3.30 | 15.35 | 292 | 1 | 143 | |||
| 27 Nov | 12619.25 | 14.95 | -0.65 | 15.07 | 879 | 29 | 142 | |||
| 26 Nov | 12569.65 | 15.6 | 1.60 | 15.76 | 911 | 112 | 113 | |||
| 25 Nov | 12576.40 | 14 | 14.82 | 1 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13675 expiring on 30DEC2024
Delta for 13675 CE is 0.04
Historical price for 13675 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 8.7, which was -7.05 lower than the previous day. The implied volatity was 24.88, the open interest changed by 73 which increased total open position to 600
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 15.75, which was 1.05 higher than the previous day. The implied volatity was 18.57, the open interest changed by 34 which increased total open position to 523
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 14.7, which was -3.15 lower than the previous day. The implied volatity was 17.43, the open interest changed by 24 which increased total open position to 493
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 17.85, which was -9.65 lower than the previous day. The implied volatity was 16.51, the open interest changed by 232 which increased total open position to 478
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 27.5, which was 7.50 higher than the previous day. The implied volatity was 14.92, the open interest changed by -46 which decreased total open position to 247
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 20, which was 2.00 higher than the previous day. The implied volatity was 13.23, the open interest changed by -54 which decreased total open position to 290
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 18, which was -8.25 lower than the previous day. The implied volatity was 13.90, the open interest changed by 63 which increased total open position to 339
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 26.25, which was -4.45 lower than the previous day. The implied volatity was 13.48, the open interest changed by 70 which increased total open position to 283
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 30.7, which was 8.20 higher than the previous day. The implied volatity was 14.76, the open interest changed by 33 which increased total open position to 227
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 22.5, which was 1.55 higher than the previous day. The implied volatity was 14.83, the open interest changed by -93 which decreased total open position to 195
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 20.95, which was -0.10 lower than the previous day. The implied volatity was 14.02, the open interest changed by 17 which increased total open position to 294
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 21.05, which was 3.85 higher than the previous day. The implied volatity was 14.05, the open interest changed by -167 which decreased total open position to 296
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 17.2, which was 3.35 higher than the previous day. The implied volatity was 13.10, the open interest changed by 266 which increased total open position to 477
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 13.85, which was 3.35 higher than the previous day. The implied volatity was 13.94, the open interest changed by 64 which increased total open position to 212
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 10.5, which was 0.50 higher than the previous day. The implied volatity was 13.96, the open interest changed by 18 which increased total open position to 148
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 10, which was -1.65 lower than the previous day. The implied volatity was 14.50, the open interest changed by -7 which decreased total open position to 130
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 11.65, which was -3.30 lower than the previous day. The implied volatity was 15.35, the open interest changed by 1 which increased total open position to 143
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 14.95, which was -0.65 lower than the previous day. The implied volatity was 15.07, the open interest changed by 29 which increased total open position to 142
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 15.6, which was 1.60 higher than the previous day. The implied volatity was 15.76, the open interest changed by 112 which increased total open position to 113
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 14, which was lower than the previous day. The implied volatity was 14.82, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13675 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 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 679.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 679.6 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13675 expiring on 30DEC2024
Delta for 13675 PE is -
Historical price for 13675 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 679.6, 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 679.6, 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 679.6, 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 679.6, 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 679.6, 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 679.6, 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 679.6, 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 679.6, 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 679.6, 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 679.6, 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 679.6, 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 679.6, 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 679.6, 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 679.6, 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 679.6, 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 679.6, 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 679.6, 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 679.6, 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 679.6, 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 679.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
