MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13850 CE | ||||||||||
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Delta: 0.03
Vega: 1.35
Theta: -1.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 5.9 | -3.15 | 26.45 | 3,318 | -385 | 2,404 | |||
| 19 Dec | 13027.20 | 9.05 | 0.20 | 19.91 | 16,043 | -315 | 2,792 | |||
| 18 Dec | 13031.60 | 8.85 | -0.50 | 18.93 | 5,349 | 35 | 3,070 | |||
| 17 Dec | 13091.10 | 9.35 | -4.40 | 17.45 | 7,433 | 258 | 3,050 | |||
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| 16 Dec | 13207.40 | 13.75 | 2.90 | 15.72 | 7,230 | 287 | 2,799 | |||
| 13 Dec | 13134.50 | 10.85 | 0.50 | 14.33 | 5,833 | 373 | 2,508 | |||
| 12 Dec | 13071.25 | 10.35 | -3.30 | 15.01 | 3,779 | -203 | 2,166 | |||
| 11 Dec | 13133.80 | 13.65 | -1.55 | 14.17 | 2,509 | 186 | 2,370 | |||
| 10 Dec | 13085.40 | 15.2 | 2.60 | 15.03 | 6,050 | 154 | 2,168 | |||
| 9 Dec | 12988.80 | 12.6 | 1.75 | 15.52 | 2,854 | 1,826 | 2,010 | |||
| 6 Dec | 12959.55 | 10.85 | -0.05 | 14.43 | 446 | 19 | 189 | |||
| 5 Dec | 12935.60 | 10.9 | 1.45 | 14.39 | 837 | 108 | 186 | |||
| 4 Dec | 12927.50 | 9.45 | 2.15 | 13.73 | 315 | 15 | 78 | |||
| 3 Dec | 12812.85 | 7.3 | 0.55 | 14.39 | 512 | 14 | 63 | |||
| 2 Dec | 12726.30 | 6.75 | -399.25 | 14.88 | 137 | 48 | 48 | |||
| 29 Nov | 12619.50 | 406 | 0.00 | 6.91 | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 406 | 0.00 | 7.04 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 406 | 0.00 | 6.64 | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 406 | 0.00 | 6.83 | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 406 | 6.59 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13850 expiring on 30DEC2024
Delta for 13850 CE is 0.03
Historical price for 13850 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 5.9, which was -3.15 lower than the previous day. The implied volatity was 26.45, the open interest changed by -385 which decreased total open position to 2404
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 9.05, which was 0.20 higher than the previous day. The implied volatity was 19.91, the open interest changed by -315 which decreased total open position to 2792
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 8.85, which was -0.50 lower than the previous day. The implied volatity was 18.93, the open interest changed by 35 which increased total open position to 3070
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 9.35, which was -4.40 lower than the previous day. The implied volatity was 17.45, the open interest changed by 258 which increased total open position to 3050
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 13.75, which was 2.90 higher than the previous day. The implied volatity was 15.72, the open interest changed by 287 which increased total open position to 2799
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 10.85, which was 0.50 higher than the previous day. The implied volatity was 14.33, the open interest changed by 373 which increased total open position to 2508
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 10.35, which was -3.30 lower than the previous day. The implied volatity was 15.01, the open interest changed by -203 which decreased total open position to 2166
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 13.65, which was -1.55 lower than the previous day. The implied volatity was 14.17, the open interest changed by 186 which increased total open position to 2370
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 15.2, which was 2.60 higher than the previous day. The implied volatity was 15.03, the open interest changed by 154 which increased total open position to 2168
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 12.6, which was 1.75 higher than the previous day. The implied volatity was 15.52, the open interest changed by 1826 which increased total open position to 2010
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 10.85, which was -0.05 lower than the previous day. The implied volatity was 14.43, the open interest changed by 19 which increased total open position to 189
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 10.9, which was 1.45 higher than the previous day. The implied volatity was 14.39, the open interest changed by 108 which increased total open position to 186
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 9.45, which was 2.15 higher than the previous day. The implied volatity was 13.73, the open interest changed by 15 which increased total open position to 78
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 7.3, which was 0.55 higher than the previous day. The implied volatity was 14.39, the open interest changed by 14 which increased total open position to 63
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 6.75, which was -399.25 lower than the previous day. The implied volatity was 14.88, the open interest changed by 48 which increased total open position to 48
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 406, which was 0.00 lower than the previous day. The implied volatity was 6.91, 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 406, which was 0.00 lower than the previous day. The implied volatity was 7.04, 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 406, which was 0.00 lower than the previous day. The implied volatity was 6.64, 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 406, which was 0.00 lower than the previous day. The implied volatity was 6.83, 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 406, which was lower than the previous day. The implied volatity was 6.59, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 782.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 782.85 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13850 expiring on 30DEC2024
Delta for 13850 PE is -
Historical price for 13850 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 782.85, 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 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 782.85, 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 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 782.85, 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 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 782.85, 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 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 782.85, 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 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 782.85, 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 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 782.85, 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 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 782.85, 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 782.85, 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 782.85, 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 782.85, 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 782.85, 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 782.85, 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 782.85, 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 782.85, 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 782.85, 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 782.85, 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 782.85, 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 782.85, 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 782.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
