MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 14000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 1.11
Theta: -1.65
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 4.85 | -1.55 | 28.41 | 33,044 | 6,997 | 19,209 | |||
| 19 Dec | 13027.20 | 6.4 | 0.30 | 21.43 | 15,440 | 1,261 | 12,238 | |||
| 18 Dec | 13031.60 | 6.1 | 0.10 | 20.30 | 14,524 | 449 | 10,970 | |||
| 17 Dec | 13091.10 | 6 | -1.30 | 18.59 | 15,673 | 2,078 | 10,547 | |||
| 16 Dec | 13207.40 | 7.3 | 0.65 | 16.28 | 12,002 | 551 | 8,539 | |||
| 13 Dec | 13134.50 | 6.65 | -0.10 | 15.27 | 16,730 | -325 | 8,170 | |||
|
|
||||||||||
| 12 Dec | 13071.25 | 6.75 | -1.20 | 16.01 | 11,776 | 697 | 8,487 | |||
| 11 Dec | 13133.80 | 7.95 | -0.70 | 14.84 | 7,181 | -103 | 7,835 | |||
| 10 Dec | 13085.40 | 8.65 | 1.35 | 15.48 | 14,716 | 1,674 | 8,534 | |||
| 9 Dec | 12988.80 | 7.3 | 0.45 | 15.96 | 11,108 | 701 | 6,927 | |||
| 6 Dec | 12959.55 | 6.85 | 0.20 | 15.09 | 12,131 | 493 | 6,226 | |||
| 5 Dec | 12935.60 | 6.65 | 1.40 | 14.94 | 11,667 | 1,933 | 5,844 | |||
| 4 Dec | 12927.50 | 5.25 | 1.25 | 14.08 | 4,367 | -97 | 3,913 | |||
| 3 Dec | 12812.85 | 4 | -0.20 | 14.62 | 5,673 | 779 | 4,013 | |||
| 2 Dec | 12726.30 | 4.2 | 0.60 | 15.38 | 5,238 | 194 | 3,257 | |||
| 29 Nov | 12619.50 | 3.6 | -2.65 | 15.44 | 4,348 | 630 | 2,924 | |||
| 28 Nov | 12553.75 | 6.25 | -1.95 | 17.04 | 1,667 | 322 | 2,294 | |||
| 27 Nov | 12619.25 | 8.2 | -1.10 | 16.85 | 2,459 | 24 | 2,000 | |||
| 26 Nov | 12569.65 | 9.3 | -2.40 | 17.66 | 7,123 | 553 | 1,986 | |||
| 25 Nov | 12576.40 | 11.7 | 17.81 | 2,047 | 1,350 | 1,350 | ||||
For Nifty Midcap Select - strike price 14000 expiring on 30DEC2024
Delta for 14000 CE is 0.02
Historical price for 14000 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 4.85, which was -1.55 lower than the previous day. The implied volatity was 28.41, the open interest changed by 6997 which increased total open position to 19209
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 6.4, which was 0.30 higher than the previous day. The implied volatity was 21.43, the open interest changed by 1261 which increased total open position to 12238
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 6.1, which was 0.10 higher than the previous day. The implied volatity was 20.30, the open interest changed by 449 which increased total open position to 10970
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 6, which was -1.30 lower than the previous day. The implied volatity was 18.59, the open interest changed by 2078 which increased total open position to 10547
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 7.3, which was 0.65 higher than the previous day. The implied volatity was 16.28, the open interest changed by 551 which increased total open position to 8539
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 6.65, which was -0.10 lower than the previous day. The implied volatity was 15.27, the open interest changed by -325 which decreased total open position to 8170
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 6.75, which was -1.20 lower than the previous day. The implied volatity was 16.01, the open interest changed by 697 which increased total open position to 8487
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 7.95, which was -0.70 lower than the previous day. The implied volatity was 14.84, the open interest changed by -103 which decreased total open position to 7835
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 8.65, which was 1.35 higher than the previous day. The implied volatity was 15.48, the open interest changed by 1674 which increased total open position to 8534
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 7.3, which was 0.45 higher than the previous day. The implied volatity was 15.96, the open interest changed by 701 which increased total open position to 6927
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 6.85, which was 0.20 higher than the previous day. The implied volatity was 15.09, the open interest changed by 493 which increased total open position to 6226
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 6.65, which was 1.40 higher than the previous day. The implied volatity was 14.94, the open interest changed by 1933 which increased total open position to 5844
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 5.25, which was 1.25 higher than the previous day. The implied volatity was 14.08, the open interest changed by -97 which decreased total open position to 3913
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 4, which was -0.20 lower than the previous day. The implied volatity was 14.62, the open interest changed by 779 which increased total open position to 4013
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 4.2, which was 0.60 higher than the previous day. The implied volatity was 15.38, the open interest changed by 194 which increased total open position to 3257
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 3.6, which was -2.65 lower than the previous day. The implied volatity was 15.44, the open interest changed by 630 which increased total open position to 2924
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 6.25, which was -1.95 lower than the previous day. The implied volatity was 17.04, the open interest changed by 322 which increased total open position to 2294
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 8.2, which was -1.10 lower than the previous day. The implied volatity was 16.85, the open interest changed by 24 which increased total open position to 2000
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 9.3, which was -2.40 lower than the previous day. The implied volatity was 17.66, the open interest changed by 553 which increased total open position to 1986
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 11.7, which was lower than the previous day. The implied volatity was 17.81, the open interest changed by 1350 which increased total open position to 1350
| MIDCPNIFTY 30DEC2024 14000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 877.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 12576.40 | 877.5 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 14000 expiring on 30DEC2024
Delta for 14000 PE is -
Historical price for 14000 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 877.5, 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 877.5, 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 877.5, 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 877.5, 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 877.5, 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 877.5, 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 877.5, 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 877.5, 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 877.5, 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 877.5, 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 877.5, 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 877.5, 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 877.5, 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 877.5, 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 877.5, 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 877.5, 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 877.5, 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 877.5, 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 877.5, 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 877.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
