MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 1.47
Theta: -2.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 6.5 | -4.40 | 25.93 | 27,761 | 4,357 | 8,864 | |||
| 19 Dec | 13027.20 | 10.9 | 0.20 | 19.66 | 12,229 | 923 | 4,502 | |||
| 18 Dec | 13031.60 | 10.7 | 0.20 | 18.69 | 9,000 | -125 | 3,577 | |||
| 17 Dec | 13091.10 | 10.5 | -6.00 | 16.93 | 11,985 | 994 | 3,702 | |||
| 16 Dec | 13207.40 | 16.5 | 4.55 | 15.43 | 7,580 | 722 | 2,721 | |||
| 13 Dec | 13134.50 | 11.95 | -0.40 | 13.78 | 6,402 | 250 | 1,966 | |||
| 12 Dec | 13071.25 | 12.35 | -3.65 | 14.77 | 6,742 | -282 | 1,707 | |||
| 11 Dec | 13133.80 | 16 | -3.05 | 13.90 | 6,349 | 150 | 1,996 | |||
| 10 Dec | 13085.40 | 19.05 | 6.25 | 15.03 | 8,041 | 236 | 1,870 | |||
| 9 Dec | 12988.80 | 12.8 | -0.85 | 14.82 | 5,451 | 432 | 1,646 | |||
| 6 Dec | 12959.55 | 13.65 | 2.60 | 14.43 | 5,350 | 317 | 1,200 | |||
| 5 Dec | 12935.60 | 11.05 | -0.05 | 13.78 | 5,861 | -282 | 950 | |||
| 4 Dec | 12927.50 | 11.1 | 3.70 | 13.55 | 5,337 | 93 | 1,242 | |||
| 3 Dec | 12812.85 | 7.4 | -0.10 | 13.80 | 3,460 | 145 | 1,109 | |||
| 2 Dec | 12726.30 | 7.5 | 0.50 | 14.57 | 4,246 | 192 | 965 | |||
| 29 Nov | 12619.50 | 7 | -3.10 | 14.96 | 2,929 | 222 | 787 | |||
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| 28 Nov | 12553.75 | 10.1 | -1.40 | 16.32 | 742 | 10 | 564 | |||
| 27 Nov | 12619.25 | 11.5 | -1.25 | 15.70 | 749 | 100 | 563 | |||
| 26 Nov | 12569.65 | 12.75 | 0.65 | 16.52 | 2,059 | 450 | 471 | |||
| 25 Nov | 12576.40 | 12.1 | 15.73 | 29 | 20 | 20 | ||||
For Nifty Midcap Select - strike price 13800 expiring on 30DEC2024
Delta for 13800 CE is 0.03
Historical price for 13800 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 6.5, which was -4.40 lower than the previous day. The implied volatity was 25.93, the open interest changed by 4357 which increased total open position to 8864
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 10.9, which was 0.20 higher than the previous day. The implied volatity was 19.66, the open interest changed by 923 which increased total open position to 4502
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 10.7, which was 0.20 higher than the previous day. The implied volatity was 18.69, the open interest changed by -125 which decreased total open position to 3577
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 10.5, which was -6.00 lower than the previous day. The implied volatity was 16.93, the open interest changed by 994 which increased total open position to 3702
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 16.5, which was 4.55 higher than the previous day. The implied volatity was 15.43, the open interest changed by 722 which increased total open position to 2721
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 11.95, which was -0.40 lower than the previous day. The implied volatity was 13.78, the open interest changed by 250 which increased total open position to 1966
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 12.35, which was -3.65 lower than the previous day. The implied volatity was 14.77, the open interest changed by -282 which decreased total open position to 1707
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 16, which was -3.05 lower than the previous day. The implied volatity was 13.90, the open interest changed by 150 which increased total open position to 1996
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 19.05, which was 6.25 higher than the previous day. The implied volatity was 15.03, the open interest changed by 236 which increased total open position to 1870
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 12.8, which was -0.85 lower than the previous day. The implied volatity was 14.82, the open interest changed by 432 which increased total open position to 1646
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 13.65, which was 2.60 higher than the previous day. The implied volatity was 14.43, the open interest changed by 317 which increased total open position to 1200
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 11.05, which was -0.05 lower than the previous day. The implied volatity was 13.78, the open interest changed by -282 which decreased total open position to 950
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 11.1, which was 3.70 higher than the previous day. The implied volatity was 13.55, the open interest changed by 93 which increased total open position to 1242
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 7.4, which was -0.10 lower than the previous day. The implied volatity was 13.80, the open interest changed by 145 which increased total open position to 1109
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 7.5, which was 0.50 higher than the previous day. The implied volatity was 14.57, the open interest changed by 192 which increased total open position to 965
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 7, which was -3.10 lower than the previous day. The implied volatity was 14.96, the open interest changed by 222 which increased total open position to 787
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 10.1, which was -1.40 lower than the previous day. The implied volatity was 16.32, the open interest changed by 10 which increased total open position to 564
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 11.5, which was -1.25 lower than the previous day. The implied volatity was 15.70, the open interest changed by 100 which increased total open position to 563
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 12.75, which was 0.65 higher than the previous day. The implied volatity was 16.52, the open interest changed by 450 which increased total open position to 471
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 12.1, which was lower than the previous day. The implied volatity was 15.73, the open interest changed by 20 which increased total open position to 20
| MIDCPNIFTY 30DEC2024 13800 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 | 720 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 720 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 720 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 13091.10 | 720 | 88.35 | 24.62 | 13 | 1 | 11 |
| 16 Dec | 13207.40 | 631.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 631.65 | 0.00 | 0.00 | 0 | 10 | 0 |
| 12 Dec | 13071.25 | 631.65 | -120.90 | - | 10 | 8 | 8 |
| 11 Dec | 13133.80 | 752.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 752.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 752.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 752.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 752.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 752.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 752.55 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 752.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 752.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 752.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 752.55 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 752.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 752.55 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13800 expiring on 30DEC2024
Delta for 13800 PE is 0.00
Historical price for 13800 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 720, 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 720, 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 720, 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 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 720, which was 88.35 higher than the previous day. The implied volatity was 24.62, the open interest changed by 1 which increased total open position to 11
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 631.65, 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 631.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 631.65, which was -120.90 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 752.55, 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 752.55, 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 752.55, 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 752.55, 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 752.55, 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 752.55, 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 752.55, 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 752.55, 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 752.55, 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 752.55, 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 752.55, 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 752.55, 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 752.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
