MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 1.12
Theta: -1.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 4.7 | -2.05 | 27.30 | 1,728 | -365 | 641 | |||
| 19 Dec | 13027.20 | 6.75 | 0.40 | 20.71 | 3,577 | 333 | 1,008 | |||
| 18 Dec | 13031.60 | 6.35 | -0.70 | 19.56 | 2,446 | 121 | 677 | |||
| 17 Dec | 13091.10 | 7.05 | -1.50 | 18.28 | 1,764 | 251 | 556 | |||
| 16 Dec | 13207.40 | 8.55 | 1.40 | 15.93 | 909 | 129 | 329 | |||
| 13 Dec | 13134.50 | 7.15 | -0.70 | 14.71 | 484 | -5 | 200 | |||
| 12 Dec | 13071.25 | 7.85 | -1.25 | 15.71 | 199 | -19 | 215 | |||
| 11 Dec | 13133.80 | 9.1 | -1.80 | 14.49 | 1,319 | 103 | 235 | |||
| 10 Dec | 13085.40 | 10.9 | -359.40 | 15.48 | 307 | 132 | 132 | |||
| 9 Dec | 12988.80 | 370.3 | 0.00 | 6.48 | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 370.3 | 0.00 | 6.25 | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 370.3 | 0.00 | 6.24 | 0 | 0 | 0 | |||
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| 4 Dec | 12927.50 | 370.3 | 0.00 | 6.15 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 370.3 | 0.00 | 6.76 | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 370.3 | 0.00 | 7.13 | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 370.3 | 0.00 | 7.41 | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 370.3 | 0.00 | 7.49 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 370.3 | 0.00 | 7.12 | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 370.3 | 0.00 | 7.34 | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 370.3 | 7.08 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13950 expiring on 30DEC2024
Delta for 13950 CE is 0.02
Historical price for 13950 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 4.7, which was -2.05 lower than the previous day. The implied volatity was 27.30, the open interest changed by -365 which decreased total open position to 641
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 6.75, which was 0.40 higher than the previous day. The implied volatity was 20.71, the open interest changed by 333 which increased total open position to 1008
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 6.35, which was -0.70 lower than the previous day. The implied volatity was 19.56, the open interest changed by 121 which increased total open position to 677
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 7.05, which was -1.50 lower than the previous day. The implied volatity was 18.28, the open interest changed by 251 which increased total open position to 556
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 8.55, which was 1.40 higher than the previous day. The implied volatity was 15.93, the open interest changed by 129 which increased total open position to 329
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 7.15, which was -0.70 lower than the previous day. The implied volatity was 14.71, the open interest changed by -5 which decreased total open position to 200
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 7.85, which was -1.25 lower than the previous day. The implied volatity was 15.71, the open interest changed by -19 which decreased total open position to 215
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 9.1, which was -1.80 lower than the previous day. The implied volatity was 14.49, the open interest changed by 103 which increased total open position to 235
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 10.9, which was -359.40 lower than the previous day. The implied volatity was 15.48, the open interest changed by 132 which increased total open position to 132
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 370.3, which was 0.00 lower than the previous day. The implied volatity was 6.48, 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 370.3, which was 0.00 lower than the previous day. The implied volatity was 6.25, 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 370.3, which was 0.00 lower than the previous day. The implied volatity was 6.24, 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 370.3, which was 0.00 lower than the previous day. The implied volatity was 6.15, 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 370.3, which was 0.00 lower than the previous day. The implied volatity was 6.76, 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 370.3, which was 0.00 lower than the previous day. The implied volatity was 7.13, 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 370.3, which was 0.00 lower than the previous day. The implied volatity was 7.41, 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 370.3, which was 0.00 lower than the previous day. The implied volatity was 7.49, 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 370.3, which was 0.00 lower than the previous day. The implied volatity was 7.12, 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 370.3, which was 0.00 lower than the previous day. The implied volatity was 7.34, 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 370.3, which was lower than the previous day. The implied volatity was 7.08, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 845.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 845.35 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13950 expiring on 30DEC2024
Delta for 13950 PE is -
Historical price for 13950 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 845.35, 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 845.35, 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 845.35, 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 845.35, 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 845.35, 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 845.35, 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 845.35, 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 845.35, 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 845.35, 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 845.35, 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 845.35, 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 845.35, 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 845.35, 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 845.35, 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 845.35, 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 845.35, 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 845.35, 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 845.35, 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 845.35, 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 845.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
