MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13725 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 1.65
Theta: -2.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 7.4 | -5.40 | 25.14 | 984 | 137 | 312 | |||
| 19 Dec | 13027.20 | 12.8 | 0.55 | 18.75 | 554 | -39 | 187 | |||
| 18 Dec | 13031.60 | 12.25 | -2.60 | 17.72 | 304 | 8 | 232 | |||
| 17 Dec | 13091.10 | 14.85 | -7.30 | 16.78 | 1,889 | 35 | 272 | |||
| 16 Dec | 13207.40 | 22.15 | 5.70 | 15.07 | 1,598 | -6 | 282 | |||
| 13 Dec | 13134.50 | 16.45 | 1.20 | 13.49 | 777 | 156 | 279 | |||
| 12 Dec | 13071.25 | 15.25 | -7.85 | 14.20 | 762 | 76 | 153 | |||
| 11 Dec | 13133.80 | 23.1 | -2.00 | 13.93 | 390 | -13 | 84 | |||
| 10 Dec | 13085.40 | 25.1 | 5.55 | 14.85 | 583 | -20 | 105 | |||
| 9 Dec | 12988.80 | 19.55 | 3.55 | 15.13 | 857 | 18 | 128 | |||
| 6 Dec | 12959.55 | 16 | -2.50 | 13.85 | 734 | -40 | 110 | |||
| 5 Dec | 12935.60 | 18.5 | -435.70 | 14.36 | 458 | 140 | 140 | |||
| 4 Dec | 12927.50 | 454.2 | 0.00 | 4.79 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 454.2 | 0.00 | 5.43 | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 454.2 | 0.00 | 5.83 | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 454.2 | 0.00 | 6.19 | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 454.2 | 0.00 | 6.37 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 454.2 | 0.00 | 5.97 | 0 | 0 | 0 | |||
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| 26 Nov | 12569.65 | 454.2 | 0.00 | 6.16 | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 454.2 | 5.92 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13725 expiring on 30DEC2024
Delta for 13725 CE is 0.04
Historical price for 13725 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 7.4, which was -5.40 lower than the previous day. The implied volatity was 25.14, the open interest changed by 137 which increased total open position to 312
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 12.8, which was 0.55 higher than the previous day. The implied volatity was 18.75, the open interest changed by -39 which decreased total open position to 187
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 12.25, which was -2.60 lower than the previous day. The implied volatity was 17.72, the open interest changed by 8 which increased total open position to 232
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 14.85, which was -7.30 lower than the previous day. The implied volatity was 16.78, the open interest changed by 35 which increased total open position to 272
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 22.15, which was 5.70 higher than the previous day. The implied volatity was 15.07, the open interest changed by -6 which decreased total open position to 282
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 16.45, which was 1.20 higher than the previous day. The implied volatity was 13.49, the open interest changed by 156 which increased total open position to 279
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 15.25, which was -7.85 lower than the previous day. The implied volatity was 14.20, the open interest changed by 76 which increased total open position to 153
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 23.1, which was -2.00 lower than the previous day. The implied volatity was 13.93, the open interest changed by -13 which decreased total open position to 84
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 25.1, which was 5.55 higher than the previous day. The implied volatity was 14.85, the open interest changed by -20 which decreased total open position to 105
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 19.55, which was 3.55 higher than the previous day. The implied volatity was 15.13, the open interest changed by 18 which increased total open position to 128
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 16, which was -2.50 lower than the previous day. The implied volatity was 13.85, the open interest changed by -40 which decreased total open position to 110
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 18.5, which was -435.70 lower than the previous day. The implied volatity was 14.36, the open interest changed by 140 which increased total open position to 140
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 454.2, which was 0.00 lower than the previous day. The implied volatity was 4.79, 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 454.2, which was 0.00 lower than the previous day. The implied volatity was 5.43, 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 454.2, which was 0.00 lower than the previous day. The implied volatity was 5.83, 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 454.2, which was 0.00 lower than the previous day. The implied volatity was 6.19, 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 454.2, which was 0.00 lower than the previous day. The implied volatity was 6.37, 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 454.2, which was 0.00 lower than the previous day. The implied volatity was 5.97, 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 454.2, which was 0.00 lower than the previous day. The implied volatity was 6.16, 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 454.2, which was lower than the previous day. The implied volatity was 5.92, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13725 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 | 765 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 765 | 254.50 | 37.42 | 1 | 0 | 1 |
| 18 Dec | 13031.60 | 510.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 510.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 16 Dec | 13207.40 | 510.5 | -197.80 | 17.86 | 1 | 0 | 0 |
| 13 Dec | 13134.50 | 708.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 708.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 708.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 708.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 708.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 708.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 708.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 708.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 708.3 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 708.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 708.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 708.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 708.3 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 708.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 708.3 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13725 expiring on 30DEC2024
Delta for 13725 PE is 0.00
Historical price for 13725 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 765, 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 765, which was 254.50 higher than the previous day. The implied volatity was 37.42, the open interest changed by 0 which decreased total open position to 1
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 510.5, 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 510.5, 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 510.5, which was -197.80 lower than the previous day. The implied volatity was 17.86, 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 708.3, 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 708.3, 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 708.3, 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 708.3, 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 708.3, 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 708.3, 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 708.3, 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 708.3, 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 708.3, 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 708.3, 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 708.3, 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 708.3, 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 708.3, 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 708.3, 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 708.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
