MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 13975 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 1.18
Theta: -1.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 5.2 | -0.95 | 28.12 | 150 | -12 | 264 | |||
| 19 Dec | 13027.20 | 6.15 | 0.20 | 20.83 | 470 | 47 | 309 | |||
| 18 Dec | 13031.60 | 5.95 | -0.25 | 19.82 | 260 | 18 | 264 | |||
| 17 Dec | 13091.10 | 6.2 | -0.30 | 18.27 | 2,034 | 128 | 250 | |||
| 16 Dec | 13207.40 | 6.5 | 0.00 | 0.00 | 0 | -43 | 0 | |||
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| 13 Dec | 13134.50 | 6.5 | -0.75 | 14.84 | 303 | -37 | 128 | |||
| 12 Dec | 13071.25 | 7.25 | -1.80 | 15.79 | 257 | 83 | 174 | |||
| 11 Dec | 13133.80 | 9.05 | -1.00 | 14.85 | 119 | -15 | 90 | |||
| 10 Dec | 13085.40 | 10.05 | -351.70 | 15.59 | 183 | 103 | 103 | |||
| 9 Dec | 12988.80 | 361.75 | 0.00 | 6.67 | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 361.75 | 0.00 | 6.41 | 0 | 0 | 0 | |||
| 5 Dec | 12935.60 | 361.75 | 0.00 | 6.41 | 0 | 0 | 0 | |||
| 4 Dec | 12927.50 | 361.75 | 0.00 | 6.31 | 0 | 0 | 0 | |||
| 3 Dec | 12812.85 | 361.75 | 0.00 | 6.89 | 0 | 0 | 0 | |||
| 2 Dec | 12726.30 | 361.75 | 0.00 | 7.27 | 0 | 0 | 0 | |||
| 29 Nov | 12619.50 | 361.75 | 0.00 | 7.55 | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 361.75 | 0.00 | 7.70 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 361.75 | 0.00 | 7.29 | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 361.75 | 0.00 | 7.47 | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 361.75 | 7.20 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 13975 expiring on 30DEC2024
Delta for 13975 CE is 0.02
Historical price for 13975 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 5.2, which was -0.95 lower than the previous day. The implied volatity was 28.12, the open interest changed by -12 which decreased total open position to 264
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 6.15, which was 0.20 higher than the previous day. The implied volatity was 20.83, the open interest changed by 47 which increased total open position to 309
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 5.95, which was -0.25 lower than the previous day. The implied volatity was 19.82, the open interest changed by 18 which increased total open position to 264
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 6.2, which was -0.30 lower than the previous day. The implied volatity was 18.27, the open interest changed by 128 which increased total open position to 250
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -43 which decreased total open position to 0
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 6.5, which was -0.75 lower than the previous day. The implied volatity was 14.84, the open interest changed by -37 which decreased total open position to 128
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 7.25, which was -1.80 lower than the previous day. The implied volatity was 15.79, the open interest changed by 83 which increased total open position to 174
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 9.05, which was -1.00 lower than the previous day. The implied volatity was 14.85, the open interest changed by -15 which decreased total open position to 90
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 10.05, which was -351.70 lower than the previous day. The implied volatity was 15.59, the open interest changed by 103 which increased total open position to 103
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 361.75, which was 0.00 lower than the previous day. The implied volatity was 6.67, 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 361.75, which was 0.00 lower than the previous day. The implied volatity was 6.41, 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 361.75, which was 0.00 lower than the previous day. The implied volatity was 6.41, 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 361.75, which was 0.00 lower than the previous day. The implied volatity was 6.31, 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 361.75, which was 0.00 lower than the previous day. The implied volatity was 6.89, 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 361.75, which was 0.00 lower than the previous day. The implied volatity was 7.27, 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 361.75, which was 0.00 lower than the previous day. The implied volatity was 7.55, 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 361.75, which was 0.00 lower than the previous day. The implied volatity was 7.70, 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 361.75, which was 0.00 lower than the previous day. The implied volatity was 7.29, 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 361.75, which was 0.00 lower than the previous day. The implied volatity was 7.47, 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 361.75, which was lower than the previous day. The implied volatity was 7.20, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 13975 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 861.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 861.35 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13975 expiring on 30DEC2024
Delta for 13975 PE is -
Historical price for 13975 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 861.35, 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 861.35, 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 861.35, 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 861.35, 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 861.35, 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 861.35, 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 861.35, 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 861.35, 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 861.35, 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 861.35, 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 861.35, 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 861.35, 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 861.35, 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 861.35, 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 861.35, 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 861.35, 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 861.35, 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 861.35, 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 861.35, 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 861.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
