MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 14200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.83
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 3.5 | -0.75 | 30.35 | 3,679 | -209 | 1,977 | |||
| 19 Dec | 13027.20 | 4.25 | -0.70 | 23.42 | 2,196 | 621 | 2,194 | |||
| 18 Dec | 13031.60 | 4.95 | 1.50 | 22.95 | 3,127 | -637 | 1,573 | |||
| 17 Dec | 13091.10 | 3.45 | 0.05 | 20.05 | 3,775 | 98 | 2,210 | |||
| 16 Dec | 13207.40 | 3.4 | -0.45 | 17.20 | 2,512 | 608 | 2,137 | |||
| 13 Dec | 13134.50 | 3.85 | -0.25 | 16.66 | 1,743 | 10 | 1,539 | |||
| 12 Dec | 13071.25 | 4.1 | -0.10 | 17.38 | 1,940 | -35 | 1,532 | |||
| 11 Dec | 13133.80 | 4.2 | -1.05 | 15.92 | 1,524 | -62 | 1,567 | |||
| 10 Dec | 13085.40 | 5.25 | 1.25 | 16.76 | 2,554 | -172 | 1,627 | |||
| 9 Dec | 12988.80 | 4 | 0.15 | 16.87 | 5,219 | 335 | 1,785 | |||
| 6 Dec | 12959.55 | 3.85 | -0.85 | 15.99 | 2,352 | 17 | 1,354 | |||
| 5 Dec | 12935.60 | 4.7 | 2.00 | 16.35 | 2,114 | -298 | 1,315 | |||
| 4 Dec | 12927.50 | 2.7 | 0.20 | 14.83 | 1,624 | 558 | 1,620 | |||
| 3 Dec | 12812.85 | 2.5 | 0.30 | 15.69 | 846 | 145 | 1,057 | |||
| 2 Dec | 12726.30 | 2.2 | -0.20 | 15.96 | 1,871 | 666 | 919 | |||
| 29 Nov | 12619.50 | 2.4 | -1.40 | 16.41 | 407 | 37 | 251 | |||
| 28 Nov | 12553.75 | 3.8 | -2.45 | 17.64 | 341 | 81 | 201 | |||
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| 27 Nov | 12619.25 | 6.25 | -1.25 | 18.18 | 122 | 26 | 122 | |||
| 26 Nov | 12569.65 | 7.5 | 18.97 | 221 | 96 | 96 | ||||
For Nifty Midcap Select - strike price 14200 expiring on 30DEC2024
Delta for 14200 CE is 0.02
Historical price for 14200 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 3.5, which was -0.75 lower than the previous day. The implied volatity was 30.35, the open interest changed by -209 which decreased total open position to 1977
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 4.25, which was -0.70 lower than the previous day. The implied volatity was 23.42, the open interest changed by 621 which increased total open position to 2194
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 4.95, which was 1.50 higher than the previous day. The implied volatity was 22.95, the open interest changed by -637 which decreased total open position to 1573
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 3.45, which was 0.05 higher than the previous day. The implied volatity was 20.05, the open interest changed by 98 which increased total open position to 2210
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 3.4, which was -0.45 lower than the previous day. The implied volatity was 17.20, the open interest changed by 608 which increased total open position to 2137
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 3.85, which was -0.25 lower than the previous day. The implied volatity was 16.66, the open interest changed by 10 which increased total open position to 1539
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 4.1, which was -0.10 lower than the previous day. The implied volatity was 17.38, the open interest changed by -35 which decreased total open position to 1532
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 4.2, which was -1.05 lower than the previous day. The implied volatity was 15.92, the open interest changed by -62 which decreased total open position to 1567
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 5.25, which was 1.25 higher than the previous day. The implied volatity was 16.76, the open interest changed by -172 which decreased total open position to 1627
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 4, which was 0.15 higher than the previous day. The implied volatity was 16.87, the open interest changed by 335 which increased total open position to 1785
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 3.85, which was -0.85 lower than the previous day. The implied volatity was 15.99, the open interest changed by 17 which increased total open position to 1354
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 4.7, which was 2.00 higher than the previous day. The implied volatity was 16.35, the open interest changed by -298 which decreased total open position to 1315
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 2.7, which was 0.20 higher than the previous day. The implied volatity was 14.83, the open interest changed by 558 which increased total open position to 1620
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 2.5, which was 0.30 higher than the previous day. The implied volatity was 15.69, the open interest changed by 145 which increased total open position to 1057
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 2.2, which was -0.20 lower than the previous day. The implied volatity was 15.96, the open interest changed by 666 which increased total open position to 919
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 2.4, which was -1.40 lower than the previous day. The implied volatity was 16.41, the open interest changed by 37 which increased total open position to 251
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 3.8, which was -2.45 lower than the previous day. The implied volatity was 17.64, the open interest changed by 81 which increased total open position to 201
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 6.25, which was -1.25 lower than the previous day. The implied volatity was 18.18, the open interest changed by 26 which increased total open position to 122
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was 18.97, the open interest changed by 96 which increased total open position to 96
| MIDCPNIFTY 30DEC2024 14200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 1012 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 1012 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 14200 expiring on 30DEC2024
Delta for 14200 PE is -
Historical price for 14200 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1012, 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 1012, 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 1012, 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 1012, 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 1012, 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 1012, 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 1012, 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 1012, 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 1012, 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 1012, 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 1012, 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 1012, 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 1012, 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 1012, 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 1012, 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 1012, 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 1012, 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 1012, 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 1012, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
