MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 14050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.98
Theta: -1.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 4.15 | -1.10 | 28.52 | 440 | 129 | 356 | |||
| 19 Dec | 13027.20 | 5.25 | -0.10 | 21.60 | 482 | 6 | 228 | |||
| 18 Dec | 13031.60 | 5.35 | -0.05 | 20.74 | 383 | -25 | 223 | |||
| 17 Dec | 13091.10 | 5.4 | -0.90 | 19.07 | 933 | -13 | 248 | |||
| 16 Dec | 13207.40 | 6.3 | 0.50 | 16.68 | 435 | 1 | 256 | |||
| 13 Dec | 13134.50 | 5.8 | -0.60 | 15.63 | 565 | -93 | 251 | |||
| 12 Dec | 13071.25 | 6.4 | -0.95 | 16.57 | 524 | 50 | 352 | |||
| 11 Dec | 13133.80 | 7.35 | 0.15 | 15.34 | 459 | -58 | 300 | |||
| 10 Dec | 13085.40 | 7.2 | 0.40 | 15.64 | 688 | -76 | 359 | |||
| 9 Dec | 12988.80 | 6.8 | 0.95 | 16.42 | 2,379 | -355 | 436 | |||
| 6 Dec | 12959.55 | 5.85 | -1.10 | 15.28 | 1,233 | 250 | 796 | |||
| 5 Dec | 12935.60 | 6.95 | 2.90 | 15.64 | 1,276 | 379 | 550 | |||
| 4 Dec | 12927.50 | 4.05 | -0.10 | 14.07 | 166 | 5 | 173 | |||
| 3 Dec | 12812.85 | 4.15 | 1.10 | 15.22 | 476 | 87 | 168 | |||
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| 2 Dec | 12726.30 | 3.05 | -0.20 | 15.23 | 59 | 12 | 81 | |||
| 29 Nov | 12619.50 | 3.25 | -1.75 | 15.72 | 34 | -4 | 70 | |||
| 28 Nov | 12553.75 | 5 | -3.30 | 16.99 | 116 | 14 | 64 | |||
| 27 Nov | 12619.25 | 8.3 | -3.50 | 17.42 | 104 | 20 | 54 | |||
| 26 Nov | 12569.65 | 11.8 | 19.00 | 88 | 34 | 34 | ||||
For Nifty Midcap Select - strike price 14050 expiring on 30DEC2024
Delta for 14050 CE is 0.02
Historical price for 14050 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 4.15, which was -1.10 lower than the previous day. The implied volatity was 28.52, the open interest changed by 129 which increased total open position to 356
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 5.25, which was -0.10 lower than the previous day. The implied volatity was 21.60, the open interest changed by 6 which increased total open position to 228
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 5.35, which was -0.05 lower than the previous day. The implied volatity was 20.74, the open interest changed by -25 which decreased total open position to 223
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 5.4, which was -0.90 lower than the previous day. The implied volatity was 19.07, the open interest changed by -13 which decreased total open position to 248
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 6.3, which was 0.50 higher than the previous day. The implied volatity was 16.68, the open interest changed by 1 which increased total open position to 256
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 5.8, which was -0.60 lower than the previous day. The implied volatity was 15.63, the open interest changed by -93 which decreased total open position to 251
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 6.4, which was -0.95 lower than the previous day. The implied volatity was 16.57, the open interest changed by 50 which increased total open position to 352
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 7.35, which was 0.15 higher than the previous day. The implied volatity was 15.34, the open interest changed by -58 which decreased total open position to 300
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 7.2, which was 0.40 higher than the previous day. The implied volatity was 15.64, the open interest changed by -76 which decreased total open position to 359
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 6.8, which was 0.95 higher than the previous day. The implied volatity was 16.42, the open interest changed by -355 which decreased total open position to 436
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 5.85, which was -1.10 lower than the previous day. The implied volatity was 15.28, the open interest changed by 250 which increased total open position to 796
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 6.95, which was 2.90 higher than the previous day. The implied volatity was 15.64, the open interest changed by 379 which increased total open position to 550
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 4.05, which was -0.10 lower than the previous day. The implied volatity was 14.07, the open interest changed by 5 which increased total open position to 173
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 4.15, which was 1.10 higher than the previous day. The implied volatity was 15.22, the open interest changed by 87 which increased total open position to 168
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 3.05, which was -0.20 lower than the previous day. The implied volatity was 15.23, the open interest changed by 12 which increased total open position to 81
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 3.25, which was -1.75 lower than the previous day. The implied volatity was 15.72, the open interest changed by -4 which decreased total open position to 70
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 5, which was -3.30 lower than the previous day. The implied volatity was 16.99, the open interest changed by 14 which increased total open position to 64
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 8.3, which was -3.50 lower than the previous day. The implied volatity was 17.42, the open interest changed by 20 which increased total open position to 54
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 11.8, which was lower than the previous day. The implied volatity was 19.00, the open interest changed by 34 which increased total open position to 34
| MIDCPNIFTY 30DEC2024 14050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 910.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 910.25 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 14050 expiring on 30DEC2024
Delta for 14050 PE is -
Historical price for 14050 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 910.25, 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 910.25, 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 910.25, 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 910.25, 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 910.25, 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 910.25, 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 910.25, 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 910.25, 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 910.25, 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 910.25, 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 910.25, 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 910.25, 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 910.25, 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 910.25, 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 910.25, 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 910.25, 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 910.25, 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 910.25, 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 910.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
