MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13900 CE | ||||||||||
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Delta: 0.02
Vega: 1.18
Theta: -1.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 4.95 | -3.00 | 26.62 | 9,303 | 478 | 3,552 | |||
| 19 Dec | 13027.20 | 7.95 | 0.95 | 20.38 | 7,954 | 178 | 3,150 | |||
| 18 Dec | 13031.60 | 7 | -0.75 | 19.01 | 7,397 | -325 | 2,965 | |||
| 17 Dec | 13091.10 | 7.75 | -3.25 | 17.71 | 8,071 | 851 | 3,293 | |||
| 16 Dec | 13207.40 | 11 | 1.80 | 15.87 | 5,807 | 625 | 2,447 | |||
| 13 Dec | 13134.50 | 9.2 | 1.45 | 14.65 | 6,281 | -101 | 1,827 | |||
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| 12 Dec | 13071.25 | 7.75 | -2.85 | 14.92 | 2,833 | 444 | 1,928 | |||
| 11 Dec | 13133.80 | 10.6 | -2.40 | 14.21 | 3,183 | 452 | 1,492 | |||
| 10 Dec | 13085.40 | 13 | 3.15 | 15.28 | 2,940 | 267 | 1,042 | |||
| 9 Dec | 12988.80 | 9.85 | 0.35 | 15.46 | 2,021 | 133 | 787 | |||
| 6 Dec | 12959.55 | 9.5 | 0.05 | 14.71 | 1,390 | 80 | 655 | |||
| 5 Dec | 12935.60 | 9.45 | 1.80 | 14.65 | 2,407 | -12 | 585 | |||
| 4 Dec | 12927.50 | 7.65 | 2.30 | 13.81 | 1,523 | 112 | 600 | |||
| 3 Dec | 12812.85 | 5.35 | 0.30 | 14.18 | 1,105 | 167 | 489 | |||
| 2 Dec | 12726.30 | 5.05 | -0.05 | 14.73 | 1,299 | 81 | 322 | |||
| 29 Nov | 12619.50 | 5.1 | -2.85 | 15.23 | 630 | 128 | 224 | |||
| 28 Nov | 12553.75 | 7.95 | -3.05 | 16.72 | 241 | 33 | 99 | |||
| 27 Nov | 12619.25 | 11 | 1.90 | 16.68 | 463 | 75 | 80 | |||
| 26 Nov | 12569.65 | 9.1 | -378.75 | 16.55 | 10 | 5 | 5 | |||
| 25 Nov | 12576.40 | 387.85 | 6.84 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13900 expiring on 30DEC2024
Delta for 13900 CE is 0.02
Historical price for 13900 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 4.95, which was -3.00 lower than the previous day. The implied volatity was 26.62, the open interest changed by 478 which increased total open position to 3552
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 7.95, which was 0.95 higher than the previous day. The implied volatity was 20.38, the open interest changed by 178 which increased total open position to 3150
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 7, which was -0.75 lower than the previous day. The implied volatity was 19.01, the open interest changed by -325 which decreased total open position to 2965
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 7.75, which was -3.25 lower than the previous day. The implied volatity was 17.71, the open interest changed by 851 which increased total open position to 3293
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 11, which was 1.80 higher than the previous day. The implied volatity was 15.87, the open interest changed by 625 which increased total open position to 2447
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 9.2, which was 1.45 higher than the previous day. The implied volatity was 14.65, the open interest changed by -101 which decreased total open position to 1827
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 7.75, which was -2.85 lower than the previous day. The implied volatity was 14.92, the open interest changed by 444 which increased total open position to 1928
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 10.6, which was -2.40 lower than the previous day. The implied volatity was 14.21, the open interest changed by 452 which increased total open position to 1492
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 13, which was 3.15 higher than the previous day. The implied volatity was 15.28, the open interest changed by 267 which increased total open position to 1042
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 9.85, which was 0.35 higher than the previous day. The implied volatity was 15.46, the open interest changed by 133 which increased total open position to 787
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 9.5, which was 0.05 higher than the previous day. The implied volatity was 14.71, the open interest changed by 80 which increased total open position to 655
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 9.45, which was 1.80 higher than the previous day. The implied volatity was 14.65, the open interest changed by -12 which decreased total open position to 585
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 7.65, which was 2.30 higher than the previous day. The implied volatity was 13.81, the open interest changed by 112 which increased total open position to 600
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 5.35, which was 0.30 higher than the previous day. The implied volatity was 14.18, the open interest changed by 167 which increased total open position to 489
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 5.05, which was -0.05 lower than the previous day. The implied volatity was 14.73, the open interest changed by 81 which increased total open position to 322
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 5.1, which was -2.85 lower than the previous day. The implied volatity was 15.23, the open interest changed by 128 which increased total open position to 224
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 7.95, which was -3.05 lower than the previous day. The implied volatity was 16.72, the open interest changed by 33 which increased total open position to 99
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 11, which was 1.90 higher than the previous day. The implied volatity was 16.68, the open interest changed by 75 which increased total open position to 80
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 9.1, which was -378.75 lower than the previous day. The implied volatity was 16.55, the open interest changed by 5 which increased total open position to 5
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 387.85, which was lower than the previous day. The implied volatity was 6.84, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 813.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 813.8 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13900 expiring on 30DEC2024
Delta for 13900 PE is -
Historical price for 13900 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 813.8, 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 813.8, 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 813.8, 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 813.8, 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 813.8, 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 813.8, 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 813.8, 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 813.8, 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 813.8, 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 813.8, 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 813.8, 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 813.8, 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 813.8, 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 813.8, 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 813.8, 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 813.8, 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 813.8, 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 813.8, 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 813.8, 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 813.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
