MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13775 CE | ||||||||||
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Delta: 0.03
Vega: 1.51
Theta: -2.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 6.6 | -4.45 | 25.56 | 1,027 | 72 | 325 | |||
| 19 Dec | 13027.20 | 11.05 | 0.55 | 19.20 | 544 | 149 | 383 | |||
| 18 Dec | 13031.60 | 10.5 | -1.60 | 18.13 | 493 | -28 | 235 | |||
| 17 Dec | 13091.10 | 12.1 | -5.90 | 16.98 | 1,217 | 32 | 314 | |||
| 16 Dec | 13207.40 | 18 | 4.85 | 15.26 | 1,134 | 181 | 291 | |||
| 13 Dec | 13134.50 | 13.15 | 0.95 | 13.64 | 339 | -32 | 124 | |||
| 12 Dec | 13071.25 | 12.2 | -5.80 | 14.31 | 297 | 11 | 166 | |||
| 11 Dec | 13133.80 | 18 | -2.85 | 13.84 | 524 | 68 | 181 | |||
| 10 Dec | 13085.40 | 20.85 | 5.05 | 14.97 | 681 | 33 | 118 | |||
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| 9 Dec | 12988.80 | 15.8 | 1.15 | 15.15 | 499 | 27 | 86 | |||
| 6 Dec | 12959.55 | 14.65 | -419.80 | 14.30 | 214 | 72 | 72 | |||
| 5 Dec | 12935.60 | 434.45 | 0.00 | 5.18 | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 434.45 | 0.00 | 5.10 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 434.45 | 0.00 | 5.72 | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 434.45 | 0.00 | 6.13 | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 434.45 | 0.00 | 6.47 | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 434.45 | 0.00 | 6.65 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 434.45 | 0.00 | 6.25 | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 434.45 | 0.00 | 6.44 | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 434.45 | 6.20 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13775 expiring on 30DEC2024
Delta for 13775 CE is 0.03
Historical price for 13775 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 6.6, which was -4.45 lower than the previous day. The implied volatity was 25.56, the open interest changed by 72 which increased total open position to 325
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 11.05, which was 0.55 higher than the previous day. The implied volatity was 19.20, the open interest changed by 149 which increased total open position to 383
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 10.5, which was -1.60 lower than the previous day. The implied volatity was 18.13, the open interest changed by -28 which decreased total open position to 235
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 12.1, which was -5.90 lower than the previous day. The implied volatity was 16.98, the open interest changed by 32 which increased total open position to 314
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 18, which was 4.85 higher than the previous day. The implied volatity was 15.26, the open interest changed by 181 which increased total open position to 291
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 13.15, which was 0.95 higher than the previous day. The implied volatity was 13.64, the open interest changed by -32 which decreased total open position to 124
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 12.2, which was -5.80 lower than the previous day. The implied volatity was 14.31, the open interest changed by 11 which increased total open position to 166
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 18, which was -2.85 lower than the previous day. The implied volatity was 13.84, the open interest changed by 68 which increased total open position to 181
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 20.85, which was 5.05 higher than the previous day. The implied volatity was 14.97, the open interest changed by 33 which increased total open position to 118
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 15.8, which was 1.15 higher than the previous day. The implied volatity was 15.15, the open interest changed by 27 which increased total open position to 86
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 14.65, which was -419.80 lower than the previous day. The implied volatity was 14.30, the open interest changed by 72 which increased total open position to 72
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 434.45, which was 0.00 lower than the previous day. The implied volatity was 5.18, 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 434.45, which was 0.00 lower than the previous day. The implied volatity was 5.10, 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 434.45, which was 0.00 lower than the previous day. The implied volatity was 5.72, 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 434.45, which was 0.00 lower than the previous day. The implied volatity was 6.13, 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 434.45, which was 0.00 lower than the previous day. The implied volatity was 6.47, 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 434.45, which was 0.00 lower than the previous day. The implied volatity was 6.65, 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 434.45, which was 0.00 lower than the previous day. The implied volatity was 6.25, 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 434.45, 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 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 434.45, which was lower than the previous day. The implied volatity was 6.20, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13775 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 737.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 737.65 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13775 expiring on 30DEC2024
Delta for 13775 PE is -
Historical price for 13775 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 737.65, 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 737.65, 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 737.65, 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 737.65, 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 737.65, 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 737.65, 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 737.65, 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 737.65, 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 737.65, 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 737.65, 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 737.65, 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 737.65, 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 737.65, 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 737.65, 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 737.65, 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 737.65, 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 737.65, 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 737.65, 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 737.65, 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 737.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
