MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13875 CE | ||||||||||
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Delta: 0.03
Vega: 1.31
Theta: -1.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 5.7 | -3.35 | 26.85 | 439 | 79 | 844 | |||
| 19 Dec | 13027.20 | 9.05 | 1.35 | 20.41 | 1,615 | 166 | 765 | |||
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| 18 Dec | 13031.60 | 7.7 | -1.25 | 18.89 | 764 | 126 | 602 | |||
| 17 Dec | 13091.10 | 8.95 | -2.55 | 17.77 | 1,749 | 317 | 479 | |||
| 16 Dec | 13207.40 | 11.5 | 1.80 | 15.56 | 306 | 63 | 162 | |||
| 13 Dec | 13134.50 | 9.7 | 0.15 | 14.40 | 96 | -24 | 94 | |||
| 12 Dec | 13071.25 | 9.55 | -387.30 | 15.16 | 605 | 133 | 133 | |||
| 11 Dec | 13133.80 | 396.85 | 0.00 | 5.23 | 0 | 0 | 0 | |||
| 10 Dec | 13085.40 | 396.85 | 0.00 | 5.47 | 0 | 0 | 0 | |||
| 9 Dec | 12988.80 | 396.85 | 0.00 | 6.02 | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 396.85 | 0.00 | 5.79 | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 396.85 | 0.00 | 5.79 | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 396.85 | 0.00 | 5.71 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 396.85 | 0.00 | 6.32 | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 396.85 | 0.00 | 6.70 | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 396.85 | 0.00 | 7.05 | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 396.85 | 0.00 | 7.17 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 396.85 | 0.00 | 6.77 | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 396.85 | 0.00 | 6.96 | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 396.85 | 6.72 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13875 expiring on 30DEC2024
Delta for 13875 CE is 0.03
Historical price for 13875 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 5.7, which was -3.35 lower than the previous day. The implied volatity was 26.85, the open interest changed by 79 which increased total open position to 844
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 9.05, which was 1.35 higher than the previous day. The implied volatity was 20.41, the open interest changed by 166 which increased total open position to 765
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 7.7, which was -1.25 lower than the previous day. The implied volatity was 18.89, the open interest changed by 126 which increased total open position to 602
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 8.95, which was -2.55 lower than the previous day. The implied volatity was 17.77, the open interest changed by 317 which increased total open position to 479
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 11.5, which was 1.80 higher than the previous day. The implied volatity was 15.56, the open interest changed by 63 which increased total open position to 162
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 9.7, which was 0.15 higher than the previous day. The implied volatity was 14.40, the open interest changed by -24 which decreased total open position to 94
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 9.55, which was -387.30 lower than the previous day. The implied volatity was 15.16, the open interest changed by 133 which increased total open position to 133
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 396.85, which was 0.00 lower than the previous day. The implied volatity was 5.23, 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 396.85, which was 0.00 lower than the previous day. The implied volatity was 5.47, 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 396.85, which was 0.00 lower than the previous day. The implied volatity was 6.02, 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 396.85, which was 0.00 lower than the previous day. The implied volatity was 5.79, 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 396.85, which was 0.00 lower than the previous day. The implied volatity was 5.79, 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 396.85, which was 0.00 lower than the previous day. The implied volatity was 5.71, 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 396.85, which was 0.00 lower than the previous day. The implied volatity was 6.32, 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 396.85, which was 0.00 lower than the previous day. The implied volatity was 6.70, 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 396.85, which was 0.00 lower than the previous day. The implied volatity was 7.05, 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 396.85, which was 0.00 lower than the previous day. The implied volatity was 7.17, 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 396.85, which was 0.00 lower than the previous day. The implied volatity was 6.77, 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 396.85, which was 0.00 lower than the previous day. The implied volatity was 6.96, 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 396.85, which was lower than the previous day. The implied volatity was 6.72, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13875 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 798.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 798.25 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13875 expiring on 30DEC2024
Delta for 13875 PE is -
Historical price for 13875 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 798.25, 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 798.25, 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 798.25, 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 798.25, 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 798.25, 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 798.25, 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 798.25, 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 798.25, 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 798.25, 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 798.25, 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 798.25, 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 798.25, 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 798.25, 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 798.25, 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 798.25, 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 798.25, 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 798.25, 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 798.25, 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 798.25, 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 798.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
