MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 14100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.88
Theta: -1.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 3.6 | -1.40 | 28.81 | 2,893 | 126 | 1,825 | |||
| 19 Dec | 13027.20 | 5 | -0.05 | 22.30 | 1,720 | 385 | 1,669 | |||
| 18 Dec | 13031.60 | 5.05 | 0.50 | 21.34 | 729 | -18 | 1,284 | |||
| 17 Dec | 13091.10 | 4.55 | -0.55 | 19.34 | 1,781 | 177 | 1,303 | |||
| 16 Dec | 13207.40 | 5.1 | 0.00 | 16.85 | 1,182 | 249 | 1,126 | |||
| 13 Dec | 13134.50 | 5.1 | -0.05 | 16.01 | 1,636 | 6 | 874 | |||
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| 12 Dec | 13071.25 | 5.15 | -0.85 | 16.66 | 1,773 | -11 | 879 | |||
| 11 Dec | 13133.80 | 6 | -0.05 | 15.48 | 452 | -18 | 890 | |||
| 10 Dec | 13085.40 | 6.05 | 0.85 | 15.82 | 1,994 | 295 | 895 | |||
| 9 Dec | 12988.80 | 5.2 | 0.45 | 16.32 | 1,448 | 177 | 599 | |||
| 6 Dec | 12959.55 | 4.75 | -0.05 | 15.35 | 498 | 12 | 430 | |||
| 5 Dec | 12935.60 | 4.8 | 0.80 | 15.27 | 865 | 105 | 413 | |||
| 4 Dec | 12927.50 | 4 | 1.00 | 14.58 | 414 | 64 | 323 | |||
| 3 Dec | 12812.85 | 3 | -0.05 | 15.07 | 737 | 94 | 259 | |||
| 2 Dec | 12726.30 | 3.05 | 0.05 | 15.70 | 260 | -35 | 171 | |||
| 29 Nov | 12619.50 | 3 | -2.00 | 15.97 | 511 | 57 | 204 | |||
| 28 Nov | 12553.75 | 5 | -2.00 | 17.45 | 305 | 142 | 147 | |||
| 27 Nov | 12619.25 | 7 | -0.35 | 17.51 | 24 | 2 | 5 | |||
| 26 Nov | 12569.65 | 7.35 | 17.96 | 6 | 4 | 4 | ||||
For Nifty Midcap Select - strike price 14100 expiring on 30DEC2024
Delta for 14100 CE is 0.02
Historical price for 14100 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 3.6, which was -1.40 lower than the previous day. The implied volatity was 28.81, the open interest changed by 126 which increased total open position to 1825
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 5, which was -0.05 lower than the previous day. The implied volatity was 22.30, the open interest changed by 385 which increased total open position to 1669
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 5.05, which was 0.50 higher than the previous day. The implied volatity was 21.34, the open interest changed by -18 which decreased total open position to 1284
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 4.55, which was -0.55 lower than the previous day. The implied volatity was 19.34, the open interest changed by 177 which increased total open position to 1303
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 5.1, which was 0.00 lower than the previous day. The implied volatity was 16.85, the open interest changed by 249 which increased total open position to 1126
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 5.1, which was -0.05 lower than the previous day. The implied volatity was 16.01, the open interest changed by 6 which increased total open position to 874
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 5.15, which was -0.85 lower than the previous day. The implied volatity was 16.66, the open interest changed by -11 which decreased total open position to 879
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 6, which was -0.05 lower than the previous day. The implied volatity was 15.48, the open interest changed by -18 which decreased total open position to 890
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 6.05, which was 0.85 higher than the previous day. The implied volatity was 15.82, the open interest changed by 295 which increased total open position to 895
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 5.2, which was 0.45 higher than the previous day. The implied volatity was 16.32, the open interest changed by 177 which increased total open position to 599
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 4.75, which was -0.05 lower than the previous day. The implied volatity was 15.35, the open interest changed by 12 which increased total open position to 430
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 4.8, which was 0.80 higher than the previous day. The implied volatity was 15.27, the open interest changed by 105 which increased total open position to 413
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 4, which was 1.00 higher than the previous day. The implied volatity was 14.58, the open interest changed by 64 which increased total open position to 323
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 15.07, the open interest changed by 94 which increased total open position to 259
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 15.70, the open interest changed by -35 which decreased total open position to 171
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 3, which was -2.00 lower than the previous day. The implied volatity was 15.97, the open interest changed by 57 which increased total open position to 204
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 5, which was -2.00 lower than the previous day. The implied volatity was 17.45, the open interest changed by 142 which increased total open position to 147
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 7, which was -0.35 lower than the previous day. The implied volatity was 17.51, the open interest changed by 2 which increased total open position to 5
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 7.35, which was lower than the previous day. The implied volatity was 17.96, the open interest changed by 4 which increased total open position to 4
| MIDCPNIFTY 30DEC2024 14100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 943.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 943.6 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 14100 expiring on 30DEC2024
Delta for 14100 PE is -
Historical price for 14100 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 943.6, 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 943.6, 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 943.6, 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 943.6, 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 943.6, 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 943.6, 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 943.6, 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 943.6, 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 943.6, 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 943.6, 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 943.6, 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 943.6, 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 943.6, 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 943.6, 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 943.6, 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 943.6, 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 943.6, 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 943.6, 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 943.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
