MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13925 CE | ||||||||||
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Delta: 0.03
Vega: 1.27
Theta: -1.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 5.6 | -1.25 | 27.51 | 638 | -24 | 231 | |||
| 19 Dec | 13027.20 | 6.85 | -0.30 | 20.29 | 341 | 8 | 265 | |||
| 18 Dec | 13031.60 | 7.15 | -0.45 | 19.61 | 625 | 10 | 258 | |||
| 17 Dec | 13091.10 | 7.6 | -2.50 | 18.10 | 1,580 | 45 | 276 | |||
| 16 Dec | 13207.40 | 10.1 | 2.45 | 16.03 | 290 | 21 | 231 | |||
| 13 Dec | 13134.50 | 7.65 | -0.25 | 14.51 | 116 | 8 | 213 | |||
| 12 Dec | 13071.25 | 7.9 | -2.45 | 15.36 | 247 | -37 | 208 | |||
| 11 Dec | 13133.80 | 10.35 | -1.70 | 14.49 | 172 | -21 | 244 | |||
| 10 Dec | 13085.40 | 12.05 | 3.00 | 15.41 | 786 | 42 | 264 | |||
| 9 Dec | 12988.80 | 9.05 | 0.80 | 15.56 | 721 | 48 | 227 | |||
| 6 Dec | 12959.55 | 8.25 | 0.15 | 14.64 | 316 | 21 | 179 | |||
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| 5 Dec | 12935.60 | 8.1 | 1.55 | 14.55 | 577 | -25 | 159 | |||
| 4 Dec | 12927.50 | 6.55 | 2.40 | 13.75 | 430 | 12 | 186 | |||
| 3 Dec | 12812.85 | 4.15 | -0.30 | 13.89 | 122 | 9 | 176 | |||
| 2 Dec | 12726.30 | 4.45 | -0.85 | 14.70 | 615 | 31 | 182 | |||
| 29 Nov | 12619.50 | 5.3 | -1.40 | 15.59 | 414 | 96 | 161 | |||
| 28 Nov | 12553.75 | 6.7 | -1.00 | 16.49 | 152 | 50 | 69 | |||
| 27 Nov | 12619.25 | 7.7 | -1.20 | 15.99 | 19 | 7 | 23 | |||
| 26 Nov | 12569.65 | 8.9 | -370.10 | 16.75 | 284 | 19 | 19 | |||
| 25 Nov | 12576.40 | 379 | 6.97 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13925 expiring on 30DEC2024
Delta for 13925 CE is 0.03
Historical price for 13925 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 5.6, which was -1.25 lower than the previous day. The implied volatity was 27.51, the open interest changed by -24 which decreased total open position to 231
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 6.85, which was -0.30 lower than the previous day. The implied volatity was 20.29, the open interest changed by 8 which increased total open position to 265
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 7.15, which was -0.45 lower than the previous day. The implied volatity was 19.61, the open interest changed by 10 which increased total open position to 258
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 7.6, which was -2.50 lower than the previous day. The implied volatity was 18.10, the open interest changed by 45 which increased total open position to 276
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 10.1, which was 2.45 higher than the previous day. The implied volatity was 16.03, the open interest changed by 21 which increased total open position to 231
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 7.65, which was -0.25 lower than the previous day. The implied volatity was 14.51, the open interest changed by 8 which increased total open position to 213
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 7.9, which was -2.45 lower than the previous day. The implied volatity was 15.36, the open interest changed by -37 which decreased total open position to 208
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 10.35, which was -1.70 lower than the previous day. The implied volatity was 14.49, the open interest changed by -21 which decreased total open position to 244
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 12.05, which was 3.00 higher than the previous day. The implied volatity was 15.41, the open interest changed by 42 which increased total open position to 264
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 9.05, which was 0.80 higher than the previous day. The implied volatity was 15.56, the open interest changed by 48 which increased total open position to 227
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 8.25, which was 0.15 higher than the previous day. The implied volatity was 14.64, the open interest changed by 21 which increased total open position to 179
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 8.1, which was 1.55 higher than the previous day. The implied volatity was 14.55, the open interest changed by -25 which decreased total open position to 159
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 6.55, which was 2.40 higher than the previous day. The implied volatity was 13.75, the open interest changed by 12 which increased total open position to 186
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 4.15, which was -0.30 lower than the previous day. The implied volatity was 13.89, the open interest changed by 9 which increased total open position to 176
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 4.45, which was -0.85 lower than the previous day. The implied volatity was 14.70, the open interest changed by 31 which increased total open position to 182
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 5.3, which was -1.40 lower than the previous day. The implied volatity was 15.59, the open interest changed by 96 which increased total open position to 161
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 6.7, which was -1.00 lower than the previous day. The implied volatity was 16.49, the open interest changed by 50 which increased total open position to 69
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 7.7, which was -1.20 lower than the previous day. The implied volatity was 15.99, the open interest changed by 7 which increased total open position to 23
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 8.9, which was -370.10 lower than the previous day. The implied volatity was 16.75, the open interest changed by 19 which increased total open position to 19
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 379, which was lower than the previous day. The implied volatity was 6.97, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13925 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 829.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 829.5 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13925 expiring on 30DEC2024
Delta for 13925 PE is -
Historical price for 13925 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 829.5, 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 829.5, 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 829.5, 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 829.5, 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 829.5, 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 829.5, 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 829.5, 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 829.5, 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 829.5, 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 829.5, 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 829.5, 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 829.5, 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 829.5, 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 829.5, 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 829.5, 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 829.5, 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 829.5, 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 829.5, 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 829.5, 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 829.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
