MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13700 CE | ||||||||||
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Delta: 0.04
Vega: 1.70
Theta: -2.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 12683.15 | 7.5 | -7.40 | 24.55 | 29,381 | 5,230 | 9,791 | |||
| 19 Dec | 13027.20 | 14.9 | 1.90 | 18.88 | 11,675 | 625 | 4,536 | |||
| 18 Dec | 13031.60 | 13 | -2.80 | 17.45 | 10,233 | -246 | 3,894 | |||
| 17 Dec | 13091.10 | 15.8 | -9.20 | 16.51 | 14,771 | 717 | 4,234 | |||
| 16 Dec | 13207.40 | 25 | 6.50 | 15.05 | 9,940 | 255 | 3,616 | |||
| 13 Dec | 13134.50 | 18.5 | 2.05 | 13.44 | 8,915 | 761 | 3,365 | |||
| 12 Dec | 13071.25 | 16.45 | -8.85 | 14.03 | 8,234 | 927 | 2,798 | |||
| 11 Dec | 13133.80 | 25.3 | -2.45 | 13.81 | 6,369 | 15 | 1,910 | |||
| 10 Dec | 13085.40 | 27.75 | 6.15 | 14.82 | 11,888 | 42 | 1,976 | |||
| 9 Dec | 12988.80 | 21.6 | 3.40 | 15.10 | 8,222 | 437 | 1,962 | |||
| 6 Dec | 12959.55 | 18.2 | -0.80 | 13.91 | 4,977 | 214 | 1,526 | |||
| 5 Dec | 12935.60 | 19 | 1.40 | 14.04 | 7,252 | -85 | 1,322 | |||
| 4 Dec | 12927.50 | 17.6 | 5.50 | 13.58 | 7,340 | 91 | 1,405 | |||
| 3 Dec | 12812.85 | 12.1 | 3.05 | 13.87 | 3,327 | 80 | 1,328 | |||
| 2 Dec | 12726.30 | 9.05 | 1.25 | 13.89 | 4,883 | 342 | 1,250 | |||
| 29 Nov | 12619.50 | 7.8 | -2.20 | 14.14 | 2,186 | 120 | 857 | |||
| 28 Nov | 12553.75 | 10 | -3.65 | 15.16 | 2,095 | -24 | 741 | |||
| 27 Nov | 12619.25 | 13.65 | 0.10 | 15.08 | 950 | 104 | 765 | |||
| 26 Nov | 12569.65 | 13.55 | -450.75 | 15.57 | 1,672 | 661 | 661 | |||
| 25 Nov | 12576.40 | 464.3 | 5.82 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13700 expiring on 30DEC2024
Delta for 13700 CE is 0.04
Historical price for 13700 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 7.5, which was -7.40 lower than the previous day. The implied volatity was 24.55, the open interest changed by 5230 which increased total open position to 9791
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 14.9, which was 1.90 higher than the previous day. The implied volatity was 18.88, the open interest changed by 625 which increased total open position to 4536
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 13, which was -2.80 lower than the previous day. The implied volatity was 17.45, the open interest changed by -246 which decreased total open position to 3894
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 15.8, which was -9.20 lower than the previous day. The implied volatity was 16.51, the open interest changed by 717 which increased total open position to 4234
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 25, which was 6.50 higher than the previous day. The implied volatity was 15.05, the open interest changed by 255 which increased total open position to 3616
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 18.5, which was 2.05 higher than the previous day. The implied volatity was 13.44, the open interest changed by 761 which increased total open position to 3365
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 16.45, which was -8.85 lower than the previous day. The implied volatity was 14.03, the open interest changed by 927 which increased total open position to 2798
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 25.3, which was -2.45 lower than the previous day. The implied volatity was 13.81, the open interest changed by 15 which increased total open position to 1910
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 27.75, which was 6.15 higher than the previous day. The implied volatity was 14.82, the open interest changed by 42 which increased total open position to 1976
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 21.6, which was 3.40 higher than the previous day. The implied volatity was 15.10, the open interest changed by 437 which increased total open position to 1962
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 18.2, which was -0.80 lower than the previous day. The implied volatity was 13.91, the open interest changed by 214 which increased total open position to 1526
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 19, which was 1.40 higher than the previous day. The implied volatity was 14.04, the open interest changed by -85 which decreased total open position to 1322
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 17.6, which was 5.50 higher than the previous day. The implied volatity was 13.58, the open interest changed by 91 which increased total open position to 1405
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 12.1, which was 3.05 higher than the previous day. The implied volatity was 13.87, the open interest changed by 80 which increased total open position to 1328
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 9.05, which was 1.25 higher than the previous day. The implied volatity was 13.89, the open interest changed by 342 which increased total open position to 1250
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 7.8, which was -2.20 lower than the previous day. The implied volatity was 14.14, the open interest changed by 120 which increased total open position to 857
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 10, which was -3.65 lower than the previous day. The implied volatity was 15.16, the open interest changed by -24 which decreased total open position to 741
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 13.65, which was 0.10 higher than the previous day. The implied volatity was 15.08, the open interest changed by 104 which increased total open position to 765
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 13.55, which was -450.75 lower than the previous day. The implied volatity was 15.57, the open interest changed by 661 which increased total open position to 661
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 464.3, which was lower than the previous day. The implied volatity was 5.82, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13700 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 687.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 687.25 | 146.35 | 28.53 | 1 | 0 | 14 |
| 18 Dec | 13031.60 | 540.9 | 0.00 | 0.00 | 0 | 8 | 0 |
| 17 Dec | 13091.10 | 540.9 | 60.90 | - | 19 | 9 | 15 |
| 16 Dec | 13207.40 | 480 | -135.00 | 16.36 | 16 | 5 | 6 |
| 13 Dec | 13134.50 | 615 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Dec | 13071.25 | 615 | -78.85 | 19.18 | 1 | 0 | 0 |
| 11 Dec | 13133.80 | 693.85 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 693.85 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 693.85 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 693.85 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 693.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 693.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 693.85 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 693.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 693.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 693.85 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 693.85 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 693.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 693.85 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13700 expiring on 30DEC2024
Delta for 13700 PE is 0.00
Historical price for 13700 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 687.25, 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 687.25, which was 146.35 higher than the previous day. The implied volatity was 28.53, the open interest changed by 0 which decreased total open position to 14
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 540.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 540.9, which was 60.90 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 15
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 480, which was -135.00 lower than the previous day. The implied volatity was 16.36, the open interest changed by 5 which increased total open position to 6
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 615, 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 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 615, which was -78.85 lower than the previous day. The implied volatity was 19.18, 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 693.85, 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 693.85, 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 693.85, 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 693.85, 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 693.85, 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 693.85, 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 693.85, 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 693.85, 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 693.85, 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 693.85, 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 693.85, 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 693.85, 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 693.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
