MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13750 CE | ||||||||||
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Delta: 0.03
Vega: 1.54
Theta: -2.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 12683.15 | 6.7 | -4.80 | 25.10 | 4,834 | 714 | 1,279 | |||
| 19 Dec | 13027.20 | 11.5 | 1.00 | 18.84 | 2,037 | -155 | 537 | |||
| 18 Dec | 13031.60 | 10.5 | -2.30 | 17.63 | 2,710 | 382 | 702 | |||
| 17 Dec | 13091.10 | 12.8 | -8.50 | 16.70 | 2,470 | -51 | 332 | |||
| 16 Dec | 13207.40 | 21.3 | 6.20 | 15.44 | 2,175 | 44 | 404 | |||
| 13 Dec | 13134.50 | 15.1 | 1.95 | 13.66 | 1,500 | 100 | 359 | |||
| 12 Dec | 13071.25 | 13.15 | -6.45 | 14.14 | 2,404 | -157 | 283 | |||
| 11 Dec | 13133.80 | 19.6 | -3.35 | 13.71 | 2,930 | 27 | 459 | |||
| 10 Dec | 13085.40 | 22.95 | 4.95 | 14.90 | 2,031 | 192 | 437 | |||
| 9 Dec | 12988.80 | 18 | 2.55 | 15.22 | 829 | 99 | 244 | |||
| 6 Dec | 12959.55 | 15.45 | 0.25 | 14.11 | 586 | -10 | 145 | |||
| 5 Dec | 12935.60 | 15.2 | -429.00 | 14.02 | 422 | 120 | 120 | |||
| 4 Dec | 12927.50 | 444.2 | 0.00 | 4.93 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 444.2 | 0.00 | 5.59 | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 444.2 | 0.00 | 5.99 | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 444.2 | 0.00 | 6.34 | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 444.2 | 0.00 | 6.44 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 444.2 | 0.00 | 6.07 | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 444.2 | 0.00 | 6.31 | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 444.2 | 6.05 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13750 expiring on 30DEC2024
Delta for 13750 CE is 0.03
Historical price for 13750 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 6.7, which was -4.80 lower than the previous day. The implied volatity was 25.10, the open interest changed by 714 which increased total open position to 1279
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 11.5, which was 1.00 higher than the previous day. The implied volatity was 18.84, the open interest changed by -155 which decreased total open position to 537
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 10.5, which was -2.30 lower than the previous day. The implied volatity was 17.63, the open interest changed by 382 which increased total open position to 702
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 12.8, which was -8.50 lower than the previous day. The implied volatity was 16.70, the open interest changed by -51 which decreased total open position to 332
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 21.3, which was 6.20 higher than the previous day. The implied volatity was 15.44, the open interest changed by 44 which increased total open position to 404
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 15.1, which was 1.95 higher than the previous day. The implied volatity was 13.66, the open interest changed by 100 which increased total open position to 359
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 13.15, which was -6.45 lower than the previous day. The implied volatity was 14.14, the open interest changed by -157 which decreased total open position to 283
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 19.6, which was -3.35 lower than the previous day. The implied volatity was 13.71, the open interest changed by 27 which increased total open position to 459
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 22.95, which was 4.95 higher than the previous day. The implied volatity was 14.90, the open interest changed by 192 which increased total open position to 437
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 18, which was 2.55 higher than the previous day. The implied volatity was 15.22, the open interest changed by 99 which increased total open position to 244
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 15.45, which was 0.25 higher than the previous day. The implied volatity was 14.11, the open interest changed by -10 which decreased total open position to 145
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 15.2, which was -429.00 lower than the previous day. The implied volatity was 14.02, the open interest changed by 120 which increased total open position to 120
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 444.2, which was 0.00 lower than the previous day. The implied volatity was 4.93, 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 444.2, which was 0.00 lower than the previous day. The implied volatity was 5.59, 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 444.2, which was 0.00 lower than the previous day. The implied volatity was 5.99, 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 444.2, which was 0.00 lower than the previous day. The implied volatity was 6.34, 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 444.2, which was 0.00 lower than the previous day. The implied volatity was 6.44, 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 444.2, which was 0.00 lower than the previous day. The implied volatity was 6.07, 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 444.2, which was 0.00 lower than the previous day. The implied volatity was 6.31, 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 444.2, which was lower than the previous day. The implied volatity was 6.05, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 615 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 615 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 615 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 615 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 615 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 615 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 615 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 615 | -107.90 | 21.31 | 12 | 6 | 6 |
| 10 Dec | 13085.40 | 722.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 722.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 722.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 722.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 722.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 722.9 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 722.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 722.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 722.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 722.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 722.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 722.9 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13750 expiring on 30DEC2024
Delta for 13750 PE is 0.00
Historical price for 13750 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. 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 0 which decreased total open position to 0
On 19 Dec MIDCPNIFTY was trading at 13027.20. 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 0 which decreased total open position to 0
On 18 Dec MIDCPNIFTY was trading at 13031.60. 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 0 which decreased total open position to 0
On 17 Dec MIDCPNIFTY was trading at 13091.10. 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 0 which decreased total open position to 0
On 16 Dec MIDCPNIFTY was trading at 13207.40. 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 0 which decreased total open position to 0
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 0 which decreased total open position to 0
On 12 Dec MIDCPNIFTY was trading at 13071.25. 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 0 which decreased total open position to 0
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 615, which was -107.90 lower than the previous day. The implied volatity was 21.31, the open interest changed by 6 which increased total open position to 6
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 722.9, 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 722.9, 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 722.9, 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 722.9, 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 722.9, 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 722.9, 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 722.9, 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 722.9, 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 722.9, 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 722.9, 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 722.9, 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 722.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
